Eurex Clearing
1. Introduction
With this circular, Eurex Clearing announces the production launch of Prisma Release 10.3 which is scheduled for Monday, 6 September 2021. The simulation environment is planned to be available from 26 July 2021.
The following changes will be implemented with the release:
A. Extension of the Margin Calculator API to ETD portfolios and cross margining
B. Removal of the pool ID from the CD091 ISA Direct Default Fund report
Simulation start: 26 July 2021
Production start: 6 September 2021
Learn now more about Prisma Release 10.3 on our dedicated initiative page under the following link: Support > Initiatives & Releases > Prisma Releases > Prisma Release 10.3. System documentation, circulars, timeline and much more information will be available there for you
... and on the go via the personalized Eurex App.
2. Required action
A. Beyond the adjustments communicated in Eurex Clearing circular 007/21, no action is required on the Clearing Member side.
B. Please refer to the updated Prisma Report Reference Manual published in the Member Section of Deutsche Börse Group for the respective changes to the layout of report CD091.
3. Details of the initiative
A. With Prisma Release 10.3, enhancements of the Margin Calculator API functionality, communicated with EurexOTC Clear Release 11.2 in Eurex Clearing circular 007/21, will be extended to ETD portfolios. With the release introduction, Clearing Members will be able to request margin calculations with productive accounts on behalf of their clients. In addition, the cross-margining functionality will be made available via the API. For technical details, please refer to the documentation published in the Member Section of Deutsche Börse Group.
B. To align the ISA Direct report for Default Fund contributions with the CD090 report layout and avoid misinterpretation of displayed pool names for Clearing Members with multiple pool setup, the field “poolId” will be removed.
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, Direct Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors | |
Target groups: | Middle + Backoffice, IT/System Administration | |
Contact: | risk@eurex.com | |
Related circular: | Eurex Clearing circular 007/21 | |
Web: | Support > Initiatives & Releases > Prisma Releases > Prisma Release 10.3 | |
Authorized by: | Dmitrij Senko |
