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Eurex Clearing

Prisma Release 10.2

Eurex Clearing introduced Prisma Release 10.2 on 14 June 2021. The simulation environment is available since 3 May 2021. An overview of the release content relevant for Clearing Members is available on this website. 

Simulation start: 03 May 2021
Production start: 14 June 2021

Prisma 10.2 Timeline

 

System Documentation

The Prisma system documentations will be available in the Member Section under the following path:  Resources > Eurex Clearing Documents > Eurex Clearing Prisma > Release Documents > Documents & Circulars > Documents Release 10.2.

Circulars

Release Items/Participants Requirements

Feature/Enhancement

Details

Action Item

Enhancement of FI Cross-margining Algorithm

Members may choose to employ cross-margining on their Fixed Income ETD and OTC IRS portfolios, enabling greater margin efficiency by margining selected FI ETD positions with the OTC IRS portfolio and thus achieving netting benefits.

As part of release 10.2, the selection algorithm is enhanced to include global optimization and allowing optimization beyond nearest-neighbor maturity buckets.

To activate the cross margining Clearing Members need to use the Prisma Margining Tool in the Member Section.



Prisma

Eurex Clearing Prisma calculates combined risks across markets and venues cleared by Eurex Clearing for products sharing similar risk characteristics.
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CRE

The CRE is Eurex Group’s central solution for reports. The CRE allows a greater flexibility and meets the needs of today’s high frequency and algorithmic trading.
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Contact

Contact

Eurex Frankfurt AG
Key Account Management

Service times from 09:00 - 18:00 CET

T +49-69-211-10 333

client.services@eurex.com


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