Update - EurexOTC Clear Production: Technical Issues
Attention: To all participants in production of EurexOTC Clear for IRS
As communicated in the Newsboard Message from 05.10.2022, we detected a technical issue which has led in specific cases to erroneous EUR & GBP OIS Coupons with settlement date 05.10.2022. This additionally impacted Variation Margin Calculations of EUR & GBP OIS Trades having a Cashflow on 04.10.2022 or 05.10.2022.
All impacted members will be contacted individually on the proceedings of the correction bookings. In case of questions, please reach out to otcclear@eurex.com.
