Prisma Releases
Overview of content
- Prisma Release 16.0
- Prisma Release 15.2
- Prisma Release 15.1
- Prisma Release 15.0
- Prisma Release 14.1
- Prisma Release 14.0
Prisma Release 16.0
We are pleased to introduce Prisma Release 16.0, scheduled for production launch on Monday, 9 November 2026. This initiative enhances margin stability by integrating a new stress floor configuration into our Liquidity Adjustment (LA) framework and includes key structural updates to member files and reports to ensure long-term efficiency and system reliability.
Simulation start: 28 September 2026
Production start: 9 November 2026
System Documentation
The Prisma system documentation will be available in the Member Section under the following path: Resources > Eurex Clearing > Documentation & Files > Eurex Clearing Prisma > Release Documents > Document & Circular > Documents Release 16.0.
Circulars
Circulars
- Eurex Clearing Circular 049/26 Prisma Release 16.0: Release Announcement
Release Items/Participants Requirements
Changes | Details | Action Item |
Member Files Structure Changes (TE Files) | To support the new stress floor, Eurex is introducing a new LA Max field (indicating Y or N for stress floor integration) in the Risk_Measure_Aggregation_Configuration file, which conditionally triggers stress floor reporting in the Theoretical Prices and Instrument Configuration file. This update ensures system compatibility and prepares your infrastructure for future margin stability. | Please adjust internal IT systems and data parsers to support the new TE file structure before simulation starts. |
We are technically integrating a new, inactive stress floor into the Liquidity Adjustment component across the Prisma system to mitigate procyclical behaviors during high market volatility, offering clients enhanced future margin stability. This feature remains inactive at launch, and any future activation for ETD or BPM exposures remains subject to regulatory approval and advance communication. | No action required. | |
Structural Changes to Clearing Reports (CC711 and CP011) | To optimize data delivery, we are removing the Risk Adapted Interest Rate - Up and Risk Adapted Interest Rates - Down header fields from report CC711, while adding a new rSecu (discounting security interest rate) field to both CC711 and CP011. This streamlines your daily reporting and provides more direct access to key discounting data. | Please update internal reporting tools, databases, and post-trade systems to support the removed header fields and the new rSecu field. |
Eurex Initiatives Lifecycle
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Contact
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