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Eurex Clearing Readiness Newsflash | EurexOTC Clear: Release 10.1: documentation update, €STR shadow reporting; independent to the release: report changes

Release date: 03 Mar 2020 | Eurex Clearing

Eurex Clearing Readiness Newsflash | EurexOTC Clear: Release 10.1: documentation update, €STR shadow reporting; independent to the release: report changes

Eurex Clearing Readiness Newsflash

Dear Clearing Member,

With this Newsflash, Eurex Clearing would like to inform you about the following EurexOTC Clear-related topics:

1. EurexOTC Clear Release 10.1: Documentation update
2. €STR shadow reporting
independent to the release:
3. Changes to fee reports CB182 Monthly OTC CCP Fee Statement and CB185 Daily OTC CCP Fee Statement
4. Changes to reports CC203 Variation Margin and CC204 Overall Margin

1. EurexOTC Clear Release 10.1: Documentation update

The following document has been made available on the Eurex Clearing website: 

  • Functional Release Notes for EurexOTC Clear Release 10.1  

This document can be found in the Eurex Clearing Member Section on the Eurex Clearing website www.eurexclearing.com under the following path: 

Technology > EurexOTC Clear > System documentation > Overview

2. €STR shadow reporting

The transition from EONIA to €STR is seamless in terms of reporting and there will be no field changes.

Shadow reports have been introduced so that all Members can already now see the effect of the discounting switch on their live portfolio, i.e. we recalculate certain standard Member reports exactly as in production, except we switch the discounting to €STR and show EUR trades only. We currently provide Members with the following reports EOD that are relevant for their portfolios:

Report (EONIA discounting) Shadow report (€STR discounting)
CC203 - Variation Margin Report CC303
CC233 - Sensitivity Report for IRS CC333

3. Changes to fee reports CB182 Monthly OTC CCP Fee Statement and CB185 Daily OTC CCP Fee Statement

As part of the OTC Pricing Harmonization, the fee reports CB182 Monthly OTC CCP Fee Statement and CB185 Daily OTC CCP Fee Statement will be extended by three new fields.

Eurex Clearing XML Reports - Reference Manual and Eurex Clearing XML Reports – XML Schema Files, including changes for reports CB182 and CB185, are already available on the Eurex Clearing website under the following path:

The fee report CB185 Daily OTC CCP Fee Statement will be available in simulation on 9 March 2020. As usual, the fee report CB182 Monthly OTC CCP Fee Statement will be available with figures of March at the beginning of April 2020 in simulation. 

Report CB185 Daily OTC CCP Fee Statement will go live in production on 1 April 2020. The fee report CB182 Monthly OTC CCP Fee Statement will be available with figures of April at the beginning of May 2020 in production.

4. Changes to reports CC203 Variation Margin and CC204 Overall Margin

Currently, a Basic Disclosed Client in an A-account with Reports receives reports CC203 and CC204 in .csv format. The Member long names will be set in " " (quotation marks), so the Member long names can be understood as one string value. The effective dates for these changes are schedueld as follows:

  • 9 March 2020 in the simulation environment;
  • 23 March 2020 in the production environment.

Clearing Members and Disclosed Clients who receive reports CC203 and CC204 in .xml format are not affected by these changes.


Kind regards,

Your Client Services Team


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Eurex Clearing is part of Eurex Group. Find out more here.


Recipients:All Clearing Members, FCM Clearing Members, Basic Clearing Members, Disclosed Direct Clients of Eurex Clearing AG, vendors and other affected contractual parties 
Target groups:Front Office/Trading, Middle + Backoffice, IT/System Administration, Treasury
Web:www.eurexclearing.com
Contact:client.services@eurexclearing.com