Eurex Margin Parameter File

While the contract size and point value must be maintained manually, Eurex offers a margin parameter file for free download from the Internet, which contains all current margin intervals and out-of-the-money minima. This file is updated daily by Eurex. It is currently available at http://www.eurexclearing.com in the section: Risk Management | Risk Parameters | Derivatives Margin groups and classes.

These files are approx. 80 KB in size and named according to the scheme "mp<year><month><day>.txt", e.g."mp20190601.txt". After the download, select the "Import Eurex file..." button in the "Trading Conditions for Options" dialog box to import the current file into the Infront Portfolio Manager database.

The prerequisite for a successful import of the Eurex file is that the corresponding Eurex margin class abbreviation has been entered for the required underlyings, e.g. "DAX" for the DAX or "DTE" for Deutsche Telekom AG. All abbreviations can be found on the above-mentioned website.