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| Market: | All |
| Products: | All |
| Date: | 1 July 2011 |
Treasury financial statements in XML format
Production go live - Label changes and additional margin
LCH.Clearnet SA will implement the label changes and the new line for the additional margin in the printable Treasury financial statements (txt files) in Production on Friday 8 July 2011. Following the implementation, the updated labels and new line for the additional margin will be available for clients in the Treasury financial statements on Monday morning 11 July 2011.
Reminder label changes
The update of the labels will affect the AC0102E, AC0103E, AC0106E, AC0110E, AC0112E, AC0113E and AC0129E printable reports. You will find the current and new labels in the table below.
| Market code | Current labels (English) | New labels (English) |
|---|---|---|
| 001 | CASH MARKET | CASH SECURITIES |
| 020 | STOCK AND INDEX DERIVATIVES | STOCK AND INDEX DERIVATIVES |
| 050 | INTEREST RATE DERIVATIVES AND COMMODITIES | COMMODITIES DERIVATIVES |
| 061 | AMSTERDAM DERIVATIVES | AMSTERDAM DERIVATIVES |
| 070 | CLEARNET OTC | FIXED INCOME |
| 071 | SECURITIES BORROWING AND LENDING | SECURITIES BORROWING AND LENDING |
| 100 | CREDIT DEFAULT SWAPS | CREDIT DEFAULT SWAP |
| 014 | CDS CLEARING FUND | CDS DEFAULT FUND |
| 015 | EURONEXT CLEARING FUND | CASH AND DERIVATIVES DEFAULT FUND |
| 017 | DTC/MTS ITALY CLEARING FUND | FIXED INCOME DEFAULT FUND |
| 019 | DE-NETTING RISK | DE-NETTING RISK |
| Market code | Current labels (French) | New labels (French) |
|---|---|---|
| 001 | CASH | VALEURS MOBILIERES |
| 020 | DERIVES ACTIONS ET INDICES | DERIVES ACTIONS ET INDICES |
| 050 | DERIVES DE TAUX | DERIVES DE MARCHANDISES |
| 061 | DERIVES AMSTERDAM | DERIVES AMSTERDAM |
| 070 | CLEARNET OTC | FIXED INCOME |
| 071 | PRET EMPRUNT DE TITRES | PRET EMPRUNT DE TITRES |
| 100 | CREDIT DEFAULT SWAP | CREDIT DEFAULT SWAP |
| 014 | CLEARING FUND CDS | FOND DE GARANTIE CDS |
| 015 | CLEARING FUND EURONEXT | FOND DE GARANTIE CASH ET DERIVES |
| 017 | CLEARING FUND OTC/MTS Italie | FOND DE GARANTIE FIXED INCOME |
| 019 | De-Netting Risk | RISQUE DE DECOMPENSATION |
The Amsterdam Derivatives market (061) is not deleted unlike what has been announced in the Info Flash of 6 May 2011.
Additional margin
The update of the additional margin will affect the AC0102 printable report. For more information regarding the additional margin please refer to the info flash on our website; http://www.lchclearnet.com/member_notices/flash_infos/other_projects/treasury_financial/
For further information, please contact:
Your account manager
or
Your Product Implementation Manager:
Dorothée Fresneau: +33 (0) 1 70 37 66 05 – [email protected]
Customer and Market Management LCH.Clearnet SA