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Eurex Clearing
With this circular, Eurex Clearing provides information on the introduction of the mandatory Eurex Clearing Prisma release 5.0, further product migrations and the decommissioning of the Risk-based Margining (RBM) methodology for all exchange-traded derivatives (ETDs). The timeline for the introductions is as follows:
Release 5.0 introduction: November 2016
Remaining ETD product migrations: November 2016
RBM decommissioning for ETDs: December 2016
Detailed information on the release 5.0 simulation period, the release introduction and product migrations as well as the decommissioning of the RBM methodology for all ETDs will be provided in due course via separate Eurex Clearing circulars. The remaining products on RBM after the introduction of Release 5.0 (equities, bonds, repos, and lending) will be migrated to Eurex Clearing Prisma in 2017.