What is the Eurex Clearing Default Fund?
How is the Default Fund calculated?
For further details on the default fund calculation, please refer to Default Fund.
In which report can I find information on the Default Fund?
The reports are distributed daily to the Common Report Engine, which is Eurex Clearing Group’s central solution for trading and clearing report retrieval. Further details are available here: Reporting and here User Guide.
The report description is shown in the following document: Eurex Clearing Prisma / Report Reference Manual. The document is available in the Member Section via the following path: Resources > Eurex Clearing Documents > Eurex Clearing Prisma > Release Documents > Document and Circulars.
The Default Fund Requirement for Legally Separated Operationally Comingled (LSOC) Clearing Model is also captured separately.
The Default Fund Requirement is displayed on Clearing Member level and in EUR.
1 The term Clearing Agents also comprises Indemnifying Clearing Agents.
2 The term ISA Direct Clearing Members also comprises ISA Direct Indemnified Clearing Members.
Where can I find more information about the Default Fund?
For further information please visit the following websites:
Additional information can be found in the Eurex Clearing - Clearing Conditions: Chapter 6: Default Fund.
For further information on the Default Fund, please refer to the Eurex Clearing circulars:
For any further questions please contact us at Risk Exposure Management:
Eurex Clearing AG
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