Clearing files

Risk parameters and initial margins

Prisma portfolio-based margining

Sep 02, 2026

Liquidation Groups

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Sep 02, 2026

Indicative Prisma margins for single Eurex-cleared swaps

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Sep 02, 2026

Prisma Margin Requirements for selected products (single position portfolios)

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Liquidation Groups

The Excel "PrismaEligibleProducts.xls" shows which products belong to the

  • Listed Equity (Index) Derivatives Liquidation Group (PEQ01)
  • Commodity (Index) Derivatives Liquidation Group (PCM01)
  • Precious Metal Derivatives Liquidation Group (PPM01)
  • Derivatives on Fixed Income ETFs Liquidation Group (PEF01)
  • Crypto Derivatives Liquidation Group (PCY01)
  • Fixed Income and FX Liquidation Group (PFI01)

PFI01 further contains

  • all OTC Interest Rate Derivatives (IRS) transactions (according to the Clearing Conditions Chapter VIII) in products as described on the EurexOTC Clear IRS webpage and
  • all Bonds resulting from Repo Transactions or FWB Transactions subject to portfolio margining, namely, all Euro denominated Bonds that are:
    • Zero Coupon and Fixed coupon, bullet Bonds issued by governments of Germany, France, Italy, and Spain
    • Zero Coupon and Fixed coupon, bullet Bonds issued by Supranational Organizations (AAA and AA rated).

The Bond Liquidation Group (PBN01) is composed of all Special Repo transactions excluding the bonds contained in PFI01 and all GC Pooling transactions.

The FX NDF Liquidation Group (PNF01) includes all OTC Non-Deliverable FX Forward transactions.

All products not part of Liquidation Groups listed above form one Relevant Liquidation Group as defined in the Clearing Conditions Chapter I, Part 1, 6.2.

Risk-based margining

Sep 02, 2026

Margin Parameters for Prisma Bonds

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Sep 02, 2026

Margin Parameters CCP Instruments (excl. Bonds)

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Sep 02, 2026

Margin Parameters for Bonds and Repos

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General Parameters

Sep 02, 2026

Collateral Acceptance and Haircuts

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Sep 03, 2026

Admissible securities

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Sep 03, 2026

Global Admissible Securities

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Sep 03, 2026

ESG Admissible Securities Assessment

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Market Status

XEUR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

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