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Risk parameters
Haircut and adjusted exchange rates Securities margin groups and classes Prices Rolling Spot Future File services Bond Clusters

No Page Title


Liquidation Groups

The Excel "PrismaEligibleProducts.xls" shows which products belong to the

  • Listed Equity (Index) Derivatives Liquidation Group (PEQ01)
  • Listed Fixed Income Liquidation Group (PFI01)
  • Asian cooperations KOSPI/TAIFEX Liquidation Group (PAC01)
  • Commodity (Index) Derivatives Liquidation Group (PCM01)
  • Precious Metal Derivatives Liquidation Group (PPM01)
  • Property Futures Liquidation Group (PPR01)
  • FX Derivatives Liquidation Group (PFX01)
  • GMEX IRS Constant Maturity Futures Liquidation Group (PGE01)

PFI01 further contains all OTC Interest Rate Derivatives (IRS) transactions (according to the Clearing Conditions Chapter VII Part 3) in products as described on the

Interest Rate Swaps

 

Interest Rate Swaps

 
.


8 Results

all

12 Oct 2024

ESG Admissible Securities Assessment

Download

12 Oct 2024

Admissible securities

Download

11 Oct 2024

Indicative Prisma margins for single Eurex-cleared swaps

Download

11 Oct 2024

Margin Parameters CCP Instruments (excl. Bonds)

Download

11 Oct 2024

Prisma Margin Requirements for selected products (single position portfolios)

Download

11 Oct 2024

Liquidation Groups

Download

11 Oct 2024

Margin Parameters for Bonds and Repos

Download

11 Oct 2024

Collateral Acceptance and Haircuts

Download

STIR partnership program

Market-led solution to create an alternative liquidity pool for € short-term interest rate derivatives

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