Clearing Specifications

Section 1 : Introduction to the system

Section 2 : Functional description

Part 2-1 : Message flow

Pages 1-50;
Pages 51-100;
Pages 101-130

Part 2-2 : Technical appendices

Part 2-2.1: Private messages
Part 2-2.2.0.0.CI: End of transmission of clearing element per risk group of product
Part 2-2.2.0.0.5a: Initialisation of characterictics for a derivatives product

Part 2-2.3: Private file

     Part 2-2.3.0.7: Derivatives Clearing (MONEP) Operations of the Day 
     Part 2-2.3.1.1: Position results first resume 
     Part 2-2.3.1.2: Position results second resume 
     Part 2-2.3.1.3: Position results third resume

     Part 2-2.3.2: PB results 
     Settlement Information File (SIF) - January 2007  
     Buy-In Information File (BIF) - October 2005

    Trade Leg Reconciliation File - August 2008

Part 2-2.4: Public files
     Part 2-2.4.1.1: SPAN Paris expanded format 
     Part 2-2.4.2: Corporate events (CE) effective on days "D" and "D+1"
     Part 2-2.4.3.1: Derivatives Clearing Elements
     Part 2-2.4.3.2: Cash Data Referential 2nd Vacation
     Part 2-2.4.3.3: Cash Data Referential 1st Vacation
     Part 2-2.4.3.4: Derivatives Exercise
     Part 2-2.4.3.5: Derivatives Market Open Interest
     Part 2-2.4.3.6: Derivatives Data Referential
     Part 2-2.4.3.7: Underlying Cash Closing Price

Part 2-2.5: Miscellaneous
     Part 2-2.5.1.1: Data field definitions 
     Part 2-2.5.1.2: Stocks group codes 
     Part 2-2.5.1.3: Security group codes 
     Part 2-2.5.1.4: Foreign currency ISO3A norm   
     Part 2-2.5.2.1: Technical Miscellaneous