Eurex MarginCalculator

The Eurex MarginCalculator is a computer-based simulation program designed to help you calculate Eurex margin requirements. The program is based on the Eurex Risk-based Margining model. With it, you can calculate margins for existing or new positions for all products cleared by Eurex Clearing.

Thanks to many functional features and its concise and intuitive user interface, the Eurex MarginCalculator is an ideal tool to help you calculate and simulate Eurex margin requirements.

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. You'll need to upload the current margin parameters and offset factors, as well as the Eurex Margin Calculator product database. All the files you need are found on this page. A guided tour will walk you through how to use the MarginCalculator.

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 (PDF). Please note that the MarginCalculator and the brochure show the Eurex margin requirements for its members. Margin requirements may vary, depending upon what brokers charge their end customers.

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.