Reports

Risk Reports

How are reports delivered to clients?  

Reports for all cleared markets are delivered to the Common Report Engine (CRE) as a centralized source and are free of charge. End of Day reports are available in a TXT- and XML format. For more information, please refer to the following website: Reporting

This service is independent from the existing trading and clearing infrastructure, and participants can choose their preferred hardware platform and operating system. 

What is the Common Report Engine? 

  • The CRE is Eurex Group’s central solution for trading and clearing report retrieval for Trading Members, Clearing Members and Software Vendors.
  • Reports can be downloaded manually or automatically via scripting. 
  • The CRE consists out of two parts, a participant area which includes Member specific reports and a public area which contains non-participant-specific reports.  

For further details on the CRE please visit the website or have a look at the CRE User Guide: 

How can I monitor my risk exposure Intraday? 

  • Eurex offers specific Intraday Margin reports on a different granularity to monitor risk actively.
  • These reports are delivered to the CRE with every 10 minutes snapshots. The report format is XML. 
  • Every Intraday report needs to be activated via e-mail request to risk@eurex.com.  

Report CI030: Margin Drilldown on Underlying Level

  • Provides an overview of the Total Margin Requirement, Variation Margin and Premium Payments on Underlying Level.
  • End of Day version: CP030. 

Report CI050: Daily Margin

  • Shows Margin Requirement information for an Exchange Member broken down to Premium-, Current Liquidating- and Additional Margin. The intermediate results of the Margin calculation for cash positions, options and futures are aggregated by Liquidation Group / Margin Class.  
  • End of Day version: CC750. 

Report CI060: Daily Margin Summary

  • The Margin Requirement is listed by account and aggregated for each Trading and Clearing Member. All individual amounts are in the Margin currency. 
  • It iterates over all pool IDs and shows for each Trading Member and account the unadjusted Margin Requirement and the Total Margin Requirement in Margin currency as well as the Margin Requirement in Clearing currency. Additionally, it provides a total for each Trading Member, Pool ID and Clearing Member. 
  • End of Day version: CC760. 

Report CI042: Shortfall / Surplus Overview

  • Lists the necessary Margin Requirements, Pledged Cash and Security Collaterals. The "over/under" credits and debits by currency are converted into the Member's Clearing currency and summed to calculate the net Margin profit or deficit.
  • This report is available for Clearing Members and fully segregated Non-Clearing Members. 
  • End of Day version: CD042. 

Where can I find more information regarding specific reports? 

There are three types of reports. All are delivered via the CRE with separate and detailed manuals available: 

  • Prisma Risk reports 
    The Eurex XML report description is shown in the ‘Eurex Clearing Prisma - Report Reference Manual’. The document is available in the Member Section under the following path: Resources > Eurex Clearing Documents > Eurex Clearing Prisma > Release Documents > Document and Circulars.
  • Trading reports (T7)
    System Documentation > Eurex Reports 
  • Clearing reports (C7)
    System Documentation > Eurex Reports 

Supporting Documents

Risk contact

Should you have any issues with the interpretation or content of your TE files/reports please contact our Risk Exposure Management team: E-Mail: risk@eurex.com Phone: +49-69-211-12452

Technical contact

When having issues with finding/receiving TE files/reports, please consult your Technical Key Account Manager or cts@deutsche-boerse.com.

For all other questions, please contact us at client.services@eurex.com.


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