yrsi22, 8:04 AM

Eurex

Fixed Income Derivatives: A. introduction of Euro High Yield Index Futures; ts. Eaitorial changes to the Price List for existing D.

Eurex Clearing Eurex Repo EEX 360T Xetra Borse Frankfurt

Clearstream Qontigo

Disclaimer Privacy notice Imprint Eurex Clearing Rules & Regulations Sitemap

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Eurex08e
As of 17.10.2022
Page 3

Price List of Eurex Clearing AG

3.4 Cash Settlement

(1) The following fees are charged for cash settlement of the products listed below:

Maximum Fee for
Product / Product Group Account | Fee per Contract | Contracts on the
same underlying

Equity Total Return Futures with Group ID assigned in Annex G of the Eurex
Contract Specifications
[J
Bond Index Derivatives

A EUR 0.50
Bloomberg Barelays-MSCI Euro
Corporate SRI Index Futures P EUR 0.40

M EUR 0.40

A EUR 0.50
Bloomberg Barelays-MSCI Global
Green Bond Index Futures P EUR 0.40

M EUR 0.40

A EUR 0.50
Bloomberg Liquidity Screened Euro
High Yield Bond Index Futures Pe EUR 0.40

M EUR
[J

[1
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Eurex04e

Clearing Conditions of Eurex Clearing AG

As of 17.10.2022
Page 1

[1

Part 2

2.23

2.23.2

Lol

AMENDMENTS ARE MARKED AS FOLLOWS:
INSERTIONS ARE UNDERLINED,

DELETIONS ARE CROSSED OUT.

Clearing of Futures Contracts
[.-]

Clearing of Bond Index Futures Contracts

L.]

Final Settlement Price

The final settlement price of the Index Futures Contracts will be determined by Eurex
Clearing AG (pursuant to Number 1.23.4 of the Eurex Contract Specifications) at the final
settlement day of a contract.

(1)_With respect to the Bloomberg Barelays-MSCI Index Futures Contracts on total
return indices, the closing value of the underlying total return index on the last
trading day shall be decisive.

(2) With respect to the Bloomberg Index Futures Contracts on total return indices, the
closing value of the underlying total return index on the last trading day shall be
decisive.

(32) In case of extraordinary circumstances, especially (i) if the trading is interrupted due
to technical problems, (ii) if the determined final settlement price does not reflect
the true market conditions or (iii) if a price determination is not possible for other
reasons, Eurex Clearing AG may determine the final settlement price at its
reasonable discretion (billiges Ermessen).

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Chapter II of the Clearing Conditions of Eurex Clearing AG

Transactions Concluded at
Eurex Deutschland

(Eurex Exchange)

As of 17.10.2022

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Eurex08e

Price List of Eurex Clearing AG

As of 17.10.2022
Page 2
Standard Reduced
Fee per Fee per
Contract Contract Threshold
(contract (contract (number
Product / Execution volume S volume > of
Product Group Currency Type Accounts | threshold) | threshold) _| contracts)
A 0.50 na na
Order book P 0.40 na na
M 0.40 na na
Bloomberg Liquidity Screened Eurex A 0.75 na na
Euro High Yield Bond Index EUR a P 0.60 na na
Futures M 0.60 na na
A 0.75 na na
TES P 0.60 na na
M 0.60 na na
Led
L.]
3.3 Position Closing Adjustments

(1) For Position Closing Adjustments, if these do not take place until 13:30 CET on the
trading day following the day of the transaction, the following fees shall be charged:

Product / Product Group Account

Fee per Contract

Spe

Equity Futures with Group ID assigned in Annex A of the Eurex Contract

[el

Bond Index Derivatives

A EUR 1.00

Bloomberg Barclays-MSCI Euro Corporate SRI P EUR 0.80
Index Futures

M EUR 0.80

A EUR 1.00

Bloomberg Barelays-MSCI Global Green Bond P EUR 0.80
Index Futures

M EUR 0.80

_ _ A EUR 1.00

Bloomberg Liquidity Screened Euro High Yield Bond P EUR 0.80
Index Futures

M EUR 0.80

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yrsi22, 8:04 AM

Fixed Income Verivauves: A. Introduction of Euro High Yield Index Futures; 6. Eaitorial changes to the Price List for existing D.

08 Sep 2022
Eurex Clearing

Fixed Income Derivatives: A. Introduction
of Euro High Yield Index Futures; B.
Editorial changes to the Price List for
existing bond index futures

Eurex Clearing Circular 065/22 Fixed Income Derivatives: A. Introduction
of Euro High Yield Index Futures; B. Editorial changes to the Price List for
existing bond index futures

1. Introduction

This circular contains information with respect to Eurex Clearing’s service
offering and corresponding amendments to the Clearing Conditions of Eurex
Clearing AG (Clearing Conditions) and Price List of Eurex Clearing AG (Price
List) regarding to the following topics:

A.

Introduction of Euro High Yield Index Futures

Editorial changes to the provisions on the Clearing of Bond Index
Futures Contracts in the Price List

Effective date: 17 October 2022

2. Required action

There is no required action for the participants.

3. Details

A. Introduction of Euro High Yield Index Futures

Effective 17 October 2022, Eurex Clearing will offer clearing services for Euro
High Yield Index Futures introduced at Eurex Deutschland.

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Eurex08e

Price List of Eurex Clearing AG ‘As of 17.10.2022

Page 1

FRIIS SEIS OASIS ISI III ASAI II IIIA II II SISA SOS AI AS AS SAID

AMENDMENTS ARE MARKED AS FOLLOWS:
INSERTIONS ARE UNDERLINED
DELETIONS ARE CROSSED OUT

3 Transaction Fees for Derivatives Transactions (Order Book Transactions and
Off-Book Transactions on the Eurex Exchange)
L.]
3.1 Matching / Registration of Derivatives Transactions
L.]
Standard Reduced
Fee per Fee per
Contract Contract Threshold
(contract (contract (number
Product / Execution volume < volume > of
Product Group Currency ‘Type Accounts | threshold) threshold) _| contracts)
LJ
Bond Index Derivatives
Bond Index Futures
A 0.50 na na
Order book P 0.40 na na
M 0.40 na na
Bloomberg Barclays MSCI Eurex A 0.75 na na
Euro Corporate SRI Index EUR EnLi P 0.60 na na
nLight
Futures M 0.60 na na
A 0.75 na na
TES P 0.60 na na
M 0.60 na na
A 0.50 na na
Order book P 0.40 na na
M 0.40 na na
Bloomberg Barclays MSCI Eurex A 0.75 na na
Global Green Bond Index EUR EnLight P 0.60 na na
Futures 3 M 0.60 na na
A 0.75 na na
TES P 0.60 na na
M 0.60 na na

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yrsi22, 8:04 AM Fixed Income Derivatives: A. introduction of Euro High Yield Index Futures; ts. Eaitorial changes to the Price List for existing D.

@ 1. Updated sections of the Clearing Conditions of Eurex Clearing AG
@ 2. Updated sections of the Price List of Eurex Clearing AG

Further information

Recipients: All Clearing Members, ISA Direct Clearing Members, Disclosed
Direct Clients, FCM Clearing Members of Eurex Clearing AG,
vendors and other affected contractual parties

Target Front Office/Trading, Middle + Backoffice, IT/System
groups: Administration, Auditing/Security Coordination
Contact: client.services@eurex.com

Related Eurex circular 086/22

circular:

Web: www.eurex.com/ec-en/

Authorized Jens Janka

by:

Further information

, Attachment 1 to Eurex Clearing circular 065/22

_, Attachment 2 to Eurex Clearing circular 065/22

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yrsi22, 8:04 AM

Support > Initiatives & Releases > Simulation calendar
f. Risk parameters

Margins for the new products are calculated in Prisma. For the risk parameters
of the new product, please refer to the Eurex Clearing website
www.eurex.com/ec-en/ under the link:

Services > Risk parameters
g. Amendments to the legal framework of Eurex Clearing AG

In this context, the following provisions will be amended as outlined in
Attachments 1 and 2:

@ Chapter II Part 2 Number 2.23.2 of the Clearing Conditions
@ Numbers 3.1, 3.3 and 3.4 of the Price List

As of the effective date, the full versions of the amended Clearing Conditions
and Price List will be available for download on the Eurex Clearing website
under the following link:

Rules & Regs > Eurex Clearing Rules and Regulations

B. Editorial changes to the provisions on the Clearing of Bond Index
Futures Contracts in the Clearing Conditions and the Price List

Bloomberg announced that the Bloomberg Barclays fixed income benchmark
indices are rebranded as the Bloomberg Fixed Income Indices

To reflect the rebrand, the following provisions will be amended as outlined in
Attachments 1 and 2:

@ Chapter II Part 2 Number 2.23.2 of the Clearing Conditions
@ Numbers 3.1, 3.3 and 3.4 of the Price List

The amendments to the legal framework of Eurex Clearing AG published by
this circular are deemed accepted by each affected contractual party of Eurex
Clearing AG, unless the respective contractual party objects by written notice
to Eurex Clearing AG prior to the relevant effective date(s) as stipulated in this
circular. Any ordinary right of Eurex Clearing AG to terminate the respective
contract (including a Clearing Agreement, if applicable) shall remain
unaffected.

Unless the context requires otherwise, terms used and not otherwise defined
in this circular shall have the meaning ascribed to them in the Clearing
Conditions or FCM Clearing Conditions of Eurex Clearing AG, as applicable.

Attachments:

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Fixed Income Verivauves: A. Introduction of Euro High Yield Index Futures; 6. Eaitorial changes to the Price List for existing D.

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yrsi22, 8:04 AM

In this context, the following measures will apply effective 17 October 2022:

@ Amendments to the Clearing Conditions regarding the inclusion of Euro
High Yield Index Futures,

¢@ Amendments to the Price List regarding the inclusion of Euro High Yield
Index Futures.

Please refer to Eurex circular 086/22 for detailed trading-related information
as well as the amendments of the relevant Rules and Regulations of Eurex
Deutschland.

Simulation start: 6 September 2022
Production start: 17 October 2022

a. Product overview

Underlying ISIN

Product name ProductID Currency Product ISIN

Futures on the Bloomberg
Liquidity Screened Euro High | FEHY
Yield Index

EUR DEO00A3DL3Z5 | GBOOBZ76DV77

b. Contract specifications
For the detailed contract specifications, please refer to Eurex circular 086/22.

c. Product group

The product group of the new product is as follows:

Fixed Income Verivauves: A. Introduction of Euro High Yield Index Futures; 6. Eaitorial changes to the Price List for existing D.

> 4
Se rf 3 =
Product sé § 3 oe
£ Capacity name
Product ao as 2 & E Capacity
iq Ed
<4 a
Futures on the E/lFutures | Not approved | Cash | F Index | EUR | Cash/Physical
Bloomberg Liquidity | in EUR for trading in EUR
Screened Euro High the U.S

Yield Index (FEHY)

d. Transaction fees

The fees for the products can be retrieved from the updated sections of the
Price List, as outlined in Attachment 2.

e. Simulation

Since 6 September 2022, the new products have been available in the Eurex
simulation environment for testing purposes. For further information, please
refer to the simulation calendar on the Eurex website www.eurex.com under
the following link:

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