eurex clearing rundschreiben 016/13 - Eurex Group

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Eurex Clearing AG CCP Release 8.0 User Guide for the Securities Clearing GUI 04.02.13 Page 40 of 89 In this case, the optional filter criteria account type or TM cannot be used (e.g., filtering for account type Pif the original trade has account type A does not return any trades). • In dependency of the SNU settings, whether bond and repo trades are to be separated or not, bond and repo trades are displayed as candidates for linking. In this respect Bond Spot trades and Bond Basis trades are never treated separately. • In dependency of the SNU settings, whether trades resulting from Eurex deliveries are to be separated for the origin type, i.e., combinations of trading location and instrument type, or not, buy trades are displayed as candidates for linking. • the quantity has to be equal or larger to the quantity of the selected sell trade, • the net processing option has to be chosen for that trade (Proc =‘N’), • the trade has not been fully settled on level CCP-CM and not been linked and therefore has the release status pending (RelStat =’P’). Not yet fully settled means in this context: the settlement quantity on level CCP–CM
Eurex Clearing AG CCP Release 8.0 User Guide for the Securities Clearing GUI 04.02.13 Page 41 of 89 Action The Manual Linking Trade Overview page is opened from the Trade Overview page by clicking the link 'ML' in the row of the sell trade. The entered filter criteria are applied by clicking the Inquire button. A buy trade can be selected for linking by clicking Link in the row of the buy trade. Only one trade can be linked to the sell trade. If there is already an existing link, the existing link will be replaced by the new one. After successful linking, the release status RSt of the trade is changed to linked manually (RSt=’LM’). An existing link between asell and abuy trade can be removed by clicking unlink in the row of the sell trade. If the manual link is removed the sell trade receives the release status ‘Blocked’ (RSt=’BL’), the buy trade receives the release status ’Pending’ (RSt=’P’). After a successful transaction the Trade Overview page is shown again. In case of a transaction failure the window does not switch to the Trade Overview page but shows the corresponding error message in the message drop down list. Clicking the Cancel button cancels the transaction and goes back to the Trade Overview page. Clicking the button Previous Page and Next Page inquires the previous/next page showing further trades, which apply to the filter settings. The page size can be set to the values small, medium, large, x-large and xx-large to show up to 11, 22, 33, 44 or 55 buy trades per page. Fields Manual Linking Trade Overview Column Type Description Field Group Sell Trade Unlink D Transaction, which can be performed on a single trade basis: Unlink ('Unlink' Link is only active for already manually linked selltrades) StlLoc D Settlement location: APK, CBF, CBL, CCO, CIK, DTC, EOC, HEL, IBC, INT, KDP, MOT, NEC, OEB, SIC, SIS, VPC, VPD or VPS StlAct D Settlement account Act D Account type ClrMbr D Clearing member ID StlDat D Contractual Settlement day ISIN D International Securities Identification Number ITyp D Instrument Type “EQU” Equities, “XTF” Exchange Traded Funds, “SUB” Subscription rights, “BON” Bonds including Repos, “FUN” Retaining and Distributing Funds, “ADR” American Depository Receipt and “GDR” Global Depository Receipt.
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