08 Oct 2025
Eurex Clearing
Eurex Clearing Readiness Newsflash | Prisma Risk Management: Cloud Prisma Margin Estimator environment for Bonds and Repos
With this Newsflash, Eurex Clearing informs about the availability of a dedicated environment for the Cloud Prisma Margin Estimator (CPME), as announced with Eurex Clearing Circular 067/25.
With this version of CPME, all Bonds and Repos will be margined using the updated Bond margin parameters under the RBM methodology and standard RBM Margin Grouping is applied. This allows clients to assess indicative impacts due to the improved margin parameter calibration. Portfolio margining for Bonds and Repos is not yet available in this version of CPME.
The additional CPME instance is available now and can be accessed here: Cloud Prisma Margin Estimator.
Background
This CPME environment can be used to estimate and assess indicative margin impacts due to updated Bond margin parameters on Repo transactions in view of the announced amendments for 8 December 2025. This additional environment allows to estimate margin figures using the updated Bond margin parameters with validity as of 12 March 2025 (end-of-day).
Please note that no separate registration is required.
Learn now more about Prisma Release 15.0 on our dedicated initiative page under the following link: Support > Initiatives & Releases > Prisma Releases > Prisma Release 15.0. Circulars, timeline and much more information are available there for you.
If you have questions or require further information, please contact us via e-mail: client.services@eurex.com.
Kind regards,
Your Client Services Team
Visit now Eurex Support Clearing to access a wide array of support content!
Further information
Recipients: | All Clearing Members (including Repo Members), ISA Direct Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors | |
Target groups: | Front Office/Trading, Middle + Backoffice, IT/System Administration, Auditing/Security Coordination | |
Related circular: | Eurex Clearing Circular 067/25 | |
Contact: | client.services@eurex.com | |
Web: | Support > Initiatives & Releases > Prisma Releases > Prisma Release 15.0; Services > Margining > Eurex Clearing Prisma |
