Dear Clearing Member,
With this Newsflash, Eurex Clearing wants to draw your attention to the activation of new intra-day settlement confirmation report, Repo Settled Trade Report (CI870/1/2) and updated Member documentation for C7 SCS 2.0.
Repo Intraday Settled Trades Report (CI870/1/2)
The new report contains partial or full settlement of Repo Trades (Special Repo and GC Pooling) with actual settlement date. Partial settlements are shown individually and not as one aggregated entry. This report is created multiple times from 07:00 until 19:00 CE(S)T, every 1 hour during the day as a delta report, which contains the settlement (partial or full) of Repo Trades that are received since the last run. As this report is generated multiple times per day, the report name contains a run number to uniquely distinguish the various intraday reports: 21RPTCI870ABCFR2022092001.XML, 21RPTCI870ABCFR2022092009.XML. This report is offered only in XML format and no print format is offered.
The settlement confirmations data is still available in CE870/1/2 Settled Delivery Report, created in C7 SCS end-of-day processing and the new CI870/1/2 report is available in the C7 Release SCS 2.0 simulation environment starting from 20 September 2022.
Closing period of E2E testing with CBF
Please be aware that the period of E2E testing with CBF, as announced in Eurex Clearing Readiness Newsflash from 7 July 2022, is closing on 23 September 2022. So, the traded Repo business settling beyond this date, will be set to "settled" internally by C7 SCS.
Update of Member documentation on 23 September 2022
The updated reports descriptions and definition files, containing also the CI870/1/2 report, are available under Support > Initiatives & Releases > C7 SCS Releases > C7 SCS Release 2.0 > System Documentation > Reports
List of known limitations for Simulation and Production
The list includes all the current known limitations, is regularly updated and provides an overview of the solved limitations as well.
Please be also aware about the single known limitation for production, containing very rare case of issue with Special Repo settlement reporting (CE870). The newly activated CI870/1/2 report provides the correct calculation for Special Repo business and is not affected by the limitation.
For further details, please refer to "C7 SCS 2.0 - Member Simulation Guide". The known limitation lists and Member Simulation Guide can be found under the following link:
Support > Initiatives & Releases > C7 SCS Release 2.0 > C7 SCS Release 2.0 > System Documentation > Overview and Functionality
Learn now more about C7 SCS Release 2.0 on our dedicated Initiative page under the following link: Support > Initiatives & Releases > C7 SCS 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 firstname.lastname@example.org.
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Eurex Clearing Readiness Newsflash from 7 July 2022
Support > Initiatives & Releases > C7 SCS Release 2.0 > C7 SCS Release 2.0