To continue providing Clearing Members with the highest quality data and risk management, Eurex Clearing is introducing Prisma Release 15.2. This update focuses on improving the data files for Bonds and Repos, ensuring more precise, term-dependent interest rate information for your risk calculations.
Simulation start: 14 July 2026
Production start: 24 August 2026
The Prisma system documentation will be available in the Member Section under the following path: Resources > Eurex Clearing > Documentation & Files > Eurex Clearing Prisma > Release Documents > Document & Circular > Documents Release 15.2.
Circulars
Release Items/Participants Requirements
Changes | Details | Action Item |
New Theoretical Cash Rate File (FILEINRT) for Bonds and Repos | A new file, FILEINRT, will be introduced to provide more precise term interest rates based on currency and settlement date. This modernizes our data delivery as the old format is becoming obsolete. As a result, values like RAIRU and RAIRD will now be derived from this new, more accurate file. | Please adjust your systems and internal processes to process and utilize this new file. |
Amended Theoretical Values for Bonds File (FPTHEB) | To streamline and simplify the data, Eurex Clearing is removing two columns (FTHEN/FTHNB), which represent shifted interest rates, from the existing FPTHEB file. | Please update any systems or processes that currently rely on the two columns being removed from this file. |
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