Clearing files

Risk parameters and initial margins

Prisma portfolio-based margining

18 Apr 2024

Indicative Prisma margins for single Eurex-cleared swaps

Download

18 Apr 2024

Prisma Margin Requirements for selected products (single position portfolios)

Download

18 Apr 2024

Liquidation Groups

Download

Liquidation Groups

The Excel "PrismaEligibleProducts.xls" shows which products belong to the

  • Listed Equity (Index) Derivatives Liquidation Group (PEQ01)
  • Listed Fixed Income Liquidation Group (PFI01)
  • Asian cooperation KOSPI Liquidation Group (PAC01)
  • Asian cooperation KRW FX Derivatives Liquidation Group (PAF01)
  • Commodity (Index) Derivatives Liquidation Group (PCM01)
  • Precious Metal Derivatives Liquidation Group (PPM01)
  • FX Derivatives Liquidation Group (PFX01)
  • FX NDF Liquidation Group (PNF01)
  • Corporate Bond Liquidation Group (PCB01)
  • Derivatives on Fixed Income ETFs Liquidation Group (PEF01)
  • Collateral Index Liquidation Group (PEQCO)
  • Crypto Derivatives Liquidation Group (PCY01)

PFI01 further contains all OTC Interest Rate Derivatives (IRS) transactions (according to the Clearing Conditions Chapter VIII) in products as described on the EurexOTC Clear IRS webpage.

For Default Management purposes (auctions and default fund segmentation) the additional  Bond Liquidation Group PBN01 is defined. PBN01 contains  all Special Repo transactions and all GC Pooling transactions excluding the GC Pooling Equity Basket. This is a legal liquidation group and has no impact on margining.

Risk-based margining

18 Apr 2024

Margin Parameters CCP Instruments (excl. Bonds)

Download

18 Apr 2024

Margin Parameters for Bonds and Repos

Download

General Parameters

18 Apr 2024

Admissible securities

Download

18 Apr 2024

Currency haircuts

Download

18 Apr 2024

Collateral Acceptance and Haircuts

Download

Market Status

XEUR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.