| Market: | All |
| Products: | Cash |
| Date: | 09 October 2008 |
Single Order Book, ESES and LCH.Clearnet Flux Bourse
Launch rehearsal scenario 2 on the test platform
Confirmation of the 1st trades injections
LCH.Clearnet SA is pleased to confirm that the first trades have been successfully injected by LCH.Clearnet for the monitored tests.
LCH.Clearnet injected the trades below for Members as follows:
- One trade injected per Individual Clearing Member.
- Two trades injected per General Clearing Member. The trades were processed with the TMFs which we proposed to Members or those returned by Members.
- The TMFs appointed have a valid membership in ESES stream 3.a, (same memberships as the ones for the production environment).
For any questions you may have, please contact or address any correspondence to your LCH.Clearnet Product Implementation managers:
| Trade No | Test case No | Test Case | Clearing segment | Trading instrument | ISIN code | Qty | Price | Origin | Buy/Sell code |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 1 | Markets of reference is PARIS -> Currency conversion on positions | AMSTERDAM | US1941621039 | US1941621039
| 2000 | 46$ | C | B |
| 2 | PARIS | NSCFR0COLGP3 | 1000 | 51€ | C | S | |||
| 6 | 3 | Market of refernec is AMSTERDAM - Qty type change UNT to FMT | AMSTERDAM | NL0000118594 | NL0000118594
ING GROEP 6 1/8% 11 | 2000 | 104% | C | S |
| 7 | PARIS | NSCFR0IG61P6 | 3 | 103% | C | B | |||
| 8 | 4 | Market of reference is BRUSSELS | BRUSSELS | BE0003853703 | BE0003853703
MONTEA | 2000 | 34€ | C | B |
| 9 | PARIS | NSCFR0MONTP1 | 1000 | 31€ | C | S | |||
| 10 | 5 | Market of reference is AMSTERDAM and CSD of Reference is Euroclear France | AMSTERDAM | DE0001346955 | RB 0%26 | 5000 | 40% | C | B |
| 11 | Market of reference is PARIS and CSD of Reference is Euroclear Belgium | PARIS | BE0160342011 | COIL | 5000 | 7,80€ | C | S | |
| 12 | Market of reference is BRUSSELS and CSD of Reference is Euroclear France | BRUSSELS | FR0000021842 | BEL20 MASTER
UNIT | 5000 | 35€ | C | B | |
| 13 | 6 | Foreign currency, the CSD of reference becomes Euroclear Bank | AMSTERDAM | ANN524271486 | LEVERAGED
CAP A | 5000 | 233$ | C | S |
IMPORTANT: In order to obtain these trades returned failed from the CSDs on Wednesday 15 October, LCH.Clearnet recommends that its Members check that their balances are flat enough at the CSDs, in particular at Euroclear Netherlands and Euroclear Belgium where the balances are not initialised to zero for the securities involved in the script and monitored tests.
For further information, please contact:
your LCH.Clearnet SA product implementation manager:
Christophe Robert: +33 1 70 37 67 08, christophe.robert@lchclearnet.com,
Or
Your local relationship manager.