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VOLUME 25 – BULLETIN #015
TO:
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ALL CLEARING PARTICIPANTS
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FROM:
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CLIENT SERVICES AND SUPPORT
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DATE:
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March 14, 2005
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SUBJECT:
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Eurex US Exchange Fee Data File Changes
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Effective immediately The Clearing Corporation on behalf of Eurex US has made the following changes to the exchange fee billing data files.
Eurex US Trading Fee file with Give up Detail (TF020)
The TF015 file has been merged into the TF020, which resulted in additional fields in the TF020, i.e. the Eurex US exchange member ID and account type.
FTP file Name
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File Type
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Occurrence
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CHPD.TR.CBT###.TF20DCSV
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Comma Separated Values
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Daily
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CHPD.TR.CBT###.TF20DDAT
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Fixed Length Fields
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Daily
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CHPD.TR.CBT###.TF20MCSV
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Comma Separated Values
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Monthly
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CHPD.TR.CBT###.TF20MDAT
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Fixed Length Fields
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Monthly
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### Denotes clearing participant number.
The record layout for the file is as follows:
Co-lumn
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Field
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Description
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Datatype
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1
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Exchange Member ID
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Eurex US Member ID
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Char(5)
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2
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CCorp Participant Code
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CCorp firm code of the clearing participant (or division)
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Char(3)
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3
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Account
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Used account (a1 = agent business P1/P2 = proprietary business M1M2 = market maker business)
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Char(2)
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4
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Product line
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Possible lines are F for futures and O for options
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Char(1)
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5
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Product type
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Types are BND for futures and FBD for options on futures
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Char(4)
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6
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Product ID
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Eurex US product ID (example:FTNL for 10 year Treasury Note Futures)
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Char(4)
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7
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Trade Type
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The following types are possible: Blank = exchange trade, O = OTC block trade, B = OTCEFP/EFS, V = OTC vola trade
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Char(1)
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8
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Adjustment
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The volume is differentiated between traded or executed volume, give up and take up volume. Possible types:
• Trade = Trade Volume
• GU = Give up Volume
• TU = Take up Volume |
Char(10)
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9
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Volume Current Day
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Number of executed contracts
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Char(16)
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10*
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Flat Fee Current Day
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Eurex US trading flat fee amount of the business day.
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Char(18)
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11
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Currency
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Eurex US exchange fees for USD products are charged in USD
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Char(3)
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12*
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Flat Fee MTD
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Flat fee aggregated until the date of the report (MTD = Month to date)
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Char(18)
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13
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Currency
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Eurex US exchange fees for USD products are charged in USD
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Char(3)
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*Columns 10 and 12 in the TF020 imply 2 decimal places. The decimal point is not shown but the pennies are included, for example 000000000000005550 = 55.50. Beginning April 1, 2005, the implied 2 decimal places on the daily reports will be changed to 3 decimal places.
Overview Other Eurex US Fees (TF040)
This monthly file shows the clearing participant its own as well as the trading member’s net amount of ‘other Eurex US fees”, such as :technology fee, minimum trading fee/MTF, mistrade handling fee, volume rebates for US and EU products traded on Eurex US.
FTP File Name
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File Type
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Occurrence
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CHPD.TR.CBT###TF40MCSV
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Comma Separated Value
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Monthly
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CHPD.TR.CBT###TF40MDAT
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Fixed Length Fields
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Monthly
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### Denotes clearing participant number.
The record layout for the file is as follows:
Co- lumn
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Field
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Description
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Datatype
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1
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Exchange Member ID
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Eurex US member ID
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Char(5)
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2
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CCorp Participant Code
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CCorp firm code of the clearing participant (or division)
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Char(3)
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3
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Fee Type
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Fee type such as ‘Technology”
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Char(20)
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4*
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Amount for the past month
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The amount for each Exchange Member ID (netted over all fee components).
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Char(18)
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5
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Currency
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Eurex US exchange fees for US products are charged in USD. The MTF and the technology fee are charged in USD.
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Char(3)
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*Column 4 of the TF040 not only has 2 implied decimal places but also has an explicit plus or minus sign at the beginning of the field.
Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives:
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