ECC provides a complete overview of trades and positions, margin requirements, payments and deliveries for each product and member.
Furthermore, Clearing Members receive comprehensive information on risk and collateral. Some of the risk reports are even delivered every few minutes to help you to closely monitor the current risk situation.
Clearing processes take place on two back-ends: the SMSS back-end and the Eurex back-end. For this reason, there are differences in reporting between spot market transactions and derivatives transactions.
SMSS Reports are offered as Detail Reports or as Summary Reports. Detail Reports contain all individual transactions in accordance with the filter criteria of the report (e.g. all transactions of the respective trading day in a Spot Trade Report).
|Spot Trade Report||contains all Spot Market transactions (Day-Ahead and Intraday) per trading day|
|Payment Report||contains all Spot Market transactions (Day-Ahead and Intraday) per settlement day|
|Delivery Report||contains all Spot Market transactions as well as delivery instructions from expired future positions per delivery day|
|Invoice Report||contains all Spot and Derivatives Market transactions as well as delivery instructions from expired futures and options positions which have fallen due per invoice|
|Collateral Report||contains collateral transactions and balances of bank guarantees used by a NCM as collateral and collaterals of DCP CM|
|Margin Report||contains Initial Margin Spot Market (IMSM)|
Eurex Classic Reports
Eurex reports are available as text files and XML reports free of charge. XML reports can easily be customised to meet your needs.
Please see Eurex XML Report Reference Manual (PDF) in the member section (login required) of the Eurex website for more details.
|RPTCB010 Position Detail|
|RPTCB020 Position Summary|
|RPTCB030 Position Transfer Overview|
|RPTCB095 Variation Margin Overall Summary|
|RPTCB130 Give-up Trades History|
|RPTCB140 Accepted Give-up Trades|
|RPTCB150 Take-up Trades History|
|RPTCB160 Accepted Give-up trades|
|RPTCC045 Additional Margin|
|RPTCC050 Daily Margin|
|RPTCD009 Daily Cash Transaction|
|RPTCD010 Daily Cash Account Statement (cash movements)|
|RPTCD031 Daily Securities Valuation (for your own collaterals)|
|RPTCD042 Daily Settlement Statement|
|RPTTC810 Daily Trade Confirmation|
An overview on EUREX reports can be accessed in the document "EUREX Clearing Reports".
Further Information and System Documentation on C7 (Functional Guide, GUI Guide, FIXML API Description, Report Manual, and much more) can be found here: www.eurexclearing.com > Clearing > Technology > Eurex Clearing's C7 > System Documentation.