Trade
18 Oct 2019

EurexOTC Clear: OTC IRS Stub Interpolation Rate Calculation

Please be informed that Eurex Clearing calculates the interpolated stub period rates based on the trade parameters (e.g. roll date, calendar etc.). The underlying index conventions will not be considered in the calculation, only the agreed trade economics are relevant.
In case more detailed information is required or you have any questions, please do not hesitate to contact our OTCClear Team (phone: +49-69-211 12828 / e-mail: otcclear@eurexclearing.com).



Market Status

XEUR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

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