DCASS Terminal User Guide 
Appendix 1 - Reports and Data Files

  1.       DCASS Clearing Reports and Data Files

Report ID Report Description and Sample
1.1 TP001 Position Details

1.2

TP002 Position Summary
1.3 TP003 Position Movement Details
1.4 TP004 Daily Trading Statement
1.5 TP005 Fees & Variation
1.6 TP006 Transaction Fee Summary
1.7 TP007 Monthly Fee Summary
1.8 TP008 Premium Summary
1.9 TP009 Exercise and Assign Summary
1.10 TP010 Deliveries Details
1.11 TP011 Capital Adjustment Series
1.12 TP012 Give-Up / Take-Up Summary
1.13 TP013 Automatic Exercise Information for stock options
1.14 TP014 Boundary File for Stamp Duty

2.       DCASS Risk Management Reports and Data Files

Report ID Report Description and Sample
2.1 RP001 Mark-to-Market Margin
2.2 RP003, RPI03 Margin Summary
2.3 RP004 Greeks
2.4 RP005 Theoretical Options Pricing Parameters
2.5 RP006 Series Prices
2.6 RP007, RPI07 Position Data File
2.7 RP008 HKCC Participant Additional Deposits, SEOCH Reserve Fund Contribution Notice
2.8 RP009 Series Greeks Data File (updated April 2014)
2.9 RP010, RPI10 Net (Risk) Margin Summary
2.10 RP011, RPI11 Net Position Data File
2.11 RP012 Net Projected Loss (updated July 2015)
2.12 RPI, RPP, RPF Risk Parameters File (updated March 2017)

3.       Pre-Trade Risk Management Reports and Data Files

Report ID Report Descripton and Sample
3.1 RX_AUDIT PTRM Audit Report
3.2 RX_UTIL PTRM Utilization Report