www.eurex.com Open in urlscan Pro
51.124.49.41  Public Scan

Form analysis
1 forms found in the DOM

/ec-en/search/4104!search

<form class="dbx-search__form dbx-search--active" action="/ec-en/search/4104!search" data-js-search="global" data-search-url="/ec-en/search/4104!search">
  <input class="dbx-search__input" data-js-search="global-input" placeholder="Search Term" name="query" autocomplete="off">
  <button type="submit" class="dbx-btn dbx-search__submit">
    <svg class="dbx-icon dbx-search__icon">
      <use xlink:href="#icon-search"></use>
    </svg>
  </button>
</form>

Text Content

Eurex Clearing
 * Clear Eurex Clearing
   
   Clear
   
   * Eurex Listed Clear
   * EurexOTC Clear Clear
     
     EurexOTC Clear
     
     * EurexOTC Clear
     * About EurexOTC Clear EurexOTC Clear
     * On-boarding EurexOTC Clear
     * Cross margining EurexOTC Clear
     * CCP Switch EurexOTC Clear
     * Interest Rate Swaps EurexOTC Clear
     * Settlement Prices EurexOTC Clear
     * Inflation Swaps EurexOTC Clear
   * EurexOTC Currency Clearing Clear
     
     EurexOTC Currency Clearing
     
     * EurexOTC Currency Clearing
     * Cross Currency Swaps & OTC FX EurexOTC Currency Clearing
     * Non-Deliverable Forwards EurexOTC Currency Clearing
     * Onboarding EurexOTC Currency Clearing
   * Eurex Repo Clear
   * Eurex/KRX Link Clear
   * Deutsche Börse Cash Market Clear
     
     Deutsche Börse Cash Market
     
     * Deutsche Börse Cash Market
     * Xetra and Börse Frankfurt Deutsche Börse Cash Market
   * Clearing volumes Clear
 * Join Eurex Clearing
   
   Join
   
   * Membership Types Join
     
     Membership Types
     
     * Membership Types
     * Clearing Member Membership Types
     * Client Membership Types
     * ISA Direct Member Membership Types
     * Clearing Agent Membership Types
     * Jurisdictions Membership Types
     * Multiple Clearing Relationships Membership Types
     * Segregation Set up Membership Types
   * ISA Direct Join
     
     ISA Direct
     
     * ISA Direct
     * ISA Direct videos ISA Direct
   * LSOC Join
     
     LSOC
     
     * LSOC
     * Admission criteria and scope LSOC
     * Infrastructure and collateral LSOC
     * LSOC model LSOC
     * Porting under LSOC LSOC
   * Eurex Repo Buy Side Services Join
     
     Eurex Repo Buy Side Services
     
     * Eurex Repo Buy Side Services
     * Select Invest Eurex Repo Buy Side Services
     * Select Finance Eurex Repo Buy Side Services
   * Partnership Program OTC IRD Join
     
     Partnership Program OTC IRD
     
     * Partnership Program OTC IRD
     * Partnership Program Participants Partnership Program OTC IRD
     * Participant views Partnership Program OTC IRD
   * Partnership Program Repo Join
     
     Partnership Program Repo
     
     * Partnership Program Repo
     * Partnership Program Participants Partnership Program Repo
     * Participant views Partnership Program Repo
   * Clearing contacts Join
 * Trade Eurex Clearing
 * Support Eurex Clearing
   
   Support
   
   * Initiatives & Releases Support
     
     Initiatives & Releases
     
     * Initiatives & Releases
     * Readiness Videos Initiatives & Releases
     * Cross-Project-Calendar Initiatives & Releases
     * C7 Releases Initiatives & Releases
     * EurexOTC Clear Releases Initiatives & Releases
     * CCP Releases Initiatives & Releases
     * C7 SCS Releases Initiatives & Releases
     * Prisma Releases Initiatives & Releases
     * Member Section Releases Initiatives & Releases
     * Project Readiness Initiatives & Releases
     * Product Readiness Initiatives & Releases
     * Simulation calendar Initiatives & Releases
     * Archive Initiatives & Releases
   * Onboarding Support
   * Technology Support
     
     Technology
     
     * Technology
     * C7 Technology
     * EurexOTC Clear Technology
     * Securities CCP Technology
     * C7 SCS Technology
     * Prisma Technology
     * Common Report Engine Technology
     * ISV & Service Provider Technology
     * Connectivity Technology
   * Clearing Activity Support
     
     Clearing Activity
     
     * Clearing Activity
     * User ID Maintenance Clearing Activity
     * Clearing Hours Clearing Activity
     * Clearing Reports Clearing Activity
     * Product Specifications Clearing Activity
     * Clearing on behalf Clearing Activity
     * Delivery Management Clearing Activity
     * Transaction Management Clearing Activity
     * Collateral Management Clearing Activity
   * Risk Support
     
     Risk
     
     * Risk
     * Collateral Risk
     * Transparency Enabler Files Risk
     * Segregation Models Risk
     * Reports Risk
     * Default Fund Risk
     * Intraday Margin Calls Risk
     * OTC Clear Procedures Risk
     * Cross Margining Support Risk
   * Regulation Support
   * Compliance Support
   * Member Section Support
   * Information Channels Support
     
     Information Channels
     
     * Information Channels
     * Service Status Information Channels
     * Implementation news Information Channels
     * Eurex App Information Channels
     * Circulars & Newsflashes Information Channels
 * Services Eurex Clearing
   
   Services
   
   * Risk management Services
     
     Risk management
     
     * Risk management
     * Default Waterfall Risk management
     * Model validation Risk management
     * Stress testing Risk management
     * Default Management Process Risk management
     * Client Asset Protection under EMIR Risk management
     * Client Asset Protection under LSOC Risk management
     * Credit, concentration & wrong way risk Risk management
     * System-based risk controls Risk management
   * Risk parameters Services
     
     Risk parameters
     
     * Risk parameters
     * Haircut and adjusted exchange rates Risk parameters
     * Securities margin groups and classes Risk parameters
     * Prices Rolling Spot Future Risk parameters
     * File services Risk parameters
     * Bond Clusters Risk parameters
   * Transaction management Services
     
     Transaction management
     
     * Transaction management
     * Listed derivatives Transaction management
     * OTC derivatives Transaction management
     * Listed securities Transaction management
     * Cash management Transaction management
     * Delivery management Transaction management
     * CCP eligible instruments Transaction management
     * Reporting Transaction management
   * Collateral management Services
     
     Collateral management
     
     * Collateral management
     * Cash collateral Collateral management
     * Securities collateral Collateral management
     * Margin settlement Collateral management
     * Collateral valuation Collateral management
   * Margining Services
     
     Margining
     
     * Margining
     * Eurex Clearing Prisma Margining
     * Margining process Margining
   * Margin Calculators Services
     
     Margin Calculators
     
     * Margin Calculators
     * Eurex Clearing Prisma Margin Calculators Margin Calculators
     * RBM Calculator Margin Calculators
   * Data Services
     
     Data
     
     * Data
     * Volume statistics Data
 * Rules & Regs Eurex Clearing
   
   Rules & Regs
   
   * Rules and Regulations Rules & Regs
   * Regulations Rules & Regs
     
     Regulations
     
     * Regulations
     * CFTC DCO Filings Regulations
     * U.S. Taxation Regulations
     * Legal opinions Regulations
     * Sanctions regimes Regulations
   * IBOR Reform Rules & Regs
   * Uncleared Margin Rules Rules & Regs
   * Customer Due Diligence Rules & Regs
 * Find Eurex Clearing
   
   Find
   
   * Subscriptions Find
   * Circulars & Newsflashes Find
   * News Find
   * Videos Find
   * Webcasts on demand Find
   * Publications Find
   * Forms Find
   * Events Find
   * Eurex Clearing Contacts Find
     
     Eurex Clearing Contacts
     
     * Eurex Clearing Contacts
     * Hotlines Eurex Clearing Contacts
     * Contact for whistleblowers Eurex Clearing Contacts
   * FAQs Find
   * Corporate governance Find
     
     Corporate governance
     
     * Corporate governance
     * Corporate structure Corporate governance
     * Executive Board Corporate governance
     * Supervisory Board Corporate governance
     * Audit and Risk Committee Corporate governance
     * Compensation Review Committee Corporate governance
     * Nomination Committee Corporate governance
     * EMIR Risk Committee Corporate governance
     * FIC Board Advisory Committee Corporate governance
     * Repo Board Advisory Committee Corporate governance
     * Eurex Derivatives Clearing Committee Corporate governance
     * Securities Clearing and Settlement Committee Corporate governance
     * Fixed Income Product Committee Corporate governance
     * Default Management Committees Corporate governance
     * Annual reports Corporate governance
   * About us Find
     
     About us
     
     * About us
     * Company profile About us
     * Regulatory standards About us
     * Remuneration About us
     * Pillar 3 Disclosure Report About us
     * Licensing & supervision About us
     * Compliance standards About us
     * Business continuity planning About us
   * Production Newsboard Find


 * WATCH THE RECORDING OF THE VIRTUAL AWARD CEREMONY


 * ARE YOU READY? WATCH OUR RELEASE AND INITIATIVES READINESS VIDEOS


On Site Search

Deep liquidity High margin efficiencies



ENHANCED CROSS MARGINING ALONG THE EURO YIELD CURVE

Clearing members and their end clients can now benefit from enhanced cross
margining whilst taking advantage of our deep Euro liquidity pools for listed
fixed income and OTC interest rate derivatives here at Eurex.

We have improved our cross margining algorithm, removing all maturity restraints
allowing for optimization across the complete Euro yield curve. This enhancement
will generate far greater margin savings across a combined listed fixed income
and OTC IRD products cleared portfolio at Eurex.

In addition, we have implemented a new margin calculator, which can be used at
ease intraday via API to indicate the potential savings from clearing both fixed
income listed and OTC derivatives at Eurex.


FIND IT FAST

 * EurexOTC Clear
 * CCP Switch
 * MarginCalculator
 * Prisma Release 10.2
 * Prisma Release 10.3

 * Key benefits
 * Recent enhancements
 * Margin calculators

 * Deep clearing liquidity pools
 * Enhanced cross margining along the complete Euro yield curve without any
   maturity constraints, allowing for up to 70% initial margin savings
 * Full IRD product coverage including FRA, IRS, Basis and OIS
 * Full suite of listed interest rate derivatives, both short-term and
   long-term, including futures and options on the German Bund, Bobl, Schatz and
   Buxl.
 * Higher capital efficiencies: greater netting effects between listed and OTC
   positions
 * Single collateral management

With PRISMA release 10.2, we refined our cross-product margining (CPM) algorithm
to better capture the offsetting relationship of holding long and short
positions in correlated fixed income asset classes. The examples below show that
the strategies applied on the OTC IRS side and the fixed income listed futures
side are always offsetting in DV01 terms. The new enhancements allow our
algorithm to recognize the DV01-neutrality of these structured trades and
calculate an amount of initial margin reflective of the reduced risk embedded in
the offsetting nature of these trades. These capital charges reductions are not
exclusive to such structured trades but are also seen in real-life portfolios of
hundreds of long and short positions across OTC swaps and listed fixed income
futures.









Prisma Margin calculators

At Eurex Clearing we understand that sophisticated margin replication and
simulation is essential for our members and their clients. To this end we offer
several tools to calculate and simulate margin requirements within the Eurex
Clearing Prisma framework, each tool designed for a different use case:
The Prisma Online Margin Calculator is a browser-based tool for members, running
on Eurex Clearing’s production and simulation environments.
The Cloud Prisma Margin Estimator (Cloud PME) is a cloud-based calculator
accessible by GUI and API.







COLLATERAL MANAGEMENT

Benefit from enhanced cross margining whilst taking advantage of collateral
management efficiencies.
Find out more!


CROSS PRODUCT MARGINING AT EUREX CLEARING

Generating margin efficiencies for the buy side and sell side across ETD and OTC
IRS
Go to presentation


EUREXOTC CLEAR

Eurex Clearing offers a liquid EU-based alternative to clear EUR-denominated
interest rate derivatives. Benefit from high-quality execution prices, a robust
risk management framework, operational and capital efficiencies and risk
reduction.
Learn more on our Euro Clearing offer!


HOME OF THE EURO YIELD CURVE

Eurex covers the entire euro yield curve. From overnight to long dated financial
products covering repo and securities lending, listed interest rate derivatives,
both short-term and long-term, as well as cleared OTC interest rate derivatives
across short to long dated tenors.
Discover more!


FURTHER INFORMATION

 * EurexOTC Clear (factsheet)
 * Margining
 * Eurex Clearing Prisma
 * Cloud Prisma Margin Estimator | Taking margin simulation to the cloud
   (factsheet)

Contacts

Fixed Income, Funding & Financing Sales

Frankfurt
T +49-69-211-138 59

London
T +44-20-78 62-72 76

Hong Kong
T +852-2530-7820

FixedIncome.Sales@eurex.com

We care about your opinion


HELP US IMPROVE!

Let us know what you think of our website.
Rate now!



   ABOUT US

 * About us
 * Eurex companies
 * Organizational structure
 * Corporate governance
 * Careers


   CONTACTS

 * Eurex Contacts
 * Hotlines


   FOLLOW US

 * LinkedIn
 * Twitter
 * Eurex on YouTube


   NEWS SERVICES

 * Eurex Member Section
 * Subscriptions
 * News
 * Circulars & Newsflashes
 * Videos
 * Eurex App


A MEMBER OF

Eurex Eurex Clearing Eurex Repo Buy-in Agent EEX 360T Xetra Börse Frankfurt
Clearstream Qontigo
Disclaimer Privacy notice Imprint Rules and Regulations Sitemap

×
Welcome to the Eurex Frankfurt AG! If you give us your consent and click on
"Accept All", we use cookies and related technologies on our website to give you
the best possible online experience. You also have the option of only giving
your consent for certain categories. Please note that based on your settings,
not all functions of the website may be available. Further information and how
you can withdraw your consent can be found in our Privacy Notices

Strictly necessary

Performance
Show details Hide details
Save & Close
Accept all
Only use necessary cookies
Used Cookies
About cookies
Strictly necessary
Performance
Strictly necessary cookies allow core website functionality such as user login
and account management. The website cannot be used properly without strictly
necessary cookies.

Cookie report Name Domain Expiration Description JSESSIONID www.eurex.com
Session General purpose platform session cookie, used by sites written in JSP.
Usually used to maintain an anonymous user session by the server.
CookieScriptConsent .eurexchange.com 1 month This cookie is used by
Cookie-Script.com service to remember visitor cookie consent preferences. It is
necessary for Cookie-Script.com cookie banner to work properly.
[abcdef0123456789]{32} www.eurexchange.com Session This cookie is necessary for
the backend connection with the server. ApplicationGatewayAffinityCORS
www.eurex.com Session This cookie is necessary for the backend connection with
the server. ApplicationGatewayAffinity www.eurex.com Session This cookie is
necessary for the backend connection with the server.

Performance cookies are used to see how visitors use the website, eg. analytics
cookies. Those cookies cannot be used to directly identify a certain visitor.

Cookie report Name Domain Expiration Description wteid_264541659236433
eurex01.webtrekk.net 6 months This is a tracking cookie from Mapp Intelligence.
This cookie is used to recognize the user across visits. wtsid_264541659236433
eurex01.webtrekk.net Session This is a tracking cookie from Mapp Intelligence.
This cookie is necessary so that all the page calls of a user can be combined
into one session. wt_nbg_Q3 responder.wt-safetag.com Session This is a tracking
cookie from Mapp Intelligence. This cookie is necessary so that all the page
calls of a user can be combined into one session. wt_r www.eurexchange.com 2
minutes This is a tracking cookie from Mapp Intelligence. This cookie is
necessary so that all the page calls of a user can be combined into one session.
wt_cdbeid .eurexchange.com 15 minutes This is a tracking cookie from Mapp
Intelligence. This cookie enables cross-device tracking of a user. wt_nbg_Q3
eurex01.webtrekk.net Session This is a tracking cookie from Mapp Intelligence.
This cookie is necessary so that all the page calls of a user can be combined
into one session. wt_nbg_Q3 geid.wbtrk.net Session This is a tracking cookie
from Mapp Intelligence. This cookie is necessary so that all the page calls of a
user can be combined into one session. wt_rla .eurexchange.com 2 months This is
a tracking cookie from Mapp Intelligence. This is a cookie that checks the
integrity of the stored data. wt_geid .eurexchange.com Session This is a
tracking cookie from Mapp Intelligence. This cookie enables cross-device
tracking of a user. wteid_218698445878027 eurexasia01.webtrekk.net 6 months This
is a tracking cookie from Mapp Intelligence. This cookie is necessary so that
all the page calls of a user can be combined into one session.
wtsid_218698445878027 eurexasia01.webtrekk.net Session This is a tracking cookie
from Mapp Intelligence. This cookie is necessary so that all the page calls of a
user can be combined into one session. wt_nbg_Q3 eurexasia01.webtrekk.net
Session This is a tracking cookie from Mapp Intelligence. This cookie is
necessary so that all the page calls of a user can be combined into one session.
wteid_215100242422882 deutscheboerse01.wt-eu02.net 6 months This is a tracking
cookie from Mapp Intelligence. This cookie is used to recognize the user across
visits. wtsid_215100242422882 deutscheboerse01.wt-eu02.net Session This is a
tracking cookie from Mapp Intelligence. This cookie is necessary so that all the
page calls of a user can be combined into one session. wt_nbg_Q3
deutscheboerse01.wt-eu02.net Session WebTrekk cookie set by the Load Balancer to
send all requests of a user to the same track server gpv .adobe.com 30 minutes
This cookie is set by Adobe Analytics to store the quantity of pages the end
user views when visiting websites. s_vs .adobe.com 30 minutes This is Adobe
SiteCatalyst persistent cookie. This Cookie for Web Analytics is used to
generate and gather information on how visitors use our website. Persistent
cookies have an explicit expiry date and so they remain on the user's computer
even when the browser is closed, unless the user removes them personally before
the expiry date. s_cpc .adobe.com 30 minutes This is Adobe SiteCatalyst session
cookie. This Cookie for Web Analytics is used to generate and gather information
on how visitors use our website. Session cookies are removed automatically by
the computer when the browser is closed.  s_cc .adobe.com Session Adobe Site
Catalyst cookie, determines whether cookies are enabled in the browser s_ppv
.adobe.com Session Adobe Site Catalyst cookie. wt_cdbeid .wcfbc.net 6 months
This is a tracking cookie from Mapp Intelligence. This cookie enables
cross-device tracking of a user. _pk_hsr .eurex.com Session This is a Matomo
Analytics Cookie used for Heatmap Functionality. _pk_id .eurex.com 1 year This
is a Matomo Analytics Cookie in order to differentiate between new and returning
users. _pk_ses .eurex.com Session Short lived cookies used to temporarily store
data for the visit

A cookie is a small text file that a website saves on your computer or mobile
device when you visit the site. It enables the website to remember your actions
and preferences (such as login, language, font size and other display
preferences) over a period of time, so you don’t have to keep re-entering them
whenever you come back to the site or browse from one page to another.
Cookie report created by Cookie-Script