| Market: | All |
| Products: | Derivatives |
| Date: | 07 August 2008 |
Derivatives OPEJ - Monep Daily Operations Files
OPEJ files enhancements: Schedule for tests and go-live
On 2 July 2008, LCH.Clearnet SA announced some major enhancements to its derivatives OPEJ files. The dates for the implementation of these modifications have been fixed as follows:
- Members testing period on the EUA test platform will last from 2 September to 2 October 2008.
- The go-live of these improvements is fixed for 3 October 2008.
Please see the attached file for details of the changes to the data records.
“EXAS”, “EAVR”, “VAVA” and “LIQE” records enhancement
The “EXAS”, “EAVR”, “VAVA” and “LIQE” records in the OPEJ files, currently reporting underlying prices rounded to two decimals places, will be extended by two characters to report prices to four decimal places. Changes to these data records are provided in the attached PDF document.
“PATT”, “HINE” and “ALLO” records extension
The “Mailing Comment” field (currently appearing in C21 messages) will be added to the existing “PATT”, “HINE” and “ALLO” records of the OPEJ files, facilitating data reconciliation. Changes to these data records are provided in the attached PDF document.
“ALLO” record improvement
In the current OPEJ files, the sending or 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.
The complete data records will be available as of the 3 October 2008 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