Eurex Clearing C7 C7 Release 3.0 Overall Report Changes

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Eurex Clearing C7

C7 Release 3.0 Overall Report Changes

Version

1.3. External Version Simulation

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© Eurex 2016

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C7 Release 3.0 Overall ReportChanges As of May 13, 2016 Version 1.3. Simulation

C7 Release 3.0 Overall ReportChanges Page 3

1. Introduction ... 4

2. Major changes to report structure ... 5

2.1 Changes to C7 Reports ... 5

2.2 Changes to Risk Reports ... 6

2.3 Changes to Fee Reports ... 6

3. C7 Release 3.0 Report Overview ... 7

3.1 Clearing Report List ... 7

3.2 Risk Report List ... 9

3.3 Fee Report List... 10

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Introduction

Version 1.3. Simulation

1. Introduction

This document contains the main changes applied to Member reports with C7 release 3.0,

which is the first mandatory C7 release for Derivatives Clearing and Non-Clearing Members.

The document helps Members to identify which reports are modified, which will become

obsolete and which can be used instead.

Please note that reports marked as obsolete in the tables under chapter 3 are obsolete for the

clearing of Eurex Derivatives only. Transactions and positions in EEX/ECC products are still

reported in the existing reports as these positions are not yet migrated to C7.

Furthermore the new C7 reports will be published only in .csv and .xml format, whereas the risk

reports will continue to be published in .txt- and .xml-format. All changes described in the

document only apply for Eurex Listed Derivatives Members. C7 Release 3.0 applies changes in

three major areas, which are described in Chapter 2. These changes require amendments to

existing reports.

The new C7 reports do exclusively contain the transactions and positions for the regular

simulation products.

For the cloned products (see “C7 3.0 Simulation Guide” chapter 4) the Eurex Classic reports are

still available (for instance report CB020) and only contain information for these products and for

EEX/ECC products.

The risk reports (Risk Based Margining and Prisma) do initially only contain the cloned products.

As soon as the risk systems are connected:



PRISMA will exclusively contain positions for the regular simulation products.



The CC7xxx Risk Based Margining reports contain both, the cloned products and the

regular simulation products.



The CC0xxx Risk Based Margining reports will only contain the cloned products.

Detailed information on the content and layout of the reports can be found in the “Eurex XML

Report Reference Manual” under the following path:

www.eurexclearing.com

-> Technology -> Eurex Clearing’s C7 -> System documentation ->

Release 3.0 -> Reports

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C7 Release 3.0 Overall ReportChanges As of May 13, 2016

Major changes to report structure

2. Major changes to report structure

1. New reports are required as the consequence of migrating all transaction and position

management functionality to the C7 platform. The positions and transactions will be handled

by C7, where a new and enhanced ID logic requires the following fields to be extended or to

be newly introduced.



The field “transaction ID” will be extended to a maximum of 19 characters with a

variable field length.



The field “Current Suffix” has now a fixed field length of 10 digits.



The field “Parent Suffix” has now a fixed field length of 10 digits.



The field “Position ID” is newly introduced and up to 11 characters long with a

variable field length.



The field “Order ID” displays the T7 order ID as reference to the trading layer, but

the clearing system no longer assigns an additional order ID for technical purposes.

2. With C7 release 3.0 flexible contracts will be integrated in the processing for standard

options and futures, so that the C7 system will not differentiate between standard and

flexible contracts anymore. Therefore the following fields will be added to all C7 reports

containing flexible contracts:



The “Contract Symbol” (Flex ID) has a fixed field length of 4 characters.



The “Expiration date” has a date format (DD.MM.YYYY).



The “Settlement Method” has a variable field length of 8 characters.



The “Exercise Style” (used for options only) has a fixed field length of 8 characters.

3. C7 allows for using a practically unlimited number of agent accounts for the individual

segregation of customer positions and transactions. Although the account name is

technically defined to be 32 characters long, currently only 20 characters are usable for the

account name.

2.1 Changes to C7 Reports

New clearing reports which are in line with the existing ones will be created. The following

accounts, known from the Eurex Classic system will continue to be available on C7: A1-A9, P1,

P2, M1 and M2. Additionally it will be possible to individually segregate client positions and

transactions in an unlimited number of extended agent accounts (Flexible Accounts).

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Major changes to report structure

2.2 Changes to Risk Reports

New risk reports for the Risk Based Margining (RBM) methodology will be created, which are in

line with the existing ones. Both the existing and the new risk reports will contain risk

information for all open positions. The new risk reports will also provide information on the

extended agent accounts. Those Members who do not use these accounts can still use the old

risk reports which will be created along with the new risk reports for extended agent accounts

(Flexible Accounts).

Please note that all reports for the Eurex Clearing Prisma methodology remain unchanged.

2.3 Changes to Fee Reports

Due to the fact that flexible contracts will be integrated in the processing for standard options

and futures the CB195 becomes obsolete and will merge into the CB165 report.

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C7 Release 3.0 Report Overview

3. C7 Release 3.0 Report Overview

The table lists the Clearing, Risk and the Fee reports for C7 release 3.0. The first column shows

the report ID. In the second column the report name is given. In the next column it is mentioned

whether the report will become obsolete for derivatives Clearing and Non Clearing Members,

the technical report layout has been changed or if it is a completely new report. The next to last

column describe if a new C7 3.0 report is available, followed by additional information.

All reports which are not mentioned in the list below remain unchanged with the introduction of

C7 release 3.0.

3.1 Clearing Report List

Report Report Name Layout new Report

for EUREX Exchange/ ECAG members

Additional Information Format

CA Capital Adjustment

CA051 Capital Adjustment Underlying no change available in XML and txt

CA052 Capital Adjustment Positions obsolete CA752

CA752 Capital Adjustment Positions Overview new CA752 available in XML and CSV

CA770 Account Maintenance new CA770 available in XML and CSV

CB Clearing Position and Transaction

CB010 Position Detail obsolete CB012

CB011 Std and Flx Cntr Dly Transactn obsolete CB012

CB012 Account Statement changed CB012

the CB012 was already introduced with C7 release 1.0/2.0 but will be enhanced with several flexible fields for C7

release 3.0 available in XML and CSV

CB020 Position Summary obsolete CB012

CB021 Position / Active Trd Summary obsolete CB012

CB030 Position Transfer Overview obsolete CB730

CB031 Settling Futures Positions obsolete CB731

CB063 Flx Cntr Transactn Overview obsolete CB012

CB064 Flx Cntr Daily Transactions no change CB012

the CB064 will contain no clearing transactions for flexible

contracts but matched trades. available in XML and txt

CB080 Premium Summary obsolete CB790

CB090 Premium Overall Summary obsolete CB790

CB095 Variation Mgn Overall Summary obsolete CB795

CB102 Cash Settled Contracts obsolete CB702

CB110 Account Transfer Exception obsolete CB730

CB120 Member Exception-Position obsolete CB730

CB130 Give-Up Trades History obsolete CB750

CB140 Accepted Give-Up Trades obsolete CB750

CB150 Take-up Trades History obsolete CB751

CB160 Accepted Take-Up Trades obsolete CB751

CB172 Credit Futures Separation obsolete

CB430 KRX Position Report obsolete CB741

CB440 TAIFEX Position Report obsolete CB740

CB702 Cash Settled Contracts Overview changed CB702

the CB702 was already introduced with C7 release 1.0/2.0 but will be enhanced with several flexible fields for C7

release 3.0. It will contain options products only available in XML and CSV

CB715 Average Pricing new CB715 available in XML and CSV

CB730 Position Transfer Summary new CB730 available in XML and CSV

CB731 Settling Futures Positions Overview new CB731 available in XML and CSV

CB740 TAIFEX Position Information new CB740 available in XML and CSV

CB741 KRX Position Information new CB741 available in XML and CSV

CB750 Give-Up Trades Overview new CB750 available in XML and CSV

CB751 Take-Up Trades Overview new CB751 available in XML and CSV

CB790 Premium Information no change CB790 available in XML and CSV

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C7 Release 3.0 Report Overview

CD Clearing Daily

CD009 Daily Cash Transactions no change CD009/CD015

the CD009 will contain manually entered cash amounts

only available in XML and txt

CD010 Daily Cash Account CM no change available in XML and txt

CD015 Cash Account Details new CD015

CD015 will contain VM/Premium/Cash settlement on

account level available in XML and txt

CD020 Collateral Movement/Coverage no change available in XML and txt

CD030 Security Expiration no change available in XML and txt

CD031 Daily Collateral Valuation no change available in XML and txt

CD032 Daily Guarantee no change available in XML and txt

CD033 Collateral Composition no change available in XML and txt

CD037 Claim Amount Based Collaterals no change available in XML and txt

CD040 Monthly Guarantee Expiration no change available in XML and txt

CD042 Daily Settlement Statement no change available in XML and txt

CD043 ECM: Value Based Alloc. Mathod no change available in XML and txt

CD070 Monthly Cash Account CM no change available in XML and txt

CD080 Monthly Collateral Movement no change available in XML and txt

CD090 Overall Asset Summary no change available in XML and txt

CD091 CDS Clearing Fund Contribution no change available in XML and txt

CD100 Audit Trail Coll Transactions no change available in XML and txt

CD230 Monthly Interest Report no change available in XML and txt

CD235 Reservation amount no change available in XML and txt

CE Clearing Exercise and Delivery

CE010 In-the-money Advisory obsolete CE710

CE030 Member Expiration obsolete CE710

CE035 Expired Series obsolete CE735

CE038 Deliverable Bonds no change available in XML and txt

CE050 Expiration Payment vs Payment obsolete CE750

CE051 FX Transactions & Instructions no change available in XML and txt

CE055 FX Settlement Limit Report no change available in XML and txt

CE070 Exercise And Assign Summary no change CE770

the CE070 will contain information about cash leg of vola

trades available in XML and txt

CE071 OptOn Fut ExerAssign Overview obsolete CE771

CE075 Notification/Allocation Summ obsolete CE775

CE710 Contract Expiration new CE710 available in XML and CSV

CE735 Expired Series new CE735 available in XML and CSV

CE750 Expiration Payment vs Payment new CE750 available in XML and CSV

CE770 Exercise And Assign Overview changed CE770

the CE770 was already introduced with C7 release 1.0/2.0 but will be enhanced with several flexible fields for C7

CE771 OptOn Fut ExerAssign Overview changed CE771

CE775 Notification/Allocation Information changed CE775

CE790 In-the-money Configuration new CE790 available in XML and CSV

TT Trading Security no report changes in general for the TT series

TT110 User Security Maintenance no change

entitlement for positionmanagement is no longer reflected and therefore new Entitlement reports will be

provided available in XML and txt

TT115 Daily Order and Quote Transactions no change

entitlement for positionmanagement is no longer reflected and therefore new Entitlement reports will be

provided available in XML and txt

TT750 Clearing Four Eye Principle new TT750 available in XML and CSV

TT760 User Entitlement Status new TT760 available in XML and CSV

TT761 User Entitlement Changes new TT761 available in XML and CSV

TT762 Participant Entitlement Status new TT762 available in XML and CSV

TT763 Participant Entitlement Changes new TT763 available in XML and CSV

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C7 Release 3.0 Report Overview

3.2 Risk Report List

Report Report Name Layout new Risk

Report

CC Clearing Margin

CC010 Premium Margin no change CC710

in the CC010 flexible accounts will be displayed as A8.

Fields for flexible Transaction ID and Suffix ID are empty available in XML and txt

CC011 Current Liquidating Margin no change CC711 available in XML and txt

CC020 Futures Spread Margin no change CC720

CC031 Theoretical Values II no change available in XML and txt

CC033 Theoretical Values III no change available in XML and txt

CC034 Theoretical Prices no change available in XML and txt

CC040 Liquidating Values no change CC740

CC045 Additional Margin no change CC745 in the CC045 flexible accounts will be displayed as A8 available in XML and txt

CC050 Daily Margin no change CC750 in the CC050 flexible accounts will be displayed as A8 available in XML and txt

CC051 Specific Equity Collateral no change

in the CC051 specific equity collateral functionality is not

available for flexible accounts available in XML and txt

CC055 Daily Margin Offset no change CC755 in the CC055 flexible accounts will be displayed as A8 available in XML and txt

CC060 Daily Margin Summary no change CC760 in the CC060 flexible accounts will be displayed as A8 available in XML and txt

CC080 Security/Cash Risk Position no change CC780 in the CC080 flexible accounts will be displayed as A8 available in XML and txt

CC100 Risk Values History for Limits no change available in XML and txt

CC710 Premium Margin changed CC710

the CC710 was already introduced with C7 release 1.0/2.0 but will be enhanced with several flexible fields for C7

release 3.0 available in XML and txt

CC711 Current Liquidating Margin no change CC711 available in XML and txt

CC720 Futures Spread Margin changed CC720

CC740 Liquidating Values changed CC740

CC745 Additional Margin no change CC745 available in XML and txt

CC750 Daily Margin no change CC750 available in XML and txt

CC755 Daily Margin Offset no change CC755 available in XML and txt

CC760 Daily Margin Summary no change CC760 available in XML and txt

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C7 Release 3.0 Report Overview

3.3 Fee Report List

3.4 Trading Report List

Report Report Name Layout new Fee

Report

CB001 Product and Price Report no change available in XML and txt

CB165 Eurex Fee Statement changed

the CB165 will be enhanced with several flexible fields for

C7 release 3.0 available in XML and txt

CB167 Late Closing Fees no change available in XML and txt

CB169 MM Fee Refung no change available in XML and txt

CB179 Monthly Rebate Report no change available in XML and txt

CB182 Monthly OTC CCP Fee Statement no change available in XML and txt

CB186 Monthly Rebates TDP no change available in XML and txt

CB192 Monthly Fee Statement no change available in XML and txt

CB193 Monthly Connections & Services no change available in XML and txt

CB195 Flex Contract Fee Statement obsolete

the CB195 becomes obsolete and will merge into the CB165 report

CB196 Daily Overall Fee Summary no change available in XML and txt

CB185 Daily OTC CCP Fee Statement no change available in XML and txt

CB187 Monthly Rebates Overview no change available in XML and txt

CB191 Monthly OTC Late Entry Fee no change available in XML and txt

CB197 Excessive System Usage Fee no change available in XML and txt

CB225 Daily Eurex Fines no change available in XML and txt

CB235 Daily Security Collateral Fee Statement no change available in XML and txt

CB315 Daily Clearing Fees - Bonds no change available in XML and txt

CB320 Daily Clearing Fees - Equities no change available in XML and txt

CB325 Daily Service Fees no change available in XML and txt

CB330 Daily Settlement Fees no change available in XML and txt

CB350 Monthly Fee Statement no change available in XML and txt

Report Report Name Layout new

Trading Report

TT Trading Security

TC Trading Order and Quote Maintenance

TC541 Dly Strategy Order Maintenance obsolete TE540 available in XML and txt

TC545 TES Trade Maintenance no change available in XML and txt

TC546 Strategy TES Trade Maintenance no change available in XML and txt

TC547 TES Trd Maint EFP-Fin/EFS/EFPI no change available in XML and txt

TC549 EBI Trade Maintenance no change available in XML and txt

TC810 Daily Trade Confirmation obsolete TE810

the TC810 becomes obsolete. For trade reconciliation purposes following reports can be used:

1. TE810 which contains only On-Exchange trades

2. CB012 which contains On-Exchange and TES Trades available in XML and txt

TC811 Variance Futures Trade no change available in XML and txt

TT Trading Security

TE Order and Quote Maintenance

TE530 Daily Quote Maintenance no change available in XML and txt

TE535 Cross and Quote Request no change available in XML and txt

TE540 Daily Order Maintenance no change available in XML and txt

TE550 Open Order Detail no change available in XML and txt

TE570

Origin Country Code Daily Statistics per

Product no change available in XML and txt

TE810 T7 Daily Trade Confirmation no change available in XML and txt

TE812 Daily Prevented Self-Matches no change available in XML and txt

TE910 Daily Match Step Activity no change available in XML and txt

Eurex Clearing C7 C7 Release 3.0 Overall Report Changes