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Feb 11, 2010

Eurex Clearing

Introduction of Enhanced Risk Solution

As announced in Eurex circulars 048/09 and 192/09, Eurex Clearing AG will introduce the real-time risk data distribution service “Enhanced Risk Solution” on March 15, 2010 in the production and simulation environments.

The Enhanced Risk Solution will provide Clearing and Non-Clearing Members with direct access to the Eurex Clearing AG real-time risk monitoring system to receive real-time risk data across all markets cleared by Eurex Clearing AG via a new dedicated connection. The new Enhanced Risk Solution interface provides real-time information of:

  • margin parameter utilization
  • position reports
  • margin components
  • total margin requirements
  • margin shortfall/surplus

In addition to the above, Clearing Members are able to inquire and receive risk data updates for their Non-Clearing Members.

This circular provides a functional and technical overview, information about connection as well as an overview of the order and delivery process of Eurex Clearing AG’s new risk data distribution service.