In order to improve the quality of the OTC simulation environment Eurex Clearing will perform a structured clean-up of old trades in the simulation environment on Monday, 31 January 2022. Therefore, all trades captured before Wednesday, 3 January 2022 will no longer be available in the simulation environment.
Participants who wish to keep these trades, should send an e-mail with the subject “Clean-up of the simulation environment - excluded accounts” to their responsible Clearing Key Account Manager or to email@example.com (including Member ID and book) until Monday, 24 January 2022.
GUI enhancements to improve usability
A new table with four Source System Fields will be added to the Portfolio Upload and the Portfolio Transfer Overview windows. It will provide the user with the possibility to select the Source System CM ID and the Source System Client ID while initiating or taking-up a portfolio transfer.
In the Take-up for acceptance section of the Portfolio Transfer Overview window a drop-down list is added to the Book field. The Take-up button will initially be inactive. It is activated once a book is selected.
A new column 'PTRR ID' (Post Trade Risk Reduction ID) will be added to the Trade Search Results Table and the Modify Table in the Cleared Trades window as well as to the download option "CSV".
The layout of the Deal Tickets will be adjusted to show the windows with the correct width.
The MC Sensitivity excel template as well as the Sensitivity Window in the MC-GUI will be updated (for more details, please see Functional Release Notes).
For the GUI changes, there is no action required.
A new field 'PTRR ID' for OTC trades will be visible in member reports and Trade Notification messages sent to Clearing Members. The new attribute will be part of all trade notification messages related to PTE and will be shown in the reports “Trade Novation Report” (CI200/CB200), “Trade Daily Summary Report” (CI201/CB201) and “Full Inventory Report” (CB202/CB207).
The visibility of the curve points in the Curve Reports (CI210/CC210) will be extended in alignment with the current valid maximum allowed maturities of IRS.
Static Data report CD298 will be enhanced with below new fields with possible values "Yes/No":
For OTC IRS Members, the following new netting reports will be introduced:
CI262, Netting Forecast House Report, XML
CI263, Netting Portfolio Forecast House Report, XML
CC264, Netting House Report, XML
CI273, Netting Portfolio Forecast House Report, CSV
We kindly ask all Eurex Clearing participants to make sure, that relevant report changes are reflected in their internal processes.