ESES and LCH.Clearnet Flux Bourse

Passive testing: COE details update

1st feedback requested on COE regularisations

LCH.Clearnet would like to inform Members that some adjustments on the COE details had to be performed. As a consequence, please find attached an updated version of the appendix6.2. PASSIVE TESTING SCHEDULE of the detailed testing guide attached.

The modifications (in red) are mainly:

• Precisions on the coupons and rights codes,
• Test case B5’ was created and test case B5 was reviewed on the RECTICEL instruments,
• Trade quantities on the Belgian segment was changed to 2 000 000,
• Test case L3: the instrument code was changed to PTPFE0AP001,
• Test case L5: the instrument code was changed to PTBEM9XE004,
• Test case P6: the instrument code was changed to FR0010414243 at the request of Euroclear France.

LCH.Clearnet is pleased to relay the Euroclear’s communication about the securities list and some updates on corporate actions involved in the ESES participants testing on the French segment.

Member feedback

The first launch rehearsal which ran last weekend was globally satisfactory and we would like to thank Members who have already returned their feedback.

The passive testing phase has now started. The first regularisations on trades and/or positions were performed yesterday in accordance with the expected COE program.

As a consequence, we would appreciate your feedback on the integration of C21 messages, SIF or PR3 files in your internal systems to: Joelle Devars: +33 1 70 37 65 85, joelle.devars@lchclearnet.com

Should you need any support, please do not hesitate to contact:

your LCH.Clearnet SA product implementation managers:

Christophe Robert: +33 1 70 37 67 08, christophe.robert@lchclearnet.com
Joelle Devars: +33 1 70 37 65 85, joelle.devars@lchclearnet.com.

Customer and Market Management LCH.Clearnet SA

Click to view a PDF version of this information

Attachments

Testing Guide ESES Phase 1 v3