Margin Parameter Distribution

Together with the introduction of the new release, the maintenance of margin groups, classes and parameters will be amended. Prior to Eurex Release 12.0, members can view and inquire about margin parameters via the Margin Parameter Overview window.

In Eurex Release 12.0, this Margin Parameter Overview window will be decommissioned. The following fields will be added (display only) to the Product Maintenance Window:

• mgnClasCod
• histVol
• histVolCod

Back Office Messages for Margin Parameters will be removed as will the G060 Delivery Margin Maintenance screen.

After the introduction, margin parameter values will be provided to members in the end-of-day FPPARM file sent to Eurex MISSes and will be available on the Eurex Clearing website. The Enhanced Risk Solution will provide margin parameters via AMQP messages.