Eurex Clearing
Dear Clearing Member,
We would like to inform you that based on the last-minute requests from Members, Eurex Clearing will bring the following enhancements in the reporting area. These changes have been reflected in the newly updated XML Schema Files and should be considered as an update. We apologize for the short notice.
A. Pending Delivery Report (CE860/CE861/CE862)
The Pending Delivery Report (CE860/CE861/CE862) will be enhanced with three optional fields. Only the xml versions of the reports will be enhanced. The structure of the corresponding text reports will not be adapted. Those fields are optional and will not be filled for the Cash Market and Eurex transactions and will only be filled for transactions that are concluded at Eurex Repo. The Pending Delivery Report is a common report which currently contains information about transactions from both, the Cash Market (FWB) and Eurex physical deliveries. With migration of the Repo business to the C7 SCS architecture the report will also show repo transactions.
The following fields will be added as Optional fields:
UTI Unique transaction identifier
rpoUTI (existing XML tag) | ||
Description | This field contains the Unique transaction identifier assigned to the Repo Trade | |
Format |
|
Repo Trade type
rpoTrdTyp (existing XML Tag) | ||
Description | This field contains the trade type of the Repo Trade | |
Format | alphanumeric 4 | |
Valid Values | GC GC Pooling (Fixed term) |
Net Processing Unit ID
rpoNPUId (new XML Tag) | ||
Description | This field contains the unique identifier of the Net Processing Unit the trade is assigned to during the netting process of repo trades | |
Format | alphanumeric 16 |
The enhancement is foreseen to be made available to our Members for testing in the C7 SCS Simulation from 25 July 2022 onwards.
B. Settled Delivery Report (CE870/CE871/CE872)
Triparty collateral reference for GC pooling transactions will be provided in the xml tag dlvRef.
The enhancement will be available in the C7 SCS Simulation from the beginning, i.e. 20 June 2022 onwards.
C. Repo Trade Confirmation Report (TC800/TC801/TC802)
In addition to already described intraday versions, an End of Day (EOD) version will also be introduced. This report is created multiple times during the day as a delta report which contains the trades that are received since the last run. The EOD report version is created as a consolidated report with all the trades for the current C7 SCS business day.
Multi-frequency reports that are generated multiple times on a business day contain a run number to identify a particular report run. This run number starts with 01 on each business day and is incremented by 1 for the next generated report.
Example:
Report run 1: 20RPTTC800XXXXX2022042501.XML
Report run 2: 20RPTTC800XXXXX2022042502.XML
The EOD report is generated without a run number.
Example:
20RPTTC800XXXXX20220425.XML
The enhancement will be available in the C7 SCS Simulation from the beginning, i.e. 20 June 2022 onwards.
D. XML Schema Files
The updated XML Schema Files (XSDs) have been also provided covering the following changes:
Learn now more about C7 SCS Release 2.0 on our dedicated initiative page on the Eurex Clearing website under the following link: Support > Initiatives & Releases > C7 SCS Release 2.0. System documentation, circulars, timeline and much more information is available there for you.
If you have questions or comments, please contact your Clearing Key Account Manager or send an e-mail to client.services@eurex.com.
Kind regards,
Your Client Services Team
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Recipients: | All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors | |
Target groups: | Front Office/Trading, Middle + Back Office, IT/System Administration | |
Contact: | ||
Web: | Support > Initiatives & Releases > C7 SCS Release 2.0 |
