Eurex this week became the world’s first exchange to conduct its risk management fully in real time.
With the release on Monday of Enhanced Risk Solution, members can now receive information on their risk positions that is updated continually, whenever the price of the contract changes.
Eurex has been calculating this data internally since June, when it migrated its internal risk monitoring to a real time system infrastructure. But the exchange is only now offering the information to customers, as part of its annual software upgrade, this year known as Eurex Release 12.
The Enhanced Risk Solution service is a free and optional add-on – but even if customers do not use it, Eurex will calculate margin...