CBF Release Information May 2016


In addition to the publication CBF Release in May 2016: Advance announcement of changes in February 2016, the following provides further Xemac changes to be implemented on

Monday, 2 May 2016

Due to the beginning of the final phase of the TARGET2-Securities (T2S) project, CBF  would like to keep the range of the changes limited.
The key changes for the CBF May Release have already been published in the above mentioned document for the following areas:

  • Settlement Services
  • Vaults Services
  • Asset Services
  • Preparatory measures for T2S wave 4
  • Xemac

In addition to the above, the following changes have been made.
Please forward the document to all units concerned in your organisation.


T2S-related changes

In line with the stepwise implementation of measures for T2S the following changes will be implemented in Xemac as part of the CBF Release:

  • The distribution timing of the MT569 Xemac Collateral and Exposure Statement (Summary and Detailed) Reports at end of day will be changed from between 19:15 and 19:30 to approximately 18:15.
  • The following Xemac report definitions will be disabled:
    • Historical Credit / Debit Instruction;
    • Historical Claims;
    • Current Client References;
    • Own Contract Definitions;
    • Third Party Contract Definitions;
    • Participant Contract Definitions;
    • Own Contract Conclusions;
    • Third Party Contract Conclusions;
    • Historical Contract Conclusions;
    • Contract Conclusions Number;
  • All reports impacted remain available as tabular views in the Xemac client from where they can be printed or saved.

Equity GC Pooling Basket enhancements

In collaboration with Eurex Repo and Eurex Clearing AG, CBF plans to enhance the composition of the Equity GC Pooling Basket.
The Equity GC Pooling Basket is currently composed of the 50 stocks in the HDAX with highest trading volume. The basket will be enhanced to include equities from the following indices:

  • Euro Stoxx 50;
  • DAX 30;
  • CAC 40;
  • AEX 25.

Additionally, fixed-income securities from the GC Pooling ECB Basket remain eligible in the Equity GC Pooling Basket.

The final list of eligible equities is defined by Eurex Clearing AG. Further information will be provided by Eurex Repo and Eurex Clearing AG to GC Pooling participants in separate communications.

Further information

For further information, customers may contact Clearstream Banking Client Services or their Relationship Officer.


1. This Announcement is published by Clearstream Banking AG (CBF), registered office at Mergenthalerallee 61, 65760 Eschborn, Germany, registered with the Commercial Register of the District Court in Frankfurt am Main, Germany, under number HRB 7500.