19 Jul 2021

Eurex Clearing

Prisma Release 11.0: Release announcement

Eurex Clearing Circular 064/21 Prisma Release 11.0: Release announcement


1.    Introduction

With this circular Eurex Clearing announces the production launch of Prisma Release 11.0, which is scheduled for Monday, 22 November 2021. The simulation environment is planned to be available from 12 October 2021. The Release contains the first step for the introduction of Next Generation ETD Contracts that will not be activated with the main release, but with start of simulation on 6 December 2021, as announced in Eurex Clearing circular 054/21.

The following changes will be implemented with Prisma Release 11.0:

A. First step for the introduction of Next Generation ETD Contracts (Transparency Enabler Files in Simulation)

B. Enhancement of CP007 - Cross-Margining Allocation Report

Simulation start: 12 October 2021
Production start: 22 November 2021

Learn now more about Prisma Release 11.0 on our dedicated initiative page under the following link: Support > Initiatives & Releases > Prisma Releases > Prisma Release 11.0. System documentation, circulars, timeline and much more information will be available there for you.

2.  Required action

  1. For layout changes of Transparency Enabler files, please refer to the Prisma Release Notes published in the Member Section of Deutsche Boerse Group under the following path: Resources > Eurex Clearing > Documentation & Files > Eurex Clearing Prisma > Release Documents > Documents & Circulars > Documents Release 11.0.
  2. For layout changes to the CP007 report, please refer to the updated Prisma Report Reference Manual, published in the Member Section of Deutsche Börse Group, under the above-mentioned path.

3.  Details of the initiative

A. The main scope of Prisma Release 11.0 is the first step to support Next Generation Exchange-Traded Derivatives (ETD) Contracts to allow more than one expiration per month on product level (sub-monthly contracts). This implies a structural change of some of the Transparency Enabler Files, which will be deployed with the main Release, but will only be activated for the beginning of the Simulation phase on 6 December 2021.

For additional details, please refer to the Prisma Release Notes as well as to Eurex Clearing circular 054/21 for an overview of the overall implementation approach.

B. The Cross-Margining Allocation Report will be enhanced to show Margin requirements before and after cross-margining allocation on Liquidation Group Split level. The new layout and additional details will be available in the Eurex Clearing Prisma Report Reference Manual with sufficient lead time before the Release.

Further information

Recipients:

All Clearing Members, Basic Clearing Members, Direct Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors

Target groups:

Middle + Backoffice, IT/System Administration

Contact:

risk@eurex.com

Web:

Support > Initiatives & Releases > Prisma Releases > Prisma Release 11.0

Authorized by:

Dmitrij Senko