Eurex Repo introduces cloud Prisma Margin Estimator for fixed income repo

Eurex Repo introduced the cloud Prisma Margin Estimator (PME) for Fixed Income Repo, individual and portfolios of single ISIN repos.

The free service builds on the Cloud PME for ETD and OTC IRS and is designed for end users who wish to estimate margin requirements for individual or whole portfolios of single ISIN repos. Repo Cloud PME is accessible via any web browser or standard API.

Among the benefits are:

  • Transparency: provides detailed information on Eurex Clearing repo margin requirements based on RBM margin methodology
  • Portfolio margining: allows users to readily estimate margin requirements even for large portfolios in order to identify potential margin offsets
  • Functionality: portfolio up- and download, bond price shifts, simulation of future settlements, historic margin estimations

Open and floating rate repos as well as GC Pooling transactions are out of scope.


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