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Reports and Data Files

Reports and Data Files

  1.       DCASS Clearing Reports and Data Files

Report ID Report Description and Sample
1.1 TP001 Position Details (updated May 2019)
1.2 TP002 Position Summary (updated May 2019)
1.3 TP003 Position Movement Details (updated May 2019)
1.4 TP004 Daily Trading Statement (updated May 2019)
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 (updated May 2019)
1.10 TP010 Deliveries Details (updated May 2019)
1.11 TP011 Capital Adjustment Series (updated May 2019)
1.12 TP012 Give-Up / Take-Up Summary (updated May 2019)
1.13 TP013 Automatic Exercise Information for stock options (updated May 2019)
1.14 TP014 Boundary File for Stamp Duty (updated May 2019)

2.       DCASS Risk Management Reports and Data Files

Report ID Report Description and Sample
2.1 RP001 Mark-to-Market Margin (updated May 2019)
2.2 RP003, RPI03 Margin Summary (updated May 2019)
2.3 RP004 Greeks (updated May 2019)
2.4 RP005 Theoretical Options Pricing Parameters
2.5 RP006 Series Prices (updated May 2019)
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 May 2019)
2.9 RP010, RPI10 Net (Risk) Margin Summary (updated May 2019)
2.10 RP011, RPI11 Net Position Data File
2.11 RP012 Net Projected Loss (updated May 2019)
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

Updated 07 May 2019

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