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Enhanced Risk Interface

Enhanced Risk Interface

We provide Members the choice to subscribe to an optional interface called the Enhanced Risk Interface. Through this interfaces, Eurex Clearing distributes real-time risk and position data for derivatives and near-time data for all other markets for which the clearing house provides its clearing services.

With the introduction of our Enhanced Risk Interface, we became the first clearing house worldwide to provide Members with real-time risk data.

Benefit from real-time risk data

Provision of real-time data allows Members to monitor developments in risk and when they happen, promoting more proactive risk management – which protects the integrity of the markets as a whole. It also facilitates the efficient use of collateral as the data enables risk managers to monitor margin surpluses and shortfalls as they occur, providing indications of potential intraday margin calls.

For all Member types, including NCMs, the Enhanced Risk Interface provides an important additional tool that they can use either independently or in conjunction with their existing in-house risk management systems to monitor their risk exposure.
This interface uses FIXML-based messages over the industry standard Advanced Message Queuing Protocol (AMQP).

The Enhanced Risk Interface provides a stream of:

  • Position data
  • Risk data (margin requirements as well as margin parameters)
  • Collateral data (margin shortfall/surplus)
  • Risk protection data (risk limit utilization)

It is possible for customers to:

  • Subscribe to and receive intraday risk data updates
  • Inquire upon their own most recent intraday risk data
  • Inquire upon their own most recent intraday risk protection data
  • Modify risk limits for which the Member is a maintaining Member
  • Inquire upon their own end-of-day risk data for the previous business day

General Clearing Members, in addition to the above, are able to inquire and receive risk data updates of their Non-Clearing Members.