Dear Clearing Member,
With this Newsflash, Eurex Clearing announces the correction of an inconsistency in reporting caused by a change on the collateral values calculation introduced in Production on 4 October 2021.
C7 clearing reports CD031 “Daily Collateral Valuation” and CD037 “Claim amount-based collaterals” are being adjusted to meet the new calculation method of the Collateral Management Service (CMS). The xml field “secuEvalPct” will be updated to Numeric 8.5 format.
In addition, the AdmissibleSecurities file 00ADMISECUPUBLI*.CSV provided via CRE and our website will be enhanced in column EvalPct to three decimal places (eg. 95.321).
The update will be introduced in Simulation of C7 Release 8.0 on 26 October 2021 to allow Clearing Members an opportunity to test. This change will be implemented in the current Production C7 Release 7.1 on 1 November 2021.
The schema files and Report Reference Manual have been updated accordingly.
All documentation is available on the Eurex Clearing website on our dedicated C7 Release 7.1, C7 Release 8.0 and C7 Release 8.1 initiatives pages under the following locations:
Support > Initiatives > C7 Releases > C7 Release 7.1 > System Documentation (schema files only)
Support > Initiatives > C7 Releases > C7 Release 8.0 > System Documentation
Support > Initiatives > C7 Releases > C7 Release 8.1 > System Documentation
If you have any further questions or comments, please send an e-mail to: firstname.lastname@example.org
Your Client Services Team
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