eurex user emanual- system security14.0

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Eurex User Manual - System Security


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Eurex 2011

Deutsche Brse AG (DBAG), Clearstream Banking AG (Clearstream), Eurex Frankfurt AG, Eurex Clearing AG (Eurex Clearing) as well as

Eurex Bonds GmbH (Eurex Bonds) and Eurex Repo GmbH (Eurex Repo) are corporate entities and are registered under German law. Eurex

Zrich AG is a corporate entity and is registered under Swiss law. Clearstream Banking S.A. is a corporate entity and is registered under

Luxembourg law. U.S. Exchange Holdings, Inc. and International Securities Exchange Holdings, Inc. (ISE) are corporate entities and are

registered under U.S. American law. Eurex Frankfurt AG (Eurex) is the administrating and operating institution of Eurex Deutschland. Eurex

Deutschland and Eurex Zrich AG are in the following referred to as the Eurex Exchanges.

All intellectual property, proprietary and other rights and interests in this publication and the subject matter hereof (other than certain

trademarks and service marks listed below) are owned by DBAG and its affiliates and subsidiaries including, without limitation, all patent,

registered design, copyright, trademark and service mark rights. While reasonable care has been taken in the preparation of this publica-

tion to provide details that are accurate and not misleading at the time of publication DBAG, Clearstream, Eurex, Eurex Clearing, Eurex

Bonds, Eurex Repo as well as the Eurex Exchanges and their respective servants and agents (a) do not make any representations or war-

ranties regarding the information contained herein, whether express or implied, including without limitation any implied warranty of mer-

chantability or fitness for a par ticular purpose or any warranty with respect to the accuracy, correctness, quality, completeness or

timeliness of such information, and (b) shall not be responsible or liable for any third partys use of any information contained herein

under any circumstances, including, without limitation, in connection with actual trading or otherwise or for any errors or omissions con-

tained in this publication.

This publication is published for information purposes only and shall not constitute investment advice respectively does not constitute an

offer, solicitation or recommendation to acquire or dispose of any investment or to engage in any other transaction. This publication is not

intended for solicitation purposes but only for use as general information. All descriptions, examples and calculations contained in this

publication are for illustrative purposes only.

Eurex and Eurex Clearing offer serv ices directly to members of the Eurex exchanges respectively to clearing members of Eurex Clearing.

Those who desire to trade any products available on the Eurex market or who desire to offer and sell any such products to others or who

desire to possess a clearing license of Eurex Clearing in order to participate in the clearing process provided by Eurex Clearing, should con-

sider legal and regulatory requirements of those jurisdictions relevant to them, as well as the risks associated with such products, before

doing so.

Eurex derivatives (other than EURO STOXX 50 Index Futures contracts, EURO STOXX Select Dividend 30 Index Futures contracts,

STOXX Europe 50 Index Futures contracts, STOXX Europe 600 Index Futures contracts, STOXX Europe Large/Mid/Small 200 Index

Futures contracts, EURO STOXX Banks Futures contracts, STOXX Europe 600 Banks/Industrial Goods & Ser vices/Insurance/Media/Per-

sonal & Household Goods/Travel & Leisure/Utilities Futures contracts, Dow Jones Global Titans 50 IndexSM Futures contracts, DAX

Futures contracts, MDAX Futures contracts, TecDAX Futures contracts, SMIM Futures contracts, SLI Swiss Leader Index Futures

contracts, Eurex inflation/commodity/weather/property and interest rate derivatives) are currently not available for offer, sale or trading in

the United States or by United States persons.

Trademarks and Service Marks

Buxl, DAX, DivDAX, eb.rexx, Eurex, Eurex Bonds, Eurex Repo, Eurex Strategy WizardSM, Euro GC Pooling, FDAX, FWB,

GC Pooling, GCPI, MDAX, ODAX, SDAX, TecDAX, USD GC Pooling, VDAX, VDAX-NEW and Xetra are registered trade-

marks of DBAG.

Phelix Base and Phelix Peak are registered trademarks of European Energy Exchange AG (EEX).

The service marks MSCI Russia and MSCI Japan are the exclusive property of MSCI Barra.

iTraxx is a registered trademark of International Index Company Limited (IIC) and has been licensed for the use by Eurex. IIC does not

approve, endorse or recommend Eurex or iTraxx Europe 5-year Index Futures, iTraxx Europe HiVol 5-year Index Futures and iTraxx

Europe Crossover 5-year Index Futures.

Eurex is solely responsible for the creation of the Eurex iTraxx Credit Futures contracts, their trading and market surveillance. ISDA nei-

ther sponsors nor endorses the products use. ISDA is a registered trademark of the International Swaps and Derivatives Association, Inc.

IPD UK Annual All Property Index is a registered trademark of Investment Property Databank Ltd. IPD and has been licensed for the use by

Eurex for derivatives.

SLI, SMI and SMIM are registered trademarks of SIX Swiss Exchange AG.

The STOXX indexes, the data included therein and the trademarks used in the index names are the intellectual property of STOXX Lim-

ited and/or its licensors Eurex derivatives based on the STOXX indexes are in no way sponsored, endorsed, sold or promoted by STOXX

and its licensors and neither STOXX nor its licensors shall have any liability with respect thereto.

Dow Jones, Dow Jones Global Titans 50 IndexSM and Dow Jones Sector Titans IndexesSM are service marks of Dow Jones & Company,

Inc. Dow Jones-UBS Commodity IndexSM and any related sub-indexes are service marks of Dow Jones & Company, Inc. and UBS AG. All

derivatives based on these indexes are not sponsored, endorsed, sold or promoted by Dow Jones & Company, Inc. or UBS AG, and neither

party makes any representation regarding the advisability of trading or of investing in such products.

All references to London Gold and Silver Fixing prices are used with the permission of The London Gold Market Fixing Limited as well as

The London Silver Market Fixing Limited, which for the avoidance of doubt has no involvement with and accepts no responsibility whatso-

ever for the underlying product to which the Fixing prices may be referenced.

PCS and Property Claim Services are registered trademarks of ISO Services, Inc.

Korea Exchange, KRX, KOSPI and KOSPI 200 are registered trademarks of Korea Exchange Inc.BSE and SENSEX are trademarks/service marks of Bombay Stock Exchange (BSE) and all rights accruing from the same, statutory or oth-

erwise, wholly vest with BSE. Any violation of the above would constitute an offence under the laws of India and international treaties gov-

erning the same.

The names of other companies and third party products may be trademarks or service marks of their respective owners.


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Table of Contents Page 3

Table of Contents

1 Purpose and Use of the Manual. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.1 Purpose of the Manual . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.2 How to Use . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.3 Structure of the Manual . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

1.4 Duties of the Security Coordinator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2 System Description . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

2.1 Description of the Security System. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62.1.1 Purpose of the Eurex Security System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6

2.1.2 Duties of Eurex Market Supervision . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

2.1.3 Duties of the members. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .6

2.2 Notes on the Assignment of User IDs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

2.3 Security Profile . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

2.3.1 User Setup. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .7

2.3.2 Setting Up Security Profiles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8

2.3.3 Structure of a Security Profile . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .9

2.3.4 Characteristics of the User Security Profile Maintenance Window . . . . . . . . . . . .9

2.3.5 Restrictions to the Maintenance of Security Profiles . . . . . . . . . . . . . . . . . . . . 10

2.3.6 Changes effective . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

2.3.7 User Security Maintenance Reports . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

2.4 Trading Control . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10

2.4.1 Purpose. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .10

2.4.2 Product Assignment Groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .11

2.4.3 Trader Underlying Maintenance Report. . . . . . . . . . . . . . . . . . . . . . . . . . . . .12

2.4.4 Trader Underlying Status Report . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .12

3 Description of Security Windows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

3.1 Product Assignment Maintenance [Modified]. . . . . . . . . . . . . . . . . . . . . . . 13

3.2 Product Assignment Maintenance Import . . . . . . . . . . . . . . . . . . . . . . . . 19

3.3 User Security Profile Maintenance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23

3.4 PIN Maintenance. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26

3.5 RALs on the User Security Profile Maintenance Window Tabs . . . . . . . . . . . 29

4 Appendix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36


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Purpose and Use of the Manual Page 4

1 Purpose and Use of the Manual

1.1 Purpose of the Manual

The manual explains the security functions for which the members of the Eurex system are

responsible. It contains a detailed description of the process for the maintenance of the security

functions made available by the Eurex system. For each step, an example is given with some

recommendations on organization.

The Eurex security system protects the data of the members and their clients from unauthorized

access. It also determines the extent of access rights given to individual users of an exchange

member. In order to allow the exchange members as much flexibility as possible in arranging

their trading and/or clearing activities, Eurex Market Supervision gives them the responsibility of

supervising some security measures. For this reason, it is essential for the users to be well

acquainted with the functions necessary for the use of the security system.

1.2 How to Use

This document is intended for users of the Eurex and EEX exchanges. All information given

applies to Eurex and EEX, unless stated otherwise at the respective places in the document.

The electronic trading system Eurex is used for the Eurex and EEX exchanges, and is referred to

in this document by the generic term Eurex or Eurex system for all exchanges.

The time display is only explained here once, to avoid repeating notes.

Display of times:

A variety of reports and windows feature fields which display time. Plain time values displayed in

these fields are generated by the respective exchange system and correspond to the time kept by

the exchanges central back end. Time values displayed in brackets (e.g. in some windows of the

GUI trading application like the Message Log) are generated by the respective members front-

end systems. The reader should note that the time values published by each exchange

correspond to the respective exchange's system time and may differ from local time. The time

generated by the member front-end system depends on the setup installed by the member front-

end system administration and cannot be controlled by the respective exchanges.

Note: Data contained in the screenshots and samples in this publication are for illustrativepurposes only and should not be relied upon as a true representation of the current market.

1.3 Structure of the Manual

The manual is divided into the following sections:

Chapter 1 Purpose and Use of the Manual introduces the purpose and usage of this

manual.

Chapter 2 System Description gives a general summary of the most important functions

dealt with in the Eurex User Manual - System Security.


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Chapter 3 Description of Security Windows describes the security windows and their use.

Examples of these windows are also given. The referenced security reports are described in

the Eurex XML Report Reference Manual. The tables used in this manual can be found in

the appendix of the Eurex @X-ceed Trading User Guide.

The Appendix contains additional information.

1.4 Duties of the Security Coordinator

Each exchange member appoints a security coordinator within his staff. This person isresponsible for the maintenance of the security functions on the member side. For reasons of

security and supervision, the security coordinator should not be entrusted with trading and

clearing activities.

Moreover, this manual should only be available to the security coordinator and his deputy.

Duties and responsibilities of the security coordinator vary from member to member. However, a

few basic recommendations are provided by Eurex Market Supervision:

(A) A user security profile must be prepared for each new user of the system (see chapter 2.3

"Security Profile"). This specifies which system functions the user can access. It is the duty

of the security coordinator to maintain user security profiles after their setup by Eurex

Market Supervision. Access to the Eurex Security features must be limited to the securityadministrator and a deputy.

(B) The security coordinator also maintains the PINs and the associated rights for the traders.

(C) A user must be granted a trading license for at least one underlying before trading on the

Eurex system. The coordinator is responsible for granting such authorization within the

system (see chapter 2.4 "Trading Control").

(D) A trader must register before trading on the Eurex System.

(E) If a user no longer requires his ID, Eurex Market Supervision must be requested to delete the

user ID.

(F) No user ID may be shared. Each user ID may be used solely by its registered user.

(G) If a quote machine or an electronic eye is used, it must be registered with the exchange.


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System Description Page 6

2 System Description

2.1 Description of the Security System

2.1.1 Purpose of the Eurex Security System

The duty of the Eurex security system is to protect the data of the members and their clients from

unauthorized access and, also, to arrange the rights of access to commands and windows for

each user. The exchange and the members jointly carry the responsibility of maintaining the

security system.

2.1.2 Duties of Eurex Market Supervision

Eurex Market Supervision is responsible for the central security surveillance. With each

transaction, the following security checks are made:

The transaction must come from a system allowed on Eurex, by a user authorized to perform

this transaction.

The transaction must be entered by an authorized user of an exchange member. This means

that the user must be authorized by the exchange member and accepted by Eurex Market

Supervision.

A member conditionally excluded from trading, can neither enter orders, nor enter quotes, nor

receive any transfers.

If Eurex Market Supervision excludes a member from trading, that member cannot perform

any function on the Eurex system.

The functions selected by the member must be available at that time. More details concerning

product state dependencies can be found in section Product State Dependencies and the

appendix of the Eurex @X-ceed Trading User Guide. The details concerning the clearing

phases can be found in section Clearing Process and Possible Transactions of the Eurex

@X-tract Clearing User Guide.

2.1.3 Duties of the members

It is the members responsibility to maintain the security system for all the users.

The following security checks, which are carried out for each transaction, are based on the

control parameters determined by the member:

The user must have an access authorization to the selected function. Such authorizations are

granted by the member using the User Security Profile Maintenance window.

The user must be authorized to trade the selected product. Such authorizations are granted

using the Product Assignment Maintenance window.

It is the member's responsibility to apply for the deactivation of users leaving the company or no

longer using the Eurex system.

Note: In case a user is removed from the Eurex system, the related orders are not automatically

deleted but it is the responsibility of the member to remove them.


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2.2 Notes on the Assignment of User IDs

The users of the Eurex system must be allocated a special Eurex user ID, which they need to enter

when they log into the system. The user ID is set up by Eurex Market Supervision. This user ID

consists of 11 characters, the first five are the member ID numbers and the last six form the actual

user ID. The user ID consists of a code for the subgroup and a code for the user. Both fields

contain three characters (letters and numbers). The subgroup code serves to separate the traders

into groups.

The first three characters of the user ID represent the subgroup. The second set of three

characters is the user ID number.

The access restriction created by the subgroups is an essential security function. All traders in a

subgroup can maintain the quotes and orders entered by the members of this subgroup. Also, all

the traders of the subgroup can see the corresponding matched trades. However, the traders of a

subgroup normally have no access (including inquiry) to the orders, quotes and trades of another

subgroup. The following example shows how the user IDs help distinguish trading for clients

(Agent) and trading in one's own name (Principal or Market Maker).

Eurex Member

Member ID Subgroup/User ID number

ABCFR TRD 001

ABCFR TRD 002

ABCFR TRD 003

ABCFR PRN 001

ABCFR PRN 002

The system administrator must set up user specific accounts, as described in the Eurex Front

End Installation Guide, for access to the MISS. The user name must be between 1 and 20

characters in length.

2.3 Security Profile

2.3.1 User Setup

The setup of a user serves to adapt an individual security profile for each user to the current

member requirements. The security profile defines which functions are available to the user and

which areas of the system are accessible. Eurex Market Supervision must prepare such a profile

for each user before he can use the Eurex system.

The User Security Profile Maintenance window is used to maintain these profiles. See

Description of Security Windows for more information.


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2.3.2 Setting Up Security Profiles

Once an exchange member is allowed to trade via Eurex and a MISS is installed, Eurex Market

Supervision sets up the requested profiles for the new member.

Eurex Market Supervision recommends a rough classification into three areas:

(1) Security coordinator

(2) Back-office staff

(3) Trader

The security coordinator should only have access to the Product Assignment Maintenance

window and the User Security Profile Maintenance window. The back-office staff may have noaccess to the trading GUI and should have no access to the security maintenance windows. It is

strongly recommended that neither traders nor back-office staff have permissions to the Product

Assignment Maintenance window and to the User Security Profile Maintenance window.

For the user, six standard security profiles are available. These profiles can be copied from an

existing user. The security profile is selected during the setup of the new User ID. The standard

security profiles are as follows:

The trader and market maker profile types can be combined with BO (e.g. MM/BO).

If a member needs to set up, modify or delete Eurex user profiles, the Application for the Setting

Up/Modification/Deletion of User IDs in the Eurex System form needs to be completed. In case

of setting up a new trader or qualified back office employee, the application needs to be

submitted to Member Services & Admission, in the other cases to Clearing Data Control.

The Application for the Setting Up/Modification/Deletion of User IDs in the Eurex System form

is available on www.eurexchange.com. Furthermore, a new User ID can easily be requested

online in the Eurex Member Section.

Type User Authorization

HD Trader

QBO Qualified Back Office Staff

BO Back Office Employee

View View-only

MM Market Maker

SB Security Coordinator
http://www.eurexchange.com/index_en.htmlhttp://www.eurexchange.com/index_en.html


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2.3.3 Structure of a Security Profile

The security profile determines the access rights of each user to a range of windows and

commands. The rights of access determine which functions may be performed by the user. The

selected authorization level is entered next to each RAL (Resource Access Level) code displayed

on the different tabs of the User Security Profile Maintenance window.

There are two types of RALs. Some RALs have the following four access levels:

level 0: Access not allowed

level 1: Only Inquiry

level 2: Inquiry, Add, Change and Approve allowedlevel 3: Inquiry, Add, Change, Approve and Delete allowed

An Approve action is possible for the member with RALs set to 2. But, if Market Supervision is

acting on behalf of a member/trader, RAL setting 3 is required for both, Market Supervision and

member/trader.

Some RALs have the following two access levels:

level 0: The user may not use that command and is not authorized to use the respective

window.

level 1: The user is allowed to use that command to work with the window using the

resource.

2.3.4 Characteristics of the User Security Profile Maintenance Window

Because of the high number of access levels and commands for which an access authorization

must be granted to each member, the User Security Profile Maintenance window is logically

grouped into four tabs: Trading,Clearing, Security and Administration. The resource access

levels available on each tab are listed in chapter 3.5.

In changing security profiles, the security coordinator should make use of the tables of resource

access levels for the respective GUIs (see Appendix) as well as the chapter Description of

Security Windows.

In the chapter Description of Security Windows, possible restrictions and remarks are noted for

each window. Many resource access levels can be used only in connection with other resource

access levels. It is therefore necessary to allow the user access to all these access levels and

commands or to access none of them. The Overview sections of the window descriptions

explain these connections.

In order to facilitate the copying of all user rights from one user to another user, a copy function

exists for Eurex Market Supervision.

The security coordinator advises Eurex Market Supervision from which existing user profile to

copy and can then make the necessary changes to the new user.


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2.3.5 Restrictions to the Maintenance of Security Profiles

It is not possible to increase a user's right of access over the member's access level or over the

maximum level granted by Eurex Market Supervision. Any such request is refused by the system

with an appropriate error message.

2.3.6 Changes effective

Changes in the access levels become effective immediately.

2.3.7 User Security Maintenance Reports

The following daily reports are described in detail in the Eurex XML Report Reference Manual:

The User Security Maintenance report (RPTTT110) serves to confirm all the system inputs

in connection with security profiles. It also provides a means of detecting the unauthorized

use of these setup functions. This report is arranged by users, for all the members.

The User Security Status report (RPTTT115) shows all access functions for each profile.

The Trader Underlying Assignment report (RPTTT120) serves as proof of changes made on

the Product Assignment Maintenance window. It displays the trader Product Group/product

assignment and maintenance of the Maximum Order Quantities.

The Trader Underlying Status report (RPTTT125) shows all actual access functions. It

displays the trader Product Group/product assignment and status of the Maximum OrderQuantities.

2.4 Trading Control

2.4.1 Purpose

The members determine which Product Groups/products a user may trade. In order to be able to

enter an order or quote, the trader must have an authorization to trade in this Product Group/

product and have access to the commands necessary. In this way, members can control the

activities of their system users. For instance, it is possible to set up the security profile in a way

that the trader can enter orders, but cannot access the quote or combination commands.

Additionally, the input of orders can be restricted to certain Product Groups/products only. The

Product Assignment Maintenance window is used for these restrictions. For more details, see

the Description of Security Windows chapter.

The Product Assignment Maintenance window contains a list of Product Groups and products

the current user may trade. The security coordinator can add or delete Product Groups/products

from this list at any time. With the appropriate set of access rights, a trader can request

information on a product even without having a trading license for that product.


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If a Product Group is assigned to a trader, all products of that group are assigned to the trader.

When a newly created product is added to the assigned Product Group or a product is moved

from a Product Group to the assigned one, it will be assigned automatically to the member/trader

with maximum order quantity set for the Product Group. The changes become effective

immediately.

2.4.2 Product Assignment Groups

All products are organized in product groups. The product group concept allows members'

security administrators to maintain maximum order quantities for on-exchange orders, spread

orders, and wholesale orders on product level and/or product group level for their traders.Eurex assigns the different product groups to Clearing Members and Trading Members. Clearing

Members in turn assign maximum order quantities for all product groups to their Non-Clearing

Members, who assign products and/or product groups, as well as maximum order quantities to

their individual traders and/or groups of traders. The assignment process is hierarchical, i.e., a

Trading Member cannot set limits for its traders before its respective Clearing Member has

defined the maximum quantities, and Eurex has assigned the respective product groups to both

the Clearing and Trading Member.

Product Assignment from Eurex to Traders

Maximum order quantities allocated to a product group are not automatically inherited by all

products within this group, but need to be set individually. When a new product is introduced,

however, Eurex allocates it to one of the existing product groups and the maximum order

quantities of the new product are automatically set to the product group-specific quantities.

Traders, who have been granted access to the respective product group, will automatically be

able to trade it.

Market Supervision

Clearing Member

Trading Member (NCM)

Trader/Sub-group of Traders

Product

Group

Product

Groupassigns

Max.

quantity assigns

Max. quantity forassigns

Product Group and/or Product


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2.4.3 Trader Underlying Maintenance Report

The Trader Underlying Maintenance report (RPTTT120) serves as a record of all the system

entries in connection with trading control. The report displays changes to the member product

group assignments and to the trader product assignments. Additionally, the maintenance of

maximum order quantities is contained in the report. It also provides a means of detecting the

unauthorized use of underlying control functions.

2.4.4 Trader Underlying Status Report

The Trader and Member Underlying Status report (RPTTT125) displays the state of the trader

product and trader product group assignments which is effective after the end-of-day processing.This includes the changes of the trader product assignments due to the move of a product

between product groups. Addtionally the report lists the corresponding maximum order

quantities per trader and product. Assignments and quantities applying to the exchange member

overall are indicated by leaving the participant ID blank.


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Description of Security Windows Page 13

3 Description of Security Windows

3.1 Product Assignment Maintenance [Modified]

New for Eurex Release 14.0:

The MaxWhsQty field no longer represents the maximum wholesale quantity but the maxi-

mum risk amount

The Product Assignment Maintenance window is used to set up Product Group assignments/de-

assignment for members or for group of traders. Clearing Members are able to define the member

maximum order quantities for their Non Clearing Members in the window.

Product Assignment Maintenance window

Overview

The Product Assignment Maintenance window is used to assign and deassign Product Groups to

members, traders and trader subgroups. Additionally, it is possible to assign and deassign

individual products to traders and trader subgroups. The window can also be used to define the

Maximum Order Quantity for members, traders and trader subgroups.

The Product Assignment Maintenance window can be accessed via the Security menu of the

Main Menu window. On inquiry, the tree on the left side of the window displays the subgroups,

the individual groups and traders for the logged-in member. If the logged-in member is a CM, the

window additionally displays all NCMs of the member, but not the traders or the subgroups.

The right hand side of the Product Assignment Maintenance window displays the current

Product Group/product settings for the selected tree node. While a double click on the root or the

group level inquires the settings for all Product Groups/products on member level, a double click

on a trader node inquires the settings for the corresponding trader. Alternatively, the Memberand

the Product or Group fields at the top of the window can be used to filter for Product Groups orproducts assigned to a member or for members assigned to a Product Group or a product. Using

the fields Group or Product with Memberwill inquire if the selected Product Group or product is


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assigned to the chosen member. The Group column displays the Product Group/product

hierarchy.

The Clearercolumn in the window table displays the Clearing Member of a Product Group for a

member. Changes to the clearer will be displayed in a from/to style manner using arrows in the

window table and will be effective from the next business day. The Selection field shows the ID

of the member/trader whose details are displayed.

The Modifiable column allows members to change the Maximum Order Quantity for their traders.

They will be allowed to change the Maximum Order Quantity of the member product group and

the products of the product group only if the check box under this column is selected. This check

box is selected by default. It can be selected or deselected by Market Supervision.

The + button or Expand menu item can be used to expand all displayed groups of the Product

Assignment Maintenance window at once, and the - button or Collapse menu item can be used

to collapse all displayed groups of the window.

The window supports Find functionality. The Find item in the Window menu and Find icon in the

tool bar inquires on the content of the table. However, a lookup on the message contents is not

supported by this Find functionality.

The window supports the creation and maintenance of individual trader groups. The Add Group

submenu can be used to add new groups. Once a new group has been created, the user can add

traders to this group via drag and drop or remove traders from the group via the Remove Trader

functionality. The add and remove functionality is supported for individually defined groups only.The individual trader groups provide a quick overview of the settings of all traders of that group,

but modifications are not supported on that level. All individual groups are maintained in the GUI

and automatically stored locally in the profile of the security administrator. Eurex has no access

to these locally stored profiles. The regular subgroups are maintained by Eurex. Empty groups are

not stored.

Note: If a trader is included in two or more individual trader subgroups, the last executed

modification is always valid and overrules all existing entries in all subgroups (regardless if

individual or regular).

The Product Group concept supported by the window allows the user to maintain trader product

assignments and maximum order quantities on a Product Group level and/or on a level of

individual products. If the user maintains product assignments and maximum order quantities on

a Product Group level, any new product allocated to one of the Product Groups assigned to a

trader, is automatically assigned with the trader's Product Group-specific maximum quantities. If

a product moves from a Product Group assigned to a trader to a Product Group not assigned to

the trader, it is automatically deassigned from the trader.

Clearing Members can define the member maximum order quantities for their NCMs in the

window. There are three maximum quantities:

Maximum Order Quantity (MaxOrdQty), transaction quantity limit which applies to regular

and strategy orders

Maximum Wholesale Quantity (MaxWhsQty), risk amount limit which applies to the maxi-

mum Eurex wholesale risk amount. The amount is represented by a multiple of the respective


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product currency unit. Currently, the multiplying factor is 1,000,000 for products traded in

KRW and 1,000 for all the other currencies.

Maximum Calendar Spread Quantity (MaxCalSprdQty), transaction quantity limit which

applies to future calendar spread combination orders.

Members can also define the MOQs that may be traded by a trader or a group of traders of the

member using this window. This group can be either a regular subgroup of the member or an

individually defined group.

Changes in Product Group/product maintenance can be applied to a member or to an individual

trader or to a trader group (i.e. to all the traders that are in the group at the time the user clicksthe Apply button). Product Groups/products can be assigned/deassigned and their maximum

quantities modified. All changes become effective by clicking the Apply button.

The window supports multiple selection and assignment of Product Groups/products from the

group/product table. The Maximum Order Quantity together with the Maximum Wholesale

Quantity and the Maximum Calendar Spread Quantity for the selected Product Group/products

can be entered through a pop-up. The user can select the single quantities from the context

menu or enter them by using the keyboard.

A Product Group/product is assigned per default with the same Maximum Order Quantity,

Maximum Wholesale Quantity and Maximum Calendar Spread Quantity (futures only) that is

valid for the member. If new settings are applied to a trader group, that means that all traders

without an assignment in the corresponding Product Group/product(s) will have identical

assignments afterwards. All settings of traders that already had an assignment remain

unchanged.

Assignments displayed in the Product Assignment Maintenance tables are sorted by group

name, followed by product ID. For a subgroup, the Asgn and the Maximum Order Quantity

columns display double faces and the quantity if all the traders have the same assignment. It

displays ? if the assignments are different.

To disallow a trader from entering regular and strategy orders, wholesale trades or future calendar

spreads, the respective maximum quantity can be set to zero.

All three maximum quantities are decoupled completely. The maximum limit for on-exchange

quantities, wholesale trade quantities and future calendar spreads is 999,999. The maximumquantity can not be greater than the respective quantities assigned to a member.

Note: In contrast to the other two quantities, the Maximum Wholesale Quantity is displayed in

multiples of the respective product currency unit. Currently, the multiplying factor is 1,000,000

for products traded in KRW and 1,000 for all the other currencies; i.e. the maximum value of

999,999 represents a risk amount of 999,999,000,000.00 KRW or 999,999,000.00 EUR/

GBP/USD/etc.

If a member is not assigned for a product group, the maximum order quantities for the product

group itself and for all products in the group are displayed blank in the window.

If the trader is not assigned for a product group to which there is a member assignment, the

window displays the member maximum order quantities for these product groups and products

to the trader.

Trading Restrictions for US-Traders:


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US-Traders are only allowed to inquire or trade in products "permitted" for American traders. A

US-trader is one whose trader sub group starts with a "U", e.g. the "U" in "USS" in

ABCFRUSS001.

If a US-trader attempts to inquire or trade in a "not permitted" product an appropriate error

message is displayed.

No trading assignment is possible for non-allowed US products.

Assignments displayed in the Product Assignment Maintenance tables are sorted by product ID.

If an error occurs, an exception code is displayed in the message bar.

Product Assignment Maintenance Menu

Menu Bar Item Description Shortcut

Window Save Settings Saves the window size and position together with the

configuration of the list box. Filter settings are not

stored.

Ctrl+S

Clear Settings Clears the saved settings.

Find... Opens the Find window Ctrl+F

Print Opens the Print Table window to print all or parts of

the table.

Ctrl+P

Export Opens a file chooser dialogue to specify a file to

receive the data.

Ctrl+E

Import... Opens a file chooser dialog to specify a file to be

imported

Ctrl+I

Full Table

Mode

Activates/Deactivates the Full Table Mode of the

window.

F11

Close Closes the window without any further action. Shift+F4

Select Reload Refreshes the data in the table. This button becomes a

Stop button while long inquiries are performed.

Ctrl+F5

Expand Expands all displayed groups of the Product

Assignment Maintenance

Collapse Collapses all displayed groups of the Product

Assignment Maintenance

Edit Copy Copies the selection. Ctrl+C

Paste Pastes the selection. Ctrl+V


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Maintenance Assign Assigns selected product(s) to an individual trader or a

trader group.

Modify Modifies the Maximum Order Quantity of selected

product(s) for an individual trader or a trader group.

Deassign Deassigns selected product(s) from an individual

trader or a trader group.

Clear Action Clears not applied actions.

Add

SubGroup

Name of a new group that has to be added (group

name is limited to 15 characters).

Rename

SubGroup

Renames currently selected group (group name is

limited to 15 characters).

Delete

SubGroup

Deletes currently selected group.

Help On this

Window

Opens the Help window. F1

Product Assignment Maintenance Select Table

Column Description

Asgn Displays current assignment level:Building icon - product assigned to memberPerson icon - product assigned to trader No icon - product not assigned to member

Clearer Displays the clearer name for a particular Product Group

Group Displays the Product Group/Product Hierarchy

Product Product ID

Description Long name of the product

MaxOrdQty Maximum Order Quantity



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MaxWhsQty Maximum Wholesale Quantity (incl. OTC Flexible Options) displayed as a risk

amount in multiples of the respective product currency unit. Currently, the

multiplying factor is 1,000,000 for products traded in KRW and 1,000 for all

the other currencies.

MaxCalSprd-

Qty

Maximum Calendar Spread Quantity (futures only)

Modifiable Determines whether the clearing member is allowed to change the member's

Maximum Order Quantities of the products belonging to the product group.

Eurex Market Supervision is able to set and clear the check box.

Action Action which becomes active by clicking the Apply button: Assign, Deassign or

Modify

Product Assignment Maintenance Buttons

Identifier Description

Apply Submits the assignments to the system and leaves the Product Assignment

Maintenance window open.This button is only available when at least one product is displayed in the right

table.

Cancel Closes the window without further action.

Product Assignment Maintenance Field Group


Member Member ID

Group Displays the Product Group/Product Hierarchy

Product Product ID

Selection Inquire a member, member subgroup or a trader

Product Assignment Maintenance Select Table


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3.2 Product Assignment Maintenance Import

The Product Assignment Maintenance Import window supports the mass import of settings

that are manually maintainable via the Product Assignment Maintenance window.

Product Assignment Maintenance Import window

Once the window is opened, a file chooser immediately pops up to select a file for import. After

a file is selected, the file chooser is closed and the filename is displayed in the Bulk Load field.

Furthermore, the content of the imported file is displayed in the table of the Product Assignment

Maintenance - Import window. In addition to the columns of the imported file, a Status and

LineNo column is displayed in the table, informing about the result of the import, and the

corresponding line number of the imported file.

The Product Assignment Maintenance - Import window supports .csv, .xls and .txt files of

maximum length 10,000 rows. If the imported file exceeds 10,000 rows, the import process

stops and an error message is displayed. Press the Process button again to import the next

10,000 rows, and repeat this process, as required, until all the file is imported.

Product Assignment Maintenance Message Bar

Mouse Usage Description

DC-L Opens the Product Assignment Maintenance - Message Log window


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The layout of the imported files must coincide with the layout of files which have been exported

from the Product Assignment Maintenance [Modified] window.

Note: Any one imported file can only contain product assignment data on either member or

trader level. The import of data on subgroup level is not supported.

After the sucessful import, the data is displayed in the table for review. Lines where import errors

occured are marked with the status ERROR in the table. A detailed error description for each

individual row is displayed in the status bar, if the row is selected. Records that passed the

syntax validation are displayed with status PASSED.

Using the All and Errors radio buttons, the table can be set to display all imported rows or the

rows including errors only.

The fields MaxOrdQty, MaxWhsQty, MaxCalSprdQty are optional. The Traderfield is only

optional on member level. If these fields are not filled, their value will not be changed during

import. The Modifiable flag is not supported. Group and Product are optional as well, but at least

one of them must be specified. If both are specified, the Group must be the correct product

group for the given Product. If Traderis not specified, the settings are applied to the member. If

a certain trader should be adressed, the Traderfield must be filled in with the complete subgroup

and user ID number.

Once the Process button is clicked, rows with the status PASSED are submitted to the backend.

If the transmission to the backend was successful, the respective rows are set to the status

SUBMITTED. If a BESS or backend validation fails, the respective row is marked with thestatus ERROR and a red background color. A detailed error message is displayed in the status

bar, if the row is selected.

The window can be closed using the Cancel button. If there is still unapplied data, a

confirmation dialog pops up to ask for confirmation.


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Window Save Settings Saves the current settings Ctrl+S

Clear Settings Clear the window settings

Sort Opens the Sort Table dialog

Find Opens the Find dialog Ctrl+F

Print Opens the Print Table dialog Ctrl+P

Export... Opens the Export Table dialog to export the

table content in Excel or CSV format

Ctrl+E

Import... Opens the Import dialog to select a file for

import in Excel or CSV format.

Ctrl+I

Full Table Mode Activates/Deactivates the Full Table Mode of

the window

F11

Cancel Closes the window without any fur ther action Shift+F4

Select Reload Reload the selected file Ctrl+F5

Help On this Window Opens the Help window. F1

Product Assignment Maintenance Import Table

Column Description

LineNo Line number in the imported file, from which the data of that row wasimported.

Status Status of the imported row: PASSED, ERROR or SUBMITTED.

Member Member ID

Trader Trader ID of the affected user

Asgn Assignment state of the member or trader: M = assign to member, T = assign

to trader, (space/empty) = not assigned to member.

Group Eurex product group

Product Eurex Product ID


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MaxOrdQty Maximum order quantity on-exchange. If this field is left blank, the MaxOrdQty

is not changed.

MaxWhsQty Maximum wholesale quantity for OTC business. If this field is left blank, the

MaxWhsQty is not changed.

MaxCalSprdQty Maximum calender spread quantity for futures spreads. If this field is left

blank, the MaxCalSprdQty is not changed.

Action Indicates the type of action to be performed: Add, Modify or Delete

Product Assignment Maintenance Import Buttons


Folder Opens the file chooser to select a file.

Process Processes the data.


Product Assignment Maintenance Import Field Group


Bulk Load Displays the import file name.

All Display all imported rows.

Errors Display rows with errors only.

Product Assignment Maintenance Import Message Bar


DC-L Opens the Product Assignment Maintenance Import - Message Log window

Product Assignment Maintenance Import Table


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3.3 User Security Profile Maintenance

The User1 Security Profile Maintenance window allows members to display and maintain the

security profiles of users.

User Security Profile Maintenance window

Overview

The User Security Profile Maintenance window is used to control the access of users to the

exchanges functions. It displays the system functions and the users current access levels in

several tabs. The tabs group the functions by functional areas. A detailed description on the use

of the User Security Profile Maintenance window is available in the "Eurex User Manual

System Security".

The User Security Profile Maintenance window is accessible from the Security menu.

When the window is opened, the member ID is displayed in the field MbrId. This field is read-

only. The tabs are empty. Only the Cancel button is enabled. The focus is on the TrdId field.

1. For historic reasons the word Trader appears on the window even though the person concerned might be a trader, clearer or super-

visor. Traders, clearers, supervisors etc. are collectively referred to as users in the text for this window except when reference is made

to a label or associated field name on the window.


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Inquire User Access Levels:

A valid user ID is entered in the TrdId field and the Enterkey is pressed. The tabs are then filled

with the users access levels. All users are able to inquire their own security profile.

Modify User Access Levels:

To modify a functions access level, it is first selected in the table. The values from the selected

row are displayed in the edit line beneath the table. The valid range of values for each access

level (0,1 or 03) varies from access level to access level. A context-sensitive menu lets the user

select from one of the valid values. Clicking Update accepts the new value.

All changes of a users access levels are submitted to the back end by clicking Submit or Apply.

The system checks to make sure that a user does not get a higher access level than Market

Supervision has granted the member with whom he is associated.

The operation may be cancelled by clicking Cancel.

If an error occurs, an exception code is displayed in the message bar. The row with the error is

highlighted in red. Clicking such a row produces a more detailed error message in the status bar.

User Security Profile Maintenance Menu


Window Save Settings Saves the current settings Ctrl+S

Clear Settings Returns all window settings to the default values

Print Opens the Print Table window to print all or parts

of the table

Ctrl+P


receive the data.

Ctrl+E

Close Closes the window without any further action Shift+F4

Help On this Window Opens the Help window F1

User Security Profile Maintenance Select Field Group

Identifier Type Description CT

MbrId D Member ID

TrdId Em User whose securities profile should be changed.

Reset Password E If checked, the user's password is reset.


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User Security Profile Maintenance Table


Description Short description of the function

Id RAL position index

AccLev Resource Access Level valid values are (0,1) or (0,...,3) depending on the

access level concerned

User Security Profile Maintenance Edit Field Group

Identifier Type Description CT

Description D Short description of the function

Id D New ID (=position index)

AccLev E Resource Access Level valid values are (0,1) or (0,...,3)

depending on the access level concerned

*

User Security Profile Maintenance Buttons


Update Enters new AccLev data into the table

Submit Submits the assignments to the system, and closes the window.This button is only available when the table displays a user's security profile.

Apply Submits the assignments to the system, and leaves the window open.This button is only available when the table displays a user's security profile.


User Security Profile Maintenance Message Bar


DC-L Opens the User Security Profile Maintenance - Message Log window


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3.4 PIN Maintenance

The PIN Maintenance window is used to support the assignment, modification and deletion of a

trader PIN and administer Eurexs support of trading-on-behalf.

Note: PINs are codes used by Eurex to verify the identity of a trader making a request for them to

act on their behalf in the event of an emergency or to reverse a trade.

PIN Maintenance window

Overview

The PIN Maintenance window is available for both members and Market Supervision, and is

accessible from the Security menu. It is also available in the Trading Board, hence the Securitymenu is added to the Trading Board menu, and the PIN Maintenance window connected to the

TraderID field of the Trading Board.

The window introduces the maintenance of rights in the context of the PIN Procedure on trader

level. But the system also supports a member default setting (PIN and rights), which applies to

all traders, who do not have a PIN assigned.

The rights a trader may have are displayed in the table. The full name of the column headings

are displayed in a tooltip when the mouse is hovered over the columns. See also the table

description below.

The members security coordinator uses the window to maintain the traders PINs and their

associated rights, while traders use this window to view their own PIN and rights. (PIN displaycan be disabled via RAL settings, see below).

For members, the Memberfield is disabled and pre-populated with the member ID of the logged

in user.


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Like RALs, the changes that are made via the PIN Maintenance window become effective

immediately.

If a trader with their PIN Procedure RAL set to 1 opens the PIN Maintenance window, it is

displayed with the Memberentry field disabled and pre-populated with the member ID of the

logged in user. The Traderfield is also disabled, but pre-populated with the respective trader ID.

The window automatically inquires the information on opening. According to the RAL setting (1)

the trader's rights are displayed but not the PIN.

If the PIN Procedure RAL is set to 2, and if the user RAL can be inquired (RAL 101 User

Resource Setup >= 1), the users may also change their PIN. However, they cannot delete or

initially set it. If no PIN is defined, the special value 0 is used for the PIN in order to indicatethis.

The member's security coordinator (with the PIN Procedure RAL set to 3) can inquire upon

information about any trader of that member. Therefore, the Traderentry field is editable. If it is

left blank for an inquiry, the PIN Maintenance window displays a list of all traders of that

member. It is again required that inquiring upon the user RAL is allowed. To maintain the PINs

and rights of a trader, the table can directly be edited by the security coordinator. If the rights of

a trader differ from the default member settings, the relevant trader PIN entry field becomes

mandatory and a four-digit PIN needs to be filled in.

Eurex uses the PIN Maintenance window to inquire the PIN and rights of a trader should they

require trading-on-behalf services. However, Eurex does not support the maintenance of PIN

Procedure rights.

The available functionality of the PIN Maintenance window is controlled by the RAL 274 "PIN

Procedure" as shown in the table below:

RAL Inquire PIN Procedure Maintain PIN Procedure

0 No access. Trader can not see his PIN or

rights.

No access.

1 Only data for the logged in user are

displayed. A trader can see his rights, but

not his PIN.

No access.

2 Only rights for the logged in user are

displayed. A trader can see his rights and

his PIN.

A trader may change his own PIN, but

not delete or initially set it.

3 Member security coordinator level: The

user may see all the rights and PINs of

every trader of a member.

Member security coordinator level: The

user may change the PINs and rights for

every trader of a member.


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PIN Maintenance Menu

Menu Bar Item Description Short Cut

Window Save Settings Saves the window size and position together with

the configuration of the list box. Filter settings are

not stored.

Ctrl+S

Clear Settings Clears the saved settings.

Print Opens the Print window dialogue. Ctrl+P


receive the data.

Ctrl+E

Full Table

Mode

Activates/Deactivates the Full Table Mode of the

window.

F11

Close Closes the window with no further action. Shift+F4

Maintain Modify Opens a dialogue window that allows to specify

values which are to be applied to the selected rows

of the table.

Help On this

window...

Opens the Help window F1

PIN Maintenance Fields

Identifier Type Description Value/Syntax CT

Member D Member String [5] *

Trader Eo/D Trader String [6] *

PIN Maintenance Table

Column Description Edit

Member Member N

Trader Trader N

PIN PIN Y

Mis-M Allow mistrade action on member level Y


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3.5 RALs on the User Security Profile Maintenance Window Tabs

RALs marked with an asterisk (*) will be removed in the future.

Mis-S Allow mistrade action on subgroup level Y

Mis-T Allow mistrade action on trader level Y

ToB-M Allow trading-on-behalf action on member level Y

ToB-S Allow trading-on-behalf action on subgroup level Y

ToB-T Allow trading-on-behalf action on trader level Y

OTC-M Allow OTC action on member level Y

OTC-S Allow OTC action on subgroup level Y

OTC-T Allow OTC action on trader level Y

Action Action to be performed on this record on applying. N

PIN Maintenance Buttons


Inquire Start the inquiry

Submit Submits the changes and closes the window (unless there is an error)

Apply Applies the changes and leaves the window open

Cancel Cancel any changes and close window

ID Description On Tab...

019 Four-Eye-principle Security

020 StopButton Security

022 Currency and Exchange Rate Clearing

PIN Maintenance Table

Column Description Edit


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062 Exchange Holidays Administration

066* Pre-TradingRiskControl Administration

067 Risk Limits Administration

087 General Trader Authorization Administration

089 Clearer Access Administration

091 Assignment Status Inquiry Clearing

101 User Resource Setup Security

102 Fee Inquiry Clearing

104 Daily Margin Inquiry Clearing

105 Margined Position Inquiry Clearing

106 Margin Requirement Information Clearing

110 Cash Account Summary Inquiry Clearing

111 Cash Transaction Entry Clearing

112 Specific Equity Collateral Assignment Entry Clearing

113 Security Movement Inquiry Clearing

114 Guarantee Inquiry Clearing

116 Security Account Details Inquiry Clearing

120 Excess Collateral Inquiry Clearing

124 Fee Adjustments Clearing

129 Settlement Price Inquiry Clearing

130 Order Inquiry Trading

131 Combination Order Inquiry Trading

132 Inside Market (incl. Strategy Market) Trading

133 Extended Inside Market (incl. Strategy Order Book Depth) Trading

134 Quote Inquiry Trading



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135 Combination Quote Inquiry Trading

136 BO Messages Clearing

138 Own Trade Inquiry Trading

140 Ticker Inquiry Trading

142 Historical Position Transaction Inquiry Clearing

143 Market Supervision Information Administration

145 Product State Trading

146 Time and Sales Sheet Trading

147 Change Password Security

148 Login Security

149 Reset Password Administration

150 EFP Trade Entry Trading

152 Trader Product Assignment Security

153 Product Groups Security

165 Trade Separation Clearing

166 Trade Open/Close Adjustment Clearing

167 Trade Account Transfer Clearing

168 Historical Trade Transfer Clearing

170 In-the-Money Inquiry/Exercise Clearing

171 Exercise Entry/Abandon Exercise Entry Clearing

172 Optnl 4EP Appr Security

175 Report Selection Clearing

176 Member Positions Clearing

177 Member Clearing Information Administration

178 Member Relationships Clearing



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179 Transfer Member Positions Clearing

181 Real time Member Position Transfer Clearing

182 Give-Up Maintenance Clearing

183 Give-Up Delete Undesignate Clearing

185 Take-Up Maintenance Clearing

189 Give Up Inquiry Clearing

190 Take Up Inquiry Clearing

191 Position Inquiry Clearing

193 Zero Cost Quantities Inquiry Clearing

194 Member List Inquiry Administration

195 Non-Clearing Member List Inquiry Clearing

196 Notification Inquiry Clearing

197 Notification Allocation Inquiry Clearing

199 Exercise Inquiry Clearing

200 Exercise Assignment Inquiry Clearing

205 Product Overview Trading

206 Contract Overview Trading

209 Block Trade Entry Trading

210 Strategy OTC Block Trade / Approve Trading

211 EFP-Fin/Index Futures Trade Entry Trading

212 EFS Trade Entry Trading

213 EBI Trade Processing Trading

215 Enter Strategy Request Trading

217 Enter Strategy Order Trading

218 Modify Strategy Order Trading



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219 Delete Strategy Order Trading

220 Inquire Own Strategy Order Trading

221 Enter Strategy Quote Trading

222 Delete Strategy Quote Trading

223 Inquire Own Strategy Quote Trading

224 Inquire Strategy Theoretical Price Trading

225 Enter Strategy Cross Request Trading

230 Market Depth Trading Trading

238 Flexible Contract Inquiry Trading

239 Flexible Contract Trading Trading

240 Flexible Trade Adjust / ITM Inquiry Clearing

241 CSD Information Clearing

246 Automatic Exercise Clearing

247 Vola Trade Entry Trading

251 Options Order Entry Trading

253 Options Order Modify Trading

255 Options Order Delete Trading

262 Options Quote Entry Trading

263 Options Quote Delete Trading

264 Options Quote Request Trading

269 Options Mass Quote Delete Trading

271 Options Delete All Orders Quotes Trading

272 Options Mass Quote Entry Trading

273 Heartbeat Trading

274 PIN Procedure Security



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275 Market Maker Quote Limit Trading

276* Block Auction Request Trading

277* Strategy Block Auction Request Trading

280 Change Subgroup Administration

281 Cross Request Trading

284 Futures Combination Cross Request Trading

285 Order Mass Delete Trading

286 Combination Order Mass Delete Trading

287* Block Auction Quote Trading

288* Strategy Block Auction Quote Trading

289* Inquire Block Auction Trading

290* Inquire Strategy Block Auction Trading

292* Inquire Own Block Auction Trading

293* Inquire Own Strategy Block Auction Trading

305 Futures Order Entry Trading

308 Futures Order Modify Trading

309 Futures Order Delete Trading

320 Futures Quote Entry Trading

321 Futures Quote Delete Trading

322 Futures Quote Request Trading

326 Futures Delete All Orders Quotes Trading

335 Notification Entry Maintenance Clearing

337 Futures Deliverable Position Inquiry Clearing

339 Allocation Inquiry Clearing



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340 Deliverable Bond Maintenance Clearing

344 Options Margin Parameters Clearing

345 Maintain Security Clearing



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Appendix Page 36

4 Appendix

RALs not accessible for Members

The following RALs are reserved for Eurex internal use:

1, 2, 4, 5, 6, 7, 8, 9, 10, 11, 13, 14, 16, 18, 21, 23, 24, 26, 27, 29, 32, 34, 35, 37, 39,

40, 42, 43, 44, 45, 46, 47, 48, 49, 50, 51, 52, 53, 54, 55, 56, 57, 58, 59, 60, 61, 72, 73,

74, 75, 76, 77, 78, 79, 80, 81, 82, 83, 84, 88, 90, 103, 109, 137, 154, 157, 159, 160,

164, 169, 174, 180, 187, 208, 214, 216, 248, 249, 291, 294, 295, 296, 297, 298, 300,

301, 331, 338, 341, 347, 348, 349.

The following RALs are not used:

3, 10, 12, 15, 17, 25, 28, 30, 31, 33, 36, 38, 41, 49, 63, 64, 65, 68, 69, 70, 71, 85, 86,

92, 93, 94, 95, 96, 97, 98, 99, 100, 107, 108, 115, 117, 118, 119, 121, 122, 123, 125,

126, 127, 128, 139, 141, 144, 151, 155, 156, 158, 161, 162, 163, 173, 184, 186, 188,

192, 198, 201, 202, 203, 204, 207, 226, 227, 228, 229, 231, 232, 233, 234, 235, 236,

237, 242, 243, 244, 245, 250, 252, 254, 256, 257, 258, 259, 260, 261, 265, 266, 267,

268, 270, 278, 279, 282, 283, 299, 302, 303, 304, 306, 307, 310, 311, 312, 313, 314,

315, 316, 317, 318, 319, 323, 324, 325, 327, 328, 329, 330, 332, 333, 334, 336, 342,

343, 346, 350.

eurex user emanual- system security14.0

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