Reports Support

Eurex Clearing OTC Reports

Eurex Clearing provides relevant reports to inform all participants in the OTC IRS and OTC Currency Products Clearing Service (OTC FX, OTC XCCY), i.e. Clearing Members (CMs) and Disclosed Direct Clients (DCs) with a member id, about their trade activity, positions, cash flows, margin requirements, netting details, rate resets, risk factors and liquidity factors. With a lot of reports available, this section should serve as a first aid for general questions on reports and report content. 

FAQ

  • Reports for all cleared markets are delivered to the Common Report Engine (CRE) as a centralized source and are free of charge. End of Day reports are available in a XML or CSV format. 

  • For more Information please refer to the following: 
    https://www.eurex.com/ec-en/services/transaction-management/reporting 

  • This service is independent from the existing trading and clearing infrastructure and participants can choose their preferred hardware platform and operating system. 

Yes, user guides can be found via the following links: 

Sample reports are available in the Member Section via: 

Resources > Eurex Clearing > Documentation & Files > EurexOTC Clear > System Documentation > Reports 

Depending on the report, disclosed clients or basic disclosed clients can receive the reports. 

This depends on the report itself. It is specified in the EurexOTC Clear Report Manual (for the location of the manual see question 11)   

The report status is available via the Service Status

CC203 Variation Margin Report (Clearing Member, Disclosed Client, Basic Disclosed Clients A-Account with Reports) 

  • Provides information on variation margin requirements and price alignment interest at trade level 
  • Shows the Mark to Market of the trades from the previous business day, today’s value and the variation margin 
  • Sent to Basic Disclosed Clients as csv, to all other as XML 
  • XML is sent even if empty, csv only if not empty 

CC222 Variation Margin Report (Clearing Member) 

  • Provides information for Clearing Members on variation margin requirements and price alignment interest at trade level for their P-account 
  • Shows the Mark to Market  of the trades from the previous business day, today’s value and the variation margin 
  • Sent as XML (even if empty) 

CI203 Variation Margin Report (Clearing Member, Disclosed Client) 

  • Provides information for Clearing Members and Disclosed Clients on variation margin requirements and price alignment interest at trade level
  • Only for GBP FRA trades which are settled in advance 
  • Reporting is done only on the settlement date oft the GBP FRA trade 
  • Sent as XML (even if empty) 

CC204 Overall Margin Report (Clearing Member, Disclosed Client, Basic Disclosed Clients A-Account with Reports) 

  • Provides an overview on the initial margin requirements at portfolio level and detailed initial margin requirements including all subcomponents 
  • Sent to Basic Disclosed Clients as csv, to all other as XML 

CC208 Client Margin Report (Clearing Member) 

  • Provides an overview on the initial margin requirements at portfolio level per client 
  • Sent as XML but not if empty 

CC209 Initial Margin Report (Clearing Member, Disclosed Client) 

  • Provides an overview on the initial margin requirements at portfolio level  
  • Sent as csv but not if empty 

CB201 Trade Daily Summary Report (Clearing Member, Disclosed Client) 

  • Shows all changes of the day relating to all trades in portfolios 
  • Sent as XML at the end of the day (even if empty) 

CI201 Trade Daily Summary Report (Clearing Member, Disclosed Client) 

  • Shows all terminations and novations due to post trade events 
  • Sent as XML intraday (even if empty) 

CB202 Full Inventory Report (Clearing Member, Disclosed Client) 

  • Shows all active trades in a Clearing Member’s or Disclosed Client’s portfolio 
  • Terminated trades are displayed until fees are settled 
  • Sent as XML at the end of the day (even if empty) 

CB207 Full Inventory Report (Clearing Member) 

  • Shows all active trades in a Clearing Member’s P-Account 
  • Terminated trades are displayed until fees are settled 
  • Sent as XML at the end of the day (even if empty) 

CI242 Netting Forecast Report (Clearing Member, Disclosed Client) 

  • Contains all trades eligible for netting based on the actual netting parameter and all intermediate trades created in the course of the netting run 
  • Sent as an XML (even if empty) 

CI243 Netting Portfolio Forecast Report (Clearing Member, Disclosed Client) 

  • Provides a forecast of the netting results without considering any netting strings and allowing netting unconditionally (“Y” and maximum netting level 3) 
  • Sent as an XML (even if empty) 
  • Will be introduced at 10:00, 14:00, 18:00 and 21:00 CET (production only).

CI253 Netting Report (Clearing Member, Disclosed Client) 

  • Provides a forecast of the netting results without considering any netting strings and allowing netting unconditionally (“Y” and maximum netting level 3)
  • The CSV netting report CI253 is a simplified version of CI243
  • Sent as CSV (even if its empty)
  • Will be introduced at 10:00, 14:00, 18:00 and 21:00 CET (production only).

CC244 Netting Report (Clearing Member, Disclosed Client)

  • Provides the results of the EoD netting run and shows all original and intermediate trades created in the course of the netting run
  • Sent as an XML (even if its empty)

You can find more details in the EurexOTC Clear Report Manual (for the location of the manual see question 11) 

The report manual is available in the Member Section via: 

Resources > Eurex Clearing > Documentation & Files > EurexOTC Clear > System Documentation > Reports 

Contacts


Eurex Frankfurt AG | worldwide
Customer Technical Support / Technical Helpdesk

Service times from Monday 01:00 – Friday 22:00 CET
(no service on Saturday and Sunday)

Please contact your Technical Account Manager
via Your personal VIP number.

T +49-69-211-VIP / +49-69-211-1 08 88 (all)

cts@deutsche-boerse.com


Key Account Management

09:00 - 18:00 CET

T +49-69-211-10 333

client.services@eurex.com



Eurex Clearing AG | worldwide
CCP Risk Management / Risk Exposure Management

Service times from 01:00 – 22:30 CET 

T +49-69-211-1 24 52
F +49-69-211-1 84 40

risk@eurex.com