Eurex Clearing Readiness Newsflash | OTC IRS Portfolios: MC-API functionality enhancement to reflect the Margin Concentration Add-on 

As announced in Eurex Clearing Circular 083/25 and via Eurex Clearing Readiness Newsflash, on 1 December 2025, Eurex Clearing rolled out a new Margin Concentration Add-on for OTC IRS accounts in the form of Supplementary Margin. 

Users who wish to simulate margin requirements including the margin concentration add-on for OTC IRS are currently able to do so by using the Cloud Prisma Margin Estimator (Cloud PME) and this functionality was initially not offered in the Prisma Margin Calculator GUI and API.

With this Newsflash, Eurex Clearing announces the enhancement of our Margin Calculator API (MC-API). You will soon be able to simulate margin requirements that include the new Margin Concentration Add-on for your OTC IRS accounts.

This update directly addresses the rollout of the new add-on, which was introduced on 1 December 2025, and provides you with a more comprehensive margin simulation tool.

Key Dates for the New Functionality

14 January 2026: The new simulation functionality will be available in the simulation environment.

16 February 2026: The new functionality will go live in the production environment.

What is Changing?

The core of this enhancement is the introduction of a new margin component called SUMMC. Here is how it will affect the MC-API:

API Request: We are adding a new, optional field to the request. This will allow you to choose whether or not to include the SUMMC component in your margin simulation, giving you greater flexibility.

API Response: The response will now clearly display the calculated SUMMC amount and the total margin requirement (Initial Margin + SUMMC).

Benefit for You: This enhancement provides a more complete and accurate picture of your potential margin requirements directly through the API, which was previously only possible using the Cloud Prisma Margin Estimator (Cloud PME).

Important Information on Currency

Please note that while the MC-API response will display the SUMMC in your designated Clearing Currency, the SUMMC is always charged in EUR. This will be reflected accordingly in your Daily Margin report (CC750).

Technical Documentation

For detailed technical specifications on the updated request and response structures, please refer to the document "FpML_Interface_Volume3C_Margin_Calculator_API". You can download it from the Member Section of Deutsche Börse Group by navigating to:

Resources > Eurex Clearing > Documentation & Files > EurexOTC Clear > System Documentation > Interfaces

If you have any questions ahead of the new go-live date, please do not hesitate to contact the Risk Department under OTCClear@eurex.com.

Kind regards, 
Your Client Services Team 

Visit now Eurex Support Clearing​ to access a wide array of support content!
 

Further information