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30 Sep 2024

Eurex Clearing

Eurex Clearing Readiness Newsflash | Prisma: Update of CPME environment for upcoming update of the ETD Liquidity Add-On parameters

Eurex Clearing Readiness Newsflash | Prisma: Update of CPME environment for upcoming update of the ETD Liquidity Add-On parameters

Dear customer,

With this Newsflash, we would like to provide follow-up information to Eurex Clearing Circular 072/24, regarding the additional environment of the Cloud Prisma Margin Estimator (CPME).

As previously communicated, Eurex Clearing will update the ETD Liquidity Add-On parameters as of 21 October 2024. In this context, as outlined in the aforementioned circular, an additional environment of the Cloud Prisma Margin Estimator (CPME) with the updated configuration has been set up to provide Members with the possibility to calculate impacts on margining as resulting from this parameter update with validity as of 23 September 2024 (end-of-day). 

If you have any questions or comments, please contact send an e-mail to client.services@eurex.com.


Kind regards, 
Your Client Services Team 

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Recipients:

All Clearing Members, ISA Direct Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors

Target groups:

Front Office/Trading, Middle + Backoffice

Related circular.

Eurex Clearing Circular 072/24

Contact:

risk@eurex.com, client.services@eurex.com

Web:

www.eurex.com/ec-en/