Clearing Circular 46/2021 | Update to Admissible Securities file

    ECC announces an enhancement to the Admissible Securities file (00ADMISECUPUBLI*.CSV) which is made available on the Common Report Engine (CRE).

    As of 22 November 2021, the field ‘CollClosingPrice’ will be updated to show up to four decimals for bonds, which are eligible for deposit at ECC. Together with the changes announced in ECC Clearing Circular 43/2021 this completes the alignment to show an increased precision of collateral prices and haircuts across C7 CMS GUI, collateral reports and the Admissible Securities file.

    In simulation, a sample file has been made available for the business day 10 November 2021 on the Common Report Engine.

    This change is only relevant for Clearing Members. Non-Clearing Members or Direct Clearing Participants are not affected.

    European Commodity Clearing AG
    Clearing & Settlement
    Phone: +49 341 24680-444