Eurex Clearing
1. Introduction
With this circular, Eurex Clearing announces the production launch of Prisma Release 10.2 which is scheduled for Monday, 14 June 2021. The simulation environment is planned to be available from 3 May 2021.
With Prisma Release 10.2, changes in the cross-margining algorithm are envisaged.
Simulation start: 3 May 2021
Production start: 14 June 2021
2. Required action
There is no required action for the participants.
3. Details of the initiative
As part of Release 10.2, the cross-margining algorithm is enhanced to allow global optimisation and optimisation beyond nearest-neighbour maturity buckets. For details, please refer to the updated Cross-Margining User Guide that will be available in the Member Section prior to the Release.
All information about Prisma Release 10.2 can be found on our dedicated initiative page under this link:
www.eurex.com > Clear > Support > Initiatives > Prisma Release 10.2
Unless the context requires otherwise, terms used and not otherwise defined in this circular shall have the meaning ascribed to them in the Clearing Conditions or FCM Clearing Conditions of Eurex Clearing AG, as applicable.
Further information
Recipients: | All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors | |
Target groups: | Middle + Backoffice, IT/System Administration | |
Contact: | risk@eurex.com | |
Web: | www.eurex.com > Support > Initiatives > Prisma Release 10.2 | |
Authorised by: | Dmitrij Senko |
