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Enhancements to CCP reporting and introduction of additional reporting run

Release date: 18 May 2018 | Eurex Clearing

No. 046/18 Enhancements to CCP reporting and introduction of additional reporting run

With the introduction of the T2S processing for Clearstream (CBF) in the course of the T2S wave 3 migration, Eurex Clearing has aligned its internal processing by adapting to the T2S continuous settlement.

The nine reporting runs for continuous reporting (i.e. delivery confirmations: CCP report CE270) begins on a daily basis at 05:30 am CEST (reporting run 1) and goes until 01:00 am CEST (reporting run 11) of the following day, showing the actual status of CCP positions.

The report delivery times setup gives the CCP participants time for data reconciliation and the possibility to align their positions. It also enables customers to react faster in case of settlement failures.  

Based on Clearing Member consultations regarding the timing for reporting runs Eurex Clearing has decided to add one additional reporting run and to change the timing for two runs.

Eurex Clearing will introduce the new processing on 28 June 2018 for simulation and on 23 July 2018 for production.

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