| Market: | All |
| Products: | Derivatives |
| Date: | 02 July 2008 |
Derivatives OPEJ - Monep Daily Operations Files
OPEJ files enhancements
“EXAS”, “EAVR”, “VAVA” and “LIQE” records enhancement
On 7 April 2008, NYSE Euronext implemented a four-decimal trading quotation on its cash markets.
In order to allow Members to take advantage of this improvement, LCH.Clearnet SA will harmonize its OPEJ files with NYSE Euronext four decimal places for quotations. Therefore, the “EXAS”, “EAVR”, “VAVA” and “LIQE” records in the OPEJ files, currently reporting underlying prices rounded to 2 decimals, will be extended by two characters. Please see the attached file for details of the changes to the data records.
“PATT”, “HINE” and “ALLO” records extension
Further to the multi-decimal compliance of our systems, Members will benefit from the addition of the “Mailing Comment” field (currently appearing in C21 messages) to the existing “PATT”, “HINE” and “ALLO” records of the OPEJ files, facilitating data reconciliation. Changes to these data records are also provided in the attached PDF document. Complete data records is available on LCH.Clearnet SA’s website.
“ALLO” record improvement
In the current OPEJ files, the sending or the receiving Member codes for give-ups and take-ups are reported in the “ALLO” record for CMFs only. Following this improvement, Member codes will also be reported for sponsored TMFs.
These three modifications will be available on the EUA testing platform from the beginning of August until the end of the month. The go-live of these improvements is forecasted in early September. LCH.Clearnet SA will keep you posted on the precise dates of tests and launch.
The complete data records will soon be available on LCH.Clearnet SA’s website.
For further information, please contact:
your LCH.Clearnet SA Product Implementation manager:
François Cloutier: +33 (0) 1 70 37 66 62 – francois.cloutier@lchclearnet.com
or
your local relationship Manager.
Customer and Market Management LCH.Clearnet SA