Prisma portfolio-based margining
Jun 12, 2026
Liquidation Groups
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Jun 12, 2026
Indicative Prisma margins for single Eurex-cleared swaps
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Jun 12, 2026
Prisma Margin Requirements for selected products (single position portfolios)
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Liquidation Groups
The Excel "PrismaEligibleProducts.xls" shows which products belong to the
- Listed Equity (Index) Derivatives Liquidation Group (PEQ01)
- Listed Fixed Income Liquidation Group (PFI01)
- Commodity (Index) Derivatives Liquidation Group (PCM01)
- Precious Metal Derivatives Liquidation Group (PPM01)
- FX Derivatives Liquidation Group (PFX01)
- FX NDF Liquidation Group (PNF01)
- Derivatives on Fixed Income ETFs Liquidation Group (PEF01)
- Crypto Derivatives Liquidation Group (PCY01)
PFI01 further contains all OTC Interest Rate Derivatives (IRS) transactions (according to the Clearing Conditions Chapter VIII) in products as described on the EurexOTC Clear IRS webpage.
For Default Management purposes (auctions and default fund segmentation) the additional Bond Liquidation Group PBN01 is defined. PBN01 contains all Special Repo transactions and all GC Pooling transactions excluding the GC Pooling Equity Basket. This is a legal liquidation group and has no impact on margining.
Risk-based margining
Jun 12, 2026
Margin Parameters for Bonds and Repos
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Jun 12, 2026
Margin Parameters CCP Instruments (excl. Bonds)
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General Parameters
Jun 12, 2026
Collateral Acceptance and Haircuts
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Jun 13, 2026
Admissible securities
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Jun 13, 2026
Global Admissible Securities
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Jun 13, 2026
ESG Admissible Securities Assessment
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