Changes to Intra Day and EOD reports for the LCH EnClear OTC Clearing Service

Dear Member

As part of LCH.Clearnet Limited’s implementation activities under EMIR, some changes will be made to its EnClear reports. These are illustrated in the attached sample files and described below. The new format of the reports will go live on Thursday 31st October 2013.

If you have any questions please contact me at [email protected] or +44 207 426 7460

ECS_MBRIPL & ECS_MBRPAL (Intraday and End of Day Profit & Loss Report)

• New ‘mar_acct’ column added. Where positions held in accounts that are related to a Margin Account, the Margin Account identifier will be shown in this new column
• New ‘lch_namespace’ and ‘usi_value’ columns added. These are included to make the correct information for trade reporting available for both Dodd Frank and EMIR. These columns will contain the same data that is shown on corresponding columns in the ECS_MBRITR and ECS_MBRTRD reports but the MBRTRD report only shows trades whereas the MBRPAL report shows all transactions.
  • For Dodd Frank SDR reporting, the lch_namespace and usi_value columns are used together as the USI
  • For EMIR the usi_value column is used to generate the UTI – members will be instructed on how to generate this for their own reporting
• New ‘Total (M/A)’ subtotal row added. This new subtotal will only be shown for positions that are held in accounts that are related to a Net or Gross Omnibus Margin Account

ECS_MBRIIM & ECS_MBRDIM (Intraday and End of Day IM Report)

• New ‘mar_acct’ column added. Where positions held in accounts that are related to a Margin Account, the Margin Account identifier will be shown in this new column
• New mar_acct_type column added. Where positions held in accounts that are related to a Margin Account, the Margin Account type will be shown in this new column

Attached files

• ECS_MBRDIM
• ECS_MBRPAL (FCM)
• ECS_MBRPAL (NON-FCM)