Introduction
As announced in Clearing Circular 02/2026, ECC plans to introduce a new derivatives margining model - ECC Prisma for Commodities - to replace the current SPAN methodology. ECC will move all asset classes to the new calculation method by March 2027. With this circular, ECC highlights the roll-out plan and the available support during the simulation and parallel run phase. In addition, this circular provides members with further information regarding the new ECC Prisma for Commodities reports and the Transparency Enabler Files.
Please find detailed information in the document below.
CONTACT
prisma@ecc.de