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Introduction of Eurex Clearing Prisma Release 8.0

Release date: 05 Jun 2018 | Eurex Clearing

No. 056/18 Introduction of Eurex Clearing Prisma Release 8.0

With this circular, Eurex Clearing provides information on the introduction of the mandatory Eurex Clearing Prisma Release 8.0, which focuses on the new Time To Expiry Adjustment (TEA) and Transparency Enabler (TE Files).

TEA improves the handling of market risks with regard to positions close to expiry. The margin effect of the expired positions will increase incrementally prior to expiry, based on the risk horizon of the liquidation group.

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