VOLUME 24 – BULLETIN #005

Beginning Thursday, January 22, 2004, clearing participants will have the opportunity to test the submission of an end of day open interest file using the new Open Interest Layout record. Once the file has been submitted, it will be processed and loaded on to the new Position Management System for participants to review.

Clearing participants can test open interest reporting process using one of two options:

• Participants can report open interest using their trade data produced during Eurex US simulation trading. The end of day open interest file that is submitted will be validated against the respective participant’s Eurex US simulation activity.

• Participants that are not currently participating in Eurex US simulation trading but wish to test can create end of day positions within clearing to report by using the intra-day ‘Position Adjustment Inquiry/Update’ screen. These positions will be used to validate the respective participant’s end of day open interest file.

When submitting the test end of day open interest file or receiving file verification via FTP, the following FTP naming convention will be used:

^{Note: *** being the clearing participant number}

After the end of day open interest file has been processed, clearing participants can verify the file through the simulation Position Management System by clicking on the login link on the Clearing Corporation (CCorp) home page at www.clearingcorp.com then entering a valid user ID and password. Once authenticated a ‘Test selection Menu’ will appear with a link to Simulation: Position Management environment.

Additionally, a new Infopac report, Position Justification report ID CLR00073, will be available for participants to review CCorp’s minimum and maximum long calculation along with an viewable online report which can be accessed from the Position Management main menu screen after your firm’s end of day file has been received and processed.

Participants that wish to test open interest should notify Client Services and Support by submitting a Eurex US Test form twenty-four hours prior to the test date and time. To access a test form, please click here. Test open interest file data may be submitted at any time during a simulation day but participants that wish to verify the submission of test data online through Position Management, should submit the data no later than 6:30PM on the scheduled test date. The final deadline to submit test open interest file data is 7:00PM. Additional information regarding Final Open Interest Reporting can be found on VOLUME 24 – BULLETIN #003 .

Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives: