Prisma Release 10.1
Eurex Clearing launched Prisma Release 10.1 in March 2021. An overview of the release relevant content for Clearing Members is available on this website.
Simulation start: 02 February 2021
Production start: 15 March 2021
System Documentation
The Prisma system documentations are store in the Member Section under the following path: Resources > Eurex Clearing Documents > Eurex Clearing Prisma > Release Documents > Documents & Circulars > Documents Release 10.1.
Circulars
Release Items/Participants Requirements
Feature/Enhancement | Details | Action Item |
Layout changes to reports CD090 and CD091 | Report layout was changed to accommodate the new calculation logic for Default Fund Contributions. The date header fields “rptPrntEffDat” and “rptPrntRunDat” was brought in line with other Prisma reports. | Clearing Members have to make sure they will be able to process the new report layouts. |
Change of calculation of Default Fund contributions | The calculation of Default Fund contributions will be changed from a percentage of IM approach to a Stress Loss over Margin (SLOM) based methodology. | Clients are requested to be prepared to meet the new Default Fund contributions based on the SLOM methodology beginning of April 2021. |
Prisma
Eurex Clearing Prisma calculates combined risks across markets and venues cleared by Eurex Clearing for products sharing similar risk characteristics.
CRE
The CRE is Eurex Group’s central solution for reports. The CRE allows a greater flexibility and meets the needs of today’s high frequency and algorithmic trading.
Are you looking for information on previous releases? We have stored information about our previous releases in our Archive for you!
Contacts
Eurex Frankfurt AG
Key Account Management
Service times from 09:00 - 18:00 CET
Eurex Clearing AG
CCP Risk Management / Risk Exposure Management
Service times from 01:00 – 22:30 CET
(no service on Saturday and Sunday)
T +49-69-211-1 24 52
F +49-69-211-1 84 40
