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Production Newsboard
With Prisma Release 9.3 Eurex Clearing introduced the technical launch of the Cash Market margining in the Prisma system. With this technical launch there was no member impact foreseen.
Simulation start: 21 July 2020
Production start: 31 August 2020
Features and Enhancements / Participation requirements
Eurex Clearing will activate Cash Market margining in the Prisma system after the go-live of Prisma Release 9.3.:
Simulation | Production | |
Cash Marketing Margining Activation | 30 July 2020 | 14 September 2020 |
The Prisma system took over all margin calculations for cash market instruments from Risk Engine and all relevant Cash Market reports. This change was purely technical in nature and did not result in any change in the margin methodology, i.e. Cash Market instruments are still margined using Risk Based Margining (RBM).
Therefore, there was no major impact on our Members. Nevertheless, due to the migration to the new system, some technical changes are implemented that require adaptations on the Member side. Certain reports were replaced which were generated by Risk Engine and are now taken over by Prisma. A list of all affected reports can be found in the respective Newsflash and in the Report Reference Manual.
Update of Prisma Report Reference Manual: All mentioned cash reports has been removed from Eurex Clearing XML Report Reference Manual. The report description of the following migrated Reports CC711, CC745, CC780, CC031, CC033 C034 is available in the Prisma Report Reference Manual within the Member Section.
Release documentation: To ensure are smooth readiness, we recommend to follow the documents in the Member Section: Risk & Collateral Management > Eurex Clearing Prisma > Documents & Circulars > Documents Release 9.3.
Corresponding Newsflashes
If you have any questions or require further information, please contact us at client.services@eurex.com.
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