{"text_format":"2","workbook":"xls","n_sheets":5,"sheets":["Disclaimer","Assumptions","Result_Sheet","XMarginingAllocation","Rejected Trades"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":2,"defined_names":2,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"Disclaimer","index":0,"n_rows":2,"n_cols":2,"rows_kept":2,"cut":false,"hidden":false,"merged":[],"flags":["formulas_cached_only"]}
[]
[null,"Eurex Clearing AG has used all reasonable efforts to ensure that the information provided is accurate and up to date. However, Eurex Clearing AG does not accept any liabilities or responsibilities for any errors, omissions or misleading statements. Accordingly, Eurex Clearing AG does not warrant the accuracy, timeliness or completeness of the information provided."]

{"sheet":"Assumptions","index":1,"n_rows":12,"n_cols":2,"rows_kept":12,"cut":false,"hidden":false,"merged":[],"flags":["formulas_cached_only"]}
[]
[null,"The Eurex Clearing Prisma Risk Evaluation Prototype service allows Eurex Clearing participants (both Clearing Members and Registered Customers) to evaluate the indicative margin requirements that would be attributed to a portfolio of trades. "]
[]
[null,"Participants have the opportunity to provide portfolios of trades for which they wish to evaluate margin to Eurex Clearing in a simplified format which facilitates the transformation of trade information to the format required for Prisma. Only key economic trade details need to be entered. This file is provided via email to Eurex Clearing for processing. The margin requirements will be calculated for the provided portfolio of trades and the results will be distributed to the participants via email."]
[]
[null,"The test calculation functionality focuses on interest rate swaps, fixed income products and Crossmargining. Participants provide instrument and portfolio information along the predefined format. If incomplete instrument data is provided by the participant, the instrument is not taken into account for the margin computation. Eurex Clearing market data is used for the computation of the different margin components. Margin numbers are indicative; the test calculations do not replace the simulation phase prior to the productive launch of Prisma."]
[]
[null,"The input files will be checked for formatting and uploaded to the prototyping environment.Trades that are not in line with the format or are otherwise faulty will be identified and excluded from the sample portfolio."]
[]
[null,"The output of the calculation for the test portfolios are on the one hand the present value of the test portfolio and on the other hand the different components of the initial margin, which in sum constitute the complete initial margin charged for the portfolio."]
[]
[null,"These quantities will be computed for a fixed valuation date between 02/07/2012 and 01/07/2013. If no date is specified by the client, 01/07/2013 will be assumed as default value. A list of the positions which were not processed will be provided. "]

{"sheet":"Result_Sheet","index":2,"n_rows":4,"n_cols":9,"rows_kept":4,"cut":false,"hidden":false,"merged":[],"flags":["formulas_cached_only"]}
["Liqidation_ Group","Portfolio_ID","NPV","Initial_ Margin","Market_Risk_ Component","CorrBreak_ Adjustment","Compression_Error_ Adjustment","Liquidity_ Adjustment","FHS_Or_ StressPeriod"]
["EQ","PF1",54321299,1995756,1234456,125000,31300,605000,"FHS"]
["FI","PF1",23466801,865925,533285,54000,17280,261360,"FHS"]
["EQ","PF2",13091433,483074,297504,30125,9640,145805,"FHS"]

{"sheet":"XMarginingAllocation","index":3,"n_rows":4,"n_cols":8,"rows_kept":4,"cut":false,"hidden":false,"merged":[],"flags":["formulas_cached_only"]}
["PORTFOLIO_ID","PRODUCT_SHORT_NAME","CALL_PUT_FLAG","CURRENCY","EXPIRY_DATE","STRIKE_PRICE","Overall POSITION_SIZE","Allocated XM Split"]
["PF1","OGBS","C","EUR",20111221,109.6,-150,-70]
["PF1","OGBS","P","EUR",20111221,109.3,130,100]
["PF1","FGBS","F","EUR",20111208,0,1000,0]

{"sheet":"Rejected Trades","index":4,"n_rows":1,"n_cols":2,"rows_kept":1,"cut":false,"hidden":false,"merged":[],"flags":["formulas_cached_only"]}
["PORTFOLIO_ID","g_OurRef"]