Find
Dec 14, 2016

Eurex Clearing

New intraday margin and collateral reports

In order to enhance the intraday margin collateral utilisation transparency for all Affected Customers, Eurex Clearing will introduce new intraday risk reports.

These reports will be provided in exactly the same format containing the same level of information as we provide in overnight reports. The new reports will be created every ten minutes during business hours and distributed via the Common Report Engine (CRE) exactly as other existing overnight reports are.

The new intraday reports will be provided free of charge and will be available from Monday, 27 February 2017.

As the introduction will affect the handling of the already existing intraday report CI042, we ask all Affected Customers to inform us if they wish to receive the intraday reports. If we receive no notification, the subscription to CI042 will expire automatically with the introduction of the new CI Reports.