Reminder of changes to LCH EnClear intra-day and EOD reports

Dear Member

Further to previous LCH.Clearnet Ltd circular, LCH.Clearnet would like to remind you that the proposed changes to the EnClear reports will go live in the evening of 31st October to take effect on Friday 1st November 2013

If you have any questions please do not hesitate to contact [email protected] or +44 207 426 7460

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 changes will be made COB Thursday 31st October, with the new format taking effect from Friday 1st November.

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_id’ 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_account’ 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_account_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)