Attachment to Eurex Clearing Circular 096/23

3. Details of the initiative

A. Product overview

Please refer to the table below for the overview of the new products.

Product name Product ID

Futures on the Bloomberg
Sterling Liquid Corporate FGBC
Bond Index

Currency

GBP

Product ISIN

DEOOOA3EXVZ9

Underlying ISIN

GBOOBRBTW531

Futures on the Bloomberg
Emerging Market USD
Sovereign and Sovereign
Owned Index

FUEM

USD

DEOOOA3EXW02

GBOOBRJB0795

C. Product group

Please refer to the table below for the product group of the new products.

= =
S s >
Product Product s § 5 Capacity name
group gg :
4 ) cy
Futures on the E/I Futures Not approved | Cash | F Index | GBP Cash GBP
Bloomberg Sterling for trading in
Liquid Corporate the U.S.
Bond Index (FGBC)
Futures on the E/I Futures Not approved | Cash | F Index | USD Cash USD
Bloomberg for trading in
Emerging Market the U.S.

USD Sovereign and
Sovereign Owned
Index (FUEM)

Public



Price List of Eurex Clearing AG

Eurex08e

As of 05.02.2024

Page 3

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
[el
Bond Index Derivatives
[1
A EUR 0.50 na.
Bloomberg Liquidity Screened Euro
High Yield Bond Index Futures P EUR 0.40 na
M EUR 0.40 na.
Bloomberg Emerging Market USD A USD 0.50 na.
Sovereign & Sovereign Owned P USD 0.40 na.
Index Futures M USD 0.40 na.
A GBP 0.50 na.
Bloomberg Sterling Liquid
Corporate Index Futures P GAP 0.49 a
M GBP 0.40 na.
[el
6150-23_h

Public



Attachment 1 to Eurex Clearing circular 096/23

, Attachment 2 to Eurex Clearing circular 096/23

Eurex Eurex Clearing Eurex Repo EEX 360T Xetra Bérse Frankfurt
Clearstream Qontigo

Disclaimer Privacy notice Imprint Eurex Clearing Rules & Regulations Sitemap


Eurex08e

Price List of Eurex Clearing AG As of 05.02.2024

Page 1

AMENDMENTS ARE MARKED AS FOLLOWS:
INSERTIONS ARE UNDERLINED;

DELETIONS ARE CROSSED OUT

se peeeeerereerd
L-]
3 Transaction Fees for Derivatives Transactions (Order Book Transactions and
Off-Book Transactions on the Eurex Exchange)
L.]
34 Matching / Registration of Derivatives Transactions

L.]

Bond Index Futures
(1
ona A 0.50 na na
rder
book P 0.40 na na
M 0.40 na na
Bloomberg Licuialt A 0.75 na na
loomberg Liquidity
Screened Euro High Yield | EUR a P 0.60 na na
Bond Index Futures nLigl M oo na ha
A 0.75 na na
TES P 0.60 na na
M 0.60 na na
Bloomberg Emerai ord A 0.50 na na
loomberg Emerging rder
Market USD Sovereign & | US book e 9.40 na na
M 0.40 na na
6150-23 h

Public


21 Dec 2023
Eurex Clearing

Fixed Income Derivatives:
Introduction of Bloomberg
Emerging Market USD
Sovereign & Sovereign
Owned Index Futures and
Sterling Liquid Corporate
Bond Index Futures

Eurex Clearing Circular 096/23 Fixed Income Derivatives: Introduction of
Bloomberg Emerging Market USD Sovereign & Sovereign Owned Index
Futures and Sterling Liquid Corporate Bond Index Futures

1. Introduction

Effective 5 February 2024, Eurex Clearing AG will offer clearing services for
Bloomberg Emerging Market USD Sovereign and Sovereign Owned Index
Futures and Sterling Liquid Corporate Bond Index Futures introduced at Eurex
Deutschland.

In this context, the following measures will apply effective 5 February 2024:

@ Amendments to the Price List of Eurex Clearing AG (Price List) regarding
the introduction of Bloomberg Emerging Market USD Sovereign and
Sovereign Owned Index Futures and Sterling Liquid Corporate Bond
Index Futures.

Please refer to Eurex circular 116/23 for detailed trading-related information,
including fee classification and the related amendments to the Rules and


Eurex08e
As of 05.02.2024
Page 2

Price List of Eurex Clearing AG

Sovereign Owned Index A na na
Eutures Be 0.60 na na
M 0.60 na na
A 0.75 na na
TES PB 0.60 na na
M 60
A 0.5 na na
oe Pp 0.40 na na
M 0.40 na na
A 0.75 na na
Bloomberg Sterling Liquid | Gap, Eurex P n na
Corporate Index Futures | EnLight =
M na na
A na na
TES PB na na
M na na
Ll
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

(el

Bond Index Derivatives

[1
A EUR 1.00

Bloomberg Liquidity Screened Euro High Yield Bond

Index Futures P EUR 0.80
M EUR 0.80
A USD 1.00

Bloomberg Emerging Market USD Sovereign &

Sovereign Owned Index Futures Pe USD 0.80
M USD 0.80
A GBP 1,00

Bloomberg Sterling Liquid Corporate Index Futures P GBP 0.80
M GBP 0.80

(el

6150-23_h
Public



Regulations of Eurex Deutschland.

Simulation start: 22 December 2023
Production start: 5 February 2024

2. Action required

There is no action required for participation.

3. Details of the initiative

A. Product overview

Please refer to the table in Attachment 1 for the overview of the new products.
B. Contract specifications

For the detailed contract specifications, please refer to Eurex Circular 116/23.
C. Product group

Please refer to the table in Attachment 1 for the product group of the new
products.

D. Transaction fees

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

E. 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 following link:

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

To reflect this decision in the legal framework of Eurex Clearing AG, the
following provisions will be amended as outlined in Attachment 2:

@ Numbers 3.1, 3.3, 3.4 of the Price List of Eurex Clearing AG

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

Rules & Regs > Eurex Clearing Rules and Regulations

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. In case of an objection by the respective contractual party pursuant
the preceding sentence, Eurex Clearing AG is entitled to terminate the
respective contract (including a Clearing Agreement, if applicable). Instead of
submitting an objection, the respective contractual party may submit in
writing to Eurex Clearing AG comments to any amendments of the legal
framework of Eurex Clearing AG within the first 10 Business Days after the
publication of the amendments. Eurex Clearing AG shall assess whether these
comments prevent the published amendments from becoming effective
taking into account the interests of Eurex Clearing AG and all contractual
parties.

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:

1. Regarding 3. Details: A. Product overview and C. Product group: Tables
2. Amended sections of the Price List of Eurex Clearing AG

Further information

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

Target Front Office/Trading, Middle + Back Office, IT/System
groups: Administration, Auditing/Security Coordination
Related Eurex circular 116/23

circular:

Contact: client.services@eurex.com

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

Authorized Jens Janka

by:

Further information