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Eurex® Clearing C7 Derivatives Clearing GUI

1. 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 Instrument Type Listed or flexible instrument Exercise Style Exercise style of option positions American or European Flexible Contract Flexible Contract ID ID Settlement Settlement method Cash or Physical Method 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 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 Position ID Position identifier Expiration Date Expiration date of the flexible contract Deliverable Position Overview Description The Deliverable Position Overview window can be accessed from the Settlement menu in the main menu It displays settlement re
2. Position Transfer The Position Transfer button is enabled if a single not expired 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 Internal Position Transfer window can be accessed by selecting Internal Position Transfer Upload from the File Upload menu The Upload External Position Transfer window can be accessed by selecting External Position Transfer Upload In these windows a CSV file containing the respective transfer parameters can be uploaded Exercise The Exercise button is enabled if one or more eligible not expired 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 23 4 2 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Position Overview Filter criteria
3. Appendix Supported ASCII characters Index 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 Character y amp 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 0 A B C D E F G H 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 UV WX Y Z 1 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 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 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 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 equal to the price of the underlying product CET Central European Time CSV A file in CSV Comma Separated Values format contains different values s
4. Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions EG rex clearing N Position Transfer Overview A D 5 Downloads 0 Logged in GCMFRCLRO01 Logout Help Menu Switch Transaction Management Settlement Account Management File Upload Automatic Processing Send Receive Y Main Fiter Cleared Instrument location ProductLine v or ci Curr al Allocation ID Product eguas Y flex ContractiD equals v Transaction ID Maturty From J maryo e Aloe Status Claimed L Pending Canceted L Refused Expraton From expratonto C i oni nines Strike From Strike To e Version Exercise Style Settlement Method Ved Position Expired e o En Inquire Clear Accept CancelByNCMRC CancBlByCig Mr Copy Selected 1 Displaying items from 1 to 3 of 3 3 Allocation CEA 1 C XEUR ALLOCATION_PENDING GCMFR NCMFR 605 PENDING PENDING CHF 2014 03 21 CONF M T XEUR 2 ALLOCATION_PENDING GCMFR NCMFR 605 TSTFR PENDING AUTO PENDING PENDING CHF 2013 12 20 FROG DI 2015 09 02 15 12 32 Operation performed successfully clear log Position Transfer Overview Send tab Position Transfer Overview eurex clearing EC Downloads O Logged in GCMFRCLR001 Logout Help Menu Switch Transaction Management Settlement Account Management File Upload Automatic Proces S
5. eurex clearing Eurex Clearing C7 Derivatives Clearing GUI 3 0 User Manual Version 3 2 mul eurex clearing Change History Date Ver Change 10 June 2014 1 1 0 Production version for C7 Release 1 0 29 October 2014 2 0 Added export for Margin Calculator Support for current Firefox ESR version 2 1 Updates for Production version of C7 Release 2 0 2 July 2015 3 0 Simulation version of C7 Release 3 0 28 September 2015 3 1 Updates for Simulation version of C7 Release 3 0 1 December 2015 3 2 Further updates for Simulation version of C7 Release 3 0 Added samples to all upload window descriptions mul eurex clearing Eurex 2015 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
6. Filter Product Line C P Curr Product Flex Contract ID Maturity From Maturity To Expiration From Expiration To Listed Instruments Flexible Instruments Strike From Strike To Version Exercise Style Settlement Method Clg Mbr NCM RC Account Name Tran Date Include expired positions Position ID Description Select a product line to filter for options or futures positions Filter for call or put contracts Filter for positions in certain currencies Filter for positions in certain products Filter for positions in a certain flexible instrument Filter for positions in listed instruments with a maturity of or later than the specified date Filter for positions in listed instruments with a maturity of or earlier than the specified date Filter for positions in instruments which expire on or after the specified date Filter for positions in instruments which expire on or before the specified date If this check box is selected positions in listed instruments are shown If this check box is selected positions in flexible 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 positions of a certain exercise style American or European Filter for positions of a certain settlement method Cash or
7. 4 2 4 2 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 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 password 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 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 Cleari
8. Orig Trade Date From Orig Trade Time From Orig Trade Date To Orig Trade Time To Entering Participant Description 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 Specify the lower boundary of order IDs to filter for 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 trade IDs to filter for Specify the upper boundary of original trade IDs to filter for Filter for a specific original trade type Specify the lower boundary of trade IDs to filter for Specify the upper boundary of trade IDs to filter for Filter for transactions with an original trade date equal to or later than the specified date Filter for transactions with an original trade time equal to or later than t
9. 11 20 58 Inquiry Successfully Processed 2015 09 07 11 20 58 No Role Assigned to User clear log De Assign User Role window Functionality When the window is opened the list of Assigned Roles contains all roles that are currently assigned to the selected user The list of Available Roles contains all the roles that can be assigned to this user Below the role lists there is a section to display the entitlement settings of the selected roles It is filled by clicking the Entitlement Details button This button is only active if at least one role from the Assigned Roles list is selected If already assigned roles are selected clicking the Entitlement Details button populates the display table with the current entitlement settings of privileges contained in the selected roles If newly assigned roles are selected clicking the Entitlement Details button populates the display table with the default entitlement settings of privileges contained in the selected roles The button is disabled if a combination of already assigned and newly assigned roles are selected The newly assigned roles are highlighted in the Assigned Roles list Custom Entitlement Levels In the table of entitlement details the entitlement level as well as the effective account range can be changed for each privilege The entitlement level can be changed by selecting a value from the Level dropdown list The selected value must not exceed the maximum level assignable
10. At the top of the window there are various filter fields Upon inquiry all positions matching the selected filter criteria are listed in a table below the filter area The user can filter for Notified and Un notified positions By default the filters are set in a way that the inquiry returns all positions which have an Open Short or Notified Quantity greater zero i e all check boxes are checked Notification Overview window After selecting one position record from the display table the Details button is enabled Clicking this button opens the Notification Detail Overview window for the selected position Derivatives Clearing GUI User Manual Page 83 4 19 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Notification Overview Filter criteria Filter Description Product Line Since only futures positions can be notified the product line is fixed to F in this window 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 Clg Mbr Filter for positions of a certain Clearing Member NCM RC Filter for positions of a certain Non Clearing Member or Registered Customer Account Name Filter for positions booked
11. From Nem Re TocioMbr To Nem Re A Flex DE A scl Ls D EcAaG GCMFR GCMFR NCMFR PENDING AUTO PENDING PENDING 6 ALLOCATION PENDING CHF 2013 FROS FROG DEC 201 D ecas GCMFR GCMFR sos NCMFR PENDING AUTO PENDING REJECTED REFUSED cHF 2013 FROS FROG DEC 201 TP ECAG GCMFR GCMFR 605 NCMFR REJECTED AUTO PENDING PENDING 2 CANCELLED CHF 2013 12 20 FROS FROG DEC 201 TP ECAG GCMFR GCMFR D5 NCMFR PENDING AUTO PENDING PENDING 7 ALLOCATION_PENDING CHF FROS FROG DEC 201 TP ECAG GCMFR GCMFR D5 NCMFR MANUAL AUTO MANUAL MANUAL 3 CLAIMED CHF FROS FROG DEC 201 TP ECAG GCMFR GCMFR E NCMFR PENDING AUTO PENDING REJECTED 4 REFUSED CHF FROS FROG DEC 201 2015 04 22 08 34 13 Operation performed successfully clear log Give up Overview window Functionality Below the filter area there is a number of buttons to accept or cancel a pending give up request These buttons are active if all selected give up requests are in pending state Requests that have successfully been claimed or that have been cancelled refused cannot be cancelled or confirmed again Note Clicking a button to confirm or cancel a give up request immediately triggers the respective function There is no warning dialogue to confirm the action again Accept This button is available if one or more pending requests have been selected It is used by the Clearing Member to confirm the give up of the selected transactions from his NCM RC After a give up request has been confirmed the Accept bu
12. Overview 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 Pomme oe mee mee PIE XEUR GCMFR NCMFR 605 CHF CONF JUN 2014 0 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 3465 4 Transaction O C Adjustment CA SSS SSS 0 ESS a c Submit Revert Cancel clear log Transaction O C Adjustment window Derivatives Clearing GUI User Manual Page 52 4 10 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 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 displayed 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 displayed and vice versa The provided text fields Text 1 Text 2 Text 3 can optionally be us
13. 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 10 days before expiry the user is asked to enter a new password Initially this is optional When the password has expired the user is automatically redirected to the Change Password tab after the login and must enter a new password After three unsuccessful attempts to set a new password the user account is locked and the user must request a password reset from his service 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 20
14. Sel Filename Size Download timestamp __ Rows _ Filter clear export 2014 May 27 104219 xml 26 KB 2014 05 27 10 42 19 33 TranDate 2012 12 18 Listedinstruments true IncludeExpired true curentBusinessDate 2012 clesr export 2014 May 27 104254 xls 7KB 2014 05 27 10 42 54 5 ListedInstruments true MaturityFrom 201312 ProductSymbol filteringOption EQUALS TranDat clesr export 20 14 May 27 104348 csv 772 bytes 2014 05 27 10 43 48 6 ListedInstruments true Exercised true AccountSponsor GCMFR Unexercised true AccountOw 4 Refresh Clear selected Clear all Cancel Downloads window 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 Derivatives Clearing GUI User Manual Page 116 4 35 3 4 36 4 36 1 4 36 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Downloads Buttons Button Description Refresh Reloads the list of requested exports which are ready for download Clear selected
15. an error message is displayed in the message log Derivatives Clearing GUI User Manual Page 51 4 9 3 4 10 4 10 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Transaction Account Transfer Fields Field Description To Exch Member This field can only be used by Clearing Members to transfer transactions between their own accounts and their RCs accounts 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 Text 1 This is an optional free text field Text 2 This is an optional free text field Text 3 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
16. 300 00000000 0 00000 0 00000 0 0000 9 90000 607 D XEUR GCMFR NCMFR 605 EUR FIAF JUN 20140 300 00000000 0 00000 0 00000 0 00000 0 00000 618 D xEUR GCMFR NOMFR ARA EUR FDAX DEC 20130 150 00000000 0 00000 0 00000 0 0000 9 90000 908 D XEUR GCMFR NCMFR AAA EUR FDAX JUN 20140 550 00000000 0 00000 0 00000 0 00000 0 00000 9s2 D EUR GCMFR NOMFR ARA EUR FDAX MAR 20140 350 0000000 0 00000 0 00000 0 00000 0 00000 SRE D XEUR GCMFR NCMFR DS CHF CONF DEC 20130 50 00000000 0 00000 0 00000 0 00000 0 00000 4c PD XEUR GCMFR NCMFR D5 CHF CONF JUN 2014 0 50 00000000 0 00000 0 00000 0 00000 0 00000 104 D XEUR GCMFR NCMFR DS CHF CONF MAR 2014 0 50 00000000 0 00000 0 00000 0 00000 0 00000 x F XEUR GCMFR NCMFR Ds CHF FROG DEC 20130 50 00000000 0 00000 0 00000 10 00000 10 00000 788 F XEUR GCMFR NCMFR D5 CHF FROG JUN 20140 50 00000000 0 00000 0 00000 0 00000 0 00000 8x9 D xEUR GCMFR NOMFR Ds CHF FROG MAR 20140 50 00000000 0 00000 0 00000 0 00000 0 00000 847 F XEUR GCMFR NCMFR D5 EUR FGBS DEC 20130 50 00000000 0 00000 0 00000 0 00000 0 00000 240 D xEUR GcMFR NOMFR Ds EUR FGBS JUN 20140 50 00000000 0 00000 0 00000 0 0000 0 00000 405 s XEUR GCMFR NCMFR Ds EUR FGBS MAR 2014 0 50 00000000 0 00000 0 00000 0 00000 0 00000 3BF D xEUR GCMFR NOMFR Ds EUR FIAF DEC 20130 50 00000000 0 00000 1 0000 0 00000 0 00000 2E F XEUR GCMFR NCMFR DS EUR FIAF JAN 2014 0 50 00000000 0 00000 0 00000 0 00000 0 00000 so7 2015 07 28 09 30 23 Operation performed successfully clear log Functionality
17. As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Take up Maintenance Fields Field Description To Clg Mbr This field is mandatory It defines the Clearing Member who is the sponsor of the take up account This Clearing Member has to confirm the take up To Account Name This field is mandatory if no account has been proposed by the give up member It is the account to which the transactions are taken up to Text 1 This is an optional free text field If it is left blank the proposal entered by the give up member is taken Text 2 This is an optional free text field If it is left blank the proposal entered by the give up member is taken Text 3 This is an optional free text field If it is left blank the proposal entered by the give up member is taken Link Member ID This is an optional free text field If it is left blank the proposal entered by the give up member is taken Link Beneficiary This is an optional free text field If it is left blank the proposal entered by the give up member is taken O C Defines whether the transactions are taken up to open or to close By default No Change is selected i e the proposals entered by the give up member are taken If the give up member has not proposed an open close indicator the transactions are taken up to open Take up Maintenance Buttons Button Description Submit This button is only active if
18. 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 password of the logged in user or on behalf of another user Reset Password close EJ Userld NCMFRCLRO01 Generate Password 102 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 The reset password is vali
19. 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 Text 1 This is an optional free text field Text 2 This is an optional free text field Text 3 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 s 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 Transfer 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 Transaction Account Transfer close El Original Transaction
20. GUI User Manual Page 43 4 7 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Transaction Overview Filter criteria Filter Product Line C P Curr Product Flex Contract ID Maturity From Maturity To Expiration From Expiration To Listed Instruments Flexible Instruments Strike From Strike To Version Exercise Style Settlement Method Clg Mbr Position ID NCM RC Account Name Tran Date From Tran Time From Tran Date To Tran Time To Tran Type Derivatives Clearing GUI Description Filter for options or futures transactions Filter for call or put contracts Filter for transactions with certain currencies Filter for transactions with certain products Filter for transactions with a certain flexible instrument Filter for transactions with listed instruments with a maturity of or later than the specified date Filter for transactions with listed instruments with a maturity of or earlier than the specified date Filter for transactions with instruments which expire on or after the specified date Filter for transactions with instruments which expire on or before the specified date If this check box is selected transactions with listed instruments are shown If this check box is selected transactions with flexible instruments are shown Filter for contracts
21. Method Y Party Cig Mbr NCM RC Account Name equals Y Inquire Clear xml xls csv Sample filter area Multiple values The filters for Product Clg Mbr NCM RC and Account Name 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 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
22. Physical 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 nquire button is disabled Include positions into the inquiry result which have already expired This check box is selected by default Filter for positions with a certain Position ID Derivatives Clearing GUI User Manual Page 24 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Position Overview Buttons Button Detail Close Out Re open Position Transfer Exercise Description This button is only active if a single position is selected lt 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 It opens the Position Close Out Re open window to close or re open the selected position 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 positi
23. Text 3 Proposal for the free text field Approver ID User ID of the approving user This filed must be filled if the Four Eye Principle is required Password Password of the approving user Position Transfer Entry Buttons Button Description Calculate This button is only active if a Cash Adjustment Price has been entered 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 Revert Reverts all changes entered since the window was opened Cancel Cancels the adjustment without any changes and closes the overlay window Position Transfer Overview Description The Position Transfer Overview window can be accessed from the Transaction Management menu in the main menu lt displays external position transfer requests A Non Clearing Member can inquire own transfer requests A Clearing Member can inquire own transfer requests as well as requests entered by his NCMs and RCs The window consists of two separate tabs to inquire for position transfers in which the user is on the sending or receiving side In order to list only transfer requests of interest a filter function is provided At the top of the window there are various filter fields Upon inquiry all requests matching the selected filter criteria are listed in the table Derivatives Clearing GUI User Manual Page 32
24. 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 clearing 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 are currently not available for offer sale or trading in the United States or by United States persons other than EURO STOXX 50 Index Futures EURO STOXX 50 ex Financials Index Futures EURO STOXX Select Dividend 30 Index Futures EURO STOXX Index Futures EURO STOXX Large Mid Small Index Futures STOXX Europe 50 Index Futures STOXX Europe 600 Index Futures STOXX Europe 600 Banks Industrial Goods amp Services Insurance Media Travel amp Leisure Utilities Futures STOXX Europe Large Mid Small 200 Index Futures Dow Jones Global Titans 50 IndexSM Futures EUR amp USD DAX MDAX TecDAX Futures SMIM Futures SLI Swiss Leader Index Futures MSCI Wor
25. Transaction Management menu in the main menu It displays pending confirmed and cancelled rejected give up requests A Non Clearing Member can inquire own give up requests A Clearing Member can inquire own give up requests as well as requests entered by his NCMs and RCs In order to list only give up requests of interest a filter function is provided At the top of the window there are various filter fields Upon inquiry all requests matching the selected filter criteria are listed in the table Derivatives Clearing GUI User Manual Page 56 4 12 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 NY Give up Overview maf eurex clearing STITT LA ew TTT RAAT 4 Downloads 0 Logged in GCMFRCLROO1 Logout Help Menu Switch Transaction Management Settlement Account Management File Upload Automatic Processing Y Main Fiter Cleared Instrument Transaction Product Line Y oP Y Curr Trade Date From Trade Date To Product equas v Flex Contract D equals Business Date From Business Date To Maturity From Maturity To O kitai tame Transaction 1D Expiration From Expiration To Flexible Instruments Allocation Sirke From Sirke To Version ToNCMRC Exercise Settement Er Fewer Aocation ID Alloc Status Claimed Pending Cancelled Refused Party S sun oe Inquire Clear xml xls csv Selected 1 Displaying items from 1 to 7 of 7 5 E e o Fromciambr
26. XEUR GCMFR GCMFR 2013 12 18 P SBVN JUN 2014 4500 STANDARD_CONTRACT AMERICAN PHYSICAL 321 280 2014 06 19 2015 04 09 10 50 40 Operation performed successfully clear log Exercise Assignment Overview window 4 17 2 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 occurs a message is displayed in the message log Derivatives Clearing GUI User Manual Page 77 4 17 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Exercise Assignment Overview Filter criteria Filter Product Line C P Curr Product Flex Contract ID Maturity From Maturity To Expiration From Expiration To Listed Instruments Flexible Instruments Strike From Strike To Version Exercise Style Settlement Method Clg Mbr NCM RC Account Name Tran Date Exercised Assigned Position ID 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 currencies Filter for positions in certain products Filter for positions in a certain flexible instrument Filter for positions in listed instruments with a
27. 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 External 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 98 4 26 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Upload External Position Transfer Filter criteria Filter INVALID VALID PROCESSED REJECTED Description If this check box is selected the list of position transfer transactions parsed from the uploaded file contains all records with status INVALID If this check box is selected the list of position transfer transactions parsed from the uploaded file contains all records with status VALID If this check box is selected the list of position transfer transactions parsed from the u
28. available if one or more pending requests have been selected It is used by the Clearing Member to confirm the give up of the selected transactions from his NCM RC Cancel By NCM This button is available if one or more pending requests have been selected RC It is used by the initiating NCM RC to cancel the give up process of the selected transactions Cancel By Clg This button is available if one or more pending requests have been selected Mbr It is used by the Clearing Member to cancel the give up of the selected transactions from his NCM RC Cancel New This button is only active if a single give up request has been selected It opens the Give up Maintenance window prefilled with the information of the original give up request In this window the user can modify the prefilled data Clicking the Submit button on the Give up Maintenance window will cancel the previously selected give up request and start a new give up process with the entered information Give up Overview Table columns Column Description Exchange Exchange ID From Clg Mbr Clearing Member of the initiating NCM RC From NCM RC Initiating Non Clearing Member or Registered Customer From Account Account on which the transaction is booked Name To NCM RC Exchange member to whom the transaction was given up to take up member From Clg Mbr Confirmation status of the give up CM Conf From NCM RC Confirmation status of the give up NCM RC Conf To Clg Mbr Con
29. eee ee 54 Transaction Adjustment 00 0 cee 54 Description edson tar oran rara ae 54 FUNCUONA I Y sc iii a aba 54 Screen elements la AAA AA 56 GiVe Up OVO VIO W s sitea acia o rat ar hae ne Bim a AEC ar e clan 56 Descriptiva brian iaia d a ai dre ang bd ded Meta ae BS Bie oe 56 Functionality eS cae each rs ga teks aida TENE AENEASE AEE 57 Screen elements osure niaaa 00 cee eee eee 59 Give up Maintenance 0 00 cee ee 62 DeSCriPlION vesical ehdale et 62 Functionally xica ea ade NR es deka ads 62 Screen elements vi ir a ena a a hese ae E EA os 63 Take Up OVerVieW iisas ia a a A a a Rc a 64 Description egia bi rr dd a e o a ree 64 Functionality es dare ar id Ae 64 Sereen elements ii a ee ds 66 Take up Maintenance ocoocoooococ ees 69 DeScription sudor arar iaa aa 69 PUNCHONAIINY su cion aaa aba 69 screen elements va a a hee AAA 71 Exercise OVerVIeW i issam a a aa Eaa A ea od AL 71 DeSCripllON eiia saimi reaa rr e rt a ad ada a ae 71 Functionality cubrir a da date bead ge hae 72 Screen element e465 45 44a een a eae dead ees aoe baad ca 74 Exercise Assignment Overview 0000 e eee eee eee eee eee 76 DeScription seiss gaies gana i n a d i a a ai a a 76 FUNGCHONAIILY cs cai das 77 Screen elements 3 04 2 542467 A hare ae haa ee dtagy ee ale ded 78 Deliverable Position Overview 20 00 eee eee eee 79 Description e aies iene Gamay ae E eae Lada pe Ma he Rea Od BS Fa ped 79 Functiona
30. filter field Selected 2 Gear selection CHF SWISS FRANCS O ERER 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 below 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 MET TE Ses 12 20 4 E wE 586078 8 1 11 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 If a filter check box is selected the respective criterion is contained in the inquiry result Radio buttons Radio buttons give the opportunity to select one out of several mutually exclusive options Usually it is mandatory to choos
31. for the privilege Custom entitlement settings for a privilege can be limited to an account Therefore the Act Range field must be filled with the account name for which the setting should be effective For all accounts outside the specified account range the default entitlement level of the respective privilege applies To apply the level to all accounts of the user ALL must be entered into the Act Range field This is the default setting Derivatives Clearing GUI User Manual Page 106 4 29 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Download Entitlement Settings The De Assign User Role window allows to download the current entitlement profile of the selected user Clicking the Download button saves the complete entitlement profile of the user in CSV format It includes the role assignments and all entitlement settings Upload Entitlement Settings Previously downloaded entitlement settings can be uploaded for a different user The file selection button is only active if the Assigned Roles list is empty when the De Assign User Role window is opened Clicking the Browse button opens a selection window to import a file into the system After successful upload the Assigned Roles list is updated based on the file content Entitlement details contained in the file can be viewed by clicking the Entitlement Details button The uploaded
32. give up member to propose a free text Ref O C Optional field entered by the give up member to propose a take up to open or to close Take up Maintenance Description The Take up Maintenance window is an overlay window accessed from the Take up Overview window which allows to claim transactions given up by another exchange member It summarizes the details of the transactions to be taken up in a table Below this table there are various fields to enter the take up information Take up Maintenance close EJ Transactions Help Displaying items from 1 to 1 of 1 a7 ER Conf Conf Conf Conf XEUR GCMFR GCMFR NCMFR AS PENDING AUTO PENDING PENDING 6 ALLOCATION_ CHF Take up To Cig Mbr GCMFR To Account Name A5 Link Member ID if Link Beneficiary O C No Change Submit Revert Cancel clear log Take up Maintenance window Functionality One or multiple transactions listed in the Take up Overview window can be selected for take up Their details are displayed in the Take up Overview window All of the transactions can be taken up at once by filling in the provided entry fields Derivatives Clearing GUI User Manual Page 69 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions To take up transactions from another exchange member the take up account must be entered in the To Account Name field and the Clearing Member who is t
33. 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 limited 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 12 2 2 5 2 2 6 2 2 7 2 2 8 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 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
34. inquire ITM configurations of their NCM RCs but not edit them Sith RY ITM Config for Auto Exercise mul eurex clearing AN ETA Downloads 0 Logged in GCMFRCLR001 Logout Help Menu Switch Transaction Management Settlement Account Management File Upload Automatic Processing Y Main Fiter ES A Product Inquire Clear xmi xls csv Add Configuration Modify Configuration Delete Configuration Selected 4 Displaying items from 1 to 7 of 7 r ECAG ECAG ECAG oot r ECAG GCMFR GCMFR AL ALV 0 03 EUR r ECAG GCMFR GCMFR a opax 4 06 EUR r ECAG GCMFR GCMFR AS av 4 05 EUR r ECAG GCMFR GCMFR AS ODAX 1 04 EUR r ECAG GCMFR GCMFR AS ODAX 1 04 EUR clear log ITM Config for Auto Exercise window If there is no ITM amount configured for a particular product account combination the standard amount configured by Eurex Clearing applies This standard amount is always shown in the display table for the Root account It cannot be deleted or modified by the user Functionality The ITM Config for Auto Exercise window allows to maintain the minimum in the money amount from which an option position is automatically exercised A configuration can be maintained per product account combination The Add Configuration button is always available to add a new configuration Clicking this button opens the TM Config Maintenance window to enter the necessary information Existing configurations can be modified by clickin
35. of the records If this is not the case the entry field is blank The updated information can be previewed in the particular fields in the list of the pending transfers 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 pending position transfers until the request is actually submitted The original transfer details are shown as a tooltip by hovering with the mouse over the respective entry in the details table The Submit button is active if the To Clg Mbr and the To Account Name are entered for each of the selected position transfers In case the logged in user is only entitled to claim external position transfers with cash with a Four Eye approval a second user must enter his credentials into the Approver ID and Password fields After submitting the confirmation request the Position Transfer Claim window is closed automatically and the Position Transfer Overview window is inquired again to show the updated information If an error occurs the Position Transfer Claim window remains open and an error message is displayed in the message log Derivatives Clearing GUI User Manual Page 40 4 6 3 4 7 4 7 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Position Transfer Claim Fiel
36. on certain accounts Position ID Filter for positions with a certain Position ID Notified If this check box is selected positions with a notified quantity greater zero are shown Un notified If this check box is selected positions with an open short quantity greater zero are shown Notification Overview Buttons Button Description Details This button is only active if one position is selected from the display table Clicking this button opens the Notification Detail Overview window Notification 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 Product Product ID Maturity Maturity date of the contract Instrument The instrument symbol summarizes the contract parameters It consists of Symbol the product name its maturity the strike price and the version of the contract Open Short Up to date open short position Notified Qty Quantity that has been notified Designated GU Short quantity that has been designated for give up Short Derivatives Clearing GUI User Manual Page 84 4 20 4 20 1 4 20 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Notification Overview Table columns Column Description Designa
37. or Registered Customer Filter for transfers from to certain accounts Filter for position transfers with a certain allocation ID Filter for position transfers with a certain transaction ID User Manual Page 36 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Position Transfer Overview Filter criteria Filter Description Alloc Status Filter for position transfers with a certain status by selecting any combination of the Claimed Pending Cancelled and Refused check boxes Tran Date Filter for position transfers initiated on a certain date Include expired Include positions into the inquiry result which have already expired This positions check box is selected by default Position Transfer Overview Buttons Button Description Accept This button is available if one or more pending requests have been selected It is used by the Clearing Member to confirm the transfer of the selected positions from his NCM RC Cancel By Clg This button is available if one or more pending requests have been selected Mbr It is used by the Clearing Member to cancel the transfer of the selected positions from his NCM RC Cancel By NCM This button is available if one or more pending requests have been selected RC It is used by the initiating NCM RC to cancel the transfer process of the selected positions Copy This button is only active if a single tra
38. selection window to choose the file to be uploaded Filter Filters the list of uploaded configurations according to the selected check boxes Derivatives Clearing GUI User Manual Page 102 4 28 4 28 1 4 28 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Upload ITM Configuration Buttons Button Description Reset Resets the filter check boxes 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 configurations Cancel Cancels the upload and closes the overlay window User Entitlement Maintenance Description The User Entitlement Maintenance window can be accessed from the Participant Management menu in the main menu lt allows to assign and de assign user roles and to modify user privileges e MN User Entitlement Maintenance mmf eurex clearing AAA TOA Downloads 0 Logged in GCMFRCLROO1 Password Reset Logout Help Menu Switch Participant Management Y Main Fiter Participant GCMFR User Role Al Users w o assigned role Inquire Clear xml xls csv Role Assignment Selected 1 Displaying items from 1 to 20 of 20 a7 N GCMFRBATRAA GCMFRBATRAX N GCMFRCLR002 2015 09 07 10 47 53 193 No approy ndng GCMFRCLR003 Four Eye Request GCMFRCLR007 GCMFRFEX001 GCMFRFIX9
39. settings can be modified before they are finally applied After successfully submitting the changes by clicking the Submit button the De Assign User Role window is closed automatically If an error occurs a message is displayed in the message log Screen elements De Assign User Role Buttons Button Description Download Downloads the current entitlement profile in CSV format Browse Opens the file selection window to choose the file to be uploaded Entitlement This button is only active if at least one role from the Assigned Roles list is Details selected Clicking the button populates the display table with the entitlement settings of the selected roles Submit This button is only active if any role assignment was changed Clicking the Submit button submits a request to change the role assignments and closes the overlay window Cancel Cancels the adjustment without any changes and closes the overlay window De Assign User Role Table columns Column Description Privilege ID Privilege identifier Privilege Description of the privilege Description Privilege Type Type of the privilege Level Entitlement level assigned to the privilege Max Level Maximum entitlement level that can be assigned to the privilege Act Range Account range or individual account name for which the privilege is effective Derivatives Clearing GUI User Manual Page 107 4 30 4 30 1 4 30 2 Eurex Clearing C7 Derivatives Cl
40. sponsor of the entered target account to confirm the selected position transfers to his NCM RC After a transfer has been confirmed the Confirm button becomes inactive since the request cannot be confirmed again Reject By NCM RC This button is available if one or more pending requests have been selected It is used by the target NCM RC to reject the selected position transfers Reject By Clg Mbr This button is available if one or more pending requests have been selected It is used by the Clearing Member who is the sponsor of the entered target account to reject the selected position transfers to his NCM RC Derivatives Clearing GUI User Manual Page 35 4 5 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Position Transfer Overview Filter criteria Filter Clg Mbr NCM RC Account Name Product Line C P Product Flexible Contract ID Curr Maturity From Maturity To Expiration From Expiration To Listed Instruments Flexible Instruments Strike From Strike To Version Exercise Style Settlement Method Clg Mbr NCM RC Account Name Allocation ID Transaction ID Derivatives Clearing GUI Description Filter for position transfers from to a certain Clearing Member Filter for position transfers from to a certain Non Clearing Member or Registered Customer Filter for posit
41. the give up CM Conf From NCM RC Confirmation status of the give up NCM RC Conf To Clg Mbr Conf Confirmation status of the take up CM To NCM RC Conf Confirmation status of the take up NCM RC Derivatives Clearing GUI User Manual Page 67 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Take up Overview Table columns Column Description Allocation ID Unique identifier of the give up request Alloc Status Status of the give up request 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 Expiration Date Expiration date of the flexible contract Flexible Contract Flexible Contract ID ID 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 Instrument Type Listed or flexible instrument Exercise Style Exercise style of option positions American or European Settlement Settlement method Cash or Physical Method Tran ID Transaction identifier Suffix ID Counter which is incremented with every modification of the transaction Trade Date Trade date of the given up transaction Business Date Date the give up request was generated Tran Date Transacti
42. 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 14 2 3 2 2 3 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 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 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 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 ascend
43. unchanged If an alternative text is entered into one of the fields this entry is applied to the respective field in every transaction listed in the window The updated information 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 check box 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 changes apply to all of the transactions listed in the display table in the same way The Submit button is always active even if no change has been entered In this case the transaction information will not be changed by the adjustment request Only the values in Tran Date and Tran Time are updated and the Suffix ID is incremented After submitting the adjustment request by clicking the Submit button all successfully adjusted transactions are removed from the display table If all adjus
44. used to calculate simulated ITM amounts In this case the TM Per Contract and ITM Total columns in the display table are filled with the Derivatives Clearing GUI User Manual Page 72 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions simulated ITM amounts and the Price Flag column indicates that a user defined price was used for the calculation Below the list of positions there are individual tabs for manual exercise and for abandoning 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 lt 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 If the user tries to exercise positions that are currently out of the money a warning message is displayed Only if this warning is confirmed the position is exercised In case the entering user is only entitled to exercise positions with a Four Eye approval a second user must enter his credential
45. wa Gna Gee oe We ae ode Baa a gee 39 Derivatives Clearing GUI User Manual Page 4 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 4 6 2 4 6 3 4 7 1 4 7 2 4 7 3 4 8 1 4 8 2 4 8 3 4 9 1 4 9 2 4 9 3 4 10 4 10 1 4 10 2 4 10 3 4 11 4 11 1 4 11 2 4 11 3 4 12 4 12 1 4 12 2 4 12 3 4 13 4 13 1 4 13 2 4 13 3 4 14 4 14 1 4 14 2 4 14 3 4 15 4 15 1 4 15 2 4 15 3 4 16 4 16 1 4 16 2 4 16 3 4 17 4 17 1 4 17 2 4 17 3 4 18 4 18 1 4 18 2 4 18 3 4 19 4 19 1 4 19 2 4 19 3 4 20 Functionality siccencsp ida betta A dduched wane ede eae wees 40 Screen elements ese eke eae t RA ERAGE Ree Ce OE Eh eae ae 41 Transaction Overview 02 0 cece ee eee 41 Description obio datar a gag dled aad ohare 41 Functionality gt sir AAA adden ied dangled dale eee 42 Screen elements i e 2a sra dr a Aa 44 Transaction Separati0N oooooccornrnnrn ee 48 DESCHAP ION sesa cade rada dd a dada a 48 FUNCHONAIIY rererere a or dadas 49 Screen elements 2 Aa ye hes 50 Transaction Account Transfer ooococoooooroo nn nnan 50 Despo osaga aimi rar ae 50 Functionality soseen Danar EEAO deadiadangs beaded EER 51 Screen elements vor A Geta ay ee ae des 52 Transaction O C Adjustment 2 000 eee eee 52 DescrIptiO c 4505420e e4a ae diaa eiad a aaa e o a B46 aet 52 FUNCIONA 2 345 Sd he oaks ar ii dad cates 53 Screen elements 0 000 0c cee tee
46. 000 si D xEUR GCMFR NCMFR Ds C BTE DEC 2013240 0 STANDARD_CONTRACT AMERICAN PHYSICAL 2013 12 18 2013 12 18 150 00 75 000000 a T XEUR GCMFR GOMFR Ds C BTE DEC 2013 2400 STANDARD_CONTRACT AMERICAN PHYSICAL 2013 12 18 2013 12 18 155 00 25 000000 D XEUR GCMFR NCMFR Ex C ALV DEC 2013 1900 FLEX_CONTRACT AMERICAN ALV6 PHYSICAL 2013 12 18 2013 12 18 130 00 25 000000 s T XEUR GCMFR GOMFR ex FGBS DEC 20130 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 2013 12 18 2013 12 18 310 00 50 000000 El D xEUR GCMFR GCMFR exw P BAS DEC 2013440 STANDARD_CONTRACT AMERICAN PHYSICAL 2013 12 18 2013 12 18 250 00 10 000000 2015 09 03 10 10 50 Operation performed successfully clear log Deliverable Position Overview window Functionality On the expiration day of futures contracts C7 randomly allocates holders of short positions to the holders of long positions requiring physical delivery of the underlying securities Similarly when a long position in options is exercised C7 randomly selects an option seller from among all open short positions of the same options series who will be assigned the exercise and thus is obliged to deliver or receive the underlying securities As soon as the allocation process for futures and the assignment process for options has been completed the deliverable positions can be inquired in the Deliverable Position Overview window The display table shows which underlying has to be delivered or will be received Historical data can be inquired for 5
47. 3 5 Exercise Flex Settlement Exch Cig Mbr NCMRC C Instrument S instrument T Order i Tran ID r seen speedy creta det CHF Tos XEUR GCMFR GCMFR 605 P SBVN JAN 20 STANDARD_C AMERICAN PHYSICAL 0004L0P0G XEUR GCMFR GCMFR 605 EUR P ALV DEC 201 STANDARD_C AMERICAN PHYSICAL 0004L00VO OHD XEUR GCMFR GCMFR 605 EUR C BAS DEC 20 STANDARD_C AMERICAN PHYSICAL 0004L0P1K UJD Give up To NCM RC NCMFR To Account Name Ref Text 1 U Ref Text 2 Z Ref Text 3 Ref Link Member ID IM Ref Link Beneficiary Ref O C LJ No Change Y Submit Revert Cancel clear log Give up Maintenance window Functionality Any number of transactions listed in the Transaction Overview window can be selected for a give up Their details are displayed in the Give up Maintenance window All of the transactions can be given up at once by filling in the provided entry fields To give up transactions to another exchange member the target member must be entered in the To NCM RC field This field is mandatory All the other entry fields can be filled optionally and will be shown to the take up member as a proposal By default all the reference fields Ref show No Change i e the individual entries of the original transactions will be suggested to the take up member If text is entered into a reference field it applies to all of the transactions selected for give up The respective Ref column in the transactions table is updated ac
48. 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Take up Maintenance window in which the user can enter the necessary information to claim the allocated transactions Confirm This button is available if one or more pending requests have been selected for which the target NCM RC has already specified the take up account and the associated Clearing Member It is used by the Clearing Member who is the sponsor of the entered take up account to confirm the take up of the selected transactions by his NCM RC After a take up has been confirmed the Confirm button becomes inactive since the request cannot be confirmed again Reject By NCM RC This button is available if one or more pending requests have been selected It is used by the target NCM RC to reject the take up of the selected transactions Reject By Clg Mbr This button is available if one or more pending requests have been selected It is used by the Clearing Member who is the sponsor of the entered take up account to reject the take up of the selected transactions by his NCM RC Derivatives Clearing GUI User Manual Page 65 4 14 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Take up Overview Filter criteria Filter Product Line C P Curr Product Flex Contract ID Maturity From Maturity To Expiration From Expirat
49. 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Upload ITM Configurations Description The Upload ITM Configurations window can be accessed from the File Upload menu in the main menu It allows to add ITM configurations for multiple product account combinations at once by uploading a file in CSV format Upload ITM Configurations close EJ Help 1 Select file for Upload Upload File Datei ausw hlen Min ITM Amount Upload csv 2 Process uploaded ITM Configuration ITM Configuration Status W VALID 4 INVALID Y UPDATED Y ADDED W NONE Filter Reset csv template Selected 2 Displaying items from 1 to 2 of 2 pz com AAA A aamen AL ALV 0 3 5 0 NCMFR NCMFR NCMFR NCMFR As OGBS 1 Submit Cancel Upload ITM Configuration window Functionality Clicking the Browse button opens a selection window to import a file into the system The uploaded file must contain the configuration parameters as a list of comma separated values Each line represents one product account combination and must follow a certain pattern AccountSponsor AccountOwner AccountName Product MinItmAmount Sample ITM Config upload file AccountSponsor AccountOwner AccountName Product MinItmAmount GCMFR NCMER Al SBVN 0 50 If the file does not comply with this format an error messa
50. 90 Description ooo 90 Functionally ri rad AAA 91 Screen elements o 91 Upload Position Close Out ccccccccc ee 92 Description ooooooooooooo ete 92 Functionality vocacion ede 92 Screen elementS o 93 Upload Internal Position Transfer o oooooooocnrnrrnnoorn ma 94 Description oooooooooooooo 94 Functionally eir erernu seia A ra Legge ee 95 Screen elementS o 96 Upload External Position Transfer 000 eee eee 97 Description 2 000 eee eee 97 Functionality 27c sa4 she RA AAA 98 Screen elementS 0000 cece ee ete eee 99 Upload ITM Configurations 000 teens 101 Description 0 0 0 101 Functionally a40 2 2ea0 ar a beh id eea bee easaeia cae las 101 Screen elementS 0000 cece eee ete eee eee 102 User Entitlement Maintenance 0 0c eee eee eee 103 Description 000s 103 Functionality t ecaaseha ch gaaydetad aa ant 103 Screen elements 0000 ccc 104 De Assign User Role ooooooocococcr eee eens 105 Description 0 00s 105 Functionality os rolas rr ia ee ee as 106 Screen elements 000 cece eee eee eee eee 107 Modify User Privileges 1 0 0 00 ccc eee eee eee eee 108 Description 0 2 000 eee 108 Functionality 4 7 094 54002004 4e4ey deat Mhagdede a ts 108 Screen elements 00 ccc eee eee teen eee eee 109 Four Eye Principle Entitlem
51. 99 GCMFRLDAP09 N N N N n N GCMFRLTROD N N GCMFRLTROO3 N GCMFRMBRSPV N GCMFRSECO01 N GCMFRSEC002 N GCMFRSEC003 N GCMFRTROOOI N GCMFRTRD002 r r R r r r r r r r I GCMFRLTRO02 r r r r r r D Fo GCMFRTRDOO3 N GCMFRURDOO1 N No 2015 09 07 11 03 39 Inquiry Successfully Processed L lear log User Entitlement Maintenance window Functionality The list of users is populated based on the filter criteria One of these users can be selected via a check box Each of the users with a pending Four Eye request has a button called Pending Four Eye Request in the Pending Request column Clicking on this button opens a window showing the pending Four Eye request related to entitlement maintenance for this user Based on the type of activity pending the corresponding detail window is opened Derivatives Clearing GUI User Manual Page 103 4 28 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Role Assignment The Role Assignment button is only active if exactly one user has been selected from the display table Clicking the button opens the De Assign User Role window where the user can assign and de assign roles to the selected user Modify Privileges The Modify Privileges button is only active if exactly one user has been selected from the display table Clicking the button opens the Modify
52. AR 20140 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 3406 25 o D xeUR GCMFR NOMFR 0s cur CONF JUN 20140 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 2405 350 o DER GcMFR NOMFR 60s CHF CONF JUN 20140 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 3466 am o Mansanas ve OI D xeuR GCMFR NCMFR 605 CHF FROG DEC 20130 STANDARD_CONTRACT NO_EXERCISE cash 3006 FTC o D xeuR GCMFR NCMFR 605 CHF FROG MAR 20140 STANDARD_CONTRACT No_EXERCISE CASH 3945 HHC o D xeur GCMFR NCMFR 605 CHF FROG MAR 20140 STANDARD_CONTRACT NO_EXERCISE Cash 3946 hue o D xeuR GCMFR NOMFR sos CHF FROG JUN 20140 STANDARD_CONTRACT NO_EXERCISE CASH 4005 Ka o D xeur GCMFR NCMFR 60s CHF FROG JUN 20140 STANDARD_CONTRACT NO_EXERCISE cash 4006 Keo o D xeuR GoMFR OMR sos CHF C SBVN MAR 2014 475 0 STANDARD_CONTRACT AMERICAN PHYSICAL 4218 omo o D XEUR GCMFR NCMFR 60s CHF C SBVN MAR 2014 475 0 STANDARD_CONTRACT AMERICAN PHYSICAL 4298 su o D xeur GCMFR OMR 605 CHF P SBVN MAR 2014 475 0 STANDARD_CONTRACT AMERICAN PHYSICAL 4258 RFA o D xeuR GCMFR NCMFR 60s CHF P SBVN MAR 2014 475 0 STANDARD_CONTRACT AMERICAN PHYSICAL 4338 Tor o D xeuR GoMFR OMR 605 EUR C ALV DEC 2013 1900 STANDARD_CONTRACT AMERICAN PHYSICAL 4138 oos o E xeuR GCMFR NCMFR 605 EUR P ALV DEC 20133100 STANDARD_CONTRACT AMERICAN PHYSICAL 4178 Psc o Ace Buy Qty Acc Sell Qty Avg Buy Pre Avg Sell Pre Current Long Current Short 2015 09 02 15 25 02 Operation performed successfull clear log Transaction Overview window If the window is open
53. BVN MAR14 475 000000 0 10 20 A2 SourceText1 SourceText2 SourceText3 TargetText1 TargetText2 TargetText3 SGCMFR NCMFRY al We METAR VELADO E S2015 S01S17 WE 87 SPT Se WISA Nr A2 SourceText1 SourceText2 SourceText3 TargetText1 TargetText2 TargetText3 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 Internal 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 95 Eurex Cle
54. CISE PHYSICAL 2013 12 18 o o D EUR GCMFR NOMFR 60s EUR FGBS MAR 20140 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 2012 12 18 o o D xEUR GcMFR NOMFR 605 EUR FGBS JUN 20140 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 2012 12 18 o o D xeuR GcMFR NOMFR 60s EUR FIAF DEC 20130 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 2012 12 18 o o D xeuR GCMFR NOMFR 0s EUR FIAF JAN 20140 FLEX_CONTRACT NO_EXERCISE FIAZ PHYSICAL 2013 12 18 o o D EUR GCMFR NOMFR 605 EUR FIAF JUN 20140 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 20131218 o o D xXEUR GCMFR NCMFR 605 EUR P ALV DEC 20133100 STANDARD_CONTRACT AMERICAN PHYSICAL 2013 12 18 o o D xXEUR GCMFR NCMFR 605 EUR PEAS DEC 2013 440 STANDARD_CONTRACT AMERICAN PHYSICAL 2013 12 18 o o DER GCMFR NOMFR as EUR FDAX DEC 20130 STANDARD_CONTRACT NO_EXERCISE CASH 2013 12 18 o o D xeur GCMFR NCMFR AS EUR FDAX MAR 20140 STANDARD_CONTRACT NO_EXERCISE CASH 2013 12 18 o o D xeuR GCMFR NOMFR AB EUR FDAX JUN 20140 STANDARD_CONTRACT NO_EXERCISE Cash 2013 12 18 o o D xeuR GcMFR OMR as EUR C ODAX DEC 2013 5400 0 STANDARD_CONTRACT EUROPEAN CASH 2013 12 18 o o D xEuR GCMFR NOMFR AB EUR P ODAX DEC 2013 54000 STANDARD_CONTRACT EUROPEAN Cash 2013 12 18 o o D xeur GoMFR OMR Ds EUR FGBS DEC 20130 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 2013 12 18 o o D xeur GCMFR NCMFR Ds EUR FGBS MAR 20140 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 2013 12 18 o o gt 2015 09 02 09 10 23 Operation performed successful clear log Position Overview window Functionality Below the filt
55. Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 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 If the user meets the described prerequisites the Derivatives Clearing GUI can be accessed via the following URLs e Simulation https simulation eurexclearing com 9443 C7_GUI e Production https production eurexclearing com 8443 C7_GUI Initial authorization In order to gain access to the Derivatives Clearing GUl a Member must be authorized by Eurex Clearing Therefore the following steps have to be taken 1 In the first step the Member must provide the user ID and contact details of a service administrator to Member Services amp Admission This person is granted C7 access by setting the RAL 102 C7 GUI Access to 1 2 On the following business day the service administrat
56. G REJECTED PENDING PENDING 6 CANCELLED CHF FROS FROG DEC 20 T ECAG TSTFR NCMFR PENDING AUTO PENDING REJECTED 4 REFUSED CHF FROS FROG DEC 20 Deca TSTFR NCMFR REJECTED AUTO PENDING PENDING 2 CANCELLED CHF FROS FROG DEC 20 D ECAG TSTFR NCMFR PENDING AUTO PENDING PENDING 102 ALLOCATION PENDING CHF FROS FROG DEC 20 D ECAG TSTFR NCMFR PENDING AUTO PENDING PENDING 101 ALLOCATION_PENDING CHF 2013 12 21 FROS FROG DEC 20 Deca TSTFR NCMFR PENDING AUTO PENDING PENDING 1 ALLOCATION PENDING CHF 2013 12 20 FROS FROG DEC 20 2015 04 23 10 43 49 Operation performed successfully 2015 04 23 10 43 07 Operation performed successfully clear log Take up Overview window Functionality Below the filter area there is a number of buttons to take up confirm or cancel a pending give up request These buttons are active if all selected give up requests are in pending state Requests that have successfully been claimed or that have been cancelled refused cannot be taken up confirmed or rejected again Note Clicking a button to confirm or reject a give up request immediately triggers the respective function There is no warning dialogue to confirm the action again Take up This button is available if one or more pending requests have been selected It is used by the target exchange member to take up the transactions Clicking the Take up button opens the Derivatives Clearing GUI User Manual Page 64 Eurex Clearing C7 Derivatives Clearing GUI
57. Help Displaying items from 1 to 10f1 Exercise Flex Settlement emoe cume moune fO a pe A XEUR GCMFR NCMFR Exy CHF FROG DEC 20130 STANDARD_CONTRACT NO_EXERCISE FROS PHYSICAL z I Transaction Account Transfer IT O TN E A E ICI ev O r a h Deleted Submit Revert Cancel Transaction Account Transfer window Derivatives Clearing GUI User Manual Page 50 4 9 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions 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 Clearing Members can transfer transactions between their own and their RCs accounts Therefore the To Exch Member field has to be filled with the respective member ID The provided text fields Text 1 Text 2 Text 3 can optionally 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
58. Manual Page 82 4 19 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 Window layouts and descriptions eurex clearing Notification Overview Menu Switch Transaction Management Settlement Account Management File Upload Automatic Processing Y Main Filter Cleared Instrument Postion Product Line F_ Product equals Y Curr m Position ID Maturity From Maturity To 4 Notified Zi Un notified Party ES NCMRC Account Name equals Y Inquire Clear i xml xls cov Selected Displaying items from 1 to 25 of 150 Account lew DAA r CHF As of December 1 2015 Version 3 2 Downloads 0 Logged in GCMFRCLRO01 Logout Help Total Designated XEUR GCMFR NCMFR 605 CONF DEC 20130 0 00000 0 00000 0 00000 ES D xeur GCMFR NCMFR 605 CHF CONF JUN 20140 300 0000000 0 00000 0 00000 10 00000 10 00000 205 D EUR GCMFR NOMFR 605 CHF CONF MAR 20140 250 0000000 0 00000 0 00000 0 00000 0 00000 176 D xeur GOMFR NOMFR 605 CHF FROG DEC 20130 300 0000000 0 00000 0 00000 0 00000 0 00000 TMe D xEUR GCMFR NOMFR 605 EUR FGBS DEC 20130 300 00000000 0 00000 0 00000 0 00000 0 00000 zma D XER GCMFR NOMFR 605 EUR FGBS JUN 20140 300 00000000 0 00000 0 00000 0 00000 0 00000 4EE D xEUR GCMFR NOMFR 605 EUR FGBS MAR 2014 0 300 00000000 0 00000 0 00000 9 00000 0 00000 auc D XEUR GCMFR NCMFR 605 EUR FIAF DEC 20130 300 00000000 0 00000 0 00000 0 00000 0 00000 579 D EUR GCMFR NOMFR 605 EUR FIAF JAN 20140
59. Member ID of the participant at the partner exchange Link Beneficiary Beneficiary ID at the partner exchange Strat Link Strategy Link ID Strat Type Strategy type Transaction Separation Description The Transaction Separation window is an overlay window accessed from the Transaction Overview window which allows to split one transaction into several 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 Derivatives Clearing GUI User Manual Page 48 4 8 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Transaction Separation close El Original Transaction Help Displaying items from 1 to 1 of 1 XEUR GCMFR NCMFR C FIAS JUN1S 14 000000 00A39X 00000 New Transaction Details Add row Add row s Remove rc Selected 0 M0 OC E E CI E E r la 50 r 160 r 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 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 d
60. Participant GCMFR Inquire Clear xml xls csv Selected 4 Displaying items from 1 to 4 of 4 3 ICH OTI TIO TT NC TT TT C GCMFR GCMFRCLROO1 GOMFR GCMFRLDAPOS User Role Assignment Maintenance 2015 06 03 1215 42 133 1 r Gomer GCMFRCLRODT GCMFR GCMFRCLROD3 User Entitement Modification 2015 06 03 12 31 48 313 C GoMFR GCMFRCLRODI GCMFR GCMFRMERSPV User Role Assignment Maintenance 2015 06 03 12 15 42 141 4 2015 06 03 12 34 01 Inquiry Successfully Processed 2015 06 03 12 33 59 Inquiry Successfully Processed clear log Four Eye Principle Entitlement window Functionality The nitiating Participant filter is prefilled with the user s participant ID and the pending requests are inquired automatically when the window is opened If exactly one of the requests has been selected from the display table the Details button becomes active Clicking this button opens the respective approval window to view the pending changes and approve or reject them Depending on the type of the pending request one of the following windows is opened Pending Request Type Approval Window Modify User Role Assignment De Assign User Role Approve Modify User Entitlement Modify User Privileges Approve Copy User Entitlements De Assign User Role Approve Copy Derivatives Clearing GUI User Manual Page 110 4 31 3 4 32 4 32 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 W
61. Processing Y Main Fiter Cleared Instrument Prowietine 0 v cr g cour m Product equals Y Flex Contract 1D equals Maturity From Maturity To Usted Instruments Expiration From Expiration To Flexible Instruments Strike From Strike To Version Exercise Style E Settlement Method v Party Cig Mbr NCMRC Account Name equals gt Advanced Fiter Inquire Clear xml xls csv gt ITM Amounts Selected 1 Displaying items from 1 to 9 of 9 37 Account Exercise Settlement pp e a Contract 10 es C XEUR GCMFR NOMFR C OGBL JAN14 100 500000 STANDARD_CONTRACT AMERICAN PHYSICAL 0 C XEUR GCMFR NCMFR EUR P OGBS FEB14 103 500000 STANDARD_CONTRACT AMERICAN PHYSICAL 0 100 C XEUR GCMFR NCMFR ABA EUR P OGBS MAR14 104 000000 STANDARD_CONTRACT AMERICAN PHYSICAL 0 100 100 C XEUR GCMFR GCMFR ABA 1 CHF P SBVN JUN14 450 000000 STANDARD_CONTRACT AMERICAN PHYSICAL 32 o 10 XEUR GCMFR GCMFR EUR C ODAX DEC135 500 000000 STANDARD_CONTRACT EUROPEAN CASH XEUR GCMFR GCMFR P OGBS FEB14 103 500000 STANDARD_CONTRACT AMERICAN PHYSICAL XEUR GCMFR GCMFR EUR C ODAX DEC135 500 000000 STANDARD_CONTRACT EUROPEAN CASH 22338 XEUR GCMFR GCMFR EUR C ODAX DEC13 5 500 000000 STANDARD_CONTRACT EUROPEAN CASH Exercise Manually Abandon Auto Exer EXE EI 2015 04 09 10 25 18 Operation performed successfully clear log Exercise Overview window If the window is opened via the Exercise button in the Position Overview window c
62. Role Approve Table columns Column Description Privilege ID Privilege identifier Privilege Description of the privilege Description Privilege Type Type of the privilege Derivatives Clearing GUI User Manual Page 112 4 33 4 33 1 4 33 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions De Assign User Role Approve Table columns Column Description Level Entitlement level assigned to the privilege Max Level Maximum entitlement level that can be assigned to the privilege Act Range Account range or individual account name for which the privilege is effective Modify User Privileges Approve Description The Modify User Privileges Approve window is accessed via the Details button on the Four Eye Principle Entitlement window or via the Pending Four Eye Request buttons on the overview windows It allows to approve or reject pending changes to user privileges close Ed Help Modify User Privileges Approve GCMFRCLR001 Selected 0 Displaying items from 1 to 10f1 A e E A002UPD Internal User Entitlement Update Account Independent ie 3 Internal Text Approve Reject Cancel 2015 09 09 12 59 28 Inquiry Successfully Processed Modify User Privileges Approve window Functionality The Modify User Privileges Approve window lists all privileges that are supposed to be changed for a
63. User Privileges window where the user can modify the entitlement settings of the various privileges assigned to the user Copy Entitlement Settings The User Entitlement Maintenance window allows to copy all entitlement settings from one user to one or more other users If exactly one user without pending Four Eye request is selected from the display table the Copy From button is active Clicking this button saves the selected user as the source user for the copy function Then one or more other users can be selected from the display table as target users for the copy function Only users without a pending Four Eye request can be target users If this is done the Paste To button becomes active If this button is clicked all role assignments and entitlement settings are copied from the source user to the target user s Existing settings are overwritten If this process is interrupted by using any other function on the User Entitlement Maintenance window e g inquiry the copy function is cancelled and has to be started at the beginning by selecting a source user again Screen elements User Entitlement Maintenance Filter criteria Filter Description Participant Filter for a certain participant This field is pre filled with the Member ID of the logged in user User Filter for a certain user Role Filter for a certain role All users w o Filter for all users who don t have any roles assigned assigned role User Entit
64. Version 3 2 Window layouts and descriptions De Assign User Role Approve close EJ Initiating User GCMFRCLROO7 Help GCMFRCLRO01 4EP Indicator 10 Roles to be assigned Roles to be de assigned Displaying items from 1 to 3 of 3 3 PDs ree nt 3 3 A001INQ Internal User Inquire Account Independent A002INQ Internal User Entitlement Inquire Account Independent 3 3 A011INQ Internal Pending Four Eye Inquire Service Admini Account Independent 3 3 Approve Reject Cancel 2015 11 04 09 09 08 Inquiry Successfully Processed 2015 11 04 09 09 08 Inquiry Successfully Processed clear log De Assign User Role Approve window Functionality The De Assign User Role Approve window lists all roles that are supposed to be assigned to or de assigned from a user These role de assignments require the approval of a second user to be processed In this window the second user can approve or reject the changes by clicking either the Approve or the Reject button Below the roles that are supposed to be de assigned a list of entitlement details shows which privileges are contained in the roles to be assigned Screen elements De Assign User Role Approve Buttons Button Description Approve Clicking this button approves the pending Four Eye request Reject Clicking this button rejects the pending Four Eye request Cancel Closes the overlay window without any change De Assign User
65. a new entry for the selected privilege Delete Clicking this button removes the selected privilege configurations It is deactivated if the last entry for a privilege has been selected Submit This button is only active if any privilege configuration was added changed or deleted Clicking the Submit button submits a request to apply all the changes and closes the overlay window Cancel Cancels the adjustment without any changes and closes the overlay window Modify User Privileges Table columns Column Description Privilege ID Privilege identifier Privilege Description of the privilege Description Privilege Type Type of the privilege Level Entitlement level assigned to the privilege Max Level Maximum entitlement level that can be assigned to the privilege Act Range Account range or individual account name for which the privilege is effective Four Eye Principle Entitlement Description The Four Eye Principle Entitlement window can be accessed from the Participant Maintenance menu in the main menu It displays an overview of all pending Four Eye principle requests Derivatives Clearing GUI User Manual Page 109 4 31 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 STREN Four Eye Principle Entitlement ml curex clearing NS CULL Downloads 0 Logged in GCMFRCLRO01 Logout Help Menu Switch Participant Management Y Main Fiter Iniaing
66. act ID 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 Expiration Date 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 Derivatives Clearing GUI User Manual Page 93 4 25 4 25 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Upload Position Close Out Fields Field Description Version Displays the information parsed from the uploaded file This field can be edited before submission Settlement Displays the information parsed from the uploaded file This field can be Method edited before submission Exercise Style 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 su
67. ain 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 Previous ZCQ Previous Zero Cost Quantity Current ZCQ Current Zero Cost Quantity Text 1 This is an optional free text field Text 2 This is an optional free text field Text 3 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 This account can be an own account internal transfer or an account at a different exchange member external transfer The Position Transfer Entry window summarizes the details of the position to be transferred in a table Below this table there are various fields to enter the transfer Derivatives Clearing GUI User Manual Page 28 4 4 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts
68. alue Sec Name Conv Factor Accr Interest Position ID C P Maturity Product Strike Version Description The instrument symbol summarizes the contract parameters It consists of the call put indicator the product name its maturity the strike price and the version of the contract Listed or flexible instrument Exercise style of option positions American or European Flexible Contract ID Settlement method Cash or Physical Transaction date Quantity that has been exercised or allocated Quantity that has been assigned to an exercise or notified to the Member Relevant contract size to create the delivery instruction Number of shares or nominal amount of the delivery instruction Settlement currency Settlement amount without cash settlement calculated for the deliverable position Cash adjustment calculated for the deliverable position if applicable ISIN of the delivery component Delivery ID Expiration date of the flexible contract Value date of the delivery Face value Security name Conversion factor Accrued interest Position ID Indicates a call or a put option Maturity date of the contract Product ID Strike price of the contract Version of the contract Notification Overview Description The Notification Overview window can be accessed from the Settlement menu in the main menu It displays open notified and designated short positions Derivatives Clearing GUI User
69. and descriptions Position Transfer Entry close E Position Details Help Displaying items from 1 to 10f1 Total Cig Mbr NCM RC SA EA Instrument Symbol Open Long Open Short Desinic Lag p CHF 300 0 GCMFR NCMFR 605 CONF DEC 20130 50 UpdateDetails Internal External Short Qty 30 Name rez Destination r Destination Text 2 mE Text 3 nN oO Long Qty To Exch Mbr Destinatio Cash Transfer Send Receive D so 3 HE PEHE HHE HE Total Cash Amount i Ref Text 1 rer Text 2 Ref Text 3 Submit Revert Cancel clear log 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 lt Open Long Total Designated Long and Short Qty lt Open Short Total Designated Short A partial position transfer is not allowed for newly created future styled contracts because no previous settlement price is available Furthermore the transfer target needs to be defined Two radio buttons allow to toggle between Internal and External position transfers Depending on the transfer type certain entry fields are enabled Internal Position Transfer If the position should be transferred internally the To Exchange Member fie
70. ansfer Position Transfer Status INVALID Y VALID Y PROCESSED Y REJECTED Filter Reset csv template Selected 2 Displaying items from 1 to 2 of 2 ESA fi me XY 10 Ex SourceText GCMFR NCMFR Ex Froe DECIS 2015 12 20 o 50 Ex SourceText Submit Cancel Upload Internal Position Transfer window Functionality Clicking the Browse 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 values Each line represents one position transfer and must follow a certain pattern FromAccountSponsor FromAccountOwner FromAccountName CallPut ProductSymbol FlipID Maturity ExpirationDate Strike Version SettlMethod ExerStyle LongQty ShortQty ToAccountName SourceText1 SourceText2 SourceText3 TargetTextl TargetText2 TargetText3 Sample transfer upload file FromAccountSponsor FromAccountOwner FromAccountName CallPut ProductSymbol FlipID Maturity ExpirationDate Strike Version SettlMethod ExerStyle LongQty ShortQty ToAccountName SourceText1 SourceText2 SourceText3 TargetText1 TargetText2 TargetText3 GCMFR NCMFR A1 C S
71. aring C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions 4 25 3 Screen elements Upload Internal Position Transfer Filter criteria Filter Description INVALID If this check box is selected the list of position transfer transactions parsed from the uploaded file contains all records with status INVALID VALID If this check box is selected the list of position transfer transactions parsed from the uploaded file contains all records with status VALID PROCESSED If this check box is selected the list of position transfer transactions parsed from the uploaded file contains all records with status PROCESSED REJECTED If this check box is selected the list of position transfer transactions parsed from the uploaded file contains all records with status REJECTED Upload Internal 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 be
72. atus INVALID UPDATED If this check box is selected the list of configurations parsed from the uploaded file contains all records with status UPDATED ADDED If this check box is selected the list of configurations parsed from the uploaded file contains all records with status ADDED NONE If this check box is selected the list of configurations parsed from the uploaded file contains all records with status NONE Upload ITM Configuration 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 Product Displays the information parsed from the uploaded file This field can be edited before submission Min ITM Amount Displays the information parsed from the uploaded file This field can be edited before submission Status Displays the import status of each product account combination Only configurations marked VALID can be selected for import Status Information After submitting the selected configurations to be imported into the system this field displays further information on the upload status of each configuration Upload ITM Configuration Buttons Button Description Browse Opens the file
73. b Below the filter area there is a number of buttons to claim confirm or reject a pending transfer request These buttons are active if all selected transfer requests are in pending state Requests that have successfully been claimed or that have been cancelled refused cannot be claimed confirmed or rejected again Note Clicking a button to confirm or reject a transfer request immediately triggers the respective function There is no warning dialogue to confirm the action again In case the logged in user is only entitled to approve external position transfers with cash with a Four Eye approval a second user must enter his credentials into the Approver ID and Password fields after clicking the Confirm or Reject button Derivatives Clearing GUI User Manual Page 34 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Claim This button is available if one or more pending requests have been selected It is used by the target exchange member to claim the position transfers Clicking the Claim button opens the Position Transfer Claim window in which the user can enter the necessary information to claim the allocated positions Confirm This button is available if one or more pending requests have been selected for which the target NCM RC has already specified the target account and the associated Clearing Member It is used by the Clearing Member who is the
74. bmission 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 Browse Opens the file selection window to choose the file to be uploaded Filter Filters the list of uploaded transactions according to the selected check boxes Reset Resets the filter check boxes 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 Internal Position Transfer Description The Upload Internal 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 94 4 25 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Upload Internal Position Transfer close EJ Help 1 Select file for Upload Upload File Datei ausw hlen intemal Transfer Upload csv 2 Process uploaded Position Tr
75. business days If an error occurs a message is displayed in the message log Derivatives Clearing GUI User Manual Page 80 4 18 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Deliverable Position Overview Filter criteria Filter Product Line C P Settl Curr Product Flex Contract ID Maturity From Maturity To Expiration From Expiration To Listed Instruments Flexible Instruments Strike From Strike To Version Exercise Style Settlement Method Delivery ID Delivery Reason Clg Mbr NCM RC Account Name Tran Date Value Date Description Select a product line to filter for options or futures positions Filter for call or put contracts Filter for positions in certain settlement currencies Filter for positions in certain products Filter for positions in a certain flexible instrument Filter for positions which expire on or after the specified date Filter for positions which expire on or before the specified date Filter for positions in instruments which expire on or after the specified date Filter for positions in instruments which expire on or before the specified date If this check box is selected positions in listed instruments are shown If this check box is selected positions in flexible instruments are shown Filter for contracts with a strike price equal to or hi
76. change 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 to which the configuration applies Product Product to which the configuration applies Min ITM Amount Minimum in the money amount necessary to automatically exercise positions Curr Product currency ITM Config Maintenance Description The TM Config Maintenance window is an overlay window accessed from the ITM Config for Auto Exercise window via the Add or Modify Configuration buttons It allows to enter or modify individual ITM configurations for automatic exercise per product account combination Derivatives Clearing GUI User Manual Page 88 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions ITM Config Maintenance Add Configuration close EJ Help NCMRC ECAG GCMFR NCMFR A2 ODAX 1 04 EUR Submit Cancel x clear log ITM Config Maintenance Add window ITM Config Maintenance Modify Configuration close EJ Help ECAG GCMFR NCMFR A2 ODAX 1 04 EUR Submit Cancel clear log ITM Config Maintenance Modify window 4 22 2 Functionality Ifthe window is opened by clicking the Add Configuration button the Clg Mbr NCM RC Account Product and Min ITM Amount entry fields are editable All fields are mandatory to add a new configuration If the window is opened by clicking the Modify Configurati
77. cise 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 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 Derivatives Clearing GUI User Manual Page 76 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions EG A EN S Exercise Assignment Overview ae A i Downloads 0 Logged in GCMFRCLR001 Logout Help Menu Switch Transaction Management Settlement Account Management File Upload Automatic Processing Y Main Fiter Cleared Instrument Productline 0 v cr Curr Product equals Y Flex Contract ID equals Maturity From Maturty To Y Listed Instruments Expiration From Expiration To Flexible Instruments Strike From Sirke To Version Exercise Style q Settlement Method g Pary Posion P Advanced Fiter Inquire Ciear xml xis esv Selected 0 Displaying items from 1 to 10f1 5 Account Exercise Hex Exercise Expiratio J exchange mtr nomne Agonie cur tronoate instrument symbol _tnsirument rype se CORR hd ie Gs ARA CHF d C
78. cordingly for preview Derivatives Clearing GUI User Manual Page 62 4 13 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions If the give up member doesn t want to send any text proposals the delete check box in front of each entry field must be selected In this case the respective Ref columns in the transactions table are empty and no proposals are contained in the give up request for the deleted fields The Submit button is only active if the To NCM RC field is filled with a target Member ID Clicking this button initiates individual give up processes for the selected transactions After submitting successfully the window is closed automatically As long as the give up process is not completed the allocated transactions are still visible in the Transaction Overview window but they are not adjustable Cancel New If the Give up Maintenance window has been opened via the Cancel New button of the Give up Overview window all entry fields are prefilled with the information of the original give up request The user can modify these entries Clicking the Submit button will cancel the original give up request and submit a new request with the updated information After submitting successfully the window is closed automatically If an error occurs a message is displayed in the message log Screen elements Give up Maintenance Fields Field D
79. d ASCII characters 0 0 0 119 Supported keyboard short cuts 0c eee ees 119 GIOSSAlY coo ees Oe Ea ee a A A 119 Derivatives Clearing GUI User Manual Page 7 1 1 1 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 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 actual clearing house 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 3 0 User Manual is to identify the supported business functions 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 r
80. d eae 15 Export functionality 0 0 0c ee ee eee 16 Message log cee vet wees eb a e ee ee eee ee es 17 Window OVervieW o ooooccccoo eee 18 Window layouts and descriptions 0c ee eee eee 20 LOO o eo 20 DESCHPUONM ceca cana risas dead aaa aa Aa ado 20 Functionality voorciioigirrrir rra ae 20 Screen elements o 21 Position Overview oooooococcocorn ee ee 21 DescCaptiO need a Bag Hae ts Ai ahaa ees 21 Functionality 04 220842 postehgorehedicpedeybate nape re 22 Screen elements 000 cece eee eee eee 24 Position Close Out Re open 00 cee eee eee eee 26 DeSCHpUOM c sio Heese dec e Abies Phebe ama SOE SS CORES Raw RS 26 Functionally 5 22citegdene ead eet ghia igbatedde de phage e 27 Screen elementS 00 00 cece ete 28 Position Transfer Entry nasau eee eee eee eee eee eee 28 Description aa e aar ete eee 28 Functionality 21 10 asteaneshaaoohe dpevled Mbeqeddabecaa ed gleped 29 Screen elements 00 0c eee eee tet ee 31 Position Transfer Overview 000 ccc eee eee 32 DeSCHPLION yo ces cee ee bead ewaed a a PRGA eee eee eS 32 Functionality 244 2 cictebgoeehtdegbhe edb a e 34 Send tab sroto apua aai Aa aa RR ae wee deeming OS 34 Receive tab siti aid wedge eh eb hey belie diag eked A healed 34 Screen elements 00 cece een eee 36 Position Transfer Claim 0 0 0 eee 39 DESCH PON as gawe na san dese fn Ak Gal dice
81. d 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 Derivatives Clearing GUI User Manual Page 117 4 36 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Reset Password Fields Field Description Userld ID of the user whose password is supposed to be reset Generate 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 118 5 1 5 2 5 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Appendix
82. dification without any changes and closes the overlay window Account Overview Description The Account Overview window can be accessed from the Account Management menu in the main menu It displays the accounts for a Member Derivatives Clearing GUI User Manual Page 90 4 23 2 4 23 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions ml curex clearing SN Account Overview AGO ee A Downloads 0 Logged in GCMFRCLROO1 Logout Help Menu Switch Transaction Management Settlement Account Management File Upload Automatic Processing W Main Fiter Account Sponsor GCMFR Account owner NCHFR Account Name equals Collateral Pool equals Risk Netting unt Inquire Clear xml xls csv Displaying items from 1 to 5 of 5 a Account owner conte Account Description Collate poo CITI clearing House GCMFR NCMFR cuent NCMFR Cient Main Account GCMFRXSTANDARD CLENT ECAG GoNFR NewFR By NCMFR EXY GCMFRKSTANDARD ao ECAG GCNFR NCMFR oz NCMFR EXZ GCMFRXSTANDARD pz ECAG GCNFR NewFR E NCMFR E GCMFRXSTANDARD E ECAG GCNFR HOMER x NCMFR EX GCMFRXSTANDARD x ECAG 2014 05 12 08 58 14 Operation performed successfully 2014 05 12 08 57 47 Operation performed successfully 2014 05 12 08 57 42 Operation performed successfully clear log Account Overview window Functionality The logged in user can inquire a list
83. dow Upload External Position Transfer Description The Upload External 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 97 4 26 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Upload External Position Transfer close EJ Help 1 Select file for Upload Upload File Datei auswahlen Extemal Transfer Upload csv 2 Process uploaded Position External Transfer Position Transfer Status INVALID Y VALID Y PROCESSED Y REJECTED Filter Reset csv template Selected 2 Displaying items from 1 to 2 of 2 From Settlement 5 To XY o 10 gt TSTER Ex Transfer GCMFR NCMFR Ex Froe DECIS 2015 12 20 o so TSTFR Ex Transfer Submit Cancel Upload External Position Transfer window Functionality Clicking the Browse 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 values Each line represents one position transfer and must follow a certain pattern FromAccountSponsor FromAccountOwner FromAccountName CallPut ProductSymbol FlipID Maturity ExpirationDate Strike Version Sett
84. ds Field Description To Clg Mbr Clearing Member who is the sponsor of the target account To Account Name Target account for the position transfer Text 1 This is an optional free text field Text 2 This is an optional free text field Text 3 This is an optional free text field Approver ID User ID of the approving user This filed must be filled if the Four Eye Principle is required Password Password of the approving user Position Transfer Claim Buttons Button Description Submit This button is active if the target account has been entered for all selected position transfers Revert Reverts all changes entered since the window was opened 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 these functions can be found in the Functionality section of this window The Transaction Overview window shows detailed transaction information In order to list only transactions of interest a filter function is provided At the top of the window there are vari
85. e an option In this case one radio button will always be pre selected when the window is opened Derivatives Clearing GUI User Manual Page 13 2 3 2 3 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 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 of 31 m exchange aai a E p ee O XEUR GCMFR NCMFR C SBVN JUN14 450 000000 2013 12 18 O XEUR GCMFR NCMFR EXZ CHF C SBVN JUN14 450 000000 2013 12 18 O ZF PSN MARA A75 000000 20312418 I XEUR GCMFR NCMFR EXZ CHF P SBVN JUN14 450 000000 2013 12 18 I XEUR GCMFR NCMFR AMA 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 j XEUR GCMFR NCMFR AAA 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 ho
86. e exercise transaction in this text field Text 3 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 Approver ID User ID of the approving user This filed must be filled if the Four Eye Principle is required Password Password of the approving user Exercise Overview Buttons Button Description 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 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 Derivatives Clearing GUI User Manual Page 75 4 17 4 17 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Exercise Overview Table columns Column Description Product Product ID Strike Strike price o
87. e target account This is an optional free text field for the transaction on the target account Cash amount entered by the initiating exchange member If any amount is entered the transfer direction must be defined via the Send and Receive radio buttons This field is mandatory if the entered transfer quantities are zero solely cash transfer If this radio button is selected the entered Cash Transfer Amount is credited to the To Exchange Member If this radio button is selected the entered Cash Transfer Amount is debited from the To Exchange Member The price used as a basis to calculate the cash adjustment for the position transfer This field is optional and is enabled only if either a short or a long position is selected for transfer This field displays the previous day s settlement price for future style products and zero for premium style product This field displays the sum of the Cash Transfer Amount field and the calculated cash adjustment A positive amount indicates a credit of the corresponding amount to the inquiring participant a negative amount indicates a debit Derivatives Clearing GUI User Manual Page 31 4 5 4 5 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Position Transfer Entry Fields Field Description Ref Text 1 Proposal for the free text field Ref Text 2 Proposal for the free text field Ref
88. earing GUI User Manual Page 42 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 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 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 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 Adjustment The custom informat
89. earing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Modify User Privileges Description The Modify User Privileges window can be accessed via the Modify Privileges button on the User Entitlement Maintenance window It allows the user to modify the entitlement settings of other users This window lists all privileges assigned to the user via the various roles Own privileges of the logged in user can only be viewed but not modified Modify User Privileges close E Help GCMFRCLRO01 Selected 1 Displaying items from 1 to 10 of 46 Y CITE lt N 31 r ADIOMOD Simplified Outsourcing Capability Account Indepen 3 I B002INQ Account Inquire Account Indepen N 3 3 j B003ADD Automatic Processing Rules Close Out Add Account Dependent N 3 3 ALL I BO03DEL Automatic Processing Rules Close Out Delete Account Dependent N 3 3 ALL r B003INQ Automatic Processing Rules Close Out Inquire Account Indepen N 3 3 1 B003MOD Automatic Processing Rules Close Out Modify Account Dependent N 3 3 ALL RO Outed exept Ww E r DOMINGO Clearing Transaction Inquire Account Indepen N E 3 ALL r D002ADD Transaction Account Transfer Add Account Dependent N 3 3 ALL r D003ADD Transaction Separation Add Account Dependent N 37 3 ALL Delete Add Using Submit Cancel 2015 06 03 08 40 36 Inquiry Successfully Processed clear log Modify User Privileges window Functionality The Modify User Pr
90. ed in the roles to be assigned Screen elements De Assign User Role Approve Copy Buttons Button Description Approve Clicking this button approves the pending Four Eye request Reject Clicking this button rejects the pending Four Eye request Cancel Closes the overlay window without any change De Assign User Role Approve Copy Table columns Column Description Privilege ID Privilege identifier Privilege Description of the privilege Description Privilege Type Type of the privilege Derivatives Clearing GUI User Manual Page 115 4 35 4 35 1 4 35 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions De Assign User Role Approve Copy Table columns Column Description Level Entitlement level assigned to the privilege Max Level Maximum entitlement level that can be assigned to the privilege Act Range Account range or individual account name for which the privilege is effective 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
91. ed 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 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 check box 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
92. ed 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 initiate 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 Cl
93. ediately triggers the cancellation There is no warning dialogue to confirm the action again In case the logged in user is only entitled to accept external position transfers with cash with a Four Eye approval a second user must enter his credentials into the Approver ID and Password fields after clicking the Accept or Cancel button Accept This button is available if one or more pending requests have been selected It is used by the Clearing Member to confirm the transfer of the selected positions from his NCM RC After a position transfer request has been confirmed the Accept button becomes inactive since the request cannot be confirmed again Cancel By NCM RC This button is available if one or more pending requests have been selected It is used by the initiating NCM RC to cancel the transfer of the selected positions Cancel By Clg Mbr This button is available if one or more pending requests have been selected It is used by the Clearing Member to cancel the transfer of the selected positions from his NCM RC Copy This button is only active if a single position transfer request has been selected Clicking the Copy button opens the Position Transfer Entry window prefilled with the information of the selected transfer request In this window the user can modify the prefilled data Clicking the Submit button on the Position Transfer Entry window will initiate a new position transfer process with the entered information Receive ta
94. eference 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 A certificate signed by Gruppe Deutsche Boerse CA needs to be installed in the browser Please refer to the Clearing GUls Access Guide available on the Eurex Clearing website for further information on how to request and install this certificate 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 backend e A login identification and password for the Derivatives Clearing GUI Derivatives Clearing GUI User Manual Page 8 1 3 1 4 1 4 1 1 4 2
95. efined along with three text fields Text 1 Text 2 Text 3 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 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 Derivatives Clearing GUI User Manual Page 49 4 8 3 4 9 4 9 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Transaction Separation
96. end Receive V Main Fiter Cleared Instrument Allocation ProductLine y cr a cw J location 1D Product equals v JrlexContractiD equals Y Transaction ID Maturty From Marty To PE tee Aloe Status claimed L Pending C Canceted C Refused Expiration From Expiration To Z Flexible Instruments Strike From Strike To Version Exercise Style v Settlement Method x Party p Position Expired om nowec AccountName equas Tran Date 2013 12 18 Z incide expired postions Inquire Clear claim Relect By NCMRC Selected 11 Displaying items from 1 to 1 of 1 Allocation From Clg Mbr From NCM RC Flex e To Cig Mbr DEN tatus d Conf Conf Contract 10 4 Operation performed successfully 1 _7 clear log Position Transfer Overview Receive tab Derivatives Clearing GUI User Manual Page 33 4 5 2 4 5 2 1 4 5 2 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Functionality Send tab Below the filter area there is a number of buttons to accept cancel or copy a pending transfer request These buttons are active if all selected transfer requests are in pending state Requests that have successfully been claimed or that have been cancelled refused cannot be accepted or cancelled again Note Clicking a button to cancel a transfer request imm
97. ent 0 00 e eee ee eee eee 109 Description ooo 109 Functionality y lx ron Speed dete ld yeee Ae 110 Screen elements 000 ccc eee eee eee ee 111 De Assign User Role Approve 0 cece cece eee eee eens 111 Description oooooooooo ooo 111 Functionality 20220 ao 112 Screen elementS o eee tenets 112 Modify User Privileges Approve ccc eee eee eee eee eee 113 Description ooo 113 Functionality ba Yea es gee ie een yaa eee eas ce ees 113 Screen elements 00 ccc eee eee eee eee eee 114 Derivatives Clearing GUI User Manual Page 6 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 4 34 4 34 1 4 34 2 4 34 3 4 35 4 35 1 4 35 2 4 35 3 4 36 4 36 1 4 36 2 4 36 3 5 1 5 3 De Assign User Role Approve Copy e eee e cent eee eeee 114 DESCUPION ci cea a PES oh aA i AR Roe als eee h 114 Functionality 2263 circense id Gea a ahaa eee mae ee 115 Screen elementS 000 di a d a aa eee eee eee 115 DOW IMOAGS ssa a me erase ata RE deat ame eee eh ance ae De 116 Description viva pcre Aetna A vid ne A ee eae eae oe 116 Functionality 2 203 cicatrices 116 Screen elementS 00000 cee eee eens 117 Reset PassWord accio s eek im a a E se A gta EA 117 Description seria miana A A Ad 117 Punctionality 2 3 codi a a eat ie a 117 Screen elementS ooo eee eee eee eee 118 O A eee ne ee 119 Supporte
98. ent windows of the application The left most menu item is the Menu Switch which allows to toggle between clearing related windows and entitlement related windows XN ag r eurex clearing SHA Position Overview TOOL PAGO DA b Downloads 0 Logged in GCMFRCLRO01 Password Reset Logout Help Menu Switch Transaction Management Settlement Account Management File Upload Automatic Processing 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 ID there is the Password Reset button if the logged in user is entitled to use the Reset Password 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 informati
99. eparated 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 ISIN International Securities Identification Number ITM An option position is In The Money if its intrinsic value is greater than zero Derivatives Clearing GUI User Manual Page 119 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Appendix 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 ZCQ The Zero Cost Quantity is the potential number of contracts that can be closed out without late closing fees being charged Derivatives Clearing GUI User Manual Page 120
100. er area there is a number of buttons to perform certain position adjustments or initiate further functionality Detail 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 not expired position with transaction date Tran Date equal to the current business day is selected from the display table Moreover positions held in net accounts 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 selecting Position Close Out Upload from the File Upload menu In this window a CSV file containing the respective adjustment parameters can be uploaded Derivatives Clearing GUI User Manual Page 22 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions
101. ertain accounts If this check box is selected exercised unexercised and abandoned positions are shown as well as positions without any long quantity If this check box is selected exercised positions are shown If this check box is selected unexercised positions are shown If this check box is selected positions which are partially excluded from the automatic exercise process are shown If a single product is filled in the Product filter a user defined reference price can be entered It is used for the calculation of the ITM amounts User Manual Page 74 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Exercise Overview Filter criteria Filter Description In the money Select this check box to show positions which are in the money based on the user defined reference price or the underlying price Out of the money Select this check box to show positions which are out of the money based on the user defined reference price or the underlying price Position ID Filter for transactions which belong to a certain Position ID Exercise Overview Fields Field Description Exercise Qty Increase or decrease the amount to exercise for the selected positions by Change filling in positive or negative values into this field Text 1 Provide further information to the exercise transaction in this text field Text 2 Provide further information to th
102. ertain 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 By default the advanced filter is set in a way that the inquiry returns all option positions which have not expired yet All check box selected To filter for positions with an Exercised Qty greater zero only the Exercised check box must be selected To filter for positions with an Open Long quantity greater zero only the Unexercised check box must be checked And to filter for positions with an Abandoned Qty greater zero only the Abandoned check box must be selected These check boxes can be selected in various combinations to inquire the desired positions Filter by ITM amount To narrow down the list of filter results even further the filter area of the Exercise Overview window provides an option to display only positions that are currently in the money or out of the money by checking the respective check box on inquiry The filtering is done based on the available underlying price The Price Flag column indicates which price is used for the calculation of the ITM Per Contract and ITM Total columns If the user enters an own price into the Reference Price field this price is
103. escription To NCM RC This field is mandatory It defines the target member to whom the transactions are given up to take up member To Account Name Proposal for the take up account Ref Text 1 Proposal for the free text field Ref Text 2 Proposal for the free text field Ref Text 3 Proposal for the free text field Ref Link Member Proposal for the Link Member ID ID Ref Link Proposal for the Link Beneficiary Beneficiary Ref O C Proposal for the open close indicator Give up Maintenance Buttons Button Description Submit This button is only active if a target member ID is entered Clicking the Submit button submits a request to give up the transactions and closes the overlay window if all give up requests could successfully be initiated Revert Reverts all changes entered since the window was opened Cancel Closes the overlay window without any changes Derivatives Clearing GUI User Manual Page 63 4 14 4 14 1 4 14 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Take up Overview Description The Take up Overview window can be accessed from the Transaction Management menu in the main menu It displays pending confirmed and cancelled rejected give up requests A Non Clearing Member can inquire give up requests allocated to himself A Clearing Member can inquire give up requests allocated to himself as well as give
104. ethod Cash or Physical Long quantity to be transferred Short quantity to be transferred Free text field for additional information Free text field for additional information Free text field for additional information Derivatives Clearing GUI User Manual Page 38 4 6 4 6 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Position Transfer Overview Table columns Column Description Ref Text 1 Optional field entered by the initiating member to propose a free text Ref Text 2 Optional field entered by the initiating member to propose a free text Ref Text 3 Optional field entered by the initiating member to propose a free text Ref Account Optional field entered by the initiating member to propose an account Name Tran Date Date on which the position transfer has been initiated Processing Mode Processing mode of the transfer Cash Amount Optional cash amount to be transferred entered by the initiating exchange member Transfer Price Transfer price of the position transfer Cash Adjustment Optional trade price entered by the initiating exchange member used to Price calculate the Total Cash Amount Total Cash Total cash amount calculated by the system It is the sum of the entered Amount Cash Amount and the calculated difference between the Cash Adjustment Price and the Transfer Price Transaction ID Transaction ID of the booked position tran
105. ew Table columns Column Description Short Qty Start of Open short position at start of day Day Daily Long Qty Daily Short Qty Open Long Open Short Designated GU Long Designated GU Short Designated PosTrans Long Designated PosTrans Short Total Designated Long Total Designated Short Exer Alloc Qty Asgn Noti Qty Abandoned Qty Prev ZCQ Current ZCQ Position ID Expiration Date Net movements in the long position for the inquired business day Net movements in the short position for the inquired business day Up to date open long position Up to date open short position Long quantity that has been designated for give up Short quantity that has been designated for give up Long quantity that has been designated for position transfer Short quantity that has been designated for position transfer Total designated long quantity Total designated short quantity Quantity that has been exercised or allocated Quantity that has been assigned for exercise or notified for delivery Quantity that has been excluded from automatic exercise Previous zero cost quantity Current zero cost quantity Position identifier Expiration date of the flexible contract 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 Only posi
106. f Confirmation status of the take up CM To NCM RC Conf Confirmation status of the take up NCM RC Derivatives Clearing GUI User Manual Page 60 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Give up Overview Table columns Column Description Allocation ID Unique identifier of the give up request Alloc Status Status of the give up request 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 Expiration Date Expiration date of the flexible contract Flexible Contract Flexible Contract ID ID 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 Instrument Type Listed or flexible instrument Exercise Style Exercise style of option positions American or European Settlement Settlement method Cash or Physical Method Tran ID Transaction identifier Suffix ID Counter which is incremented with every modification of the transaction Trade Date Trade date of the given up transaction Business Date Date the give up request was generated Tran Date Transaction date Tran Time Transaction time B S Indicates the buy or sell side Orig Trade Type Original
107. f 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 Instrument Type Listed or flexible instrument Exercise Style Exercise style of option positions American or European Flexible Contract Flexible Contract ID ID Settlement Settlement method Cash or Physical Method Exercised Qty Quantity that has been exercised Open Long Up to date open long position Trading Unit Contract size Reference Price Price used to calculate the ITM amounts It can either be provided by the system or entered manually by the user Price Flag Indicates whether the underlying price is preliminary final or user defined Abandoned Qty Quantity that has been excluded from automatic exercise 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 Designated GU Long quantity that has been designated for give up Long Designated Long quantity that has been designated for position transfer PosTrans Long Total Designated Total designated long quantity Long Position ID Position identifier Expiration Date Expiration date of the flexible contract Exer
108. fore submission Flex Contract ID 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 Expiration 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 Settlement Displays the information parsed from the uploaded file This field can be Method edited before submission Exercise Style 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 Derivatives Clearing GUI User Manual Page 96 4 26 4 26 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Upload Internal Position Transfer Fields Field Description 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
109. g the Modify Configuration button This button is only active if a single configuration has been selected from the display table It opens the TM Config Maintenance window prefilled with the parameters of the selected configuration Configurations can be deleted using the Delete Configuration button Derivatives Clearing GUI User Manual Page 87 4 21 3 4 22 4 22 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements ITM Config for Auto Exercise Filter criteria Filter Description Clg Mbr Filter for configurations of a certain Clearing Member NCM RC Filter for configurations of a certain Non Clearing Member or Registered Customer Product Filter for configurations for a certain product ITM Config for Auto Exercise Buttons Button Description Add Configuration Clicking this button opens the ITM Config Maintenance window to add a new configuration Modify This button is only active if a single configuration has been selected from the Configuration display table Clicking this button opens the ITM Config Maintenance window to modify the selected configuration Delete This button is only active if one or more configurations have been selected Configuration from the display table Clicking this button deletes the selected configuration ITM Config for Auto Exercise Table columns Column Description Ex
110. ge Alloc ID Alloc Status From Clg Mbr From NCM RC From Account Name To Clg Mbr To NCM RC To Account Name From Clg Mbr Conf From NCM RC Conf To Clg Mbr Conf To NCM RC Conf Conf Curr C P Maturity Expiration Date Product Flexible Contract ID Strike Version Instrument Symbol Exercise Style Settlement Method Long Qty Short Qty Text 1 Text 2 Text 3 Exchange ID Allocation ID of the position transfer request This is only available for external position transfers Status of the position transfer Member ID of the sending Clearing Member Member ID of the sending Non Clearing Member or Registered Customer Source account Member ID of the receiving Clearing Member Member ID of the receiving Non Clearing Member Registered Customer Target account Confirmation status of the sending CM Confirmation status of the sending NCM RC Confirmation status of the receiving CM Confirmation status of the receiving NCM RC Product currency Indicates a call or a put option Maturity date of the contract Expiration date of the flexible contract Product ID Flexible Contract ID Strike price of the contract Version of the contract The instrument symbol summarizes the contract parameters It consists of the call put indicator the product name its maturity the strike price and the version of the contract Exercise style of option positions American or European Settlement m
111. ge 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 product account combination are filled with valid data the status of that row is VALID Only configurations with this status can be selected for import into the system Clicking the Submit button imports the selected records into the system The Upload ITM Configurations 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 101 4 27 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Upload ITM Configuration Filter criteria Filter Description VALID If this check box is selected the list of configurations parsed from the uploaded file contains all records with status VALID INVALID If this check box is selected the list of configurations parsed from the uploaded file contains all records with st
112. gher 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 exercise style American or European Filter for positions of a certain settlement method Cash or Physical Filter for a certain Delivery ID Filter for exercised assigned notified or allocated positions only 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 Filter for deliveries with a certain value date Deliverable Position Overview Table columns Column Exchange Clg Mbr NCM RC Account Name Derivatives Clearing GUI User Manual Description Exchange ID Member ID of the Clearing Member Member ID of the Non Clearing Member or Registered Customer Account on which the position is booked Page 81 4 19 4 19 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Deliverable Position Overview Table columns Column Instrument Symbol Instrument Type Exercise Style Flex Contract ID Settlement Method Tran Date Exer Alloc Qty Asgn Noti Qty Trd Unit Units Settl Curr CurrRec Pay Cash Settl ISIN Delivery ID Expiration Date Value Date Face V
113. he specified time Filter for transactions with an original trade date equal to or earlier than the specified date Filter for transactions with an original trade time equal to or earlier than the specified time Filter for transactions that have been entered by a specific participant Derivatives Clearing GUI User Manual Page 45 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Transaction Overview Filter criteria Filter Description Entering User Filter for transactions that have been entered by a specific user Full If the Full inquiry mode is selected all transactions which meet the filter criteria are displayed in the table Active The Active mode is the default inquiry mode If it 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 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 lt opens the Transaction Separation window to enter the sepa
114. he sponsor of this take up account must be entered in the To Clg Mbr field These fields are mandatory All the other entry fields can be filled optionally The entered Clearing Member has to confirm the take up By default all the optional text fields show No Change i e the individual proposals entered by the give up member into the Ref fields are accepted If text is entered into a text field it applies to all of the transactions selected for take up The respective column in the transactions table is updated accordingly for preview If the take up member wants to leave the text fields of the taken up transactions empty the delete check box in front of each entry field must be selected In this case the respective columns in the transactions table are empty The O C indicator must be selected as well By default No Change is selected i e the proposals entered by the give up member are taken If the give up member has not proposed an open close indicator the transactions are taken up to open The Submit button is only active if the To Clg Mbr and the To Account Name fields are filled Clicking this button submits a request to take up the selected transactions After submitting successfully the window is closed automatically If an error occurs a message is displayed in the message log Derivatives Clearing GUI User Manual Page 70 4 15 3 4 16 4 16 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0
115. indow layouts and descriptions Screen elements Four Eye Principle Entitlement Filter criteria Filter Description Initiating This filter is prefilled with the participant ID of the logged in user Participant Four Eye Principle Entitlement Buttons Button Description Details This button is only active if exactly one user has been selected from the display table Clicking this button opens the respective approval window to view the pending changes and approve or reject them Four Eye Principle Entitlement Table columns Column Description Initiating Member ID of the initiating participant Participant Initiating User User name of the initiating user Affected Member ID of the affected participant Participant Affected User User name of the affected user Action Type Type of pending Four Eye request Timestamp Time when the change was submitted which triggered the Four Eye request 4EP Indicator Unique ID for the pending Four Eye request De Assign User Role Approve Description The De Assign User Role Approve window is accessed via the Details button on the Four Eye Principle Entitlement window or via the Pending Four Eye Request buttons on the overview windows It allows to approve or reject pending user role assignments Derivatives Clearing GUI User Manual Page 111 4 32 2 4 32 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015
116. information parsed from the uploaded file This field can be edited before submission Displays the information parsed from the uploaded file This field can be edited before submission Displays the information parsed from the uploaded file This field can be edited before submission Displays the information parsed from the uploaded file This field can be edited before submission Displays the information parsed from the uploaded file This field can be edited before submission Page 99 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Upload External Position Transfer Fields Field Description To Account Displays the information parsed from the uploaded file This field can be Owner 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 Text 3 Displays the information parsed from the uploaded file This field can be edited before submission Ref Text 1 Displays the information parsed from the uploaded file This field can be edited before submission Ref Text 2 Displays the information parsed from the uploaded file This field can be edited bef
117. ing 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 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 15 2 4 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Common window elements Modify Table Column Sorting close EJ Available Columns Current Sorting Exchange Clg Mbr Tran Date NCM RC CIP Curr Maturity Account Name Product Instrument Symbol Strike gt Version Instrument Type Exercise Style Flex Contract ID Settlement Method Exercised Qty Assigned Qty Tick Size Tick Value Expiration Date Save Settings Reset To Default Colum
118. ion To Listed Instruments Flexible Instruments Strike From Strike To Version Exercise Style Settlement Method Clg Mbr NCM RC Account Name Trade Date From Trade Date To Business Date From Business Date To Tran ID Description Filter for allocations in options or futures transactions Filter for allocations in call or put contracts Filter for allocations in transactions with certain currencies Filter for allocations in transactions with certain products Filter for allocations in transactions with a certain flexible instrument Filter for allocations in transactions with listed instruments with a maturity of or later than the specified date Filter for allocations in transactions with listed instruments with a maturity of or earlier than the specified date Filter for allocations in transactions with instruments which expire on or after the specified date Filter for allocations in transactions with instruments which expire on or before the specified date If this check box is selected allocations in transactions with listed instruments are shown If this check box is selected allocations in transactions with flexible instruments are shown Filter for allocations in contracts with a strike price equal to or higher than the specified price Filter for allocations in contracts with a strike price equal to or lower than the specified price Filter for allocations in a certain contract ver
119. ion 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 Transaction Adjustment button opens the Transaction Adjustment window as an overlay window with the details of the selected transactions prefilled Furthermore this adjustment can be used to modify the Link Member ID and Link Beneficiary fields as well as the eGAINS Rate ID field Give up Active transactions can be given up to another exchange member Therefore all the transactions to be given up must be selected from the table in the Transaction Overview window Multiple transactions can be given up at once Clicking the Give up button opens the Give up Maintenance 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 Derivatives Clearing
120. ion transfers from to a certain account Select a product line to filter for transfers of options or futures positions Filter for call or put contracts Filter for transfers of positions in certain products Filter for transfers of positions in a certain flexible instrument Filter for transfers of positions in certain currencies Filter for transfers of positions in listed instruments with a maturity of or later than the specified date Filter for transfers of positions in listed instruments with a maturity of or earlier than the specified date Filter for transfers of positions in instruments which expire on or after the specified date Filter for transfers of positions in instruments which expire on or before the specified date If this check box is selected transfers of positions in listed instruments are shown If this check box is selected transfers of positions in flexible instruments are shown Filter for transfers of contracts with a strike price equal to or higher than the specified price Filter for transfers of contracts with a strike price equal to or lower than the specified price Filter for transfers of a certain contract version Filter for transfers of positions of a certain settlement method Cash or Physical Filter for transfers of positions of a certain exercise style American or European Filter for transfers of a certain Clearing Member Filter for transfers of a certain Non Clearing Member
121. ion via the Send or Receive radio buttons Alternatively the user can enter a Cash Adjustment Price Then the cash amount is automatically calculated as the difference between the Cash Adjustment Price and the position transfer price However this is only possible if either long or short positions are transferred Both Cash Transfer Amount and Cash Adjustment Price can be combined as well The external position transfer also allows to transfer cash alone Therefore the transfer quantity fields Long Qty Short Qty have to be filled with zero and a Cash Transfer Amount must be entered In case the entering user is only entitled to enter external position transfers with cash with a Four Eye approval a second user must enter his credentials into the Approver ID and Password fields 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 30 4 4 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Position Transfer Entry Fields Field Internal External Long Qty Short Qty To Exchange Member To Account Name Text 1 Text 2 Text 3 Destination Text 1 Destination Text 2 Destination Text 3 Cash Transfer Amount Send Receive Cash Adjustment Price Position T
122. ionQuantity Text1 Text2 Text3 GCMFR NCMFR A1 C OGBS W DEC15 W 475 000000 Oo w 10 Texti Text2 Text3 GCMFR NCMFR A1 W FIAF FIA2 W 2015 01 17 W W PD W 915 Texti 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 Derivatives Clearing GUI User Manual Page 92 4 24 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions 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 the Status Information field gives further explanations
123. ition Transfer Claim Give up Maintenance Take up Maintenance Notification Detail Overview Automatic Processing ITM Config Maintenance Account Management File Upload Upload Position Close Out Derivatives Clearing GUI User Manual Page 18 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window overview Upload Internal Position Transfer Upload External Position Transfer Upload ITM Configurations Participant Management De Assign User Role De Assign User Role Approve De Assign User Role Approve Copy Modify User Privileges Modify User Privileges Approve De Assign User Role Approve Modify User Privileges Approve De Assign User Role Approve Copy Auxiliary Windows Downloads Reset Password Derivatives Clearing GUI User Manual Page 19 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 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 j
124. ivileges window allows to change the entitlement levels as well as the account range for every privilege that is assigned to the user via the various roles The level cannot exceed the maximum possible entitlement level based on the assigned roles Add Privilege Configurations A privilege can be configured differently for multiple accounts Therefore a new privilege configuration has to be added If exactly one existing configuration is selected the Add Using button is activated Clicking this button creates an additional entry for the selected privilege In this entry an entitlement level and an account range can be specified Both fields are mandatory and the Submit button is only active if they are filled Delete Privilege Configurations The Delete button is activated if one or more privilege configurations are selected Clicking the button marks the selected entries for deletion The last entry for a privilege cannot be deleted That s why the Delete button is disabled if the last entry of a privilege is selected Derivatives Clearing GUI User Manual Page 108 4 30 3 4 31 4 31 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Modify User Privileges Buttons Button Description Add Using This button is only active if exactly one privilege configuration has been selected from the display table Clicking this button adds
125. lMethod ExerStyle LongQty ShortQty ToAccountOwner ToAccountName Text1 Text2 Text3 RefText1 RefText2 RefText3 TransferDirection CashTransferAmount CashAdjustmentPrice Sample transfer upload file FromAccountSponsor FromAccountOwner FromAccountName CallPut ProductSymbol FlipID Maturity ExpirationDate Strike Version SettlMethod ExerStyle LongQty ShortQty ToAccountOwner ToAccountName Text1 Text2 Text3 RefText1 RefText2 RefText3 TransferDirection CashTransferAmount CashAdjustmentPrice GECMER NCMFR AI CE SBVN MARTA 4735000000 0 me a E 10 20 TSTER A2 Texti Text2 Text3 RefText1 RefText2 RefText3 S sgr ww r GEMER SNCMER SAL E SEIARE S NELAZE ME S201501 y Wy E ADA OME AIS E TSTFR A2 Text1 Text2 Text3 RefText1 RefText2 RefText3 W 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
126. lated information for exercised assigned notified allocated positions with physical delivery 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 Derivatives Clearing GUI User Manual Page 79 4 18 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions E Ssss N Deliverable Position Overview maf eurex clearing STEN ETA Downloads 0 Logged in GCMFRCLRO01 Logout Help Menu Switch Transaction Management Settlement Account Management File Upload Automatic Processing Y Main Filter Cleared Instrument Predicttne cr G sett cur L Prouet ro Fiex comactiD uae Maturity From Maturity To 4 Listed Instruments Expiration From Expiration To Flexible Instruments ste Fram sie To Version Beerse Sve g Settement vetoa 7 Dewey 10 Driver Reason Poston Pary Tran Date Cig Mbr NCMRC Account Name equals Y Vave Date Inquire Ciear xmi xls csv Selected Displaying items from 1 to 6 of 6 37 Account Exercise xchange Clg Mbr NCM RC Instrument Symbol nstrument Type o ae Ll E pai ao ale 605 cy ERE a sE T XEUR GCMFR GCMFR C ALV DEC 2013 1900 FLEX_CONTRACT AMERICAN ALVG PHYSICAL 2013 12 18 1013 12 18 140 00 35 000
127. ld Europe Europe Value Europe Growth Emerging Markets Emerging Mar kets Latin America Emerging Markets EMEA Emerging Markets Asia China Free India Japan Malaysia South Africa Thailand AC Asia Pacific ex Japan Index Futures TA 25 Index Futures Daily Futures on TAIEX Futures VSTOXX Futures Gold and Silver Futures as well as Eurex agriculture property and interest rate derivatives 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 NEWO and Xetra are regis tered trademarks of DBAG All MSCI indexes are service marks and the exclusive property of MSCI Barra ATX ATX five CECE and RDXO are registered trademarks of Vienna Stock Exchange AG 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 STOXXO 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 Jone
128. ld and the cash related entry fields are disabled In this case only the To Account Name field is mandatory For an internal position transfer the user can fill in various text fields The information entered into the free text fields Text 1 Text 2 Text 3 is stored in the transaction which books the transferred quantity out of the source account Information entered into the destination text fields Destination Text 1 Destination Text 2 Destination Text 3 is stored in the transaction which books the transferred quantity in to the target account External Position Transfer If the position should be transferred externally the To Exchange Member field is mandatory Optionally the To Account Name can be entered and the content of the free text fields can be proposed by filling in the Ref entry fields The receiving participant can either use these values Derivatives Clearing GUI User Manual Page 29 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions or enter an own text when he claims the transferred position The information entered into the free text fields Text 1 Text 2 Text 3 is stored in the transaction which books the transferred quantity out of the source account In case of an external transfer the user can also transfer cash This is possible in two ways The user can fill in the Cash Transfer Amount field and select the cash flow direct
129. lement Method Clg Mbr NCM RC Account Name All Exercised Unexercised Abandoned Reference Price Derivatives Clearing GUI 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 currencies Filter for positions in certain products Filter for positions in a certain flexible instrument Filter for positions in listed instruments with a maturity of or later than the specified date Filter for positions in listed instruments with a maturity of or earlier than the specified date Filter for positions in instruments which expire on or after the specified date Filter for positions in instruments which expire on or before the specified date If this check box is selected positions in listed instruments are shown If this check box is selected positions in flexible 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 positions of a certain exercise style American or European Filter for positions of a certain settlement method Cash or Physical 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 c
130. lement Maintenance Buttons Button Description Role Assignment This button is only active if exactly one user has been selected from the display table Clicking this button opens the De Assign User Role window where the user can assign and de assign roles Modify Privileges This button is only active if exactly one user has been selected from the display table Clicking the button opens the Modify User Privileges window where the user can modify entitlement settings Derivatives Clearing GUI User Manual Page 104 4 29 4 29 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions User Entitlement Maintenance Buttons Button Description Copy From This button is only active if exactly one user has been selected from the display table Clicking the button saves the selected user as the source user for the copy function Paste To This button is only active after a source user has been saved by clicking the Copy From button and one or more other users are selected as target users Clicking this button copies all role assignments and entitlement settings from the source user to the target user s Four Eye Request This button is only active if a Four Eye request is pending for a user Clicking the button opens the respective approval window User Entitlement Maintenance Table columns Column Description User Member ID of the use
131. lity ss eased gauee de 80 Screen elements a di eyes eed eana vote ay dead eehal a okex 81 Notification Overview 0 00 cece eee 82 Description e gama ee eee ia 82 PUNCHONAIINY esse sire dade a ee oe ache eee bade bak eed da dade aes 83 Screen elementsS 000 0 cece ete eee 84 Notification Detail Overview 00 0c eee eee 85 Derivatives Clearing GUI User Manual Page 5 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 4 20 1 4 20 2 4 20 3 4 21 4 21 1 4 21 2 4 21 3 4 22 4 22 1 4 22 2 4 22 3 4 23 4 23 1 4 23 2 4 23 3 4 24 4 24 1 4 24 2 4 24 3 4 25 4 25 1 4 25 2 4 25 3 4 26 4 26 1 4 26 2 4 26 3 4 27 4 27 1 4 27 2 4 27 3 4 28 4 28 1 4 28 2 4 28 3 4 29 4 29 1 4 29 2 4 29 3 4 30 4 30 1 4 30 2 4 30 3 4 31 4 31 1 4 31 2 4 31 3 4 32 4 32 1 4 32 2 4 32 3 4 33 4 33 1 4 33 2 4 33 3 Description naaa a ete 85 Functionality 414 6200 A AA 85 Screen elements 0000 cece eee eee eee eee 86 ITM Config for Auto Exercise ooooooocoorconrr eee 86 Description 000 cee eee 86 Functionally eri rar ube babe a begga ee 87 Screen elements 000 0 cee 88 ITM Config Maintenance 000 eee eee eee eee 88 Description 0 000 88 Functionality is 2ec04 si aaa 89 Screen elementS 00 00 ccc eens 90 Account Overview 00 0 cece ee eee
132. maturity of or later than the specified date Filter for positions in listed instruments with a maturity of or earlier than the specified date Filter for positions in instruments which expire on or after the specified date Filter for positions in instruments which expire on or before the specified date If this check box is selected positions in listed instruments are shown If this check box is selected positions in flexible 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 positions of a certain exercise style American or European Filter for positions of a certain settlement method Cash or Physical 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 Select this check box to include exercised positions in the inquiry result Select this check box to include assigned positions in the inquiry result Filter for transactions which belong to a certain Position ID Derivatives Clearing GUI User Manual Page 78 4 18 4 18 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions
133. n 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 Up to 10 000 records can be downloaded in one file If this limit is exceeded the user is asked to refine the filter criteria 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 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 check box is unchecked Independent from the format all exported files contain a CET timestamp
134. ng GUI User Manual Page 21 4 2 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 F Was N Position Overview f eurex clearing AAA TOA Downloads 0 Logged in GCMFRCLRO01 Logout Help Menu Switch Transaction Management Settlement Account Management File Upload Automatic Processing Y Main Fitter Cleared Instrument ProductLine v ce 7 cure Product equals Y Flex ContactiD equals v Maturty From Maturity To E Usted instrumnonis Expiration From Expraton To Z Foxie Instruments Sirke From Sirke To Version Exercise Style 7 Settlement Method Party Postion Expired Inquire Clear xmi xis csv Detail Close Out Re open Position Transfer Exercise Selected 1 Displaying items from 43 to 64 of 229 2 C XEUR GCMFR NCMFR EXZ CHF C SBVN JAN 2014 450 0 STANDARD_CONTRACT AMERICAN PHYSICAL 2013 12 18 o o O XEUR GCMFR NCMFR EXZ CHF C SBVN MAR 2014 475 0 STANDARD_CONTRACT AMERICAN PHYSICAL 2013 12 18 o 0 C xEUR GCMFR NOMFR Bz CHF CONF DEC 20130 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 2013 12 18 o o Do ER GCMFR NOMFR Bz CHF P SBVN JAN 2014 450 0 STANDARD_CONTRACT AMERICAN PHYSICAL 2013 12 18 o o C xeur GCMFR NCMFR ez CHF P SBVN MAR 2014 4750 STANDARD_CONTRACT AMERICAN PHYSICAL 2013 12 18 o o DER GCMFR NOMFR ez CHF CONF MAR 20140 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 2013 12 18 o o D xeUR GCMFR NOMFR 0s EUR FGBS DEC 20130 STANDARD_CONTRACT NO_EXER
135. ng the same The names of other companies and third party products may be trademarks or service marks of their respective owners Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Table of Contents 4 5 2 4 5 2 1 4 5 2 2 4 5 3 4 6 4 6 1 INntrOdUGCHION 0 662 cee hee eee BM eee eee ee hae ee eee eas 8 PUTDOSO ion a a aaa ations ni Reena chasis 8 Prerequisies acotar ti ee vee od Reir arae aiaa E e Re Ae 8 System requirements 0 0 ccc eee eee 9 DYSON ACCESS tii ai see ern Sees alle Bee ee epee ee PS eae Bee ee eee 9 Initial authorization o a serier dtia aaa eee 9 Session timeout 0 000 cee 9 Connection failures 0 0000 cee eee 10 Common window elementS oocooococon eee eee 11 Application header 000 ees 11 Filter FUNCION 6 56 aed ates A eee ee ee la ee 11 Multiple values 000 00 cee eee 12 Wildcard filter 20 00 0000 0c eee 12 Range Titer 2 20343 bpidesriaateaner bar eea bee ane boven ee ees 12 Drop down list o 12 Multi selection iSt as cno niana i n ea a a a a eee 13 Date and time picker o ooocoooooooooo eee 13 CHECK OX vedas ties erie beat eeee dete vedas thaws ead eens 13 Radio buttons ooo 13 Display tables cocina cade cae oe ees eee eRe ee ee eke Oe 14 Display of results 0 erie aaRS EEEE ERA 14 CUSTOMIZATION sai eiaa A a aaa a ee 15 Sorting functionality lt esi cserereisrrcrre
136. nsaction 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 Derivatives Clearing GUI User Manual Page 47 4 8 4 8 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Transaction Overview Table columns Column Description Orig Trade ID Original trade identifier Orig Trade Date Original trade date Orig Trade Time Original trade time Orig Order ID Original order identifier Entering Indicates which participant entered the transaction Participant Entering User ID Indicates which user entered the transaction Current Long Current open long position Current Short Current open short position Expiration Date Expiration date of the flexible contract Position ID Position identifier related to the transaction Allocation ID Unique identifier of a give up request entered for a transaction Position Effect Indicates whether a closing error occurred for the transaction Prelim Tag Indicates whether a transaction has a preliminary price Rate ID This is an optional free text field eGAINS Rate identifier Link Member ID
137. nsfer request has been selected It opens the Position Transfer Entry window prefilled with the information of the selected position transfer request Claim This button is available if one or more pending requests have been selected It is used by the target exchange member to claim the transferred positions Clicking the Claim button opens the Position Transfer Claim window in which the user can enter the necessary information to claim the allocated positions Confirm This button is available if one or more pending requests have been selected for which the target NCM RC has already specified the target account and the associated Clearing Member It is used by the Clearing Member who is the sponsor of the entered target account to confirm the selected position transfers to his NCM RC Reject By Clg Mbr This button is available if one or more pending requests have been selected It is used by the Clearing Member who is the sponsor of the entered target account to reject the selected position transfers to his NCM RC Reject By NCM This button is available if one or more pending requests have been selected RC It is used by the target NCM RC to reject the selected position transfers Derivatives Clearing GUI User Manual Page 37 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Position Transfer Overview Table columns Column Description Exchan
138. 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 Screen elements Account Overview 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 Derivatives Clearing GUI User Manual Page 91 4 24 4 24 1 4 24 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Account Overview Table columns Column Description 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 m
139. 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 16 2 5 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 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 result 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 17 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window overview Window overview Transaction Management Position Close Out Re open Position Transfer Entry Exercise Overview Transaction Separation Transaction Account Transfer Transaction O C Adjustment Transaction Adjustment Give up Maintenance Pos
140. on button the information of the selected configuration are prefilled and only the Min ITM Amount field must be filled in Derivatives Clearing GUI User Manual Page 89 4 22 3 4 23 4 23 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements ITM Config Maintenance Fields Field Description Clg Mbr This field is only editable if a new configuration should be added It defines the account sponsor of the account for which the Minimum ITM configuration should apply NCM RC This field is only editable if a new configuration should be added It defines the NCM RC of the account for which the Minimum ITM configuration should apply Account Name This field is only editable if a new configuration should be added It defines the account for which the Minimum ITM configuration should apply Product This field is only editable if a new configuration should be added It defines the product for which the Minimum ITM configuration should apply Min ITM Amount Minimum in the money amount necessary to automatically exercise positions ITM Config Maintenance Buttons Button Description Submit This button is only active if all entry fields are filled in Clicking the Submit button submits a request to add a new or modify the selected configuration and closes the overlay window if the request was successfully processed Cancel Cancels the mo
141. on date Tran Time Transaction time B S Indicates the buy or sell side O C Indicates whether the transaction is taken up to open or to close Orig Trade Type Original trade type Tran Qty Transaction quantity Tran Price Transaction price Text 1 This is an optional free text field entered by the take up member Text 2 This is an optional free text field entered by the take up member Text 3 This is an optional free text field entered by the take up member Rate ID This is an optional free text field eGAINS Rate identifier Link Member ID This is an optional free text field entered by the take up member Link Beneficiary This is an optional free text field entered by the take up member Ref Account Optional field entered by the give up member to propose a take up account Name Derivatives Clearing GUI User Manual Page 68 4 15 4 15 1 4 15 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Take up Overview Table columns Column Description Ref Link Member Optional field entered by the give up member to propose a Link Member ID ID Ref Link Optional field entered by the give up member to propose a Link Beneficiary Beneficiary Ref Text 1 Optional field entered by the give up member to propose a free text Ref Text 2 Optional field entered by the give up member to propose a free text Ref Text 3 Optional field entered by the
142. on the failure reason and an error message is displayed in the message log Note When closing a position via file upload the ZCQ is not checked Screen elements Upload Position Close Out Filter criteria Filter Description INVALID If this check box is selected the list of close out transactions parsed from the uploaded file contains all records with status INVALID VALID If this check box is selected the list of close out transactions parsed from the uploaded file contains all records with status VALID PROCESSED If this check box is selected the list of close out transactions parsed from the uploaded file contains all records with status PROCESSED REJECTED If this check box 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 Product Displays the information parsed from the uploaded file This field can be edited before submission Flex Contr
143. on to a different account This button is only active if one or more option positions are selected lt opens the Exercise Overview window to exercise the selected positions Position Overview Table columns Column Description Exchange Clg Mbr NCM RC Account Name Curr C P Maturity Product Strike Version Instrument Symbol Instrument Type Exercise Style Flexible Contract ID Settlement Method Tran Date Business Date Long Qty Start of Day Exchange ID Member ID of the Clearing Member Member ID of the Non Clearing Member or Registered Customer Account on which the position is booked Product currency Indicates a call or a put option Maturity date of the contract Product ID Strike price of the contract Version of the contract The instrument symbol summarizes the contract parameters It consists of the call put indicator the product name its maturity the strike price and the version of the contract Listed or flexible instrument Exercise style of option positions American or European Flexible Contract ID Settlement method Cash or Physical Transaction date Business date for which the positions were inquired Open long position at start of day Derivatives Clearing GUI User Manual Page 25 4 3 4 3 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Position Overvi
144. on 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 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 The inquiry result is displayed in a table as detailed in section 2 3 It contains the data valid at the time of inquiry The table is not updated automatically if the data changes Derivatives Clearing GUI User Manual Page 11 2 2 1 2 2 2 2 2 3 2 2 4 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Common window elements Y Main Filter y Cleared Instrument Product Line v CIP v Curr Product equals v Flex ContractID equals v Maturity From Maturity To Y Listed Instruments Expiration From Expiration To Flexible Instruments Strike From Strike To Version Exercise Style v Settlement
145. or receives a randomly created password via email 3 With this initial password the service administrator can log in to the Derivatives Clearing GUI On the first successful login a password change is required 4 In the next step the Member s service administrator can set RAL 102 to 1 on user level to provide C7 access for the individual users This has to be done on the Eurex Classic GUI 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 service 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 60 minutes Derivatives Clearing GUI User Manual Page 9 1 4 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Introduction Activity in this context is assumed a
146. ore submission Ref Text 3 Displays the information parsed from the uploaded file This field can be edited before submission Transfer Direction Displays the information parsed from the uploaded file This field can be edited before submission Cash Transfer Displays the information parsed from the uploaded file This field can be Amount edited before submission Cash Adjustment Displays the information parsed from the uploaded file This field can be Price 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 External Position Transfer Buttons Button Description Browse Opens the file selection window to choose the file to be uploaded Filter Filters the list of uploaded transactions according to the selected check boxes Reset Resets the filter check boxes 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 Derivatives Clearing GUI User Manual Page 100 4 27 4 27 1 4 27 2 Eurex Clearing C7 Derivatives Clearing GUI
147. ous filter fields Upon inquiry all transactions matching the selected filter criteria are listed in the table Derivatives Clearing GUI User Manual Page 41 4 7 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 Window layouts and descriptions As of December 1 2015 Version 3 2 EG 7 sias N Transaction Overview f eurex clearing MODRAN Tga TELL 4 Downloads 0 Logged in GCMFRCLROO1 Logout Help Menu Switch Transaction Management Settlement Account Management File Upload Automatic Processing Y Main Fitter Cleared Instrument Transaction Product Line cr curr Tran Date From Tran Time From Product equals Y Flex ContractID equals v Tran Date To Tran Time To Maturity From Maturty To CF Listed tastimmonis Tran Type Expiration From Expiration To Flexible instruments B S o Strike From Strke To Version Price From Price To Exercise Style Settlement Method Tran Qty From Tran Qty To Business Date From Business Date To a Mbr Account Name equals v P Advanced Fiter Fut Active Inquire Clear i xmi xis csv Selected 1 Displaying items from 1 to 18 of 804 22 eee ey sea ee C XEUR GCMFR NCMFR 605 CHF CONF DEC 20130 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 3345 co o D xXEUR GCMFR NOMFR 60s CHF CONF DEC 20130 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 3346 Ds o D xeuR GCMFR NOMFR 605 cHF CONF MAR 20140 STANDARD_CONTRACT NO_EXERCISE PHYSICAL 3405 2D o Der GcMFR NOMFR 0s CHF CONF M
148. ploaded file contains all records with status PROCESSED If this check box is selected the list of position transfer transactions parsed from the uploaded file contains all records with status REJECTED Upload External Position Transfer Fields Field From Account Sponsor From Account Owner From Account Name C P Product Flex Contract ID Maturity Expiration Strike Version Settlement Method Exercise Style Long Qty Short Qty Derivatives Clearing GUI User Manual Description Displays the information parsed from the uploaded file This field can be edited before submission Displays the information parsed from the uploaded file This field can be edited before submission Displays the information parsed from the uploaded file This field can be edited before submission Displays the information parsed from the uploaded file This field can be edited before submission Displays the information parsed from the uploaded file This field can be edited before submission Displays the information parsed from the uploaded file This field can be edited before submission Displays the information parsed from the uploaded file This field can be edited before submission Displays the information parsed from the uploaded file This field can be edited before submission Displays the information parsed from the uploaded file This field can be edited before submission Displays the
149. 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 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
150. r Qualified Clearer Qualified Clearer indicator Last Modifier User ID of the last modifier Last Modified Date and time of the last modification Date and Time Pending Request Contains a button to open a Four Eye approval window if a request is pending De Assign User Role Description The De Assign User Role window can be accessed via the Role Assignment button on the User Entitlement Maintenance window This window allows to assign and de assign roles to a user Derivatives Clearing GUI User Manual Page 105 4 29 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions De Assign User Role close Ed Help GCMFRCLRO01 Upload Settings Datei auswahlen Keine ausgewahlt Assigned Roles Available Roles Position and Transaction Manager PTM Ls Displaying items from 1 to 5 of 41 a7 lt ponte Jerre twa vats NT A010MOD Simplified Outsourcing Capability Account Independent 3 BO02INO Account Inquire Account Independent N 3v 3 B003ADD Automatic Processing Rules Close Out Add Account Dependent N 3 v 3 ALL B003DEL Automatic Processing Rules Close Out Delete Account Dependent N 3 Y 3 ALL BO03INQ Automatic Processing Rules Close Out Inquire Account Independent N 37 3 Submit Cancel 2015 09 07 11 21 13 Inquiry Successfully Processed 2015 09 07 11 21 02 Inquiry Successfully Processed 2015 09 07
151. ransfer Price Total Cash Amount Description If this radio button is selected the entry fields relevant for an internal position transfer are enabled If this radio button is selected the entry fields relevant for an external position transfer are enabled Long quantity to be transferred To transfer a position 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 lt Open Long Total Designated Long It must be zero if only cash is transferred Short quantity to be transferred To transfer a position 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 lt Open Short Total Designated Short It must be zero if only cash is transferred Target exchange member for the position cash transfer This field is mandatory for an external position transfer It is disabled for internal position transfers Target account for the position transfer It is mandatory for internal position transfers This is an optional free text field for the transaction on the source account This is an optional free text field for the transaction on the source account This is an optional free text field for the transaction on the source account This is an optional free text field for the transaction on the target account This is an optional free text field for the transaction on th
152. ration To Listed Instruments Flexible Instruments Strike From Strike To Version Exercise Style Settlement Method Clg Mbr NCM RC Account Name Trade Date From Trade Date To Business Date From Business Date To Tran ID Description Filter for allocations in options or futures transactions Filter for allocations in call or put contracts Filter for allocations in transactions with certain currencies Filter for allocations in transactions with certain products Filter for allocations in transactions with a certain flexible instrument Filter for allocations in transactions with listed instruments with a maturity of or later than the specified date Filter for allocations in transactions with listed instruments with a maturity of or earlier than the specified date Filter for allocations in transactions with instruments which expire on or after the specified date Filter for allocations in transactions with instruments which expire on or before the specified date If this check box is selected allocations in transactions with listed instruments are shown If this check box is selected allocations in transactions with flexible instruments are shown Filter for allocations in contracts with a strike price equal to or higher than the specified price Filter for allocations in contracts with a strike price equal to or lower than the specified price Filter for allocations in a certain contract
153. ration details Act Transfer This button is active if one or more transactions are selected 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 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 Transaction This button is active if one or more transactions are selected It opens the Adjustment Transaction Adjustment window to change the text fields of the selected transactions Give up This button is active if one or more transactions are selected lt opens the Give up Maintenance window to initiate give up processes for 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 lt 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 Derivatives Clearing GUI User Manual Page 46 Eurex Clearing C7 Deriva
154. rror will be shown e Network failure Since the Derivatives Clearing GUI is a web based application no interaction is possible if the network 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 10 2 1 2 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 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 differ
155. s Dow Jones Global Titans 50 IndexSM and Dow Jones Sector Titans IndexesSM are service marks of Dow Jones amp Company Inc All derivatives based on these indexes are not sponsored endorsed sold or promoted by Dow Jones amp Company Inc Dow Jones amp Company Inc does not make any representation regarding the advisability of trading or of investing in such products Bloomberg Commodity IndexSM and any related sub indexes are service marks of Bloomberg L P 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 Taiwan Futures Exchange and TAIFEX are registered trademarks of Taiwan Futures Exchange Corporation Taiwan Stock Exchange TWSE and TAIEX are the registered trademarks of Taiwan Stock Exchange Corporation 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 erni
156. s available if one or more pending requests have been selected It is used by the target exchange member to take up the transactions Clicking the Take up button opens the Take up Maintenance window in which the user can enter the necessary information to claim the allocated transactions Confirm This button is available if one or more pending requests have been selected for which the target NCM RC has already specified the take up account and the associated Clearing Member It is used by the Clearing Member who is the sponsor of the entered take up account to confirm the take up of the selected transactions by his NCM RC Reject By NCM This button is available if one or more pending requests have been selected RC It is used by the target NCM RC to reject the take up of the selected transactions Reject By Clg Mbr This button is available if one or more pending requests have been selected It is used by the Clearing Member who is the sponsor of the entered take up account to reject the take up of the selected transactions by his NCM RC Take up Overview Table columns Column Description Exchange Exchange ID From NCM RC Initiating Non Clearing Member or Registered Customer To Clg Mbr Clearing Member who is the sponsor of the entered take up account To NCM RC Exchange member to whom the transaction was given up to take up member To Account Name Take up account entered by the target NCM RC From Clg Mbr Confirmation status of
157. s into the Approver ID and Password fields The provided text fields Text 1 Text 2 Text 3 can be used to assign further information to the exercise transaction Abandon from Automatic Exercise It might be necessary to exclude certain positions 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 The abandoned quantity can only be entered on the last trading day In case the entering user is only entitled to abandon positions with a Four Eye approval a second user must enter his credentials into the Approver ID and Password fields If an error occurs a message is displayed in the message log Derivatives Clearing GUI User Manual Page 73 4 16 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Exercise Overview Filter criteria Filter Product Line C P Curr Product Flex Contract ID Maturity From Maturity To Expiration From Expiration To Listed Instruments Flexible Instruments Strike From Strike To Version Exercise Style Sett
158. s 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 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 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 an SSL connection e
159. s to update the content of the text fields 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 fields Transaction Adjustment close E Original Transaction s Help Displaying items from 1 to 10f2 Exercise Flex Settlement XEUR GCMFR NCMFR 605 CHF FROG MAR 2014 0 STANDARD_CONTRACT NO_EXERCISE CASH 0004L XEUR GCMFR NCMFR 605 CHF C SBVN MAR 2014 4750 STANDARD_CONTRACT AMERICAN PHYSICAL 0004L gt Transaction Adjustment o e OT AI A eo brow E Noch o Chang j No Change No Change 4 Delete new text2 Submit Revert Cancel Transaction Adjustment window Functionality Any number of transactions listed in the Transaction Overview window can be selected for a transaction adjustment Their details are displayed in the Transaction Adjustment window All of Derivatives Clearing GUI User Manual Page 54 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions the transactions can be adjusted at once by filling in the provided entry fields The provided fields can be used to change the original free text fields of the transactions as well as the Link Member ID Link Beneficiary and the eGAINS Rate ID fields Initially they are not filled with any text i e the individual information of the original transactions remain
160. sfer Position ID Position ID of the transferred position Position Transfer Claim Description The Position Transfer Claim window can be accessed from the Position Transfer Overview window via the Claim button It allows the receiving exchange member to claim pending position transfers Position Transfer Claim close EJ Position Transfers Help po gs no pecan 2 GCMFR NCMFR EXY MANUAL AUTO CHF XEUR 1 ALLOCATION_PENDING TSTFR 2013 Claim Position Transfers a GCMFR EXY Submit Revert Cancel clear log Position Transfer Claim window Derivatives Clearing GUI User Manual Page 39 4 6 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Functionality The Position Transfer Claim window is used by the receiving exchange member to claim pending position transfers To claim a pending position transfer the To Account Name and the To Clg Mbr have to be entered The provided text fields can be used to enter additional information Initially the value proposed by the sending exchange member is used If the text fields should be filled with a different text it must be entered into the respective fields To remove the proposed content from the text fields there is a Delete check box in front of each field The To Account Name is prefilled with the value contained in the selected position transfers if it is the same for all
161. sion Filter for allocations in transactions of a certain exercise style American or European Filter for allocations in transactions of a certain settlement method Cash or Physical Filter for allocations in transactions of a certain Clearing Member Filter for allocations in transactions of a certain Non Clearing Member or Registered Customer Filter for allocations in transactions booked on certain accounts Filter for allocations in transactions with a trade date greater or equal the entered date Filter for allocations in transactions with a trade date earlier or equal the entered date Filter for allocations generated on or after a certain business date Filter for allocations generated on or before a certain business date Filter for allocations in a transaction with a certain transaction ID Derivatives Clearing GUI User Manual Page 66 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Take up Overview Filter criteria Filter Description From NCM RC Filter for give up transactions that have been entered by a specific participant Allocation ID Filter for an allocation with a certain allocation ID Alloc Status Filter for allocations with a certain status by selecting any combination of the Claimed Pending Cancelled and Refused check boxes Take up Overview Buttons Button Description Take up This button i
162. t Settings function Derivatives Clearing GUI User Manual Page 114 4 34 2 4 34 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions De Assign User Role Approve Copy close E Help GCMFRCLRO01 Roles to be assigned Roles to be de assigned Displaying items from 1 to 5 of 53 a Act Range v A001INQ Internal User Inquire Account Independent 3 3 A002INQ Internal User Entitlement Inquire Account Independent 30 3 z A002UPD Internal User Entitlement Update Account Independent j1 3 AD10MOD Simplified Outsourcing Capability Account Independent 3 Y 3 ANTIINQ Internal Pending Four Eye Inquire Service Administ Account Independent 3 v 3 X Approve Reject Cancel 2015 09 09 13 04 40 Inquiry Successfully Processed 2015 09 09 13 04 40 Inquiry Successfully Processed clear log De Assign User Role Approve Copy window Functionality The De Assign User Role Approve Copy window lists all roles that are supposed to be assigned to a user via the Copy Entitlement Settings function These role assignments require the approval of a second user to be processed In this window the second user can approve or reject the changes by clicking either the Approve or the Reject button Below the roles that are supposed to be assigned a list of entitlement details shows which privileges are contain
163. table If all adjustments are 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 53 4 10 3 4 11 4 11 1 4 11 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Transaction O C Adjustment Fields Field Description O C Depending on the current open close status of the transactions the appropriate new status is displayed 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 Text 1 This is an optional free text field Text 2 This is an optional free text field Text 3 This is an optional free text field Transaction O C Adjustment Buttons Button Description Submit 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 Adjustment Description The Transaction Adjustment window is an overlay window accessible from the Transaction Overview window which allow
164. ted Short quantity that has been designated for an external position transfer PosTrans Short Total Designated Total designated short quantity Short Cleared Technical ID of the contract Instrument ID Position ID Position ID Notification Detail Overview Description The Notification Detail Overview window can be accessed via the Details button of the Notification Overview window It displays details about the notification of a futures position and allows to submit a notification or notification adjustment for the selected position Notification Detail Overview close EJ Position Help Displaying items from 1 to 1 of 1 Exchange Cig Mbr NCM RC pa Curr Instrument Sym Open Short Notified Qt Dsgn Short Qty Dsgn Short Qty Meza Position ID mg Name Eoy em Y 3 i Designated Short XEUR GCMFR NCMFR A3 EUR FGBS DEC 201 496 4 o 0 0 33 gt Deliverables Selected 1 Displaying items from 1to 1 of 1 CC Notification Qty Change I E eu Pres Notify Cancel 2015 07 28 15 43 49 Operation performed successfully Fi clear log Notification Detail Overview Only one futures position can be notified at a time Details like the notified un notified and designated quantities of the selected position are displayed at the top of the window Below these information the Notification Detail Overview window contains a table with the underlying deliverable securities delivery components and their respecti
165. 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 check box 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 Transfer window is closed automatically Otherwise it remains open with the transactions listed which failed to be transferred In this case
166. the To Clg Mbr and the To Account Name are entered Clicking the Submit button submits a request to take up the transactions and closes the overlay window if all take up requests could successfully be processed Revert Reverts all changes entered since the window was opened Cancel Closes the overlay window without any changes 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 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 71 4 16 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions EC learta SH Exercise Overview gt et ry ut A Y Downloads 0 Logged in GCMFRCLR001 Logout Help Menu Switch Transaction Management Settlement Account Management File Upload Automatic
167. tions of the current business day can be closed out The maximum amount available for re opening cannot exceed the amount of previously closed out positions Note that the re opening of positions is not available indefinitely The period for re opening is currently configured to 4 business days 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 table there are various fields to enter the adjustment Derivatives Clearing GUI User Manual Page 26 4 3 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Position Close Out Re open close EJ Position Details Help Displaying items from 1 to 1 of 1 Clg Mbr NCM RC Instrument Symbol Open Long Open Short XEUR 605 CHF 100 50 GCMFR NCMFR FROG DEC13 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 quantity 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 q
168. tives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Transaction Overview Table columns Column Description 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 Instrument Type Listed or flexible instrument Exercise Style Exercise style of option positions American or European Flexible Contract Flexible Contract ID ID Settlement Settlement method Cash or Physical Method Order 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 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 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 Tra
169. tments are successful the Transaction 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 55 4 11 3 4 12 4 12 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Transaction 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 Text 1 This is a free text field Text 2 This is a free text field Text 3 This is a free text field Link Member ID This is a free text field for the participant at the partner exchange Link Beneficiary This is a free text field for the beneficiary ID at the partner exchange Rate ID This is a free text field for the eGAINS Rate Identifier Transaction Adjustment Buttons Button Description Submit 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 Give up Overview Description The Give up Overview window can be accessed from the
170. trade type Tran Qty Transaction quantity Tran Price Transaction price Rate ID This is an optional free text field eGAINS Rate identifier Ref Account Optional field entered by the give up member to propose a take up account Name Ref Link Member Optional field entered by the give up member to propose a Link Member ID ID Ref Link Optional field entered by the give up member to propose a Link Beneficiary Beneficiary Ref Text 1 Optional field entered by the give up member to propose a free text Derivatives Clearing GUI User Manual Page 61 4 13 4 13 1 4 13 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Give up Overview Table columns Column Description Ref Text 2 Optional field entered by the give up member to propose a free text Ref Text 3 Optional field entered by the give up member to propose a free text Ref O C Optional field entered by the give up member to propose a take up to open or to close Give up Maintenance Description The Give up Maintenance window is an overlay window accessed from the Transaction Overview window which allows to give up transactions to another exchange member It summarizes the details of the transactions to be given up in a table Below this table there are various fields to enter the give up information Give up Maintenance close E Transactions Help Displaying items from 1 to 3 of
171. tton becomes inactive since the request cannot be confirmed again Cancel By NCM RC This button is available if one or more pending requests have been selected It is used by the initiating NCM RC to cancel the give up process of the selected transactions Cancel By Clg Mbr This button is available if one or more pending requests have been selected It is used by the Clearing Member to cancel the give up of the selected transactions from his NCM RC Derivatives Clearing GUI User Manual Page 57 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Cancel New This button is only active if a single give up request has been selected Clicking the Cancel New button opens the Give up Maintenance window prefilled with the information of the original give up request In this window the user can modify the prefilled data Clicking the Submit button on the Give up Maintenance window will cancel the previously selected give up request and start a new give up process with the entered information Derivatives Clearing GUI User Manual Page 58 4 12 3 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Give up Overview Filter criteria Filter Product Line C P Curr Product Flex Contract ID Maturity From Maturity To Expiration From Expi
172. ty of the selected position in the Change particular security by filling in a positive or negative value Text 1 This is a free text field Text 2 This is a free text field Text 3 This is a free text field Notification Details Overview Buttons Button Description Notify This button is only active if the Notification Qty Change field is filled according to the conditions described above Clicking the Submit button submits a request to perform the notification notification adjustment and closes the overlay window if the request was successfully processed Cancel Cancels the notification or notification adjustment without any changes and closes the overlay window Notification Details Overview Table columns Column Description ISIN Underlying ISIN delivery component Secu Name Security long name Notified Qty Currently notified quantity of the selected position in the particular security ITM Config for Auto Exercise Description The ITM Config for Auto Exercise window is accessible from the Automatic Processing menu in the main menu It shows the minimum amount that an options position must be in the money to Derivatives Clearing GUI User Manual Page 86 4 21 2 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions be automatically exercised This configuration is done per product account combination Clearing Members can
173. uantities 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 Dsgn Long and Quantity lt Open Short Dsgn Short If the entered quantity is larger than the amount that can be closed out without closing fees i e larger than the zero cost quantity ZCQ a warning is displayed which has to be confirmed by the user to process the close out request 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 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 Derivatives Clearing GUI User Manual Page 27 4 3 3 4 4 4 4 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Position Close Out Re open Fields Field Description Close Out Select this radio button to close out a cert
174. ultiple positions at once by uploading a file in CSV format Upload Position Close Out close EJ Help 1 Select file for Upload Upload File Datei ausw hlen CloseOut Upload csv 2 Process uploaded Position Close Out Position Transfer Status M INVALID VALID Y PROCESSED Y REJECTED Filter Reset csv template Selected 1 Displaying items from 1 to 1 of 1 Flex Expiration Settlement Exercise T Bsa isi fet oe ome Sante STE boas pasta T Um GOMFR NncmFR ex Me oses oses FEB14 1 J 10s 5 Me la fro Closeout Upload gt Submit Cancel Upload Position Close Out window Functionality Clicking the Browse 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 FlipID Maturity ExpirationDate Strike Version SettlMethod ExerStyle TransactionQuantity Text1 Text2 Text3 Sample close out upload file AccountSponsor AccountOwner AccountName CallPut ProductSymbol FlipID Maturity ExpirationDate Strike Version SettlMethod ExerStyle Transact
175. 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 Destination Text 1 Displays the information parsed from the uploaded file This field can be edited before submission Destination Text 2 Displays the information parsed from the uploaded file This field can be edited before submission Destination 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 Internal Position Transfer Buttons Button Description Browse Opens the file selection window to choose the file to be uploaded Filter Filters the list of uploaded transactions according to the selected check boxes Reset Resets the filter check boxes 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 win
176. ups allocated to his NCMs and RCs to confirm them after they have been claimed In order to list only give up requests of interest a filter function is provided At the top of the window there are various filter fields Upon inquiry all requests matching the selected filter criteria are listed in the table EG ON Take up Overview mul eurex clearing Se AA A Downloads 0 Logged in NCMFRCLRO01 Logout Help Menu Switch Transaction Management Settlement Account Management File Upload Automatic Processing Y Main Fiter Cleared Instrument Transaction Product Line v cP Y Curr la Trade Date From Trade Date To Product equals v Flex Contract ID equals Y Business Date From Business Date To Maturity From Matury To 2 Usted Instruments vR Expiration From Expiration To Y Flexible Instruments Allocation Strike From Sirke To Version From NCWRC os 7 Settement Alocaton 10 Alloc Status Claimed Pending Cancelled Refused Party S vourc oe Inquire Clear xml xls csv Mae 171 RSIeCtBYINCMRG ReJecUBy CIO MD Selected 1 Displaying items from 1 to 9 of 9 3 mc m Nem lem Exchange FromWNCM RC ToClgMbr To NCM RC a lo tere To nem Re Allocation 1D Alloc Status Expiration Date Instrum Contract 1D NCMFR D ECAG TSTFR GCMFR PENDING PENDING REJECTED REFUSED FROS FROG DEC 20 m ECAG TSTFR GCMFR NCMFR MANUAL AUTO MANUAL MANUAL CLAIMED CHF 2013 12 20 FROS FROG DEC 20 ECAG TSTFR NCMFR PENDIN
177. user These modifications require the approval of a second user to be processed In this window the second user can approve or reject the changes by clicking either the Approve or the Reject button Derivatives Clearing GUI User Manual Page 113 4 33 3 4 34 4 34 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Screen elements Modify User Privileges Approve Buttons Button Description Approve Clicking this button approves the pending Four Eye request Reject Clicking this button rejects the pending Four Eye request Cancel Closes the overlay window without any change Modify User Privileges Approve Table columns Column Description Privilege ID Privilege identifier Privilege Description of the privilege Description Privilege Type Type of the privilege Level Entitlement level assigned to the privilege Max Level Maximum entitlement level that can be assigned to the privilege Act Range Account range or individual account name for which the privilege is effective De Assign User Role Approve Copy Description The De Assign User Role Approve Copy window is accessed via the Details button on the Four Eye Principle Entitlement window or via the Pending Four Eye Request buttons on the overview windows lt allows to approve or reject pending user role assignments which were initiated via the Copy Entitlemen
178. ve notified quantities Functionality The notified quantity of a position in a particular underlying security delivery component can be adjusted by selecting one underlying from the display table This enables the Notification Qty Derivatives Clearing GUI User Manual Page 85 4 20 3 4 21 4 21 1 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Change entry field and the optional text fields The notified quantity in the selected delivery component can be increased or decreased by entering a positive or a negative value into the Notification Qty Change field The entered value must not exceed the remaining short quantity available Open Short Dsgn Short of the selected position A negative value decrease of notified quantity must not exceed the previously notified quantity If the entered quantity exceeds one of the boundaries the Notify button is disabled The text fields Text 1 Text 2 Text 3 are optional They can be filled with additional information for the notification transactions After successfully submitting the notification request by clicking the Notify button the Notification Detail Overview window is closed automatically If an error occurs a message is displayed in the message log Screen elements Notification Details Overview Fields Field Description Notification Qty Increase or decrease the notified quanti
179. version Filter for allocations in transactions of a certain exercise style American or European Filter for allocations in transactions of a certain settlement method Cash or Physical Filter for allocations in transactions of a certain Clearing Member Filter for allocations in transactions of a certain Non Clearing Member or Registered Customer Filter for allocations in transactions booked on certain accounts Filter for allocations in transactions with a trade date greater or equal the entered date Filter for allocations in transactions with a trade date earlier or equal the entered date Filter for allocations generated on or after a certain business date Filter for allocations generated on or before a certain business date Filter for allocations in a transaction with a certain transaction ID Derivatives Clearing GUI User Manual Page 59 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Give up Overview Filter criteria Filter Description To NCM RC Filter for give up transactions that have been allocated to a specific participant Allocation ID Filter for an allocation with a certain allocation ID Alloc Status Filter for allocations with a certain status by selecting any combination of the Claimed Pending Cancelled and Refused check boxes Give up Overview Buttons Button Description Accept This button is
180. w 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 after 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
181. 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 exercise style American or European Filter for transactions of a certain settlement method Cash or Physical Filter for transactions of a certain Clearing Member Filter for transactions which belong to a certain Position ID Filter for transactions of a certain Non Clearing Member or Registered Customer Filter for transactions booked on certain accounts Filter for transactions 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 User Manual Page 44 Eurex Clearing C7 Derivatives Clearing GUI 3 0 As of December 1 2015 Version 3 2 Window layouts and descriptions Transaction Overview Filter criteria Filter B S Price From Price To O C Tran Qty From Tran Qty To Order ID From Order ID To Orig Order ID From Orig Order ID To Text 1 Text 2 Text 3 Orig Trade ID From Orig Trade ID To Orig Trade Type Trade ID From Trade ID To

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