Eurex Clearing introduced Prisma Release 10.2 on 14 June 2021. The simulation environment is available since 3 May 2021. An overview of the release content relevant for Clearing Members is available on this website.
Simulation start: 03 May 2021
Production start: 14 June 2021
The Prisma system documentations will be available in the Member Section under the following path: Resources > Eurex Clearing Documents > Eurex Clearing Prisma > Release Documents > Documents & Circulars > Documents Release 10.2.
Release Items/Participants Requirements
Enhancement of FI Cross-margining Algorithm
Members may choose to employ cross-margining on their Fixed Income ETD and OTC IRS portfolios, enabling greater margin efficiency by margining selected FI ETD positions with the OTC IRS portfolio and thus achieving netting benefits.
As part of release 10.2, the selection algorithm is enhanced to include global optimization and allowing optimization beyond nearest-neighbor maturity buckets.
To activate the cross margining Clearing Members need to use the Prisma Margining Tool in the Member Section.
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