The main scope of this release is to support the Next Generation Exchange Traded Derivatives (ETD) contracts, which allows more than one expiration per month on product level (sub-monthly contracts).
Simulation start: 12 October 2021
Production start: 22 November 2021
The Prisma system documentation will be available in the Member Section under the following path: Resources > Eurex Clearing Documents > Eurex Clearing Prisma > Release Documents > Documents & Circulars > Documents Release 11.0.
Release Items/Participants Requirements
CP007 Cross-Margining Allocation Report
Margin requirements before and after cross-margining allocation will be newly displayed not only on the Liquidation Group level, but also individually for Source and Target split. Exact layout changes will be provided in the update of the Eurex Clearing Prisma Report Reference Manual.
We kindly ask all Clearing Members to make sure, that relevant report changes are reflected in their internal processes.
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