Find
May 16, 2014

Eurex Clearing

Introduction of Eurex Clearing Prisma release 2.0: Extension of product scope and availability of cross-margining

Eurex Clearing Prisma, the portfolio-based risk management method, offers an innovative way to maintain reliable margin levels, while in parallel provide considerable capital efficiencies to its Members. With Eurex Clearing Prisma release 2.0, more products, additional capital efficiencies and extended services will be introduced. Furthermore, Eurex Clearing Prisma will offer cross-margining benefits between Interest Rate Swap (IRS) products cleared through EurexOTC Clear and listed fixed income (FI) and money market (MM) products.

With this circular, Eurex Clearing announces the introduction of Eurex Clearing Prisma release 2.0 for Monday, 26 May 2014. From this date onwards, Clearing Members will be able to migrate their listed FI products to the margin methodology and benefit from the efficiencies achieved in Eurex Clearing Prisma as well as from cross-margining between IRS products and listed FI products.