Treasury reports enhancement

The REGU and KOND reports will provide additional details that will facilitate the segregation of the French and the Spanish cash only settlement flows.

REGU report details all adjustments (Cash, Coupon, Variable rate) which will be included in the next margin call.
The 5th position will now show the ISIN code instead of the instrument name to facilitate the sorting of the individual cash adjustment.

KOND report is an HTML file which summarises the member’s activity for the day.
The layout “Net Amount Adjustment” that lists the cash only flows will show three additional lines that provide the total amount to be credit or debited:

• Total amount related to the French activity;
• Total amount related to the Spanish activity;
• Total amount summing the French and the Spanish activities.

The enhancement is already available in the test environment and it will be implemented in production as of Friday 27 April 2012.

The Member reports description is available in in the secure area here.

For further information, please contact:

Your LCH.Clearnet SA product implementation manager

Mykael Lemosle: +33 (0) 1 70 37 65 27
[email protected]

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