Enhanced Risk Solution

As a further development of our risk management features Eurex Clearing makes an optional interface for risk management purposes available. The Enhanced Risk Solution offers distribution of real-time risk data for all exchanges and trading venues Eurex Clearing is offering its clearing services.

Herewith, the leading European clearing house will set another milestone in risk management. Since March 15, 2010, Eurex Clearing is the first clearing house worldwide that provides its members with real-time risk data. All members will be able to inquire into their intra-day, and where applicable, end-of-day risk data using a new FIXML-based connection over the new industry standard AMQP ("Advanced Message Queuing Protocol") transport.

Provision of real-time data represents a real step forward because it allows members to monitor developments in risk as they happen. And quicker delivery of risk data promotes more proactive risk management, which protects the integrity of the markets as a whole - especially during volatile markets. It also enables very efficient use of collateral, and can provide indications of intra-day margin calls as risk managers can monitor margin surpluses/shortfalls in real-time.

Eurex Clearing is also enhancing the granularity of the data that it will deliver to customers in real-time via the Enhanced Risk Solution interface. Risk data will provide risk relevant parameters, positions information, detailed margin components, cash flows, the overall margin requirements and the respective margin shortfall or surplus information. The margin data are provided on Margin Class level, while position data will include the series level. This position data represents a change from the previous situation, when series level information was available but only in batches.