Eurex offers ETD Clearing Members an optional compression service to manage their risk exposure more efficiently. With this service, counterparties choose to terminate some or all the derivatives and replace them with another derivative whose combined notional value is less than the sum of the parts. For the time being, compression is offered for EURO STOXX®50 index options (OESX) and more products will follow in the future. 

New features, changes and improvements: 

  • Increase in trading 
  • Reduce capital constraints
  • Regulatory compliant

Simulation start: available 
Production start: 29 March 2021

Compression timeline


Participants Requirements



Action Item

New TES Trade Type

Trade Type is an existing FIXML field. The new FIXML valid value for Trade Type @TrdType(828) is 1008.

Interested Clearing Members need to implement this new value in their FIXML feed.

Report updates

New trade type “K” will be added to reports CB001, CB012, CB013, CB165, CB315, CB715, CB750, CB751 and CI012.

Interested Clearing Members need to support this new value in their reports.

RBM Calculator

The Eurex Risk Based Margin Calculator is a program designed to help calculate and simulate Eurex Clearing margin requirements. The program is based on our Risk-based Margining model.

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