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Date
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Update
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01 Dec 2011
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Revised version of the Eurex MarginCalculator available. The calculator now takes maturity
factors into account in case of products where margining by contract and maturity applies.
Effective maturity factors can be downloaded. The product data base is considerably updated.
The help function is also updated.
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14 Sep 2011
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Revised version of the Eurex MarginCalculator available. Vola shifts are taken into
account in case of option margining. Effective vola shifts are available for download
from the Eurex website. The product data base is considerably updated: Margin requirements
for power derivatives, Options on EURO STOXX 50® Index-Dividend Futures, VSTOXX® Options
and Euro-BTP Futures can be calculated. The help function is also updated.
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27 Apr 2011
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Revised version of the Eurex MarginCalculator available. Weather derivatives and
within the common product type commodity derivatives agricultural derivatives can
be calculated. The product data base is considerably updated. New lifetime cycles
and last trading days for CO2 products are also added. The help function is updated.
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25 Jan 2010
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Revised version of the Eurex MarginCalculator available, including the new asset
class of property derivatives. CO2 derivatives, gold and silver derivatives
as well as futures on commodity indexes are now included in the "commodity derivatives"
product group. New contract cycles and Last Trading Days for options on fixed income
futures and for equity index dividend futures. Comprehensive product update - Help
function also updated.
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18 Mar 2009
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Revised version of the Eurex MarginCalculator available, including new asset classes
(commodity derivatives and equity index dividend derivatives) as well as update
of equity derivatives;
help texts also updated.
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21 Oct 2008
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Revised version of the product database available: all Russian products
tradable at Eurex are included now.
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01 Aug 2008
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Revised version of the Eurex MarginCalculator available,
including the new products CO2 derivatives and Inflation derivatives
as well as update of equity and equity index derivatives;
update of contract specifications, modified tick size for single stock futures,
help texts also updated
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03 Mar 2008
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Revised version of the Eurex MarginCalculator available,
including update of single stock futures, update of contract specifications,
help texts and guided tour also updated.
Several adjustments to ensure Eurex MarginCalculator compatibility to run
on Windows Vista operating system, replacement of Borland Database Engine
with an integrated, vista compatible database, replacement of helpsystem
with html-based help for Vista compatibility.
Additional function embedded to deliver proxyserver support for the update
of margin parameters, if the Eurex MarginCalculator can retrieve access data
for the proxy server from the Windows Internet Explorer settings.
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20 Feb 2008
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Revised version of the Eurex MarginCalculator available, including update
of equity futures, update of contract specifications, help texts
and guided tour also updated.
Several adjustments to ensure Eurex MarginCalculator compatibility to run
on Windows Vista operating system, replacement of Borland Database Engine
with an integrated, vista compatible database, replacement of helpsystem
with html-based help for Vista compatibility.
Additional function embedded to deliver proxyserver support for the update
of margin parameters, if the Eurex MarginCalculator can retrieve access data
for the proxy server from the Windows Internet Explorer settings.
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27 Mar 2007
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Revised version of the Eurex MarginCalculator available, including new products
(Weekly Options, credit derivatives, derivatives on Russian underlying instruments).
Contract specifications, help texts and guided tour also updated.
Revised version of the product database available: new products included
and delisted products removed.
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28 Nov 2006
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For several days during November 2006, Eurex discovered problems
with the automatic upload of the margin parameter file into the MarginCalculator.
This issue is solved with the version of the MarginCalculator currently available
online.
Only this version features the upload of Eurex margin parameters.
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17 Aug 2006
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1) A revised version of the Eurex MarginCalculator is now available for download.
Enhancements include the new exercise price intervals, as re-defined by Eurex.
For options on EXTFs, the MarginCalculator now offers the possibility
of taking dividend distributions into account (similar to equity options).
Moreover, when changing the date, the program now offers a choice
of re-calculating implied volatility or option prices.
Further product groups have also been added:
The Eurex MarginCalculator now covers Single Stock Futures
as well as volatility index derivatives.
Last but not least, the extensive help function has also been revised.
2) Extended version of the product database is now available,
including newly-launched products such as Single Stock Futures.
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05 Jan 2006
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New version of product database including equities, bonds, equity options,
interest rate, index, and EXTF derivatives (futures and options) available.
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06 May 2005
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Further optimization of uploading Eurex margin parameters into the tool.
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19 Jan 2005
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New version of product database available.
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14 Oct 2004
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Optimized uploading of margin parameters into the tool;
manual entry of bonds possible (only for english version).
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23 Aug 2004
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Insertion of improved data sets for margin classes and margin groups
in the product data base of the Eurex MarginCalculator.
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17 Aug 2004
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New version of the Eurex MarginCalculator is available for download.
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