Regulation Support

Regulatory Reporting

Eurex Clearing needs to comply with various transaction reporting requirements in different jurisdictions due to its broad global business model (Clearing of financial ETD and OTC business in Europe, US, Canada and Asia). This section outlines details for each jurisdiction and where our counterparty can find guidance to meet reporting requirements, or who to contact in case of further questions.

Eurex Clearing Counterparty Details for EMIR Article 9 and SFTR Article 4 Reporting

  • LEI (Legal Entity Identifier) Code
    529900LN3S50JPU47S06
  • Primary Legal Name
    Eurex Clearing Aktiengesellschaft 
  • Trade Repository
    Regis-TR

EMIR Article 9 Reporting

Eurex Clearing fulfills the regulatory obligation under Article 9 of EMIR (European Market Infrastructure Regulation) to report cleared trades and positions. Detailed information on reporting logic is available in the Member information: Reporting by Eurex Clearing according to EMIR Article 9.  
If you have any questions or require further information about EMIR reporting, please contact us via ECAGRegulatoryReporting@eurex.com.

FAQ

  • UTI for ETD transactions as well as for Eurex T7-Entry-Service transactions
    For ETD transactions the complete UTI can be found in the CB012 report (field UTI).
  • UTI for Eurex ETD positions: (including positions of Flexible Contracts)
    For ETD positions the complete UTI can be found in the CB012 report (field UTI).
  • UTI for EurexOTC Clear trades
    In case that the UTI for the OTC trade is provided by the Approved Trade Source, this UTI should be used for reporting the bilateral trade prior clearing/novation (concat fields UTI/Issuer and UTI/TradeId). If no UTI is provided by the Approved Trade Source, Eurex Clearing recommends to generate a UTI according to the specification provided below. 

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EMIR reports available for Clearing Members

In collaboration with other European Clearing Houses, Eurex Clearing is providing Clearing Members a daily report of positions reportable under EMIR including the Eurex Clearing generated position UTI and other EMIR fields agreed for the purpose of Clearing Members consuming, matching to their own position records and reporting the CCP generated position UTIs in members’ EMIR reporting. 

The purpose of the new report is to enable Clearing Members to consume the position UTI from CCPs using a standardized format and content across CCPs. 

The EMIR Position Report of Eurex Clearing meets the harmonized structure agreed among European CCPs and it is generated in csv format from the clearing house reporting perspective. The file is distributed via the Common Report Engine (CRE). In case there is no open position for a certain trading day, the EMIR Position Report will be generated empty.  

The csv file naming convention is: CCPPOSITIONEMIR_ PRO_001_ECAG_ ClearingMemberCode_COB date _001. The csv file could be found in the zip folder named according to the following convention in the CRE Production environment: 00RPTPOSEMClearingMemberCodeCOBdate.CSV.ZIP.

SFTR Article 4 Reporting

Since 13 July 2020 Eurex Clearing has the obligation to daily report cleared SFTs according to SFTR Article 4 (EU Regulation No. 2015/2365).

Since both counterparties of a cleared SFT (CCP and Clearing Member) are required to report and data fields are subject to reconciliation (such as Unique Transaction Identifier, Counterparty data, Loan and Collateral data, Margin and re-use data), it is important that the CCP and its Clearing Members use the same methods to populate the data fields. 

You can access the latest version of a guideline explaining our reporting logic Member information: Reporting of cleared SFTs by Eurex Clearing according to SFTR Article 4.
For queries related to SFTR reporting under SFTR Article 4 contact us via sftr@eurex.com.

FAQ

The UTI (Unique Transaction Identifier) is reported in the following Eurex Clearing reports:

  • Repo business: TC750 and TC100
  • For repo transactions with Eurex Repo, the interface has been enhanced with this info to enable clearing members to get this info directly from Eurex Repo
  • Securities Lending business: The clearing service for securities lending trades was discontinued on 15 April 2021

The Eurex Clearing UTI consists of 52 digits with the following general structure:
<LEI><SERVICE DESC><MIC CODE><TRADE DATE><ISIN><EXT TRADE NO>

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Reporting for Part 45 of the Rules by the U.S. Commodity Futures Trading Commission (CFTC)

Eurex Clearing fulfils reporting obligation according to Swap Data Reporting (SDR) Requirements under Part 45 of the CFTC rules. The amendment of Eurex Clearin’s Clearing Conditions from 2018 requires Clearing Members having a reporting obligation according to Part 45 of the CFTC rules to provide necessary information which enables Eurex Clearing to report the termination of the original swap to the same SDR to which the swap was initially reported.

The required information, such as the unique swap identifier for each Original OTC Transaction and the legal entity identifier for the swap data repository to which the Original OTC Transaction was reported,  must be sent in a csv-file to TransactionManagement@eurexclearing.com on the same business day the trade has been submitted for clearing to EurexOTC Clear.

If you have any questions or require further information, please contact us via TransactionManagement@eurexclearing.com.

Reporting for Financial Instrument and Exchange Act (FIEA) to the Japanese Financial Services Agency (JFSA) 

Eurex Clearing has been licensed as a Foreign Financial Instruments Clearing Organization (FFICO) in Japan by the Japanese Regulator JFSA. This allows Eurex Clearing to provide EurexOTC Clear Services* to Direct Clearing Members and Disclosed Customers in Japan, with status Financial Instruments Business Operator (FIBO) or status Registered financial Institution (RFI). As FFICO Eurex Clearing fulfills the reporting obligation pursuant to the Financial Instrument and Exchange Act (FIEA), Chapter V-6, Section 2, Article 156-63.

If you have any questions or require further information, please contact TransactionManagement@eurexclearing.com.
*(except products denominated in JPY)