Eurex Clearing introduced C7 Release 7.0 on 23 November 2020. An overview of the release content relevant for Clearing Members is available on this website. To ensure effective information distribution, we kindly ask interested persons to subscribe to the RSS feed of this website.
Simulation start: 21 September 2020
Production start: 23 November 2020
Simulation: 01.10.2020 – 23.10.2020
Production: 06.11.2020 – 24.11.2020
Features and Enhancements / Participation requirements
With C7 Release 7.0 the following functional changes were introduced:
FIXML request queue size increase
FIXML request queue size has been increased from the previous 2000 to 6000 messages.
Product tag in FIXML messages
This optional feature is provided to Clearing Members who wish to distribute their large volume across multiple FIXML accounts.
Default rule change for initial trade booking
Trading capacity overrules the clearing account in case of any inconsistency with the clearing account.
Change of Maintainability of Rate Identifier in C7
The field rate identifier, as contained in CustOrderHandlingInstr (tag 1031) is not maintainable anymore.
Eurex Exchange introduced new inter-product spread (IPS) Fixed Income Futures based on the fixed-income Schatz Futures (FGBS) and the two-year bundle of the Euribor Futures (FEU3) consisting of eight consecutive maturities covering a time frame of two years.
Transaction duration extension to T+5
Transaction management period in C7 has been extended from t+3 to t+5 days.
Please note that the FIXML broker migration is no longer in scope of C7 Release 7.0 and has been postponed until 2021.
Readiness video series
Report changes & Report Introductions:
Account Maintenance CA770
Claim amount based collaterals CD037
Strategy details: CB012, CB013, CB715, CB750 and CI012
Non-disclosure flag: CB012, CB013, CB750, CB751 and CB715
Equity basket reports: CB731, CA752 and CE775
In case of any questions or your require further information, please contact us at email@example.com.