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Eurex® Clearing C7 Derivatives Clearing GUI

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1. Screen elements Position Transfer Entry Fields Field Description Long Qty Long quantity to be transferred The entered value has to be greater than zero and must not exceed the available quantity on the long side of the position i e Long Qty S Open Long Short Qty Short quantity to be transferred The entered value has to be greater than zero and must not exceed the available quantity on the short side of the position i e Short Qty S Open Short To Account Name Target account for the position transfer Text1 This is an optional free text field Text2 This is an optional free text field Text3 This is an optional free text field Position Transfer Entry Buttons Button Description Submit This button is only active if all mandatory fields have been filled according to the conditions Clicking the Submit button submits a request to perform the position adjustment and closes the overlay window Cancel Cancels the adjustment without any changes and closes the overlay window Transaction Overview Description The Transaction Overview window can be accessed from the Transaction Management menu in the main menu or by opening the position details via the Details button or via double click on a position in the Position Overview window The Transaction Overview window displays detailed information of transactions Certain types of transaction adjustments can be initiated from this window Further details about
2. Clear all Cancel Downloads window Derivatives Clearing GUI User Manual Page 53 4 15 2 4 15 3 4 16 4 16 1 4 16 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Functionality A click on the file name starts the download of an export file After the download all export files remain available in the download list until the user logs out of his session or removes the files from the list manually Files which are not needed any longer can be removed from the download list by selecting the respective files and clicking the Clear selected button Alternatively all files can be removed at once by clicking the Clear all button Screen elements Downloads Buttons Button Description Refresh Reloads the list of reguested exports which are ready for download Clear selected Deletes the selected export files from the list Hence they cannot be downloaded any longer Clear all Deletes all export files from the list Hence they cannot be downloaded any longer Cancel Closes the overlay window Reset Password Description The Reset Password window can be accessed by clicking the Reset Password button in the application header if the currently logged in user is entitled to use this function Otherwise the Reset Password button is not visible to the user The Reset Password window allows to change or reset the current pas
3. 4 4 4 4 1 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions The provided text fields are optional and can be used to enter further information If an error occurs a message is displayed in the message log Screen elements Position Close Out Re open Fields Field Description Close Out Select this radio button to close out a certain quantity Re open Select this radio button to re open a certain quantity Quantity Desired quantity to be closed out or re opened This field is mandatory and must fulfill the conditions explained above Text This is an optional free text field Text2 This is an optional free text field Text3 This is an optional free text field Position Close Out Re open Buttons Button Description Submit This button is only active if the Quantity field has been filled according to the conditions Clicking the Submit button submits a request to perform the position adjustment and closes the overlay window Cancel Cancels the adjustment without any changes and closes the overlay window Position Transfer Entry Description The Position Transfer Entry window is accessed from the Position Overview window via the Position Transfer button It allows to transfer a position to a different account The Position Transfer Entry window summarizes the details of the position to be transferred in a table Below this table ther
4. Upload Position Transfer Filter criteria Filter Description INVALID If this checkbox is selected the list of position transfer transactions parsed from the uploaded file contains all records with status INVALID VALID If this checkbox is selected the list of position transfer transactions parsed from the uploaded file contains all records with status VALID PROCESSED If this checkbox is selected the list of position transfer transactions parsed from the uploaded file contains all records with status PROCESSED REJECTED If this checkbox is selected the list of position transfer transactions parsed from the uploaded file contains all records with status REJECTED Upload Position Transfer Fields Field Description Clg Mbr Displays the information parsed from the uploaded file This field can be edited before submission NCM RC Displays the information parsed from the uploaded file This field can be edited before submission Account Name Displays the information parsed from the uploaded file This field can be edited before submission C P Displays the information parsed from the uploaded file This field can be edited before submission Product Displays the information parsed from the uploaded file This field can be edited before submission Maturity Displays the information parsed from the uploaded file This field can be edited before submission Strike Displays the information parsed
5. eurex clearing Eurex Clearing C7 Derivatives Clearing GUI 2 0 User Manual Version 2 0 mul eurex clearing Change History Date Version Change 10 June 2014 1 1 0 Production version for C7 Release 1 0 28 October 2014 2 0 Added export for Margin Calculator Support for current Firefox ESR version mul eurex clearing Eurex 2014 Deutsche B rse AG DBAG Clearstream Banking AG Clearstream Eurex Frankfurt AG Eurex Clearing AG Eurex Clearing as well as Eurex Bonds GmbH Eurex Bonds and Eurex Repo GmbH Eurex Repo are corporate entities and are registered under German law Eurex Z rich AG is a corporate entity and is registered under Swiss law Clearstream Banking S A is a corporate entity and is registered under Luxembourg law U S Exchange Holdings Inc and International Securities Exchange Holdings Inc ISE are corporate entities and are registered under U S American law Eurex Frankfurt AG Eurex is the administrating and operating institution of Eurex Deutschland Eurex Deutschland and Eurex Z rich AG are in the following referred to as the Eurex Exchanges All intellectual property proprietary and other rights and interests in this publication and the subject matter hereof other than certain trade marks and service marks listed below are owned by DBAG and its affiliates and subsidiaries including without limitation all patent regis tered design copyright trademark and service mark rights
6. Entering User ID Indicates which user entered the transaction Current Long Current open long position Current Short Current open short position Unique Tran ID Unique transaction identifier Unique Suffix ID Counter which is incremented with every modification of the transaction Derivatives Clearing GUI User Manual Page 32 4 6 4 6 1 4 6 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Transaction Separation Description The Transaction Separation window is an overlay window accessed from the Transaction Overview window which allows to split one transaction into up to 15 new transactions It summarizes the details of the transaction to be split in a table Below this table there are various fields to enter the separation Transaction Separation close EJ Original Transaction Help Displaying items from 1 to 1 of 1 EXY EUR 3336 00000 N XEUR GCMFR NCMFR C FIAS JUN15 14 000000 00A39X New Transaction Details Add row Add row s Remove r Selected 0 K C R E 44 r I 50 I 160 I 190 Quantity remaining 0 Submit Cancel Transaction Separation window Functionality Initially two rows of entry fields are provided to separate the original transaction into two new transactions In each row the details for a new transaction can be entered If the original transaction is supposed to be split into more than two parts
7. 4 7 1 Description na douse bat aa kabala oad degen 4 7 2 Functionality 2 0 0 eee eee 4 7 3 Screen elements 4 8 Transaction O C Adjustment 4 8 1 Descriptions 345838 wale aban wets da oe 4 8 2 Functionality 2 2 0 0 eee 4 8 3 Screen elements 4 9 Transaction Text Adjustment 4 9 1 Description ni ea a retarda 4 9 2 Functionality lt cee 4 9 3 Screen elements 4 10 Exercise Overview lt 4 10 1 Description 0c 4 10 2 Functionality lt ee 4 10 3 Screen elements 4 11 Exercise Assignment Overview 4 11 1 Description sa dora 38 blatdg ag Broda B a genes 4 11 2 Functionality 2 0 0 cee 4 11 3 Screen elements 4 12 Account Overview lt 4 12 1 Descriptions sedye swe see 4828 ar 4 12 2 Functionality oe ree aae o 4 12 3 Screen elements 4 13 Upload Position Close Out 4 13 1 Description 22344342 8a cad de bab db a ba 4 13 2 Functionality e etaten NRE ee 4 13 3 Screen elements 4 14 Upload Position Transfer 4 14 1 Description oi sertare on Aomin genes ates 4 14 2 Functionality 2 0 0 0 0 cee ee 4 14 3 Screen elements 4 15 Downloads 3 5 Aine Pcs ee eats 4 15 1 Description s 4828408 da cts aida et 4 15 2 Functionality 2 rene aea E EREE 4 15 3 S
8. Derivatives Clearing GUI User Manual Page 28 4 5 3 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Screen elements Transaction Overview Filter criteria Filter Product Line C P Product Curr Maturity From Maturity To Listed Instruments Strike From Strike To Version Clg Mbr NCM RC Account Name Tran Date From Tran Time From Tran Date To Tran Time To Tran Type B S Price From Price To O C Tran Qty From Tran Qty To Include expired positions Order ID From Derivatives Clearing GUI Description Filter for options or futures transactions Filter for call or put contracts Filter for positions in certain products Filter for positions in certain currencies Filter for positions which expire on or after the specified date Filter for positions which expire on or before the specified date If this checkbox is selected only transactions in listed instruments are shown Filter for contracts with a strike price equal to or higher than the specified price Filter for contracts with a strike price equal to or lower than the specified price Filter for a certain contract version Filter for transactions of a certain Clearing Member Filter for transactions of a certain Non Clearing Member or Registered Customer Filter for transactions booked on certain accounts Filter for transaction
9. Entering Participant Entering User Full Active Description Specify the upper boundary of order IDs to filter for Specify the lower boundary of original order IDs to filter for Specify the upper boundary of original order IDs to filter for Filter for specific values entered into the text field Filter for specific values entered into the text field Filter for specific values entered into the text field Specify the lower boundary of original transaction IDs to filter for Specify the upper boundary of original transaction IDs to filter for Filter for a specific original transaction type Specify the lower boundary of transaction IDs to filter for Specify the upper boundary of transaction IDs to filter for Filter for transactions with an original transaction date equal to or later than the specified date Filter for transactions with an original transaction time equal to or later than the specified time Filter for transactions with an original transaction date equal to or earlier than the specified date Filter for transactions with an original transaction time equal to or earlier than the specified time Filter for transactions that have been entered by a specific participant Filter for transactions that have been entered by a specific user If the Full inquiry mode is selected all transactions which meet the filter criteria are displayed in the table The Active mode is the default inquiry mode If it
10. Export functionality 2 20 66 000s eee eee eee tee cee e eee eee eee 14 Message log evecare A Oe ee ee A A 15 Window OVervieW o oooccccoo eee 16 Window layouts and descriptions 0 0c eee eee eee 17 O a alate Rook dokon o o o ok 17 Description ia a sd a a aint nate e 17 Eunctionality Lucia aa aa 17 Screen elements 18 POSITION OVERVIEW ii at wile S za shod teeta a bles a a osa alee ln cer ss 18 Description ies eke ene he ek Meanie gal eee RAE Sea ee ae Ate ead 18 Funcionals a cana e e ka and zed he pw abe a eo ata am E ala k land labeled 19 Screen elements teen eee 21 Position Close Out Re open o annanru 23 DESTAPE OKA a aaa a tate Ono LA ey na do BS 23 Functionality 15 nab acid die ud la up a duet 23 Screen elements eee 24 Position Transfer Entry lt 44440 eee eee 24 Description a A a dog o uo Bale Seaton 24 Function lit 2 32983 cna alerted ie etre daa ai 25 Screen elements teens 26 Transaction Overview lt ee eee 26 Descriptions i netara we Ronee eke cata P P wee eae Gade Baas 26 Eunctionality tout iia atea ae 27 Screen elements 29 Transaction Separation 4 4 s 33 DESC e wannabe eee 33 Function lit 1 313336 kr t o A a EEA 33 Screen elements tee eee 34 Derivatives Clearing GUI User Manual Page 4 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 4 7 Transaction Account Transfer
11. Help Transaction Management Settlement Account Management File Upload Application header On the right hand side various functions can be accessed First the number of export files which are ready for download is displayed Clicking on this information opens the Downloads window Furthermore the currently logged in user is displayed in the application header Next to the user name there is the Reset Password button if the logged in user is entitled to use this function and the Logout button to log off from the current user session Every window provides access to the online help via the Help link Clicking this link opens the respective online help page for the currently displayed window Filter function Every window that is capable of displaying a larger set of data provides a filter function This makes it easier to inquire on data of interest It is possible to make an inquiry without specifying any filter criteria However it is very likely that such an inquiry results in a data set which is too large to be displayed in the GUI as detailed in section 2 3 1 To reduce the amount of information to a feasible extent different filter criteria can be entered Different filter fields are logically AND connected i e an element is only included in the inquiry result if all the entered filter criteria apply The filter function supports various kinds of fields each of which offers different features to support the user in entering
12. additional rows can be added by clicking the Add row or the Add row s button For each new transaction the transaction quantity Tran Quantity can be defined along with three text fields Text1 Text2 Text3 The text fields are optional They can be filled with additional information for the new transactions The quantity field however is mandatory This field needs to be filled with a positive number between 1 and the remaining quantity displayed at the bottom of the list of new transactions All of the original transaction quantity has to be distributed amongst the new transactions i e the separation can only be processed if the remaining quantity is zero The Submit button stays inactive as long as this is not fulfilled Redundant rows can be selected and then removed with the Remove row s button At least two rows need to remain in the list of new transactions They cannot be removed since a separation into less than two transactions is not feasible If there is only one empty row left and still a remaining quantity left to be distributed the last empty transaction quantity field is automatically filled with the remaining amount Derivatives Clearing GUI User Manual Page 33 4 6 3 4 7 4 7 1 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions If there are no empty rows left and a previously entered transaction quantity is reduced so that there
13. fields of the transactions Initially they are not filled with any text i e the individual text fields of the original transactions remain unchanged If an alternative text is entered into one of the text fields this new text is applied to the respective text field in every adjusted transaction The new open close status as well as the updated text fields can be previewed in the list of original transactions before they are actually submitted The respective details are updated as they are entered into the fields However this is only a preview of the transaction details No changes are applied to the transactions until the adjustment request is actually submitted The original transaction details are shown as a tooltip by hovering with the mouse over the respective entry in the details table The text fields cannot only be updated to a new text but the original text can also be deleted Therefore a checkbox is provided in front of each text field If this check box is selected the content of the respective text field is deleted in each transaction to be adjusted Again this can be previewed in the details of the original transactions Note Both the new open close status and the text field changes apply to all of the transactions listed in the display table in the same way After submitting the adjustment request by clicking the Submit button all successfully adjusted transactions are removed from the display table If all adjustments are
14. 0 Window layouts and descriptions Position Overview Buttons Button Description Position Transfer This button is only active if a single position is selected which has a sufficient open quantity It opens the Position Transfer Entry window to transfer the selected position to a different account Position Transfer This button opens the Upload Position Transfer window which allows to Upload import position transfer transactions via file upload Exercise This button is only active if one or more option positions are selected It opens the Exercise Overview window to exercise the selected positions Position Overview Table columns Column Description Exchange Exchange ID Clg Mbr Member ID of the Clearing Member NCM RC Member ID of the Non Clearing Member or Registered Customer Account Name Account on which the position is booked Curr Product currency C P Indicates a call or a put option Maturity Maturity date of the contract Product Product ID Strike Strike price of the contract Version Version of the contract Instrument The instrument symbol summarizes the contract parameters It consists of Symbol the call put indicator the product name its maturity the strike price and the version of the contract Tran Date Transaction date Long Qty Start of Open long position at start of day Day Short Qty Start of Open short position at start of day Day Daily Long Qty Net movements in the long positi
15. 12 18 O XEUR GCMFR NCMFR EXZ CHF C SBVN JUN14 450 000000 2013 12 18 POKER GoWFR MMR ZF PSN MARA 475 000000 E 0 I XEUR GCMFR NCMFR EXZ CHF P SBVN JUN14 450 000000 2013 12 18 I XEUR GCMFR NCMFR AAA EUR FDAX JUN14 2013 12 18 I XEUR GCMFR NCMFR AMA EUR C FIAS JUN15 14 000000 2013 12 18 I XEUR GCMFR NCMFR AAA EUR FIAF DEC13 2013 12 18 I XEUR GCMFR NCMFR AMA EUR FIAF MAR14 2013 12 18 I XEUR GCMFR NCMFR AAA EUR FIAF APR14 2013 12 18 I XEUR GCMFR NCMFR AMA EUR FIAF SEP14 2013 12 18 Sample display table Directly above the table additional meta information regarding the displayed data is provided The total number of items is given along with an information about which items are currently displayed It depends on the size of the browser window how many items can be displayed ata time The display table automatically occupies the maximum available space to display as much data as possible but it might not always be possible to display all entries In this case the table can be scrolled vertically and horizontally To use the whole table in a different application a separate export function is provided see section 2 4 Export functionality To further process certain records they can be selected either by clicking the check box in the very first column or by clicking anywhere in the respective row Selected records are marked with an activated check box and a different background color Multiple items can be selected by clicking on one row afte
16. 13 3 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Functionality Clicking the Choose File button opens a selection window to import a file into the system The uploaded file must contain the close out parameters as a list of comma separated values Each line represents one position close out and must follow a certain pattern AccountSponsor AccountOwner AccountName CallPut ProductSymbol Maturity Strike Version TransactionQuantity Text1 Text2 Text3 If the file does not comply with this format an error message is displayed Upon successful upload the content of the file is displayed in the table All the entered values are checked for valid syntax Fields with invalid input are specially highlighted In that case an error message is displayed by hovering the mouse over the icon next to the erroneous field If all entry fields for one position close out are filled with valid data the status of that row is VALID Only close out transactions with this status can be selected for import into the system Clicking the Submit button imports the selected records into the system The Upload Position Close Out window is updated to display the new status of the uploaded records If the import was successful the status is changed to PROCESSED In case of a failed import attempt
17. 2 2 1 2 2 2 2 2 3 2 2 4 2 2 5 2 2 6 2 2 7 2 2 8 2 3 2 3 1 2 3 2 2 3 3 2 4 2 5 3 4 4 1 4 1 1 4 1 2 4 1 3 4 2 4 2 1 4 2 2 4 2 3 4 3 4 3 1 4 3 2 4 3 3 4 4 4 4 1 4 4 2 4 43 4 5 4 5 1 4 5 2 4 5 3 4 6 4 6 1 4 6 2 4 6 3 INtroduUctiON ss ses al OKCE ae ee a eee jee ie ae dojede V E una a E 6 Purpose X3 A ean no DA Co antes A dn 6 Prerequisites 53337 ra gt a 6 System requirements lt eee eee eee 7 SYSTEM ACCESS fn hw dee tee A AA het eames ees 7 Initial authorization wie coses aaa a e ase td 7 SESSION timeout cia gd diane Kopa Gee RR tates Peed aes ke 7 Connection failures caviar whet pa dae ie dn ede ahd aan taa gages 8 Common window elements lt 9 Application header 2 68 4 eee ee dok A RE ne eee dk R Ke R ee a 9 Filter TUN CON hor slz d o bee a how aan eda bie aa hen anaes 9 Multiple val s srci aa eaaa a a a eee eee 10 Wildcard filter ocu hata ated A e Alpe aad gas a la add 404 10 Range MarH 208 oo ta a a uran eat 10 Drop downilist ot bela a taka A E A E ade REA 10 Multi selection list eee 11 Date and time piCK T dni ra ae anda 11 Gheck DOX 2 4 5 0 E A A A A A Sr CE ee 11 Radlo Duttons 1 3 2384 e B es da e zoo da ALE Bd A 11 Display tables lt lt 4 lt lt 4441 eee eee eee ee eee aS 12 Display Of resus 0 lt c4iec tor geen cages osa 12 Customization e ba ae a Re lg PE ee ete be v 13 Sorting functionality lt eae 13
18. C EUR GCMFR NCMFR AAA CHF CONF JUN14 O3E0U4JBH 00A32T 00002 00000 N 000 TRADE 2013 12 18 C xeur GCMFR NCMFR ABA CHF FROG DEC13 O3E0U4JBK 00A32U 00002 00000 N 000 TRADE 2013 12 18 EC EUR GCMFR NCMFR ARA CHF FROG DEC13 03 0U4J59 004323 00002 00000 N 000 TRADE 2013 12 18 P E xeuR GCMFR NCMFR ARA CHF FROG DEC13 O3E0U4JBL 00A32W 00002 00000 N 000 TRADE 2013 12 18 08 04 24 2 E xR GCuFR NCMFR ARA CHF FROG DECI3 0380U41B0 004322 00002 00000 N 000 TRADE 08 05 43 1 C yeur GCMFR NCMFR ABA CHF FROG MARIS D3EOUAJBP 004333 00002 00000 N 000 TRADE 08 06 03 74 O xeur GCMFR NCUFR ABA CHF FROG JUN14 03E0U4JBS 004336 00002 00000 N 000 TRADE 08 06 24 3 C xR GCMFR NCMFR AAA CHF C SBVN DEC13 1 000000 03E0U438D 004320 00002 00000 N 000 TRADE 08 10 51 6 D xeur GCMFR NCMFR ARA CHF C SBVN DEC13 1 000000 03E0U4JBG 00A22R 00002 00000 N 000 TRADE 2013 12 18 08 13 36 6 C xeu GCHFR NCMFR ARA CHF CSBVN MAR14 475 000000 03E0UAJCS 00A33u 00002 00000 N 000 TRADE 2013 12 48 08 11 12 E xeu GCuFR NCMFR ARA CHF CSBVN MAR14 475 000000 03E0U4JC1 o0a33n 00002 00000 n 000 TRADE 2013 12 18 E xeu CHER NCMFR ARA cur CSBVN JUN14 450 000000 O3EOUAJA4 004301 00000 n 000 TRADE 2013 1248 D xeur GCMFR NCMFR AAA CHF P SBVN MAR14 475 000000 03E0U4JA3 004304 00002 00000 N 000 TRADE 2013 12 18 y C XER GCMFR NCMFR ABA CHF P SBVN MAR14 475 000000 OBEOU4JA3 00A30 00003 00000 N 000 TRADE 2013 12 18 08 14 17 7 C xR GCHFR NCUFR An cur P SBVN JUN14 450 000000 O3EQUAIAS coason 00000 n 000 TRADE 201
19. O xE GCMFR NCMFR AAA EUR FIAF MARIS 2013 12 18 o o 40 40 40 40 o O xeu GCMFR NCMFR ABA EUR FIAF APR14 2013 12 18 o 0 50 50 50 so o E xeur GCMFR NCMFR AAA EUR FIAF SEPIA 2013 12 18 o o 30 20 20 30 o E xeu ecne NCMFR ARA EUR FIAF DECI 2013 12 18 o o 10 o 10 o o C EUR GCMFR NCMFR AAA EUR CODAXDEC135 500 000000 2013 12 18 o o 33 o 333 0 o PER GCMFR NCMFR ARA EUR C OGBL JAN14 100 500000 2013 12 18 o 0 100 0 100 0 o C XER GCMFR NCMFR ARA EUR P OGBS FEB14 103 500000 2013 12 18 o o 121 100 121 100 o O xE GCMFR NCMFR EX EUR FDAX JUNI 2013 12 18 o o 70 o 70 0 o C xR GCHFR NCUFR XZ EUR FIAF DECIA 2013 12 48 o o 20 o 20 o o 2014 05 27 08 42 48 Operation performed successful 2014 05 27 08 42 40 Operation performed successful clear log Functionality Position Overview window Below the filter area there is a number of buttons to perform certain position adjustments or initiate further functionality Detail Position Overview function buttons The Detail button is enabled if a single position is selected from the display table When this button is clicked the Transaction Overview window is opened with detailed transaction information for the selected position and account on the specified transaction date Alternatively a double click on a position opens the respective transaction details as well Close Out Re opening The Close Out Re open button is enabled if a single position with transaction date Tran Date equal to the curren
20. While reasonable care has been taken in the preparation of this publication to provide details that are accurate and not misleading at the time of publication DBAG Clearstream Eurex Eurex Clearing Eurex Bonds Eurex Repo as well as the Eurex Exchanges and their respective servants and agents a do not make any representations or warranties regarding the information contained herein whether express or implied including without limitation any implied warranty of merchantability or fitness for a particular purpose or any warranty with respect to the accuracy correctness quality completeness or timeliness of such information and b shall not be responsible or liable for any third party s use of any information contained herein under any circumstances including without limitation in connection with actual trading or otherwise or for any errors or omissions contained in this publication This publication is published for information purposes only and shall not constitute investment advice respectively does not constitute an offer solicitation or recommendation to acquire or dispose of any investment or to engage in any other transaction This publication is not intended for solicitation purposes but only for use as general information All descriptions examples and calculations contained in this pub lication are for illustrative purposes only Eurex and Eurex Clearing offer services directly to members of the Eurex exchanges respectively to Clearin
21. entered filter criterion is supposed to be used By default the equals filter is preselected Hence the inquiry returns elements that match exactly the entered value in the respective criterion The user can also filter for content that begins with ends with contains does not equal or does not contain a certain text string Range filter Some criteria such as dates or prices offer the possibility to filter explicitly for a certain range In this case two entry fields are provided for one criterion to enter the lower boundary From value and the upper boundary To value In order to inquire on exactly one specific value both the lower and the upper boundary need to be filled with the same value After entering the lower boundary and selecting another entry field the upper boundary is filled in with the same value automatically If only the lower boundary is filled in and the upper one is removed again the inquiry returns all elements that have a value greater or equal to the entered criterion and vice versa If both boundaries are filled with different values the inquiry returns elements in between those boundaries including the borders While entering ranges it is automatically validated that the upper boundary is greater than or equal to the lower boundary If this is not the case the invalid entry is highlighted and a respective tooltip is displayed Drop down list If there is only a limit
22. explain the structure and the content of the windows and familiarize the user with the look and feel of the Derivatives Clearing GUI and its features This user guide is intended to be a reference guide where information about GUI windows can be quickly retrieved It focuses on giving detailed descriptions of all windows and related functions The user guide consists of 4 chapters and an appendix e Chapter 1 Introduction introduces the user guide and how to access the application e Chapter 2 Common window elements describes generic functions of the application e Chapter 3 Window overview gives an overview of the Derivatives Clearing GUI and window flow e Chapter 4 Window layouts and descriptions describes the Derivatives Clearing GUI windows in detail e The Appendix provides additional information Prerequisites To ensure that each user can run the Derivatives Clearing GUI the following prerequisites need to be met e Acertificate needs to be uploaded to the Member Section and installed in the browser for fur ther information refer to the Clearing GUIs Access Guide available on the Eurex Clearing website e Working access to the Derivatives Clearing GUI The user should check with his network and system administrators that all network hardware and Eurex Clearing frontend software con figuration requirements have been met e A valid user ID for the Eurex back end e A login identifi
23. few days before expiry the user is asked to enter a new password Initially this is optional On expiration day the user is automatically redirected to the Change Password tab after the login and must enter a new password If the password has expired the user must reguest a password reset from his security administrator A password change is also mandatory if an initial or reset password is used for login In addition to these cases a password can be changed manually at any time via the Change Password tab The user name and the current password have to be entered to authenticate the user Then the new password must be entered twice to prevent typos in the spelling The new password must comply with the following rules e between 8 and 16 characters long e use at least one character from each of the following 4 categories numeric characters 0 9 uppercase letters A Z lowercase letters a z special characters e differ from the last 10 passwords The password change is effective immediately Derivatives Clearing GUI User Manual Page 17 4 2 4 2 1 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Screen elements Login Fields Field Description Username User ID of the user who is supposed to be logged in Password Password that belongs to the entered user ID Change Password Fields Field Description Username User ID of the user whose passw
24. filter criteria These fields are grouped into individual sections which can be extended and collapsed separately The most important filters can be found in the Main Filter section whereas additional fields for a more detailed filtering are contained in further sections e g in the Advanced Filter section At the bottom of each filter area there is the Inquire button to start the inquiry and the Clear button to empty all the filter fields at once Derivatives Clearing GUI User Manual Page 9 2 2 1 2 2 2 2 2 3 2 2 4 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Common window elements W Main Fitter r Cleared Instrument Product Line v CP M Product equals v Curr m Maturity From Maturity To Y Listed Instruments Strike From Strike To Version Party Clg Mbr NCM RC Account Name equals v Inquire Clear xml xls csv Sample filter area Multiple values The filters for product symbols account owners account sponsors and account names support the inquiry of multiple values at once The different values have to be entered into the filter field separated by a comma They are logically OR connected i e the inquiry result contains all elements that match any of the entered values for that particular filter and the values of the other criteria respectively Wildcard filter For some filters an additional drop down list is provided to select how the
25. is a certain quantity remaining again this quantity is automatically distributed to a newly created row After successfully submitting the separation request by clicking the Submit button the Transaction Separation window is closed automatically If an error occurs a message is displayed in the message log Screen elements Transaction Separation Fields Field Description Tran Quantity This field is mandatory It defines the respective quantity of the new transaction and must be filled with positive numbers between 1 and the remaining quantity displayed at the bottom of the list of new transactions Text1 This is an optional free text field Text2 This is an optional free text field Text3 This is an optional free text field Transaction Separation Buttons Button Description Add row Adds a new row of entry fields to enter new transaction details Add row s Adds a certain number of new rows of entry fields to enter new transaction details The user is prompted for the number of new rows to be added Remove row Removes a row of editable cells for new transaction details Submit This button is only available if the remaining quantity equals zero Clicking the Submit button submits a request to perform the transaction separation and closes the overlay window Cancel Cancels the adjustment without any changes and closes the overlay window Transaction Account Transfer Description The Transaction Account Tra
26. is selected only those transactions are displayed in the table which meet the filter criteria and can still be modified Reverted or transferred transactions are not listed in this mode Derivatives Clearing GUI User Manual Page 30 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Transaction Overview Buttons Button Description Overview This button is only active if one or more transactions are selected from the display table which belong to the same position i e have the same instrument and are booked to the same account It opens the Position Overview window to show the respective position information Separation This button is only active if a single transaction is selected whose transaction date Tran Date equals the current business day It opens the Transaction Separation window to enter the separation details Act Transfer This button is active if one or more transactions are selected whose transaction dates Tran Date equal the current business day It opens the Transaction Account Transfer window to transfer the selected transactions O C Adjust This button is active if one or more transactions are selected whose transaction dates Tran Date equal the current business day and which are in the same open close state It opens the Transaction O C Adjustment window to change the open close state of the selected transactions Text Adjust
27. log Derivatives Clearing GUI User Manual Page 39 4 9 3 4 10 4 10 1 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Screen elements Transaction Text Adjustment Fields Field Description D If this check box in front of a text field is selected the original content of the respective text field is deleted in the adjustment Text1 This is a free text field Text2 This is a free text field Text3 This is a free text field Transaction Text Adjustment Buttons Button Description Submit This button is only active if at least one text field is changed or marked for deletion Clicking the Submit button submits a request to perform the adjustment and closes the overlay window if all the transactions could successfully be updated Revert Reverts all changes entered since the window was opened Cancel Cancels the adjustment without any changes and closes the overlay window Exercise Overview Description The Exercise Overview window can be accessed from the Settlement menu in the main menu or via the Exercise button in the Position Overview window It displays the user s option positions and allows to manually exercise positions or abandon positions from automatic exercise The Exercise Overview window shows current options positions In order to list only positions of interest a filter function is provided At the top of the
28. window there are various fields which can be filled with criteria to filter for Upon inquiry all positions matching the selected filter criteria are listed in the table Below the display table there are two separate tabs One for position exercise and one for abandoning Derivatives Clearing GUI User Manual Page 40 4 10 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions EC oR Qlaating Bitte a MN X Exercise Overview A Downloads 0 Logged in GCMFRCLRO01 Logout Helo Transaction Management Settlement Account Management File Upload Y ian Fer F series Product Line O v cr v Product equals Y Curr a Maturty From Maturity To Listed Instruments Sire From sie To Version Contr ocura owe ncurR Account Name equan v Y Advanced Fiter Post ________ Exercised Unexercised Abandoned Inguire Clear xm xis csv Y Mi amounts Reference Price Calculat Selected 4 Displaying items from 1109 of 9 o r XEUR GCMFR NCMFR AAA CHF C SBVN DEC13 1 000000 o 10 o 0 100000 0 100000 r XEUR GCMFR NCMFR AAA CHF C SBVN MAR14 475 000000 0 20 o 0 100000 0 100000 C xeur GCMFR NCMFR AAA CHF P SBVN MAR14 475 000000 0 20 10 o 0 100000 0 100000 r XEUR GCMFR NCMFR AAA CHF P SBVN JUN14 450 000000 0 50 10 o 0 100000 0 100000 G C XER GCMFR NCMFR AAA EUR C ODAX DEC13 5 500 000000 0 333 1 o 0 100000 0 500000 r XEU
29. 118 119 120 121 122 123 124 125 126 Character p q r s t u v w x y z fi 1 The exclamation mark 33 and the pipe 124 are not supported in text fields Additionally the asterisk 42 is not sup ported in account descriptions Supported keyboard short cuts Ctrl C Copy selected contents to the clipboard Ctrl V Paste the contents of the clipboard Ctrl A Select all elements from the element where the focus is currently e g if focus is in a text field all characters in the text field are selected Ctrl P Open print menu of browser Tab Switch to next focusable element Glossary API The Application Programming Interface defines the communication between different software components ATM An option position is At The Money if its exercise price is egual to the price of the underlying product CET Central European Time CSV A file in CSV Comma Separated Values format contains different values separated by a delimiter Those files can be imported into and exported from the system DCM Direct Clearing Member GCM General Clearing Member GUI A Graphical User Interface is the application frontend that is presented to the user to interact with the system ITM An option position is In The Money if its intrinsic value is greater than zero Derivatives Clearing GUI User Manual Page 56 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Appe
30. 3 12 18 08 12 14 4 C XER GCMFR NCMFR ARA EUR FDAX JUN14 O3EQU4JAS 004301 00003 00000 N 000 TRADE 2013 12 18 08 06 44 7 O xeur GCMFR NCMFR ARA EUR FDAX JUN14 O3EQUAJAT 00A30P 00000 N 000 TRADE 2012 12 18 08 07 05 3 Ace Buy Qty Acc Sell Qty Avg Buy Pre Avg Sell Pre Current Long Current Short 2014 05 27 09 05 54 Operation performed successfully clear log Transaction Overview window If the window is opened via the Details button or a double click on a position in the Position Overview window certain filter fields of the Transaction Overview window are prefilled according to the selected position and only transactions belonging to that position are displayed in the table Below the display table there are some additional fields which provide statistical information on selected transactions The calculation of the accumulated buy and sell quantities Acc Buy Qty Acc Sell Qty along with the respective average prices Avg Buy Prc Avg Sell Prc can be initiated by clicking the Calculate Statistics button Furthermore information on the current position Curr Long Curr Short are displayed automatically if the filter inquiry only returns transactions that all belong to the same position Even if historic transactions were inquired the position displayed in these two fields is the actual position at the time of inquiry Functionality Below the filter area there is a number of buttons to perform certain transaction adjustments or i
31. Clicking the button opens the column selection window There the column width can be reset to the default Furthermore the order of the columns can be changed and columns that are not needed can be hidden from the table Modify Table Columns close E Hide columns Show columns C P Exchange Maturity 7 Clg Mbr Product NCM RC Strike Account Name Version Curr Instrument Symbol Tran Date Long Qty Start of Day Short Qty Start of Day Daily Long Qty Daily Short Qty Open Long Open Short Exercised Qty Assigned Qty Abandoned Qty Save settings Reset to default Reset Column Size Column selection window Sorting functionality The items displayed in tables can be sorted in ascending or descending order Clicking on the column header arranges the table content in ascending order according to that column Another click on the same header reverses the sorting order The column which is currently selected for sorting is indicated by an up or downward arrow showing the sorting direction It is possible to select further columns as sorting criteria by holding down the Control key while clicking on one column header after the other in the desired order A sorting scheme invoked by clicking on the column headers is only valid for the current session or until a browser refresh To save the sorting settings permanently open the column sorting window by clicking the 2 button In this window the sortable
32. Filter criteria Filter Description Account Sponsor Filter for a certain account sponsor Account Owner Filter for a certain account owner Account Name Filter for a certain account name Collateral Pool Filter for a certain collateral pool Risk Netting Unit Filter for a certain risk netting unit Account Overview Table columns Column Description Account Sponsor Sponsor of the account Account Owner Owner of the account Account Name Name of the account Account Description of the account Description Collateral Pool Unique ID of the collateral pool Risk Netting Unit The margin requirements are calculated per risk netting unit Clearing House Clearing house Upload Position Close Out Description The Upload Position Close Out window can be accessed from the File Upload menu in the main menu It allows to close out multiple positions at once by uploading a file in CSV format Upload Position CloseOut close E E 1 Select file for Upload Upload File Choose File CloseOut Upload csv 2 Process uploaded Position Close Out CloseOut Status INVALID VALID Y PROCESSED Y REJECTED Filter Reset csv template Selected 1 Displaying items from 1 to 1 of 1 ni ccmFR NCMFR EXY BA uns JE MEZ O 10 CloseOut Upload E 4 gt gt Submit Cancel Upload Position Close Out window Derivatives Clearing GUI User Manual Page 48 4 13 2 4
33. If the mc export is clicked a CSV file is prepared that contains the necessary columns for an upload to the Margin Calculator This function is only available if the Clg Mbr and the NCM RC filter fields are filled and the Include expired positions checkbox is unchecked Independent from the format all exported files contain a CET timestamp of their creation time the current filter settings and the number of exported records The export time is contained in the file name as well The files are prepared in the background When they are ready for download all exports are listed in the Downloads window From there they can be downloaded as long as the user is logged in Files which are not needed any longer can be removed manually from this list Derivatives Clearing GUI User Manual Page 14 2 5 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Common window elements Message log The message log is part of every window that features any user action It is located at the bottom of each window The message log informs the user about all relevant messages such as details about performed processing steps or what the outcome of a submitted request was success failure including reason The message log only shows information regarding the current window Hence it is empty if the window has just been opened Derivatives Clearing GUI User Manual Page 15 Derivatives Clearing GUI 2 0
34. R GCMFR NCHFR ABA EUR P OGBS FEB14 103 500000 0 121 100 o 0 010000 10 000000 r XEUR GCMFR NCMFR EXY EUR C FIAS JUN1S 14 000000 0 444 500 o 0 000500 0 000500 r XEUR GCMFR NCMFR EXY EUR C OGBL JAN14 100 500000 o 100 1 0 0 010000 10 000000 Abandon Auto Exer 2014 05 27 10 03 14 Operation performed successfully clear log Exercise Overview window If the window is opened via the Exercise button in the Position Overview window certain filter fields of the Exercise Overview window are prefilled according to the selected positions Functionality Unlike the filter function in the Position Overview window a filter inquiry in the Exercise Overview window only returns options positions which have not expired yet Only those positions can be exercised manually or abandoned from automatic exercise Positions held in the AAA account cannot be exercised manually By default the advanced filter is set in a way that the inquiry returns all positions which have an exercised unexercised or abandon quantity greater than zero To filter for positions with a zero quantity all check boxes have to be unchecked Calculate ITM amounts To narrow down the list of filter results even further the filter area of the Exercise Overview window provides an ITM calculator with which the in the money and out of the money amounts can be simulated This tool is only available if the inquiry is limited to a single product The ITM amounts are calculated by ent
35. This button is active if one or more transactions are selected whose transaction dates Tran Date equal the current business day It opens the Transaction Text Adjustment window to change the text fields of the selected transactions Calculate This button is only active if multiple transactions with the same instrument Statistics and maturity are selected from the display table It calculates the accumulated buy and sell quantities Acc Buy Qty Acc Sell Qty as well as the average buy and sell prices Avg Buy Prc Avg Sell Prc based on the selected transactions Transaction Overview Table columns Column Description Exchange Exchange ID Clg Mbr Member ID of the Clearing Member NCM RC Member ID of the Non Clearing Member or Registered Customer Account Name Account on which the transaction is booked Curr Product currency C P Indicates a call or a put option Maturity Maturity date of the contract Product Product ID Strike Strike price of the contract Version Version of the contract Instrument The instrument symbol summarizes the contract parameters It consists of Symbol the call put indicator the product name its maturity the strike price and the version of the contract Derivatives Clearing GUI User Manual Page 31 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Transaction Overview Table columns Column Description Orde
36. Transfer window is closed automatically Otherwise it remains open with the transactions listed which failed to be transferred In this case an error message is displayed in the message log Derivatives Clearing GUI User Manual Page 35 4 7 3 4 8 4 8 1 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Screen elements Transaction Account Transfer Fields Field Description To Account Name This field is mandatory It defines the destination account of the transaction transfer D If this check box in front of a text field is selected the original content of the respective text field is deleted in the account transfer Text1 This is an optional free text field Text2 This is an optional free text field Text3 This is an optional free text field Transaction Account Transfer Buttons Button Description Submit This button is only active if a destination account is entered Clicking the Submit button submits a request to perform the transaction account transfer and closes the overlay window if all the transactions could successfully be transferred Revert Reverts all changes entered since the window was opened Cancel Cancels the adjustment without any changes and closes the overlay window Transaction O C Adjustment Description The Transaction O C Adjustment window is an overlay window accessed from the Transaction Ov
37. User Manual As of October 28 2014 Version 2 0 Window overview Window overview Transaction Management Position Close Out Re open Upload Position Close Out Position Transfer Entry Upload Position Transfer Exercise Overview Transaction Separation Transaction Account Transfer Transaction O C Adjustment Transaction Text Adjustment Account Management File Upload Upload Position Close Out Upload Position Transfer Auxiliary Windows Downloads Reset Password Derivatives Clearing GUI User Manual Page 16 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Window layouts and descriptions This section describes the layout and functionality of individual GUI windows Login Description The Login window is the first view that is presented when accessing the Derivatives Clearing GUI It is used to log in to the application and to change the user password Login Change Password Login Change Password Username Username Password Old password Login New password E r Repeat new password Change password Login and Change Password window Functionality Login To login to the Derivatives Clearing GUI enter the user credentials into the Username and Password fields and click the Login button Change Password In general the password to login to the application is valid for 90 days A
38. aring GUI User Manual Page 43 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Exercise Overview Fields Field Description Text2 Provide further information to the exercise transaction in this text field Text3 Provide further information to the exercise transaction in this text field Abandon Qty Increase or decrease the amount to exclude from automatic exercise for the Change selected position Exercise Overview Buttons Button Description Calculate If the user has inguired for a single product and entered a reference price clicking this button calculates the ITM amounts for the displayed positions Filter After calculating the ITM amounts clicking this button filters the display table for positions which are in the money or out of the money depending on the selection of the respective check boxes Exercise This button is only active if the conditions described above are fulfilled Clicking the button exercises un exercises the entered amount for the selected positions Abandon This button is only active if the conditions described above are fulfilled Clicking the button excludes includes the entered amount from automatic exercise for the selected position Exercise Overview Table columns Column Description Exchange Exchange ID Clg Mbr Member ID of the Clearing Member NCM RC Member ID of the Non Clearing Member or Registe
39. as an overlay window with the details of the selected transactions prefilled Transaction Open Close Adjustment The open close status of active transactions can be changed Therefore all the transactions to be adjusted must be selected from the table in the Transaction Overview window Multiple transactions can be adjusted at once Clicking the O C Adjust button opens the Transaction O C Adjustment window as an overlay window with the details of the selected transactions prefilled Transaction Text Adjustment The custom information contained in the text fields of active transactions can be changed Therefore all the transactions to be adjusted must be selected from the table in the Transaction Overview window Multiple transactions can be adjusted at once Clicking the Text Adjust button opens the Transaction Text Adjustment window as an overlay window with the details of the selected transactions prefilled Calculate Statistics For selected transactions statistical information can be calculated Below the display table in the Transaction Overview window various information fields show the accumulated buy and sell quantities Acc Buy Qty Acc Sell Qty as well as the average buy and sell prices Avg Buy Pre Avg Sell Prc These figures can be calculated for the selected transactions by clicking the Calculate Statistics button This function is only available if transactions with the same instrument and maturity are selected from the table
40. cation and password for the Derivatives Clearing GUI Derivatives Clearing GUI User Manual Page 6 1 3 1 4 1 4 1 1 4 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Introduction System requirements The Derivatives Clearing GUI is a web based application which is accessed via a web browser To run the GUI the following requirements have to be fulfilled e One of the following supported web browsers must be installed e Microsoft Internet Explorer 9 or higher e Mozilla Firefox Extended Support Release v31 or higher e Google Chrome v29 or higher e Other web browsers may work as well but are not explicitly supported by Eurex Clearing e SSL transport and JavaScript must be enabled for further information refer to the Clearing GUls Access Guide available on the Eurex Clearing website System access Initial authorization In order to gain access to the Derivatives Clearing GUI a Member must be authorized by Eurex Clearing Therefore the following steps have to be taken 1 Inthe first step the Member must provide the user ID and contact details of a security administrator to Member Services 8 Admission This person is granted C7 access by setting the RAL 102 C7 GUI Access to 1 2 On the following business day the security administrator receives a randomly created password via email 3 With this initial password the security administrator can log i
41. columns are listed They can be added to the sorting scheme For each column the sorting direction and the rank in the sorting order can be defined Derivatives Clearing GUI User Manual Page 13 2 4 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Common window elements Modify Table Column Sorting close E Available columns Current sorting Save settings Reset to default Column sorting window Generally the sorting function is available for every column Certain attributes however might be excluded from sorting Clicking on their column header does not have any effect on the order of the displayed items Sorting is always applied to all items that meet the entered filter criteria even if only a part of the inquiry result is currently visible in the display table Export functionality All main windows provide an option to export data in different file formats To export the data as specified in the filter section click on one of the export file types at the bottom of the filter area The data is inquired based on the filter criteria at the moment the export is requested The following file types are supported e XML e XLS Microsoft Excel 2003 and newer e CSV comma separated values In addition to these file types the Position Overview window provides an option to download the table content in a file which can be uploaded to the Margin Calculator
42. creen elements 4 16 Reset Password lt 4 16 1 Description 4 33 34 24 2 20 tara 4 16 2 Functionality lt ee 4 16 3 Screen elements a 5 Appendiks in sa tian iaa 5 1 Supported ASCII characters 5 2 Supported keyboard short cuts 5 3 GlOSSAY wee ee K eee bk K nk Derivatives Clearing GUI User Manual Version 2 0 Page 5 1 1 1 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Introduction Introduction This document provides a detailed description of Eurex Clearing s Derivatives Clearing GUI which supports clearing functions through its web based graphical user interface Note Data contained in the screenshots and samples in this publication are for illustrative purposes only and should not be relied upon as a true representation of the current market Cross references to other chapters within this document are always clickable but not marked separately Changes applied to this document after the last version has been published other than grammar spelling corrections are marked with a change bar in the left margin as demonstrated in this paragraph Old change bars will be removed from version to version Purpose This document is intended for Member clearing personnel using the system The purpose of the Derivatives Clearing GUI 2 0 User Manual is to identify the supported business functions
43. cription Choose File Opens the file selection window to choose the file to be uploaded Filter Filters the list of uploaded transactions according to the selected checkboxes Reset Resets the filter checkboxes to the default selection all checked Submit This button is only active if at least one record is selected Clicking the Submit button submits a request to import the selected transactions Cancel Cancels the upload and closes the overlay window Downloads Description The Downloads window can be accessed by clicking the Downloads link in the application header It displays the requested export files which are ready for download in a table Various meta information is provided for every export file e g the time when the export has been requested in CET format and the filter criteria which were applied for the display table contained in the export Downloads close EJ Sel Filename Size Download timestamp Rows Filter dear rt 20 14 May 27 10421 l 26 KB 2014 05 27 10 42 19 33 TranDate 2013 12 18 Listedinstruments true IncludeExpired true curentBusinessDate 2013 elear export 2014 May 27 104254 xls 7KB 2014 05 27 10 42 54 5 Listedinstruments true MaturityFrom 201312 ProductSymbol filteringOption EQUALS TranDat clear excort 2014 May 27 104248 csv 772 bytes 2014 05 27 10 43 48 amp Listedinstuments true Exercised true AccountSponsor GCMFR Unexercised true AccountOw Refresh Clear selected
44. e are various fields to enter the transfer Derivatives Clearing GUI User Manual Page 24 4 4 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Position Transfer Entry close E Position Details Helo Displaying items from 1 to 1 of 1 Cig Mbr NCM RC Instrument Symbol Open Long Open Short XEUR 605 CHF 100 50 GCMFR NCMFR FROG DEC13 Update Details Internal Long Qty 30 Ekes To Exchange Mbr ANS EXY gt gt Text 1 Submit Cancel Position Transfer Entry window Functionality Positions can be transferred to a different account entirely or just partially To specify the quantity to be transferred the fields Long Qty and or Short Qty have to be filled in The entered quantities must not exceed the available quantity on the respective side i e Long Qty S Open Long and Short Qty lt Open Short Furthermore the target account needs to be defined This is done in the To Account Name field The provided text fields are optional and can be used to enter further information The Submit button is only active if all mandatory fields are filled in according to the conditions If an error occurs a message is displayed in the message log Derivatives Clearing GUI User Manual Page 25 4 4 3 4 5 4 5 1 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions
45. ed number of input values for a criterion e g filter for call or put a drop down list with possibilities to choose from is offered The list can be accessed by clicking the downwards arrow at the right side of the filter field Derivatives Clearing GUI User Manual Page 10 2 2 5 2 2 6 2 2 7 2 2 8 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Common window elements Multi selection list For some criteria it is possible to include multiple values in the inquiry e g different currencies In that case a multi selection list is offered by clicking the button next to the filter field One or more items can be selected to be included in the filter result After confirming the selection by clicking the Ok button they are automatically filled in into the respective filter field Selected 2 Gear selection CHF SWISS FRANCS O no GBP GB POUND PENE KRW S KOREAN WON TWD TAIWAN DOLLAR USD US DOLLAR Ok Cancel Sample multi selection list Date and time picker Filter fields which are supposed to be filled with a date provide a date picker When the respective filter field is accessed a small calendar opens The date can be selected by clicking on the desired day The arrows pointing to the left and the right can be used to navigate between the months A similar feature is available for time filters When such a field is accessed the time picker opens bel
46. ent window is an overlay window accessible from the Transaction Overview window which allows to update the content of the free text fields Text1 Text2 Text3 of transactions It summarizes the details of the transactions to be adjusted in a table Below this table there are various fields to update the individual text fields Transaction Text Adjustment Original Transaction s Help Displaying items from 1 to 1 of 1 EXY EUR 3336 00A39X 00000 N c XEUR GCMFR NCMFR C FIAS JUN15 14 000000 Transaction Text Adjustment So C C O new text w Deleted O Change Submit Revert Cancel Transaction Text Adjustment window Derivatives Clearing GUI User Manual Page 38 4 9 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Functionality Any number of transactions listed in the Transaction Overview window can be selected for a text adjustment Their details are displayed in the Transaction Text Adjustment window All of the transactions can be adjusted at once by filling in the provided entry fields The provided text fields Text1 Text2 Text3 can be used to change the original text fields of the transactions Initially they are not filled with any text i e the individual text fields of the original transactions remain unchanged If an alternative text is entered into one of the text fields this new text is applied to the respect
47. ering a price into the Reference Price field and clicking the Calculate button Upon this the TM Per Contract and ITM Total columns in the display table are filled with the respective results Now the positions can be filtered based on the simulated in the money and out of the money amounts by checking the respective check box and clicking the Filter button Below the list of positions there are individual tabs for manual exercise and for abandoning Derivatives Clearing GUI User Manual Page 41 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Manual Exercise To exercise positions manually one or more positions need to be selected from the display table The exercised quantity of the selected positions can be adjusted with the fields provided in the Exercise Manually tab It can be increased or decreased by entering a positive or a negative value into the Exercise Qty Change field However the entered value must not exceed the open long quantity of any selected position A negative value unexercise must not exceed the previously exercised quantity of any selected position If the entered quantity exceeds one of the boundaries the Exercise button is disabled The provided text fields Text1 Text2 Text3 can be used to assign further information to the exercise transaction Abandon from Automatic Exercise It might be necessary to exclude certain posit
48. erview window which allows to adjust the open close status of transactions It summarizes the details of the transactions to be adjusted in a table Below this table there are various fields to enter the open close adjustment Transaction O C Adjustment close EJ Original Transaction Help Displaying items from 1 to 1 of 1 EXY EUR 3336 00000 N XEUR GCMFR NCMFR C FIAS JUN15 14 000000 00A39X Transaction O C Adjustment KO O teen E E CY Tees c v i Noc D Noc c 8 Submit Revert Cancel Transaction O C Adjustment window Derivatives Clearing GUI User Manual Page 36 4 8 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Functionality Any number of transactions listed in the Transaction Overview window that have the same open O or close C status can be selected for an O C adjustment Their details are displayed in the Transaction O C Adjustment window All of the transactions can be adjusted at once by filling in the provided entry fields Depending on the current open close status of the transactions the appropriate new open close status is pre selected in the O C field i e if the transactions are currently to open open close status O the new status to close C is pre selected and vice versa The provided text fields Text1 Text2 Text3 can optionally be used to change the original text
49. etwork connection is faulty Should the connection via leased line be interrupted the user can use the URL for Internet access to the Derivatives Clearing GUI with the same certificate as used for leased line access In case the Internet connection is interrupted Eurex Clearing is not responsible for the failover concept With the exception of network failures all connection failures have the same effect as a logout i e the user session is terminated To access the GUI after the problem has been solved the user needs to login again Derivatives Clearing GUI User Manual Page 8 2 1 2 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Common window elements Common window elements The following section provides an overview of the standard window components and introduces specific terms that are used in this document The screenshots shown in this user guide only serve as examples The look and feel of the Derivatives Clearing GUI may differ slightly depending on the used operating system and web browser Application header Regardless of the currently displayed window the application header is always displayed in the top area of the Derivatives Clearing GUI On the left hand side it provides a menu bar to navigate quickly through the different windows of the application z x os 5 EC aces cba ZN Position Overview PAGO a b Downloads 0 Logged in GCMFRCLR001 Password Reset Logout
50. from the uploaded file This field can be edited before submission Version Displays the information parsed from the uploaded file This field can be edited before submission Long Qty Displays the information parsed from the uploaded file This field can be edited before submission Short Qty Displays the information parsed from the uploaded file This field can be edited before submission To Account Name Displays the information parsed from the uploaded file This field can be edited before submission Text 1 Displays the information parsed from the uploaded file This field can be edited before submission Text 2 Displays the information parsed from the uploaded file This field can be edited before submission Derivatives Clearing GUI User Manual Page 52 4 15 4 15 1 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Upload Position Transfer Fields Field Description Text 3 Displays the information parsed from the uploaded file This field can be edited before submission Status Displays the import status of each position transfer Only transactions marked VALID can be selected for import Status Information After submitting the selected position transfer transactions to be imported into the system this field displays further information on the upload status of each transaction Upload Position Transfer Buttons Button Des
51. g Members of Eurex Clearing Those who desire to trade any products available on the Eurex market or who desire to offer and sell any such products to others or who desire to possess a clearing license of Eurex Clearing in order to participate in the clearing process provided by Eurex Clearing should consider legal and regulatory requirements of those jurisdictions relevant to them as well as the risks associated with such products before doing so Eurex derivatives other than EURO STOXX 50 Index Futures contracts EURO STOXX Select Dividend 30 Index Futures contracts STOXX Europe 50 Index Futures contracts STOXX Europe 600 Banks Industrial Goods amp Services Insurance Media Travel amp Leisure Utilities Futures contracts Dow Jones Global Titans 50 IndexSM Futures contracts DAX Futures contracts MDAX Futures contracts TecDAX Futures contracts SMIM Futures contracts SLI Swiss Leader Index Futures contracts Eurex inflation commodity weather property and interest rate derivatives are currently not available for offer sale or trading in the United States or by United States persons Trademarks and Service Marks Buxl DAX DivDAX eb rexx Eurex Eurex Bonds Eurex Repo Eurex Strategy WizardSM Euro GC Pooling FDAX FWB GC Pooling GCPI MDAX ODAX SDAX TecDAX USD GC Pooling VDAX VDAX NEWA and Xetra are regis tered trademarks of DBAG Phelix Base and Phelix Peak are registe
52. gent accounts for a Member x a EC clearing Po NNN Account Overview i LLL LASS Downloads 0 Logged in GCMFRCLRO01 Logout Helo Transaction Management Settlement Account Management File Upload V Main Fiter Account Sponsor GCuFR Account owner ucura Account Name equals v Colaterai Pool eauas v Ask Netting Unt Inquire Clear xml xls csv Displaying items from 1 to 5 of 5 GCMFR NCMFR CLENT NCMER Cent Main Account GCMFRXSTANDARD CLIENT ECAG GEMER NCMFR ex NCMFR EXY GCHFRXSTANDARD exY ECAG GCMFR NCMFR Dz NCMFR EXZ GCMFRXSTANDARD ez ECAG GEMER NCMFR E NCMFR E GCHFRXSTANDARD E ECAG GEMER NCMFR EX NCMFR EX GCMFRXSTANDARD EX ECAG 2014 05 12 08 58 14 Operation performed successful 2014 05 12 08 57 47 Operation performed successful 2014 05 12 08 57 42 Operation performed successfull clear log Account Overview window Functionality The logged in user can inguire a list of currently set up Member accounts For every account detailed information are displayed Currently this window only supports sorting for one column at a time Multi column sorting is not available To sort the result table for a certain criterion click on the respective column header Derivatives Clearing GUI User Manual Page 47 4 12 3 4 13 4 13 1 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Screen elements Account Overview
53. ified price Filter for contracts with a strike price equal to or lower than the specified price Filter for a certain contract version Filter for positions of a certain Clearing Member Filter for positions of a certain Non Clearing Member or Registered Customer Filter for positions booked on certain accounts Filter for a certain transaction date This field is prefilled with the current business day It is required to enter a date If no date is entered the Inquire button is disabled Include positions into the inquiry result which have already expired This checkbox is selected by default Position Overview Buttons Button Detail Close Out Re open Close Out Upload Description This button is only active if a single position is selected It opens the Transaction Overview window with the detailed transaction information for the selected position and account on the specified transaction date This button is only active if a single position is selected whose transaction date Tran Date equals the current business day and which is not booked in the AAA account It opens the Position Close Out Re open window to close or re open the selected position This button opens the Upload Position Close Out window which allows to import close out transactions via file upload Derivatives Clearing GUI User Manual Page 21 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2
54. ions from the automatic exercise process This can be done via the Abandon Auto Exer tab The quantity to be abandoned can be adjusted by filling in the Abandon Qty Change field It can be increased or decreased by entering a positive ora negative value If a positive value is entered it may exceed the current open long position However a negative value must not exceed the previously abandoned quantity Abandoned Qty If an error occurs a message is displayed in the message log Derivatives Clearing GUI User Manual Page 42 4 10 3 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Screen elements Exercise Overview Filter criteria Filter Product Line C P Product Curr Maturity From Maturity To Listed Instruments Strike From Strike To Version Clg Mbr NCM RC Account Name Exercised Unexercised Abandoned Reference Price In the money simulated Out of the money simulated Description Since only options can be exercised the product line is fixed to O in this window Filter for call or put contracts Filter for positions in certain products Filter for positions in certain currencies Filter for positions which expire on or after the specified date Filter for positions which expire on or before the specified date If this checkbox is selected only transactions in listed instruments are shown Filte
55. itially they are not filled with any text i e the individual text fields of the original transactions remain unchanged If an alternative text is entered into one of the text fields this new text is applied to the respective text field in every transferred transaction The changed account as well as the updated text fields can be previewed in the list of original transactions before they are actually submitted The respective details are updated as they are entered into the fields However this is only a preview of the transaction details No changes are applied to the transactions until the transfer request is actually submitted The original transaction details are shown as a tooltip by hovering with the mouse over the respective entry in the details table The text fields cannot only be updated to a new text but the original text can also be deleted Therefore a checkbox is provided in front of each text field If this check box is selected the content of the respective text field is deleted in each transaction to be transferred Again this can be previewed in the details of the original transactions Note Both the destination account and the text field changes apply to all of the transactions listed in the display table in the same way After submitting the transfer request by clicking the Submit button all successfully transferred transactions are removed from the display table If all transfers are successful the Transaction Account
56. ive text field in every transaction listed in the window The updated text fields can be previewed in the list of original transactions before they are actually submitted The respective details are updated as they are entered into the fields However this is only a preview of the transaction details No changes are applied to the transactions until the adjustment request is actually submitted The original transaction details are shown as a tooltip by hovering with the mouse over the respective entry in the details table The text fields cannot only be updated to a new text but the original text can also be deleted Therefore a checkbox is provided in front of each text field If this check box is selected the content of the respective text field is deleted in each transaction Again this can be previewed in the details of the original transactions Note The text field changes apply to all of the transactions listed in the display table in the same way The Submit button is only active if at least one text field is filled with a new value or marked for deletion After submitting the adjustment request by clicking the Submit button all successfully adjusted transactions are removed from the display table If all adjustments are successful the Transaction Text Adjustment window is closed automatically Otherwise it remains open with the transactions listed which failed to be updated In this case an error message is displayed in the message
57. le there are various fields to enter the adjustment Position Close Out Re open close EJ Position Details Help Displaying items from 1 to 1 of 1 XEUR CHF so GCMFR NCMFR 605 FROG DEC13 100 Update Details Close Out Re open 30 Submit Cancel Position Close Out Re Open window Functionality The Position Close Out Re open window supports both closing and re opening of a position Two radio buttons allow to toggle between these two adjustment types The guantity to be closed out or re opened needs to be entered into the Quantity field Close Out To perform a position close out the Close Out radio button must be selected In a close out adjustment long and short guantities are set off against each other Hence only a position with quantities greater than zero on both the long and the short side can be closed out Furthermore the desired amount entered into the Quantity field must not exceed the available amount on either side i e Quantity S Open Long and Quantity lt Open Short The provided text fields are optional and can be used to enter further information The Submit button is only active if all the mandatory fields are filled according to the conditions Re open To re open a previously closed out position the Re open radio button must be selected The desired amount entered in the Quantity field must not exceed the previously closed out quantity Derivatives Clearing GUI User Manual Page 23 4 3 3
58. loaded transactions according to the selected checkboxes Reset Resets the filter checkboxes to the default selection all checked Submit This button is only active if at least one record is selected Clicking the Submit button submits a request to import the selected transactions Cancel Cancels the upload and closes the overlay window Upload Position Transfer Description The Upload Position Transfer window can be accessed from the File Upload menu in the main menu It allows to transfer multiple positions at once by uploading a file in CSV format Derivatives Clearing GUI User Manual Page 50 4 14 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Upload Position Transfer close EJ 1 Select file for Upload Help Upload File Choose File Transfer Upload csv 2 Process uploaded Position Transfer Position Transfer Status INVALID 4 VALID PROCESSED Y REJECTED Filter Reset csv template Selected Displaying items from 1 to 1 of 1 fa com wae acento rons wy nts EC en O KC C C P GCMFR NCMFR JEXY JA FiFDAx unis Al 12 71 lana Transfer Upload l vao Submit Cancel Upload Position Transfer window Functionality Clicking the Choose File button opens a selection window to import a file into the system The uploaded file must contain the transfer parameters as a list of comma separated value
59. m the File Upload menu In this window a CSV file containing the respective transfer parameters can be uploaded Exercise The Exercise button is enabled if one or more eligible positions are selected from the display table Only option positions are eligible for exercise i e if a position in a futures contract is selected the Exercise button remains disabled When this button is clicked the Exercise Overview window is displayed as an overlay window with the selected positions listed in the display table Derivatives Clearing GUI User Manual Page 20 4 2 3 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Screen elements Position Overview Filter criteria Filter Product Line C P Product Curr Maturity From Maturity To Listed Instruments Strike From Strike To Version Clg Mbr NCM RC Account Name Tran Date Include expired positions Description Select a product line to filter for options or futures positions Filter for call or put contracts Filter for positions in certain products Filter for positions in certain currencies Filter for positions which expire on or after the specified date Filter for positions which expire on or before the specified date If this checkbox is selected only positions in listed instruments are shown Filter for contracts with a strike price equal to or higher than the spec
60. n to the Derivatives Clearing GUI On the first successful login a password change is required 4 Inthe next step the Member s security administrator can set RAL 102 to 1 on user level to provide C7 access for the individual users 5 On the following business day the user s initial passwords can be created This is done by resetting the password for each user Please refer to the description of the Reset Password window for further information 6 The new passwords have to be communicated to the respective users They can log in to the Derivatives Clearing GUI with their existing Eurex user ID as a user name and their initial password which they received from the security administrator On the first successful login a password change is required For further information refer to the Member and User Maintenance Guide available on the Eurex Clearing website Session timeout Once the user has successfully logged in to the Derivatives Clearing GUI a session is established In case of inactivity the session expires after a certain time currently 30 minutes Activity in this context is assumed as long as requests are exchanged with the backend at Eurex Clearing Hence scrolling up and down in a list of already inquired records may be considered as inactivity and the session might expire after the timeout period Derivatives Clearing GUI User Manual Page 7 1 4 3 Derivatives Clearing GUI 2 0 User Manual As of Oc
61. ndix NCM A Non Clearing Member is an exchange participant that does not hold a clearing license Such a participant must have a clearing agreement in effect with a General Clearing Member or a company affiliated Direct Clearing Member OTM An option position is Out of The Money if its intrinsic value is less than zero RAL Various Resource Access Levels define access rights for certain functions RC A Registered Customer is an individually segregated client of a Clearing Member who has no access to the trading or clearing environment The respective GCM has to fulfill all necessary back office functions XLS XLS is the proprietary file format for Microsoft Excel spreadsheets Derivatives Clearing GUI User Manual Page 57
62. nerate If this check box is selected a random password is generated and displayed Password upon clicking the Submit button New Password This field is active if the Generate Password check box is not selected The new password must comply with the complexity requirements Repeat New To prevent typos in the password the new password must be entered a Password second time Reset Password Buttons Button Description Submit This button is only active if the Generate Password check box is selected or if both the New Password and the Repeat New Password fields are filled Clicking the Submit button submits a request to reset the password for the entered user Cancel Closes the overlay window Derivatives Clearing GUI User Manual Page 55 5 1 5 2 5 3 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Appendix Appendix Supported ASCII characters Index 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 Character eos es a Ly oe 4 k d Index 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 Character 0 1 2 3 4 5 6 7 8 9 lt gt Index 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 Character A B C D E F G H L J K L M N O Index 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 Character P Q R S T U V WX Y Z Index 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 Character a b c d e f g h i j k l m n o Index 112 113 114 115 116 117
63. nes UBS Commodity IndexSM and any related sub indexes are service marks of Dow Jones amp Company Inc and UBS AG All derivatives based on these indexes are not sponsored endorsed sold or promoted by Dow Jones amp Company Inc or UBS AG and nei ther party makes any representation regarding the advisability of trading or of investing in such products All references to London Gold and Silver Fixing prices are used with the permission of The London Gold Market Fixing Limited as well as The London Silver Market Fixing Limited which for the avoidance of doubt has no involvement with and accepts no responsibility whatso ever for the underlying product to which the Fixing prices may be referenced PCS and Property Claim Services are registered trademarks of ISO Services Inc Korea Exchange KRX KOSPI and KOSPI 200 are registered trademarks of Korea Exchange Inc BSE and SENSEX are trademarks service marks of Bombay Stock Exchange BSE and all rights accruing from the same statutory or oth erwise wholly vest with BSE Any violation of the above would constitute an offence under the laws of India and international treaties gov erning the same The names of other companies and third party products may be trademarks or service marks of their respective owners Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Table of Contents 1 1 1 1 1 1 ROD 1 1 4 2 1 4 3 2 2 1 2 2
64. nitiate further functionality The following functions are only available for active transactions Overview If one or more transactions are selected which belong to the same position the Overview button is enabled It opens the Position Overview window to show the respective position information The Overview button is not available if transactions with different instruments or accounts are selected Derivatives Clearing GUI User Manual Page 27 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Transaction Separation Active transactions can be separated into two or more parts This function can be invoked with the Separation button Since only one transaction can be separated at a time the button is only active if a single transaction is selected from the table Furthermore the transaction date Tran Date of the selected transaction needs to be equal to the current business day Clicking the Separation button opens the Transaction Separation window as an overlay window with the details of the selected transaction prefilled Transaction Account Transfer Active transactions can be transferred to a different account Therefore all the transactions to be transferred must be selected from the table in the Transaction Overview window Multiple transactions can be transferred at once Clicking the Act Transfer button opens the Transaction Account Transfer window
65. nsfer window is an overlay window accessed from the Transaction Overview window which allows to transfer transactions to another account lt summarizes the details of the transactions to be transferred in a table Below this table there are various fields to enter the account transfer Derivatives Clearing GUI User Manual Page 34 4 7 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Transaction Account Transfer close EJ Original Transaction Help Displaying items from 1 to 1 of 1 EN seed ves serer ra babes meno swo ta ME AMA EUR 3336 XEUR GCMFR NCMFR C FIAS JUN15 14 000000 00A39X 00000 N Transaction Account Transfer __ToAccountname C R C NK C text AAA Deleted Submit Revert Cancel Transaction Account Transfer window Functionality Any number of transactions listed in the Transaction Overview window can be selected for an account transfer Their details are displayed in the Transaction Account Transfer window All of the transactions can be transferred at once by filling in the provided entry fields It is mandatory to enter the destination account into the To Account Name field The Submit button is only active if a destination account has been entered which is different from the source account The provided text fields Text1 Text2 Text3 can optionally be used to change the original text fields of the transactions In
66. on for the inquired business day Daily Short Qty Net movements in the short position for the inquired business day Open Long Up to date open long position Open Short Up to date open short position Exer Alloc Qty Quantity that has been exercised or allocated Asgn Noti Qty Quantity that has been assigned for exercise or notified for delivery Abandoned Qty Quantity that has been excluded from automatic exercise Derivatives Clearing GUI User Manual Page 22 4 3 4 3 1 4 3 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Position Close Out Re open Description The Position Close Out Re open window is accessed from the Position Overview window via the Close Out Re open button It serves to close an open position or re open a closed one This adjustment is only applicable to positions which are not held in the AAA account Furthermore only positions of the current business day can be closed out Note that the re opening of positions is not available indefinitely The maximum re opening quantity is defined by the previously closed out quantity within a configurable time period This re opening period is configured by Eurex Clearing Any changes to the configuration will be communicated via circular with ample lead time The Position Close Out Re open window summarizes the details of the position to be adjusted in a table Below this tab
67. ord is supposed to be changed Old Password Current password that belongs to the entered user ID New Password The new password has to comply with the complexity requirements Repeat New To prevent typos in the password the new password must be entered a Password second time Position Overview Description The Position Overview window can be accessed from the Transaction Management menu in the main menu or via the Overview button in the Transaction Overview window It displays the summary of position movements and the up to date position balances by contract Certain types of position adjustments can be initiated from this window Further details about these functions can be found in the Functionality section of this window The Position Overview window shows a summary of the up to date positions of the logged in user In order to list only positions of interest a filter function is provided At the top of the window there are various filter fields Upon inquiry all positions matching the selected filter criteria are listed in the table Derivatives Clearing GUI User Manual Page 18 4 2 2 Derivatives Clearing GUI 2 0 User Manual Window layouts and descriptions El eurex clearing Transaction Management Settlement Account Management File Upload V Main Fiter SN Position Overview AAN s p way Cleared Instrument Product Line v or v Product equals Maturty From Maturty To Listed inst
68. ow it and allows to select a time using the mouse Filtering for times always requires to fill in the date filter as well If the date is left blank the respective time filter field is highlighted and a tooltip explains that a date must be entered 01 08 2013 2013 Aug MT TE Ses 12 20 4 E m 5 6 7 8 9 1011 a 12 13 14 15 16 17 18 19 20 21 22 23 12 13 14 15 16 17 18 19 20 21 22 23 24 25 00 05 10 15 20 25 B 35 40 45 50 55 26 27 28 29 30 31 Date and time picker Check box A filter check box specifies whether a certain element should be included in the inquiry result or not Radio buttons Radio buttons give the opportunity to select one out of several mutually exclusive options Usually it is mandatory to choose an option In this case one radio button will always be pre selected when the window is opened Derivatives Clearing GUI User Manual Page 11 2 3 2 3 1 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Common window elements Display tables In the Derivatives Clearing GUI inquiry results and datasets alike are presented in form of spreadsheets These display tables are the main part of a window They are filled upon inquiry or automatically when a window is called from another window to display detailed information Selected 3 Displaying items from 9 to 31 0f31 m exchange aai AS nes p a SONES O XEUR GCMFR NCMFR C SBVN JUN14 450 000000 2013
69. r ID Order number of the transaction Tran ID Transaction identifier Suffix ID Counter which is incremented with every modification of the transaction Parn Suffix ID Reference to the parent suffix identifier A R Indicates whether a transaction has been adjusted A or reversed R Tran Type Transaction type code Tran Type Description of the transaction type Description Tran Date Transaction date Tran Time Transaction time Trader ID Indicates who entered the original trade Tran Status Current transaction status Tran Description Description of the transaction B S Indicates the buy or sell side O C Indicates a transaction to open or to close a position Orig Tran Type Original transaction type Long Position effect on the long side Short Position effect on the short side Tran Qty Transaction quantity Tran Price Transaction price Premium Transaction based premium to be paid or received Text 1 Free text field for additional information Text 2 Free text field for additional information Text 3 Free text field for additional information Orig Exch Indicates at which exchange the trade was initiated originally Orig Contract ID Original contract identifier Orig Tran ID Original transaction identifier Orig Tran Date Original transaction date Orig Tran Time Original transaction time Orig Order ID Original order identifier Entering Indicates which participant entered the transaction Participant
70. r Manual Page 49 4 14 4 14 1 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Upload Position Close Out Fields Field Description Product Displays the information parsed from the uploaded file This field can be edited before submission Strike Displays the information parsed from the uploaded file This field can be edited before submission Version Displays the information parsed from the uploaded file This field can be edited before submission Quantity Displays the information parsed from the uploaded file This field can be edited before submission Text 1 Displays the information parsed from the uploaded file This field can be edited before submission Text 2 Displays the information parsed from the uploaded file This field can be edited before submission Text 3 Displays the information parsed from the uploaded file This field can be edited before submission Status Displays the import status of each close out transaction Only transactions marked VALID can be selected for import Status Information After submitting the selected close out transactions to be imported into the system this field displays further information on the upload status of each transaction Upload Position Close Out Buttons Button Description Choose File Opens the file selection window to choose the file to be uploaded Filter Filters the list of up
71. r for contracts with a strike price equal to or higher than the specified price Filter for contracts with a strike price equal to or lower than the specified price Filter for a certain contract version Filter for positions of a certain Clearing Member Filter for positions of a certain Non Clearing Member or Registered Customer Filter for positions booked on certain accounts Select this check box to include exercised positions in the inquiry result Select this check box to include unexercised positions in the inquiry result Select this check box to include positions in the inquiry result which are partially excluded from the automatic exercise process If the user has inquired for a single product a reference price can be entered to calculate the ITM amounts for the displayed positions After calculating the ITM amounts select this check box and click the Filter button to show positions which are in the money based on the entered reference price After calculating the ITM amounts select this check box and click the Filter button to show positions which are out of the money based on the entered reference price Exercise Overview Fields Field Exercise Qty Change Text1 Description Increase or decrease the amount to exercise for the selected positions by filling in positive or negative values into this field Provide further information to the exercise transaction in this text field Derivatives Cle
72. r the other Holding the Shift key while selecting two records automatically selects all the rows in between as well Moreover all rows can be selected at once by clicking the Select All check box The number of currently selected items is displayed above the table Display of results An inquiry with only a few or even no filter criteria filled in can result in a very large number of records To prevent potential performance issues the number of displayed items is limited If the system limit of displayable items has been exceeded the user gets to choose between three options e View only the first 1 000 items from the result e Download the results as an exported file up to 10 000 items e Refine the filter criteria to further limit the number of results If the number of results is even too large to prepare a downloadable file the filter criteria need to be refined to get a result Derivatives Clearing GUI User Manual Page 12 2 3 2 2 3 3 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Common window elements Data records which are currently displayed are not updated automatically if something has changed in the background To see the latest data the records needs to be re inquired Customization Display tables can be configured to the user s individual needs The column width can be changed by dragging the border of the column header to enlarge or reduce the width
73. red Customer Account Name Account on which the position is booked Curr Product currency C P Indicates a call or a put option Maturity Maturity date of the contract Product Product ID Strike Strike price of the contract Version Version of the contract Instrument The instrument symbol summarizes the contract parameters It consists of Symbol the call put indicator the product name its maturity the strike price and the version of the contract Exercised Qty Quantity that has been exercised Open Long Up to date open long position Trading Unit Contract size Abandoned Qty Quantity that has been excluded from automatic exercise Derivatives Clearing GUI User Manual Page 44 4 11 4 11 1 4 11 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Exercise Overview Table columns Column Description Tick Size Smallest increment in which the price of a contract may change Tick Value Monetary value represented by a one tick movement in the contract price ITM Per Contract In the money amount on a contract basis ITM Total Accumulated in the money amount Exercise Assignment Overview Description The Exercise Assignment Overview window can be accessed from the Settlement menu in the main menu It displays the user s exercised long positions and assigned short positions The Exercise Assignment Overview window shows exerci
74. red trademarks of European Energy Exchange AG EEX The service marks MSCI Russia and MSCI Japan are the exclusive property of MSCI Barra iTraxx is a registered trademark of International Index Company Limited IIC and has been licensed for the use by Eurex IIC does not approve endorse or recommend Eurex or iTraxx Europe 5 year Index Futures iTraxx Europe HiVol 5 year Index Futures and iTraxx Europe Crossover 5 year Index Futures Eurex is solely responsible for the creation of the Eurex iTraxx Credit Futures contracts their trading and market surveillance ISDA nei ther sponsors nor endorses the product s use ISDA is a registered trademark of the International Swaps and Derivatives Association Inc IPD UK Annual All Property Index is a registered trademark of Investment Property Databank Ltd IPD and has been licensed for the use by Eurex for derivatives SLI SMI and SMIMO are registered trademarks of SIX Swiss Exchange AG The STOXX indexes the data included therein and the trademarks used in the index names are the intellectual property of STOXX Lim ited and or its licensors Eurex derivatives based on the STOXX indexes are in no way sponsored endorsed sold or promoted by STOXX and its licensors and neither STOXX nor its licensors shall have any liability with respect thereto Dow Jones Dow Jones Global Titans 50 IndexSM and Dow Jones Sector Titans IndexesSM are service marks of Dow Jones amp Company Inc Dow Jo
75. rs a message is displayed in the message log Derivatives Clearing GUI User Manual Page 45 4 11 3 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Screen elements Exercise Assignment Overview Filter criteria Filter Description Product Line Since only options can be exercised the product line is fixed to O in this window C P Filter for call or put contracts Product Filter for positions in certain products Curr Filter for positions in certain currencies Maturity From Filter for positions which expire on or after the specified date Maturity To Filter for positions which expire on or before the specified date Listed If this checkbox is selected only transactions in listed instruments are Instruments shown Strike From Filter for contracts with a strike price equal to or higher than the specified price Strike To Filter for contracts with a strike price equal to or lower than the specified price Version Filter for a certain contract version Clg Mbr Filter for transactions of a certain Clearing Member NCM RC Filter for transactions of a certain Non Clearing Member or Registered Customer Account Name Filter for transactions booked on certain accounts Tran Date Filter for a certain transaction date Exercised Select this check box to include exercised positions in the inquiry result Assigned Select this check box to include a
76. ruments Strike From Strike To Version Curr Party Ee GCUFR NOMRC NCMFR Account Name equals v Postion Date 2012 12 18 Inquire Clear xm xis csv me Selected 1 Displaying items from 1 to 25 of 25 Expired include expired postions As of October 28 2014 Version 2 0 Downloads 0 Logged in GCMFRCLR001 Logout Hel Account SERS Short Qty zay T pams ae asan DEI ale Saroy amino 5 GCMFR AAA CONF DECIS 2013 12 18 o o o O xeur GCMFR NCHFR ABA CHF CONF MARIS 2013 12 18 o o o o C xeur GCMFR NCHFR ARA CHF CONF JUN14 2013 12 18 o o 30 o 20 o o C yeur GCHFR NCMFR ARA CHF FROG DEC13 2013 12 18 o o 131 100 131 100 o C EUR GCMFR NCMFR AMA CHF FROG MARIS 2013 12 18 o o 20 o 20 o o C your GCMFR NCMFR AAA CHF FROG JUN14 2012 12 18 o o 30 0 30 0 o C EUR GCMFR NCMFR ARA CHF C SBVN DEC13 1 000000 2013 12 18 o o 10 10 10 10 o C xeur GCMFR NCMFR ABA CHF C SBVN MAR14 475 000000 2013 12 18 o o 20 20 20 20 o C xEUR GCMFR NCHFR ABA CHF C SBVN JUN14 450 000000 o o o o o 0 o C xR GCuFR NCMFR ARA CHF P SBVN MAR14 475 000000 1218 o o 30 30 o o EC XER GCMFR NCMFR ARA CHF P SBVN JUN14 450 000000 2013 12 18 o o so 0 50 o o r E xeur GCMFR NCMFR ARA EUR FDAX JUN14 2013 12 18 o o o o o o o E xR GCuFR NCMFR ARA EUR FOBS DECIA 2012 12 18 o o 100 o 100 o o C xeur GCMFR NCMFR AAA EUR C FIAS JUN15 14 000000 2013 12 18 o o 468 o 444 o o EC xeur GCMFR NCMFR ARA EUR FIAF DEC13 2013 12 18 o 0 o 0 o 0 o
77. s Each line represents one position transfer and must follow a certain pattern AccountSponsor AccountOwner AccountName CallPut ProductSymbol Maturity Strike Version LongQty ShortQty ToAccountName Text1 Text2 Text3 If the file does not comply with this format an error message is displayed Upon successful upload the content of the file is displayed in the table All the entered values are checked for valid syntax Fields with invalid input are specially highlighted In that case an error message is displayed by hovering the mouse over the icon next to the erroneous field If all entry fields for one record are filled with valid data the status of that row is VALID Only records with this status can be selected for import into the system Clicking the Submit button imports the selected records into the system The Upload Position Transfer window is updated to display the new status of the uploaded records If the import was successful the status is changed to PROCESSED In case of a failed import attempt the Status Information field gives further explanations on the failure reason and an error message is displayed in the message log Derivatives Clearing GUI User Manual Page 51 4 14 3 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Screen elements
78. s with a transaction date equal or later than the specified date Filter for transactions with a transaction time equal to or later than the specified time Filter for transactions with a transaction date equal to or earlier than the specified date Filter for transactions with a transaction time equal to or earlier than the specified time Filter for a specific transaction type Filter for buy or sell transactions Filter for transactions in contracts with a price equal to or higher than the specified price Filter for transactions in contracts with a price equal to or lower than the specified price Filter for open or close transactions Filter for transactions with a transaction quantity equal to or higher than the specified value Filter for transactions with a transaction quantity equal to or lower than the specified value Include positions into the inquiry result which have already expired This checkbox is selected by default Specify the lower boundary of order IDs to filter for User Manual Page 29 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Transaction Overview Filter criteria Filter Order ID To Orig Order ID From Orig Oder ID To Text 1 Text 2 Text 3 Orig Tran ID From Orig Tran ID To Orig Tran Type Tran ID From Tran ID To Orig Tran Date From Orig Tran Time From Orig Tran Date To Orig Tran Time To
79. sed long positions and assigned short positions In order to list only positions of interest a filter function is provided At the top of the window there are various fields which can be filled with criteria to filter for Upon inquiry all positions matching the selected filter criteria are listed in the table x s i El eurex clearing PEA i Exercise Assignment Overview v0 0 A Downloads 0 Logged in GCMFRCLR001 Logout Helo Transaction Management Settlement Account Management File Upload V Main Fiter Cleared Instrument Product Line 0 v cr v Product equals Y Curr Maturity From Maturity To Listed instruments Strike From Strike To Version Party Position Ee GCMFR newrc NCMFR Account Name eguas v mom 2013 12 18 V Advanced Fiter Exercised W Assigned Inguire Clear xm xls csv Selected 0 Displaying items from 1to30of3 r XEUR GCMFR NCMFR 2013 12 18 C SBVN JUN14 450 000000 o E XEUR GCMFR NCMFR Exy EUR 2013 12 18 C FIAS JUNIS 14 000000 de o E XEUR GCMFR NCMFR ar EUR 2013 12 18 C OGBL JAN14 100 500000 ss o 2014 05 27 10 08 32 Operation performed successfully clear log Exercise Assignment Overview window Functionality The assignments for the current business day can only be inquired after the assignments have been processed by the Eurex System Exercised positions are displayed immediately after the manual exercise request has been processed If an error occu
80. ssigned positions in the inquiry result Exercise Assignment Overview Table columns Column Description Exchange Exchange ID Clg Mbr Member ID of the Clearing Member NCM RC Member ID of the Non Clearing Member or Registered Customer Account Name Account on which the position is booked Curr Product currency Tran Date Transaction date Instrument The instrument symbol summarizes the contract parameters It consists of Symbol the call put indicator the product name its maturity the strike price and the version of the contract Exercised Qty Quantity that has been exercised Assigned Qty Quantity that has been assigned for exercise to the Member C P Indicates a call or a put option Maturity Maturity date of the contract Derivatives Clearing GUI User Manual Page 46 4 12 4 12 1 4 12 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Exercise Assignment Overview Table columns Column Description Product Product ID Strike Strike price of the contract Version Version of the contract Tick Size Smallest increment in which the price of a contract may change Tick Value Monetary value represented by a one tick movement in the contract price Account Overview Description The Account Overview window can be accessed from the Account Management menu in the main menu It displays the flexible accounts additional a
81. successful the Transaction O C Adjustment window is closed automatically Otherwise it remains open with the transactions listed which failed to be updated In this case an error message is displayed in the message log Derivatives Clearing GUI User Manual Page 37 4 8 3 4 9 4 9 1 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Screen elements Transaction O C Adjustment Fields Field Description O C Select the new open close status from the dropdown list Depending on the current open close status of the transactions the appropriate new status is pre selected D If this check box in front of a text field is selected the original content of the respective text field is deleted in the adjustment Text1 This is an optional free text field Text2 This is an optional free text field Text3 This is an optional free text field Transaction O C Adjustment Buttons Button Description Submit This button is only active if a new open close status is selected Clicking the Submit button submits a request to perform the adjustment and closes the overlay window if all the transactions could successfully be updated Revert Reverts all changes entered since the window was opened Cancel Cancels the adjustment without any changes and closes the overlay window Transaction Text Adjustment Description The Transaction Text Adjustm
82. sword of the logged in user or on behalf of another user Reset Password close EJ Userld NCMFRCLR001 Generate Password Y New Password Repeat New Password Submit Cancel Reset Password window Functionality To reset the password for a user the respective user ID has to be entered There are two options to set a new password It can either be generated randomly or entered manually If the Generate Password check box is selected the new password is displayed after clicking the Submit button Alternatively this check box can be unchecked to enter a self chosen password In this case the entered password is not displayed after clicking the Submit button The entered password must comply with the complexity requirements that are applicable to all new passwords Please refer to the description of the Change Password functionality for further details Derivatives Clearing GUI User Manual Page 54 4 16 3 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions The reset password is valid immediately and can be used to login for 48 hours If the reset password is not used within this time frame it expires and has to be reset again During the first login with the reset password the user is requested to set a new personal password Screen elements Reset Password Fields Field Description Userld ID of the user whose password is supposed to be reset Ge
83. t business day is selected from the display table Moreover positions held in the AAA account are not eligible for close out or re opening Hence the button remains inactive if such a position is selected When this button is clicked the Position Close Out Re open window is displayed as an overlay window with the details of the selected position prefilled To close out multiple positions at once a file upload function is provided The Upload Position Close Out window can be accessed by clicking the Close Out Upload button or by selecting Derivatives Clearing GUI User Manual Page 19 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 Window layouts and descriptions Close Out Upload from the File Upload menu In this window a CSV file containing the respective adjustment parameters can be uploaded Position Transfer The Position Transfer button is enabled if a single position with an open long or short quantity is selected from the display table whose transaction date Tran Date equals the current business day When this button is clicked the Position Transfer Entry window is displayed as an overlay window with the details of the selected position prefilled To transfer multiple positions at once a file upload function is provided The Upload Position Transfer window can be accessed by clicking the Position Transfer Upload button or by selecting Position Transfer Upload fro
84. the Status Information field gives further explanations on the failure reason and an error message is displayed in the message log Screen elements Upload Position Close Out Filter criteria Filter Description INVALID If this checkbox is selected the list of close out transactions parsed from the uploaded file contains all records with status INVALID VALID If this checkbox is selected the list of close out transactions parsed from the uploaded file contains all records with status VALID PROCESSED If this checkbox is selected the list of close out transactions parsed from the uploaded file contains all records with status PROCESSED REJECTED If this checkbox is selected the list of close out transactions parsed from the uploaded file contains all records with status REJECTED Upload Position Close Out Fields Field Description Clg Mbr Displays the information parsed from the uploaded file This field can be edited before submission NCM RC Displays the information parsed from the uploaded file This field can be edited before submission Account Name Displays the information parsed from the uploaded file This field can be edited before submission C P Displays the information parsed from the uploaded file This field can be edited before submission Maturity Displays the information parsed from the uploaded file This field can be edited before submission Derivatives Clearing GUI Use
85. these functions can be found in the Functionality section of this window The Transaction Overview window shows detailed information on transactions of the logged in user In order to list only transactions of interest a filter function is provided At the top of the window there are various filter fields Upon inquiry all transactions matching the selected filter criteria are listed in the table Derivatives Clearing GUI User Manual Page 26 4 5 2 Derivatives Clearing GUI 2 0 User Manual As of October 28 2014 Version 2 0 x T A A r EC elaring ERN ansaction Overview e OOL Downloads 0 Logged in GCMFRCLRO01 Logout Help Transaction Management Settlement Account Management File Upload V Main Fiter F Ori nari ny Productline v op y Product cava ce La trem ate From Tran Tine From Maturity From Maturity To Listed instruments Tran Date To Tran Time To Strike From Strike To Version Tran Type as v Price From price To P Advanced Fiter Fut Active Inquire Clear xm xis i sv Selected 4 Displaying items from 1 to 20 of 38 Exchange Cig Mbr NCM RC Account Instrument Symbol Order ID Tran ID Suffix Parn Suffix Tran Type 12n type Tran Date Tran Name FVE EUR GCMFR NCHFR CONF DEC13 O3EOUAJBT 00A33A 00002 00000 20131218 08 08 07 0 XEUR GCMFR NCMFR ARA CHF CONF MARIS O3E0U4JBW 004330 00002 00000 000 TRADE 2013 12 18 r
86. tober 28 2014 Version 2 0 Introduction If the user tries to send a request after the session has expired he is asked to login again and a new session is started Furthermore the session is closed when the end of day processing starts During this time no requests can be exchanged with the Eurex Clearing backend Connection failures The Derivatives Clearing GUI is a web based application in which all functions are triggered by user requests Hence no automatic notifications inform the user in case of a connection failure Depending on the reason for a failure different kinds of behavior may occur e Backend failure In case the connection to the backend at Eurex Clearing is interrupted every attempt to send a request to the backend results in an error message displayed in the message bar of the cur rent window Only data which has been received prior to the interruption can be viewed in the GUI e Web server failure If the web server which hosts the Derivatives Clearing GUI happens to be unavailable the browser will display an error page informing the user that the web server is unable to show the requested page In this case no interaction with the GUI is possible e Missing Member certificate If a user attempts to access the Derivatives Clearing GUI without a valid certificate nothing will be shown e Network failure Since the Derivatives Clearing GUI is a web based application no interaction is possible if the n

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