On the 2005-2006 A5 Jetta TDI with the BRM engine this retaining clip holds the two intercooler hoses to the intercooler on both the inlet and outlet sides.
On the 20012-2014 NMS Passat TDI with the CKRA engine code this retaining clip secuers the hard plastic turbocharger outlet hose to the flexible intercooler inlet hose.