Clover-for-Eclipse is used. After clicking on the "Coverage Reports > Run New Report ..." the following message is shown:
This is because you're using a Clover Desktop edition, which does not allow to export coverage data as external report (XML/PDF/HTML).
See http://www.atlassian.com/licensing/clover for more details.
In order to generate an external report you have to use the Clover Server license key.
Alternatively, you can browse coverage data directly in IDE (Coverage Explorer / Test Run Explorer views).