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The Eurex MarginCalculator is a computer-based simulation program designed to help you calculating and simulating Eurex margin requirements, thanks to many functional features and its concise and intuitive user interface. The program is based on the Eurex Risk-based Margining model, enabling you to calculate margins for existing or new positions for all products cleared by Eurex Clearing.
The basic principles of the Risk-based Margining system used by Eurex Clearing and the calculation methods to determine margin requirements are explained in detail in the Eurex Risk-based Margining brochure. Please note that the Eurex MarginCalculator and the brochure show the Eurex margin requirements for its members. Margin requirements may vary, depending upon what brokers charge their end customers.
Using the program is easy. You can either select a specific product from a drop-down field or import open positions with a specially-formatted Excel file. A guided tour will walk you through how to use the MarginCalculator.
If you are installing the Eurex MarginCalculator on a computer with a Windows NT, Windows 2000, Windows XP or Windows Vista operating system, please ensure that you have administrator rights on your system. You won't be able to install the MarginCalculator unless you are logged on as an administrator. Problems downloading the program or uploading margin may be related to your firewall settings. Please contact your system administrator for assistance.
The Eurex Margin Calculator has been designed as a single-user application, to be installed locally on a standalone PC. To correctly install the software and all components, you will need to use an administrator account. The Eurex Margin Calculator software requires a Microsoft Windows operating system (all versions starting with Windows 95 are supported).
A server-based version is not available, nor is one in preparation for the foreseeable future.
The Eurex Margin Calculator supports the (optional) update of margin parameters for equities/bonds and derivatives and the update of other parameters like vola offsets and maturity based multipliers for derivatives. For this purpose, the software needs to access files available on the Eurex website, which requires an active internet connection. Please ensure that your firewall settings do not block access by the Margin Calculator software. If necessary, adjust the settings as required, or contact your system administrator. Note that a proxy server may block internet access if a password needs to be entered.
Use the Settings menu to control the update of margin parameters, product specifications and other parameters like vola offsets and maturity based multipliers. All parameters and product specifications may be adjusted manually, or updated from the website (Market Data > Clearing Data > Risk Parameters; Eurex Clearing uploads daily updates to the margin parameters file; the product specifications file is updated every three to four months.) Depending on the level of restriction within your company's firewall settings, importing data from the website may not be possible; the same may occur when using a proxy server requiring a password. In this case, you can adjust the path for the update files to a local drive, where you have stored the update files manually (or to where you have copied them from the Eurex website using an automated cron job). Please contact your system administrator in such cases.
Make sure that possible earlier versions of the MarginCalculator (e.g. 12.2 or. 12.3) are completely uninstalled from your system.
You may uninstall the old version via system control/programs.Is the old version still shown after the setup - start the setup program of the new MarginCalculator again, and delete the old version within the setup program After that install the new version 13.0.
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.
An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.