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Eurex Clearing Readiness Newsflash | Prisma: Introduction of two new risk reports

Release date: 02 Dec 2019 | Eurex Clearing

Eurex Clearing Readiness Newsflash | Prisma: Introduction of two new risk reports

Eurex Clearing Readiness Newsflash

Dear Clearing Member,

Eurex Clearing would like to inform all Members and clients about the introduction of two new risk reports (CP030/CI030) on Monday,2 December 2019:

Report name Overnight report Equivalent intraday report
Margin Drilldown on
Underlying Level Report
 CP030 CI030

Content of the new reports

To enhance the transparency of required margins, the new risk reports will provide margin drill-down on underlying level.

The new reports provide an overview of the total margin requirement, intraday variation margin and premium payments on underlying level. As an example, above margin figures for all futures on DAX (FDAX) and options on DAX (ODAX) will be reported on aggregated level under Underlying_ID DAX.

To establish comparable intraday risk transparency for all affected customers on report basis, Eurex Clearing will introduce the complementary XML intraday report (i.e. CI030) containing the same level of information as provided in the overnight XML (i.e. CP030). The intraday CI030 report will be created every ten minutes during business hours and distributed via the Common Report Engine (CRE) as other existing intraday reports.

Additional information on the report content can be found in the Prisma Report Reference Manual for Release 9.0 available in the Eurex Clearing Member Section under the path: Risk & Collateral Management > Eurex Clearing  Prisma > Documents & Circulars.

Availability of the new reports

The CP030 report will be created and distributed overnight to the Members as other existing reports. It will be available in TXT and XML formats. 

If you wish to have access to the intraday report CI030, please send an e-mail to with your institution’s Member ID and your request to subscribe.

If you have any further questions please do not hesitate to contact your Key Account Manager or send an e-mail to

Kind regards
Your Client Services Team

Recipients:All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG, FCM Clearing Members, vendors and other affected contractual parties

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Eurex Clearing is part of Eurex Group. Find out more here.