Dear Clearing Member,
With the start of the simulation for CCP Release 18.5, Eurex Clearing provides the possibility for Members to test the functional changes foreseen to be activated on 15 March 2021.
Particularly, the following topics can be tested in the CCP 18.5 release simulation:
Partial settlement feedback from Clearstream Banking Luxembourg (CBL) and Euroclear Bank (EB) based CCP reports Settled Delivery (CE270/271/272) and Partial Delivery Deviating Cash Amount (CE250/251). As there is no dedicated connection from CCP simulation to the CBL and EB simulation environments, the settlement feedback will be produced internally by the CCP simulation system.
Participants who wish to check their reports in the simulation environment shall use the following ISINs for their testing activities, where Eurex Clearing ensures partial settlement of every delivery instruction.
To also support the participants' preparations, a generic version of Settled Delivery and Partial Delivery Deviating Cash Amount reports has been published on the CCP Release 18.5 initiative page under
System Documentation > Report Examples: Partial Settlement.
Please be aware that the generic reports show the structure and expected values based only on the partial settlement logic.
For Eurex Repo Specials, the new CBL 51295 account will be shown as CCP counterparty starting on 15 February 2021.
Daily collateral evaluation information for Repo contracts will be made available on the report TC750, which can be used for SFTR reporting purposes.
All information about CCP Release 18.5 is available on our dedicated initiative page on the Eurex Clearing website www.eurex.com/ec-en/ under:
Your Client Services Team
All Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG and vendors
Front Office/Trading, Middle + Backoffice, IT/System Administration
CCP Release 18.5 initiative page