Yesterday's (27/06/22) EoD Prisma margin Reports (e.g. CC750, CC760
), cashflow reports (CD710) and collateral reports CD042 were impacted by missing OTC initial margin figures.
However those cannot be re-generated as those were the basis for EoD payments.
For correct OTC margin figures please refer to respective OTC reports (e.g. CC204 OTC Overall Margin Report) as those show correct values.
We would also like to inform that the Excess/Shortfall figures in the Collateral Management System C7 CMS are now correct and Clearing Members who want to process a late cash recall via Bundesbank with VD today may contact clearing@eurex.com until 17h30 CET.
