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Eurex Clearing
The Advanced Risk Protection functionality Pre-Trade Limits, described in detail in Eurex Clearing Circular 091/10 (published on November 22, 2010) will be launched into production on November 29, 2010.
To authorize the Members to use this functionality, the Risk Limit Resource Access Level (RAL) 67 will be set to “3” by Eurex for all Members from November 29, 2010 onwards. Please note that no limits will be preset by Eurex. After this, Members’ security administrators can enable their traders / users to define and maintain new limits by setting the Risk Limit RAL 67 to a minimum value of “2”.
Please note that Pre-Trade Limits are already available in the Eurex Release 13.0 simulation since start of the simulation on September 6, 2010.
If you have any questions or require further information, please contact the Eurex Risk Operations team at tel. +49-69-211-1 24 52.