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  • Service Navigation

    Risk parameters and initial margins

    Risk parameters and initial margins

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    Prisma portfolio-based margining
        • 07 Dec 2018
      • Prisma Margin Requirements for selected products (single position portfolios)

        Download
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    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 cooperations KOSPI/TAIFEX Liquidation Group (PAC01)
    • Commodity (Index) Derivatives Liquidation Group (PCM01)
    • Precious Metal Derivatives Liquidation Group (PPM01)
    • Property Futures Liquidation Group (PPR01)
    • FX Derivatives Liquidation Group (PFX01)
    • IRS Constant Maturity Futures Liquidation Group (PGE01)
    • Corporate Bond Liquidation Group (PCB01)
    • Derivatives on Fixed Income ETFs Liquidation Group (PEF01)

    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.

    In addition, the Bond Liquidation Group PBN01 is defined. PBN01 contains all Eurex Bonds transactions (according to the Clearing Conditions Chapter III), all Special Repo transactions and all GC Pooling transactions in the baskets ECB Basket, ECB Extended Basket and International Maximum Quality Basket (according to the Clearing Conditions Chapter IV).

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    Risk-based margining
        • 07 Dec 2018
      • Margin Parameters for Bonds and Repos

        Download
        • 07 Dec 2018
      • Margin Parameters CCP Instruments (excl. Bonds)

        Download
        • 07 Dec 2018
      • RBM Margin Parameters for Interest Rate, Equity, Equity Index, EXTF and Volatility Index Derivatives

        Download
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    General Parameters
        • 07 Dec 2018
      • Collateral Acceptance and Haircuts

        Download
        • 08 Dec 2018
      • Admissible securities

        Download
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    Market Status

    XEUR

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    Parts of the trading system are currently experiencing technical issues

    The trading system is currently experiencing technical issues

    Production newsboard

    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.

    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.

  • 我国纳米核心技术取得重大突破 2019-02-17
  • 9年过去了 男子网坛还是费纳的天下 2019-02-17
  • 2018国际消费电子产品展 2019-02-14
  • 阿联酋计划向火星发射无人飞船 刷新阿拉伯太空史 2019-02-10
  • 国家统计局:5月一线城市房价同比持续下降 二线城市有所上涨 2019-02-02
  • 医疗专家入藏 免费治疗患儿 2019-01-29
  • 2018春运开启再读冰心莫言冯骥才笔下的“春运记忆” 2019-01-29
  • 《超人总动员2》刷新动画片北美首周末票房纪录 2019-01-29
  • 涉嫌诈骗1200万 潜逃韩国8年逃犯归案 2019-01-27
  • 桐庐县:互联网+社会治理的小县“大”思路  2019-01-21
  • 中央军委印发《传承红色基因实施纲要》 2019-01-18
  • 财政部发布五月份全国财政收支情况 2019-01-08
  • 江汉区国税局四个抓手助推内控机制建设不断深化 2019-01-08
  • 到户就不是计划经济,统一经营坚持集体的是计划经济。 2019-01-05
  • 工业互联网支持政策密集出台 2019-01-05