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Cross margining and segregation models

Cross margining and segregation models

Eurex Clearing Prisma, our portfolio based margin approach, will gradually replace the current margin methodology (Risk-based Margining). It will offer selected cross product and asset class margining for ETD and OTC products cleared at Eurex Clearing.

Clients' positions have to be held in the same margin account under the same member ID in order to benefit from cross-margining.  For example, an ISA client has to be individually segregated on all markets under the same member ID mnemonic with the same CM to benefit from cross margining.  If the client has different relationships in the different markets, i.e. falls under the standard OSA for listed derivatives but is an ISA for interest rate swaps then they would not benefit from cross margining.

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