Eurex
1. Introduction
With T7 Release 10.1 on 27 June 2022, Eurex Deutschland will provide Trading Participants with two new daily reports, “TR167 Non-Uniqueness Identifier” and “TR168 Non-Consistency Identifier.”
The new reports provide an overview of the Trading Participant’s short code/long code registrations that are non-unique or non-consistent in order to support compliance with the regulatory requirements. The reports TR167 and TR168 may be used in future as the basis for sanctioning measures. These reports will be provided in addition to the existing short code reports TR160, TR161 and TR166.
In addition, the existing reports TR160 and TR161 will be enhanced with additional fields to better enable Trading Participants to identify affected records. In this context, the error code logic for short code/long code uploads will also be enhanced to provide Trading Participants with more precise information about the issue(s) triggering the error codes.
Introduction date in Simulation: 2 May 2022
Introduction date in Production: 27 June 2022
2. Required action
Please retrieve your functional and technical documentation from the Eurex website www.eurex.com.
Functional documentation is in the updated reporting handbook “Information handbook for audit trail, transaction and other regulatory reporting under the MiFID II/MiFIR regime” available under:
Rules & Regs > MiFID II/MiFIR > Client & Member Reference Data
Technical documentation is available under:
Support > Initiatives & Releases > T7 Release 10.1 > Reports
3. Details
A. New reports
Report TR167
The new report "TR167 Non-Uniqueness Identifier" will be made available to Trading Participants at Eurex Deutschland on a daily basis.
The report contains all short code/long code mappings valid on the report date for which two or more short codes have been registered to the same long code (i.e., the non-unique mappings). In addition, for each mapping the Valid From, Valid To, Upload Date, and the Classification Rule as well as the National ID Country Code and National ID Priority are provided.
The report supports Trading Participants in complying with their obligation to maintain only unique short code/long code mappings and/or with the conditions of any exemption they may have been granted, as applicable.
Report TR168
The new report "TR168 Non-Consistency Identifier" will be made available to Trading Participants at Eurex Deutschland on a daily basis.
The report contains all short codes for which the long code assigned has changed since the previous trading day (T-1) as a result of the Trading Participant having sent a modification message for that short code to the exchange. For each affected short code, the report shows:
The report supports Trading Participants in complying with their obligation to maintain consistent/stable short code/long code mappings, i.e., to alter mappings solely for legally permissible reasons.
B. Enhancements to reports TR160 and TR161
The following additional fields will be added to the TR160 report:
The following additional fields will be added to the TR161 report:
The addition of the above fields is intended to allow Trading Participants to better identify their affected records.
C. Enhancements to error code logic
Error Code 26 “No existing short code registration to delete” will be added to the short code processing logic. This error code is triggered where a record with Status Indicator “D” for deletion is sent to the trading venue, but no corresponding valid record exists in the short code database. The error code results in a reject of the deletion record.
Further information
Recipients: | All Trading Participants of Eurex Deutschland and Vendors | |
Target groups: | Front Office/Handel, Middle + Backoffice, IT/System Administration, Revision/Security Coordination, Compliance Departments, Nominated Persons | |
Contact: | Your Key Account Manager or client.services@deutsche-boerse.com; For regulatory questions: eurex.reg.reporting@eurex.com For technical questions your Technical Key Account Manager or cts@deutsche-boerse.com | |
Related circulars: | ||
Web: | www.eurex.com | |
Authorized by: | Michael Peters |
Market Status ⓘ
XEUR
The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.
Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message.
We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.
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