A member of
Eurex Clearing
According to Article 9 EMIR (European Market Infrastructure Regulation), both Eurex Clearing and its Clearing Members are obliged to report transactions in off-book, exchange-traded and OTC derivatives since 12 February 2014. Since 12 August 2014 also collateral- and valuation reports have to be sent.
Since both counterparties of a trade have to report and since common data must be identical, it is important that the CCP and its Clearing Members use the same methods to populate the common data fields.
The attachment “Member Information - Reporting by Eurex Clearing according to EMIR Article 9” version 1.8 describes how Eurex Clearing reports derivative transactions according to EMIR to enable Clearing Members and other reporting participants to align the reporting. Compared to the previous version 1.7 enclosed in Eurex Clearing circular 139/14, the updated version 1.8 contains new rules due to new features which are linked to EurexOTC Clear Release 5.0 (TriOptima Compression, Zero Coupon Inflation Swaps). In addition, the updated version 1.8 contains new rules for the UTI construction which will be valid with C7 Release 3.0 and modified respectively new rules for Variance Futures and FX Futures and Options.