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Prisma Release 9.0

Prisma Release 9.0

With the Prisma Release 9.0, Eurex Clearing plans to introduce enhancements that require changes to the implementation.  To ensure effective information distribution, we kindly ask interested persons to subscribe to the RSS feed of this page.

Simulation start: 8 October 2019
Production start: 18 November 2019


With the Prisma Release 9.0 Eurex Clearing will decommission the following RBM ETD Theoretical Price Files

Derivative Theo Files:

  • FPICTHED Derivatives theoretical prices
  • FPICTHEF Theoretical prices Flex
  • FPICTHEU Theo prices for Eurex/OCC products

Parameter Files:

  • FPICPARM Derivative Margin parameters
  • FPICPARA Maturity factors
  • FPICPARV Volatility offsets

from the Common Report Engine – intraday & EOD version.

Decommissioning of the “RBM Margin Parameters for Interest Rate, Equity, Equity Index, EXTD and Volatility Index Derivatives”
Due to the decommissioning of the RBM ETD Theoretical Price File, RBM Margin Parameters for Interest Rate, Equity, Equity Index, EXTF and Volatility Index Derivatives” file published under the path: www.eurexclearing.com > Risk management > Risk parameters will no longer be published.

Alignment of contract's exercise price field
Alignment of contract's exercise price field in the reports CP005, CP007, CP020, CP044, CP010 and CB012. For a contract's exercise price, the CP005, CP007, CP020, CP044, CP010 report features the cntrExerPrc field, whereas the CB012 report uses cntrExercisePrice. The field in the CP005, CP007, CP020, CP044,CP010 will be aligned to cntrExercisePrice as well.

All Cash Market related Theoretical Price Files and Parameter Files are not affected by the changes of the Prisma Release 9.0.

If you have any questions or require further information, please do not hesitate to contact us at client.services@eurexclearing.com.