Reporting by Eurex Clearing according to Article 9 EMIR: Updated CCP Harmonized EMIR Position File and release dates

1.    Introduction

According to Article 9 EMIR (European Market Infrastructure Regulation), both Eurex Clearing and its Clearing Members are obliged to report transactions and positions in exchange-traded and OTC derivatives contracts. In addition, collateral and valuation reports must be submitted.

Since both counterparties of a derivatives trade must report and since common data must be identical, it is important that the CCP and its Clearing Members use the same methodology to populate common data fields.

The CCP Harmonized EMIR Position File of Eurex Clearing meets the harmonized structure agreed among the EMIR Reporting working groups of the European Association of CCP Clearing Houses (EACH) and the Futures Industry Association (FIA). The file is generated in csv format from the clearing house reporting perspective. The file is distributed via the Common Report Engine (CRE).

2.    Required action

Clearing Members are requested to test the report during the simulation phase to ensure that the report can be consumed by the Clearing Members' systems so that Eurex Clearing’s position UTIs can be used in Clearing Members' EMIR reporting.

Please notify Eurex Clearing of any issues or data inaccuracies identified during the testing period, such as missing or incorrect data in the report that is needed to match positions and use the position UTIs in your EMIR position reports.

3.    Details of the initiative

With this circular, Eurex Clearing announces the following changes:

• There will be three additional fields: Final contractual settlement date, Action type, Event type.

• In addition to the records for ETD positions, the file will be enhanced with the records for ETD valuations. The records in the file will reflect ECAG’s reporting.

The csv file naming convention will be:

CCPPOSITIONEMIR_PRO_004_ECAG_ClearingMemberCode_CoBdate_VersionSuffix.csv. The CSV file can be found in the zip folder named after the following convention in the CRE production environment: 00RPTPOSEMClearingMemberCodeCoBdate.CSV.ZIP.

While Eurex Clearing has used reasonable endeavors to ensure that the data of this report are correct, Eurex Clearing assumes no responsibility or liability for any errors or omissions in the content of this report, or for the result of use of any information contained in this report. Any information given in this report shall not be construed to alter the Clearing Member’s or Non-Clearing Member’s obligations and liabilities under the Clearing Conditions of Eurex Clearing AG, as applicable, and related agreements.

The go-live dates for version 4 of the file are:

• Simulation environment: 25 May 2025
• Production environment: 25 June 2025

If you have any questions or require further information, please contact the ECAG regulatory team at ECAGRegulatoryReporting@eurex.com.

Unless the context requires otherwise, terms used and not otherwise defined in this circular shall have the meaning ascribed to them in the Clearing Conditions or FCM Clearing Conditions of Eurex Clearing AG, as applicable.
 

Further information