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Siemens SIMATIC PROFINET Function Manual

Siemens SIMATIC PROFINET Function Manual

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Eurex
XML Report Reference Manual
V 3.1.3
Date : 05.04.2017

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  • Page 1 Eurex XML Report Reference Manual V 3.1.3 Date : 05.04.2017...
  • Page 2 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 2 © Eurex 2017 Deutsche Börse 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.
  • Page 3 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 3 Trademarks and Service Marks ® ® ® ® ® ® ® Buxl , DAX , DivDAX , eb.rexx , Eurex , Eurex Bonds , Eurex Repo , Eurex Strategy Wizard , Euro ®...

  • Page 4: Table Of Contents

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 4 Table of Contents Introduction XML Reports Concepts used by Eurex Eurex Terminology XML Report Layout 2.2.1 Structures 2.2.2 Structure Members 2.2.3 Data Types 2.2.4 Rules for creating the XML Structure 2.2.4.1 Main Report Structure 2.2.4.2...
  • Page 5 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 5 4.2.13 CB069 Transaction Report 4.2.14 CB080 Premium Summary 4.2.15 CB090 Premium Overall Summary 4.2.16 CB095 Variation Mgn Overall Summary 4.2.17 CB102 Cash Settled Contracts 4.2.18 CB110 Account Transfer Exception 4.2.19 CB115 EEX Position Transfer 4.2.20...
  • Page 6 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 6 CC Clearing Margin 4.3.1 CC010 Premium Margin 4.3.2 CC011 Current Liquidating Margin 4.3.3 CC020 Futures Spread Margin 4.3.4 CC031 Theoretical Values II 4.3.5 CC033 Theoretical Values III 4.3.6 CC034 Theoretical Prices 4.3.7 CC040 Liquidating Values 4.3.8...
  • Page 7 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 7 4.4.20 CD091 ISA Direct Mem. Asset Summary 4.4.21 CD092 Asset Summary Aggregation 4.4.22 CD100 Audit Trail Coll Transactions 4.4.23 CD230 Monthly Interest Report 4.4.24 CD235 Reservation amount CE Clearing Exercise and Delivery 4.5.1 CE010 In-the-money Advisory 4.5.2...
  • Page 8 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 8 4.9.6 RD135 Trade Enrichment Rule Status 4.9.7 RD140 Pre-trade Limits Maintenance - Trading Participant 4.9.8 RD145 Pre-trade Limits Status - Trading Participant 4.9.9 RD155 Pre-trade Limits Status - Clearing Participant 4.10 TA Trading Maintenance 4.10.1...
  • Page 9 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 9 4.14 TR Trading Ranking 4.14.1 TR010 Trading Ranking 4.14.2 TR900 Daily Order and Quote Transactions 4.15 TT Entitlement and Security 4.15.1 TT110 User Security Maintenance 4.15.2 TT115 User Security Status 4.15.3 TT120 Trader Underlying Maintenance 4.15.4...
  • Page 10 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 10 6.19 acctTyp36Grp 6.20 acctTypCod 6.21 acctTypFlexible 6.22 acctTypGrp 6.23 acctTypGrpAllc 6.24 acctTypGrpFrom 6.25 acctTypGrpNotif 6.26 acctTypGrpTo 6.27 acctTypGrpX 6.28 accumQty 6.29 accumTim 6.30 acrInt 6.31 action 6.32 activationType 6.33 activDat 6.34 activity...
  • Page 11 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 11 6.62 alignCalcUndPrcPuVd 6.63 alignCalcUndPrcPuVn 6.64 alignCalcUndPrcPuVu 6.65 alignLiquValuePdVd 6.66 alignLiquValuePdVn 6.67 alignLiquValuePdVu 6.68 alignLiquValuePuVd 6.69 alignLiquValuePuVn 6.70 alignLiquValuePuVu 6.71 alignLiqValRowName 6.72 alignRiskRowName7 6.73 alignScenarioVolaPdVd 6.74 alignScenarioVolaPdVn 6.75 alignScenarioVolaPdVu 6.76 alignScenarioVolaPuVd 6.77 alignScenarioVolaPuVn...
  • Page 12 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 12 6.105 armvm 6.106 artCrdAmnt 6.107 artDebAmnt 6.108 asgnQty 6.109 asgnVol 6.110 asiaLongText 6.111 asiaMidText 6.112 asiaShortText 6.113 asOnDat 6.114 asOnTim 6.115 asstTot 6.116 audtApprId 6.117 audtEntId 6.118 audtExecId 6.119 audtOccNo 6.120 audtValAfter...
  • Page 13 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 13 6.148 busUntLngName 6.149 buyCod 6.150 calcIntAmnt 6.151 calcUndPrcPdVd 6.152 calcUndPrcPdVn 6.153 calcUndPrcPdVu 6.154 calcUndPrcPuVd 6.155 calcUndPrcPuVn 6.156 calcUndPrcPuVu 6.157 calDat 6.158 capAdjInfoTxt 6.159 capAdjMtnTyp 6.160 capAdjStsCod 6.161 capAdjTrnTyp 6.162 cascId 6.163 cash...
  • Page 14 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 14 6.191 clrFunTotal 6.192 clsAdjQty 6.193 clvCpnAdjInd 6.194 cntrClasCod 6.195 cntrCshAmnt 6.196 cntrCshSetlAmnt 6.197 cntrCurrTypCod 6.198 cntrExercisePrice 6.199 cntrExerPrc 6.200 cntrExerPrcX 6.201 cntrExpDat 6.202 cntrExpDayDat 6.203 cntrExpMthDat 6.204 cntrExpYrDat 6.205 cntrFaceVal 6.206 cntrMtnCod...
  • Page 15 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 15 6.234 complianceInfo 6.235 confirmAmnt 6.236 contribution 6.237 convFact 6.238 cooperationPartner 6.239 couponFrq 6.240 couponRat 6.241 couponVarOfs 6.242 couponVarRef 6.243 coverage 6.244 covReq 6.245 covTim 6.246 covTimPercent 6.247 cpnAdj 6.248 cpnDat 6.249 cpnFreq...
  • Page 16 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 16 6.277 currIntRat 6.278 currSetlmtPrc 6.279 currSetlmtPrc_1 6.280 currTypCod 6.281 currTypCod_1 6.282 curSecuPrice 6.283 cust 6.284 custFrom 6.285 customerInstr 6.286 customIndex 6.287 custText 6.288 custTextX 6.289 custTo 6.290 dailyDistribution 6.291 dailyFunding 6.292 dailyTransLimitPerMemProd...
  • Page 17 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 17 6.320 distributionIndex 6.321 dlvClgHseTrnNo 6.322 dlvCurrAmnt 6.323 dlvCurrTypCod 6.324 dlvDueDat 6.325 dlvInd 6.326 dlvSetlmtAmnt 6.327 dlvTrdUntNo 6.328 dlvTrnNo 6.329 dlyHghPrc 6.330 dlyHghPrcSignd 6.331 dlyIntAmnt 6.332 dlyLowPrc 6.333 dlyLowPrcSignd 6.334 dlySetlmtPrc 6.335 downAdptIntRat...
  • Page 18 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 18 6.363 eqCaptTotal 6.364 excessTxn 6.365 exchangeOrderId 6.366 exchIdCod 6.367 exchNam 6.368 exchRat 6.369 exchRat5 6.370 exchRatPdVd 6.371 exchRatPdVn 6.372 exchRatPdVu 6.373 exchRatPuVd 6.374 exchRatPuVn 6.375 exchRatPuVu 6.376 exchRatRed 6.377 execPrc 6.378 execQty...
  • Page 19 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 19 6.406 feeIndCatAmnt 6.407 feeIndCatTyp 6.408 feeIndTyp 6.409 feeMmAmnt 6.410 feeOverl 6.411 feeReb 6.412 feeStrMmAmnt 6.413 feeTotal 6.414 feeTypCodX 6.415 feeTypNam 6.416 feeVar 6.417 feeVol 6.418 finalIndex 6.419 finSetlmtAmnt 6.420 finSetlmtPrc 6.421 finSetlmtTim...
  • Page 20 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 20 6.449 fulfQuoReqViolPct 6.450 fulfViolInd 6.451 fulfVolInd 6.452 fullRebVol 6.453 fundingDays 6.454 fundingRate 6.455 fundType 6.456 givUpAcptInd 6.457 givUpFeeAmnt 6.458 givUpSts 6.459 goodQuoReqResp 6.460 graceFactor 6.461 grpId 6.462 grpOffSet 6.463 gtcOrdrFlg 6.464 guarAmnt...
  • Page 21 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 21 6.492 indivLimitAmntEURinEUR 6.493 indivLimitAmntGBPinEUR 6.494 indivLimitAmntJPYinEUR 6.495 indivLimitAmntNZDinEUR 6.496 indivLimitAmntUSDinEUR 6.497 indivLimitOverAllinEUR1 6.498 indivLimitOverAllinEUR2 6.499 initrPartSmbl 6.500 initrUsrLgn 6.501 instBusDate 6.502 instManual 6.503 instrumentId 6.504 instrumentMnemonic 6.505 instrumentSubType 6.506 instrumentType 6.507 instSts...
  • Page 22 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 22 6.535 land 6.536 lastPrivUpdDat 6.537 lastQcUpdDat 6.538 lastRolUpdDat 6.539 legNo 6.540 lepoFlg 6.541 level 6.542 limExcInd 6.543 limitTypExcLimit 6.544 limitUsageAmntAUDInEUR 6.545 limitUsageAmntCHFInEUR 6.546 limitUsageAmntEURInEUR 6.547 limitUsageAmntGBPInEUR 6.548 limitUsageAmntJPYInEUR 6.549 limitUsageAmntNZDInEUR 6.550 limitUsageAmntUSDInEUR...
  • Page 23 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 23 6.578 matchEvent 6.579 MatchInstCrossId 6.580 matchStep 6.581 matchTypeCode 6.582 matDatType 6.583 matuDat 6.584 maxCalSprdQty 6.585 maxCollValSecuGrp 6.586 maxNoBookOrdersBu 6.587 maxNoBookOrdersPerFutureBu 6.588 maxNoBookOrdersPerFutureSes 6.589 maxNoBookOrdersPerOptionBu 6.590 maxNoBookOrdersPerOptionSes 6.591 maxNoBookOrdersSes 6.592 maxOrdrQty 6.593 maxPrice...
  • Page 24 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 24 6.621 membPropCtpyIdCod 6.622 membSlowRlseInd 6.623 membStopRlseInd 6.624 membTxnNode 6.625 mgnAddlAmnt 6.626 mgnAddlAmntFctr 6.627 mgnAmnt 6.628 mgnCalcPrc 6.629 mgnClsCod 6.630 mgnClsCurr 6.631 mgnClsCurrAdjRow 6.632 mgnClsCurrExRow 6.633 mgnClsCurrRiskRow 6.634 mgnClsCurrTotRow 6.635 mgnClsExchRat 6.636 mgnClsExpMthDat...
  • Page 25 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 25 6.664 mktDpth 6.665 mktGrpNam 6.666 mkToMktTick 6.667 mktShr 6.668 mktShrA 6.669 mktShrLngPct 6.670 mktShrM 6.671 mktShrP 6.672 mktShrShtPct 6.673 mktSmbl 6.674 mmBase 6.675 mmPackCod 6.676 mmpActivity 6.677 mmpDelta 6.678 mmpPercent 6.679 mmpReason...
  • Page 26 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 26 6.707 nbrExrPrcToBeQuot 6.708 nbrIdxOptToBeQuot 6.709 nbrTolViolDays 6.710 6.711 netFeeAmnt 6.712 netFeeAmntX 6.713 netFutPos 6.714 netPayinAmount 6.715 netPayoutAmount 6.716 netQty 6.717 netRskPos 6.718 netZerCstQty 6.719 newTheoPrc 6.720 nextBusDate 6.721 nextExpDat 6.722 nextStlmDat 6.723...
  • Page 27 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 27 6.750 optTrnIdNo 6.751 optUsedQty 6.752 orderVol 6.753 ordOriginFirm 6.754 ordrCmbTypCod 6.755 ordrDelFlg 6.756 ordrExePrc 6.757 ordrExePrc1 6.758 ordrExeQty 6.759 ordrExpDat 6.760 ordrGtcInd 6.761 ordrMtnCod 6.762 ordrNo 6.763 ordrNo1 6.764 ordrNoX 6.765 ordrPersInd...
  • Page 28 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 28 6.793 origTrnDat 6.794 origTrnDatCet 6.795 origTrnId 6.796 origTrnTim 6.797 origTrnTimCet 6.798 otcTrdGrp 6.799 ovnRat 6.800 ovrUndrCovAmnt 6.801 ovrUndrCovAmntClgCurr 6.802 owner 6.803 ownrshipIndictr 6.804 packCod 6.805 parentDeal 6.806 ParentTransactionId 6.807 ParentTransactionIdSuffix 6.808 parRole...
  • Page 29 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 29 6.836 posDescLevl4 6.837 positionId 6.838 posMovInd 6.839 posnAsdBal 6.840 posnBal 6.841 posnCurVal 6.842 posnExrBal 6.843 posnLng 6.844 posnLngAfter 6.845 posnLngBal 6.846 posnLngBalPrv 6.847 posnLngBefore 6.848 posnNetBal 6.849 posnNetLng 6.850 posnNetSht 6.851 posnNonSpread...
  • Page 30 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 30 6.879 prmPrvMthBal 6.880 prmRcvBal 6.881 prmVmarAmnt 6.882 prmYtdBal 6.883 prntfourEyesIndictr 6.884 processAsEBI 6.885 prodBusDate 6.886 prodExchAff 6.887 prodGrpNam 6.888 prodId 6.889 prodIdX 6.890 prodLngNam 6.891 prodManual 6.892 prodRebGrpId 6.893 prodRebGrpIdName 6.894 prodRebGrpVol...
  • Page 31 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 31 6.922 rateIdentifier 6.923 ratio 6.924 realisedVar 6.925 realisedVol 6.926 reason 6.927 rebAmnt 6.928 rebAmntX 6.929 rebLevInPerc 6.930 rebQty 6.931 rebQtyX 6.932 rebTyp 6.933 recDat 6.934 recoveryInterval 6.935 recTypCod 6.936 redFee 6.937 redFee2...
  • Page 32 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 32 6.965 riskPdVn 6.966 riskPdVu 6.967 riskPuVd 6.968 riskPuVn 6.969 riskPuVu 6.970 riskRowName 6.971 rmngTrdUntNo 6.972 6.973 rnkA 6.974 rnkExer 6.975 rnkExerOf 6.976 rnkM 6.977 rnkOf 6.978 rnkP 6.979 rnkTyp 6.980 rolAssgnReq 6.981...
  • Page 33 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 33 6.1008 secuExpDat 6.1009 secuGrpCod 6.1010 secuId 6.1011 secuIsin 6.1012 secuLstClsPrc 6.1013 secuLstCoupDat 6.1014 secuMaxDownPrc 6.1015 secuMaxUpPrc 6.1016 secuMktVal 6.1017 secuPos 6.1018 secuRemaLifeMth 6.1019 secuRemaLifeYr 6.1020 secuRFac 6.1021 secuShtNam 6.1022 secuTotBalAmnt 6.1023 secuTrdUntNo...
  • Page 34 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 34 6.1051 settlLatAmnt 6.1052 settlLocat 6.1053 settlSpread 6.1054 settlTyp 6.1055 setTrigCod 6.1056 shtOptMinCompInd 6.1057 shtOptMinCompIndPdVd 6.1058 shtOptMinCompIndPdVn 6.1059 shtOptMinCompIndPdVu 6.1060 shtOptMinCompIndPuVd 6.1061 shtOptMinCompIndPuVn 6.1062 shtOptMinCompIndPuVu 6.1063 shtOptMinCompQty 6.1064 shtOptMinCompTxt 6.1065 shtQuoPct 6.1066 sideBU...
  • Page 35 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 35 6.1094 stratMatchCode 6.1095 stratTyp 6.1096 stratUndrPrc 6.1097 strDat 6.1098 streamAddr 6.1099 streamPort 6.1100 streamService 6.1101 streamType 6.1102 strFulfillId 6.1103 strkPrc 6.1104 strkPrcM 6.1105 strtDat 6.1106 subsPerEndDat 6.1107 subsPrc 6.1108 subsRghtTheoVal 6.1109 subsRtio...
  • Page 36 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 36 6.1137 sumAcctTotMgnClgCurr 1007 6.1138 sumAcctTotRcvPayAmnt 1007 6.1139 sumAcctTotSpdMgn 1007 6.1140 sumAcctTotSpdMgnFctr 1007 6.1141 sumAcctTrnFeeAmnt 1008 6.1142 sumAcctTrnFeeAmntX 1008 6.1143 sumAcctTrnQtyTakUp 1008 6.1144 sumAcctUnadjMgnReqClgCurr 1008 6.1145 sumAcctVatAmnt 1009 6.1146 sumAccumTim 1009 6.1147 sumAggQty...
  • Page 37 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 37 6.1180 sumClgMbrFeeAmnt 1018 6.1181 sumClgMbrPctSav 1018 6.1182 sumClgMbrSavFeeAmnt 1019 6.1183 sumClgMbrTotMgnClgCurr 1019 6.1184 sumClgSetlmtInstAmnt 1019 6.1185 sumCntrCurr 1019 6.1186 sumCntrCurrDown 1020 6.1187 sumCntrCurrUp 1020 6.1188 sumCntrFinSetlmtAmnt 1020 6.1189 sumCntrPosnLngBal 1021 6.1190 sumCntrPosnShtBal...
  • Page 38 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 38 6.1223 sumCurrDlvTotAmntFut 1030 6.1224 sumCurrDlvTotAmntOpt 1030 6.1225 sumCurrDlyIntAmnt 1030 6.1226 sumCurrFeeAdjCrtDayAmnt 1031 6.1227 sumCurrFeeAmnt 1031 6.1228 sumCurrFeeAmntX 1031 6.1229 sumCurrFeeCapAmnt 1031 6.1230 sumCurrFeeCrtDayAmnt 1032 6.1231 sumCurrFeeCrtMthAmnt 1032 6.1232 sumCurrFeeMmAmnt 1032 6.1233 sumCurrFeePrvDayAmnt...
  • Page 39 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 39 6.1266 sumCurrTrnQtyRej 1041 6.1267 sumCurrTrnQtyTakUp 1041 6.1268 sumCurrTypCodMthDlyAvgVol 1041 6.1269 sumCurrTypCodNetFeeAmnt 1042 6.1270 sumCurrTypCodRebAmnt 1042 6.1271 sumCurrTypCodRebQty 1042 6.1272 sumCurrTypCodTotMthFeeAmnt 1042 6.1273 sumCurrTypCodTotVol 1043 6.1274 sumCurrVatAmnt 1043 6.1275 sumCurrVmarAmnt 1043 6.1276 sumCurrVmarMtdBal...
  • Page 40 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 40 6.1309 sumFeeTotalMonth 1052 6.1310 sumFeeTotalSettlAcct 1052 6.1311 sumFeeTotalSettlInst 1053 6.1312 sumFeeTypAdjCrtDayAmnt 1053 6.1313 sumFeeTypFeeCrtDayAmnt 1053 6.1314 sumFeeTypFeeCrtMthAmnt 1053 6.1315 sumFeeTypFeePrvDayAmnt 1054 6.1316 sumFeeTypFeePrvMthAmnt 1054 6.1317 sumFeeTypFeeYtdAmnt 1054 6.1318 sumFeeVar 1054 6.1319 sumGBPAmntInEUR...
  • Page 41 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 41 6.1352 sumMembPrmYtdBal 1064 6.1353 sumMembResidualBal 1064 6.1354 sumMembSavFeeAmnt 1064 6.1355 sumMembSetlmtSecuQty 1064 6.1356 sumMembSurplShtfAmnt 1065 6.1357 sumMembTotRcvPayAmnt 1065 6.1358 sumMembTxnCnt 1065 6.1359 sumMembUpdCodAdd 1065 6.1360 sumMembUpdCodChg 1066 6.1361 sumMembUpdCodDel 1066 6.1362 sumMembUpdCodGrpChg...
  • Page 42 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 42 6.1395 sumPartIdUpdCodChg 1075 6.1396 sumPartIdUpdCodDel 1075 6.1397 sumPartIdUpdCodGrpChg 1076 6.1398 sumPoolCrdAmnt 1076 6.1399 sumPoolDebAmnt 1076 6.1400 sumPoolIdClgCurr 1077 6.1401 sumPoolIdTotal 1077 6.1402 sumPosnLngBal 1077 6.1403 sumPosnShtBal 1077 6.1404 sumProdAbdnQty 1078 6.1405 sumProdCshSetlmtAmnt...
  • Page 43 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 43 6.1438 sumProdPrmVmarAmnt 1087 6.1439 sumProdPrmYtdBal 1087 6.1440 sumProdRebGrpIdFullRebVol 1087 6.1441 sumProdRebGrpIdNetFeeAmnt 1087 6.1442 sumProdRebGrpIdProdSegFeeAmnt 1088 6.1443 sumProdRebGrpIdQty 1088 6.1444 sumProdRebGrpIdRebAmnt 1088 6.1445 sumProdRebGrpIdRevRefAmnt 1088 6.1446 sumProdRebGrpVol 1089 6.1447 sumProdRebQty 1089 6.1448 sumProdSavFeeAmnt...
  • Page 44 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 44 6.1481 sumProdTypFeePrvDayAmnt 1098 6.1482 sumProdTypFeePrvMthAmnt 1098 6.1483 sumProdTypFeeYtdAmnt 1098 6.1484 sumProdTypIdMthDlyAvgVol 1099 6.1485 sumProdTypIdNetFeeAmnt 1099 6.1486 sumProdTypIdRebAmnt 1099 6.1487 sumProdTypIdRebQty 1099 6.1488 sumProdTypIdTotMthFeeAmnt 1100 6.1489 sumProdTypIdTotVol 1100 6.1490 sumProdVolM 1100 6.1491 sumQuoReqTot...
  • Page 45 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 45 6.1524 sumServGrp 1109 6.1525 sumSetlAmnt 1109 6.1526 sumSetlmtAcctAmnt 1110 6.1527 sumShtQuoPct 1110 6.1528 sumSrsSrsAsgnQty 1110 6.1529 sumSrsSrsExerQty 1111 6.1530 sumSrsUndrLngQty 1111 6.1531 sumSrsUndrShtQty 1111 6.1532 sumSynTrades 1111 6.1533 sumSynVolume 1112 6.1534 sumTESClgBuy...
  • Page 46 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 46 6.1567 sumTxnFee00 1121 6.1568 sumTxnFee100 1121 6.1569 sumTxnFee50 1121 6.1570 sumTxnFeeDay 1121 6.1571 sumUndrUndrLngQty 1122 6.1572 sumUndrUndrShtQty 1122 6.1573 sumUSDAmntInEUR 1122 6.1574 sumUserIdMthDlyAvgVol 1123 6.1575 sumUserIdNetFeeAmnt 1123 6.1576 sumUserIdRebAmnt 1123 6.1577 sumUserIdRebQty...
  • Page 47 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 47 6.1610 textFrom 1134 6.1611 textSegInpX 1134 6.1612 textTo 1134 6.1613 textX 1135 6.1614 tfxBenfiIdNo 1135 6.1615 tfxMbrBrnCod 1135 6.1616 tfxMbrCod 1135 6.1617 tfxTrdStsCod 1136 6.1618 thresHold 1136 6.1619 thresHold2 1136 6.1620 thresHoldX...
  • Page 48 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 48 6.1653 totMthFeeAmnt 1146 6.1654 totNotifVol 1146 6.1655 totParticipantIdRiskEvt 1147 6.1656 totParticipantUpdCodAdd 1147 6.1657 totParticipantUpdCodChg 1147 6.1658 totParticipantUpdCodDel 1147 6.1659 totProdVol 1148 6.1660 totQuoReqViolPct 1148 6.1661 totRcvPayAmnt 1148 6.1662 totSpdMgn 1149 6.1663 totSpdMgnFctr...
  • Page 49 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 49 6.1696 trdLoc 1159 6.1697 trdMemb 1159 6.1698 trdMtchPrc 1159 6.1699 trdMtchPrc1 1160 6.1700 trdMtchPrcX 1160 6.1701 trdMtchQty 1160 6.1702 trdNCATyp 1161 6.1703 trdNo 1161 6.1704 trdNomVal 1161 6.1705 trdQty 1161 6.1706 trdQtyX...
  • Page 50 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 50 6.1739 trnIdSfxNoPnt 1174 6.1740 trnIdSfxNoPntX 1174 6.1741 trnIdSfxNoX 1174 6.1742 trnLngQty 1175 6.1743 trnLoc 1175 6.1744 trnPrc 1175 6.1745 trnQty 1176 6.1746 trnQtyAllc 1176 6.1747 trnQtyNotif 1177 6.1748 trnRecTyp 1177 6.1749 trnShtQty...
  • Page 51 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 51 6.1782 undrFutExpMthDat 1198 6.1783 undrFutExpYrDat 1199 6.1784 undrFutProdId 1199 6.1785 undrIdCod 1199 6.1786 undrIdLngNam 1200 6.1787 undrIsin 1200 6.1788 undrLngQty 1200 6.1789 undrLstClsPrc 1201 6.1790 undrPrc 1201 6.1791 undrPrvClsPrc 1201 6.1792 undrShtQty...
  • Page 52 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Page 52 6.1825 usrResnForChang 1212 6.1826 usTrdrFlg 1213 6.1827 1213 6.1828 valGoodQuoReqResp 1213 6.1829 validityFlg 1214 6.1830 valorNum 1214 6.1831 valorNum1 1214 6.1832 valQuoReqTot 1215 6.1833 valQuoReqViol 1215 6.1834 vatAmnt 1216 6.1835 vatRat 1216...

  • Page 53: Introduction

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Introduction Page 53 Introduction This document describes all the reports distributed for Eurex derivatives trading & derivatives clearing and European Energy Exchange (EEX) derivatives. This document is intended for the staff dealing with reports. The purpose of the XML Report Reference Manual is to explain the content of the reports, and ...

  • Page 54: Xml Reports Concepts Used By Eurex

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Reports Concepts used by Eurex Page 54 XML Reports Concepts used by Eurex In this chapter the main concepts of the XML Reports offered by Eurex are explained. Eurex Terminology Throughout the Eurex XML Reports documentation, specific terms are used to refer to certain objects known to the Eurex system.

  • Page 55: Structure Members

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Reports Concepts used by Eurex Page 55 Naming conventions for structures are: reportName Main structure of a report reportName***Grp Sub structure of a report reportName***KeyGrp Sub structure of a report which contains key fields 2.2.2 Structure Members A structure member is either a field or another (sub-)structure.

  • Page 56: Field Values

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Reports Concepts used by Eurex Page 56 <structureName> </structureName> The structure members occur in the sequence as they are defined in the XML Report layout. Optional members may be omitted, if they contain no data. In case of a multiple occurrence, the <structureName>...

  • Page 57: Generic Text Report Structure

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Reports Concepts used by Eurex Page 57 2.2.5.1 Generic Text Report Structure The creation of generic text reports uses the following rules: The global layout of a generic text report is determined by the XML report data structure. ...
  • Page 58 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Reports Concepts used by Eurex Page 58 All transactional and participant specific reports are available in a participant-specific directory structure. Non-transactional and non-participant specific reports and files are available in the public area.

  • Page 59: Introduction To Xml Reports

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Introduction to XML Reports Page 59 Introduction to XML Reports XML Report Characteristics The XML report descriptions contain the following information: Description A textual description of the functional contents of the report. Frequency The frequency or the specific events at which the report is created.

  • Page 60: Report Availability

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Introduction to XML Reports Page 60 Report Availability Reports are created and available to different groups of members. Available for Description clearing and trading Each trading member receives a report containing its individual members data.

  • Page 61: Usage Code

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Introduction to XML Reports Page 61 Usage Code The XML report descriptions contain usage codes for each tag. These codes provide information on whether a tag is mandatory or optional. Table 3.3 below lists all applicable usage codes and provides a description.

  • Page 62: Reports Per T7 Trading Instance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Introduction to XML Reports Page 62 Reports per T7 Trading Instance For members participating on trading on the T7/FX instance certain reports will be provided separately for T7/FX in addition to the trading reports provided today. This allows identifying reference data changes and trading activities performed on T7/FX.
  • Page 63 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Introduction to XML Reports Page 63 Report Long Name Receiver TD944 Daily Advanced Market Making Strategy Quote Request TRADING MEMBER Performance TD945 MTD Regular Market Making Quote Request Perfor- TRADING MEMBER mance TD946 MTD Permanent Market Making Quote Request Perfor-...

  • Page 64: Xml Report Descriptions

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 64 XML Report Descriptions The description of the XML Reports and Tags in this document is based on the configuration CONFIG_IDENTIFIER ERep140.04.51 SIR-367310 CONFIG_DATE 2017-04-05 17:04 CA Capital Adjustment 4.1.1 CA051 Capital Adjustment Series Description...
  • Page 65 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 65 capAdjTrnTyp AdjustmentType trnIdNo TrnNo capAdjInfoTxt AdjustmentMemo secuRFac R-Factor newTheoPrc NewTheoULPrice ca051Grp1, repeated 1 ... variable times: ca051Rec, repeated 1 ... variable times: bfrAfrDec capAdjMtnTyp MtnTyp cntrIdGrp, repeated 0 ... 1 times: cntrClasCod Contract prodId...

  • Page 66: Ca052 Capital Adjustment Positions

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 66 4.1.2 CA052 Capital Adjustment Positions Description This report contains all changes of contract specifications for existing regular and LEPO series as well as contract specifications of new series that are added after capital adjustments.
  • Page 67 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 67 ca052KeyGrp3 currTypCod Currency acctGrpCod Account prodId Product ca052Grp4, repeated 1 ... variable times: ca052Rec, repeated 1 ... variable times: bfrAfrDec cntrIdGrp, repeated 0 ... 1 times: cntrClasCod Contract prodId...

  • Page 68: Ca054 Capital Adjustment Orders

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 68 4.1.3 CA054 Capital Adjustment Orders Description This report lists all orders deleted as a result of a capital adjustment. The orders for contracts with the original contract specifications are deleted for all exchange members.
  • Page 69 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 69 cntrExerPrc cntrVersNo futCntrCombRedGrp, repeated 0 ... 1 times: prodId cntrExpDatGrp, repeated 2 times: cntrExpMthDat cntrExpYrDat ordrNo OrdrNo partIdCod Trader acctTypGrp ordrTypCod buyCod opnClsCod gtcOrdrFlg ordrExpDat OrExpDat ordrExePrc OrdrPrc ordrQty...

  • Page 70: Ca752 Capital Adjustment Positions Overview

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 70 4.1.4 CA752 Capital Adjustment Positions Overview Description This C7 report contains all changes of contract specifications for existing regular and LEPO series as well as contract specifications of new series that are added after capital adjustments.
  • Page 71 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 71 ca752KeyGrp3 currTypCod Product Currency accountName Account prodId Product ca752Grp4, repeated 1 ... variable times: ca752Rec, repeated 1 ... variable times: bfrAfrDec cntrIdGrpSC7, repeated 0 ... 1 times: cntrClasCod prodId cntrDtlGrpC7...

  • Page 72: Ca770 Account Maintenance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 72 4.1.5 CA770 Account Maintenance Description This C7 report provides an overview of all changes to account settings for all members. It is arranged by clearing member, exchange member, clearing house and account name.
  • Page 73 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 73 ca770Rec, repeated 1 ... variable times: bfrAfr accountStatus accountType accountSubType accountDescr riskNettingUnit poolId Pool ID autoCloseOut Auto Close Out Flag useZeroCostQuantity Use ZCQ Flag ca770ClrgLcnsRec, repeated 0 ... variable times: clearingSystemLicense Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CA770.

  • Page 74: Cb Clearing Position And Transactions

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 74 CB Clearing Position and Transactions 4.2.1 CB001 Product and Price Report Description The product and price report contains information for all Eurex products and their prices as defined in the Eurex price list. The Market Making prices will be shown as rebates (negative amount).
  • Page 75 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 75 prodLngNam Prod Name cb001Grp4, repeated 1 ... variable times: cb001KeyGrp4 feeIndTyp Fee Type cb001Grp5, repeated 1 ... variable times: cb001KeyGrp5 trnTyp Trans Type cb001Grp6, repeated 1 ... variable times: cb001KeyGrp6 trdTyp Trad Type...

  • Page 76: Cb010 Position Detail

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 76 4.2.2 CB010 Position Detail Description This report lists the opening positions in the option series and futures contracts, the daily position movements at a transaction level and the up to date positions in the individual accounts of the exchange member.
  • Page 77 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 77 membClgIdCod ClMbr cb010Grp1, repeated 1 ... variable times: cb010KeyGrp1 membExchIdCod ExMbr cb010Grp2, repeated 1 ... variable times: cb010KeyGrp2 currTypCod Currency cb010Grp3, repeated 1 ... variable times: cb010KeyGrp3 acctTypGrp Account...
  • Page 78 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 78 trdTyp trnLngQty MovLng trnShtQty MovSht netQty NetQty trdMtchPrc StlPrc/Prc prmVmarAmnt PremVarMar feeByUnt (XML only) trnFeeAmnt Total Fees mkToMktTick Mk2Mkt partIdCod Trader trnTyp Transaction Type trnIdSfxNoPnt ParSfx custText CustomerTxt userOrdrNum...
  • Page 79 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 79 Text Report Structure ClMbr ExMbr Currency Account ------------------------------------------------ ------------------------------------------------ -------- ------- XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME ProdType Prod ProductMIC Tick Size TickVal ----------------------------- ------------------------------------- ---------- --------- --------- XXXX - XXXXXXXXXXXXXXXXXXXXXX XXXX - PRODUCT LONG NAME XXXX...

  • Page 80: Cb011 Std And Flx Cntr Dly Transactn

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 80 4.2.3 CB011 Std and Flx Cntr Dly Transactn Description This report combines the existing reports CB010 and CB064. It will list the daily transactions for the standard and flexible option series and futures contracts.
  • Page 81 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 81 prodTypId ProdType prodId Product prodExchAff (XML only) ticSiz Tick Size ticVal TickVal cb011Grp5, repeated 1 ... variable times: cb011KeyGrp5, repeated 0 ... 1 times: flxCntrDtlClassGrp cntrClasCod Contract Detail flxCntrDtlGrp prodId...
  • Page 82 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 82 takUpAcptInd abdnInd trnLngQty MovLng trnShtQty MovSht prmVmarAmnt PremVarMar netQty (XML only) trdMtchPrc StlPrc/Prc flxCntrTrnStsCod FlxTrnSts trnTyp Transaction Type posMovInd updTim Upd Time mkToMktTick Mk2Mkt membPropCtpyIdCod CParty membExchIdCodTo ToMbr partIdCod...
  • Page 83 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 83 Text Report Structure Clearing Member Exchange Member Currency Account ------------------------------------------------ ------------------------------------------------ -------- ------- XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME ProdType Product Tick Size TickVal ----------------------------- ------------------------------------- --------- --------- XXXX - XXXXXXXXXXXXXXXXXXXXXX XXXX - PRODUCT LONG NAME 999.99999 9999.9999...

  • Page 84: Cb012 Account Statement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 84 4.2.4 CB012 Account Statement Description This C7 report lists the opening positions in the option series and futures for flexible and standard contracts, the daily position movements at a transaction level and the up to date positions in the individual accounts of the exchange member.
  • Page 85 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 85 cb012Grp3, repeated 1 ... variable times: cb012KeyGrp3 accountName Account cb012Grp4, repeated 1 ... variable times: cb012KeyGrp4 prodTypId ProdType prodId Prod prodExchAff ticSiz Tick Size ticVal TickVal cb012Grp5, repeated 1 ...
  • Page 86 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 86 opnClsCod trnLngQty MovLng trnShtQty MovSht netQty NetQty trnPrc StlPrc/Prc prmVmarAmnt PremVarMar mkToMktTick Mk2Mkt rateIdentifier residual prelimFlg ordOriginFirm External Member beneficiary membExchIdCod Exchange Member partIdCod Participant membExchIdCodObo ExMbrObo partIdCodObo trnTyp...
  • Page 87 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 87 sumTrnShtQty sumCntrPrmVmarAmnt sumProdPrmVmarAmnt Total Per Product sumAcctPrmVmarAmnt Total Per Account Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB012.

  • Page 88: Cb020 Position Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 88 4.2.5 CB020 Position Summary Description This report lists the open positions, the daily movements and the current positions in the option series and futures contracts of the exchange member, sorted by account type and currency.
  • Page 89 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 89 cb020Grp4, repeated 1 ... variable times: cb020KeyGrp4 prodTypId ProdType prodId Prod prodExchAff (XML only) cb020Grp5, repeated 1 ... variable times: cb020KeyGrp5 cntrClasCod cb020Rec, repeated 1 ... variable times: cntrDtlGrp cntrExpMthDat Contract Detail...
  • Page 90 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 90 sumProdPrmVmarAmnt sumProdTrnFeeAmnt sumAcctPrmVmarAmnt Total per Account sumAcctTrnFeeAmnt sumCurrPrmVmarAmnt Total per Currency sumCurrTrnFeeAmnt Text Report Structure Clearing Member Exchange Member Currency Account ProdType Prod ------------------------------------------------ ------------------------------------------------ -------- ------- -------- ---- XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXXX XXXX...

  • Page 91: Cb021 Position / Active Trd Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 91 4.2.6 CB021 Position / Active Trd Summary Description This report shows the previous positions, the daily movements and the current positions in the standard as well as flexible option series and futures contracts of the exchange member.
  • Page 92 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 92 prodId Product prodExchAff (XML only) ticSiz Tick Size ticVal TickVal cb021Grp5, repeated 1 ... variable times: cb021KeyGrp5 cntrClasCod cb021Rec, repeated 1 ... variable times: flxCntrDtlGrp prodId Contract Detail cntrExpMthDat cntrExpYrDat...
  • Page 93 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 93 sumClasPrmVmarAmnt sumProdPosnLngBalPrv Total per Product sumProdPosnShtBalPrv sumProdTrnLngQty sumProdTrnShtQty sumProdPosnLngBal sumProdPosnShtBal sumProdPrmVmarAmnt sumAcctPrmVmarAmnt Total per Account sumCurrPrmVmarAmnt Total per Currency Text Report Structure Clearing Member Exchange Member Currency Account ------------------------------------------------ ------------------------------------------------ -------- ------- XXXXX - MEMBER LONG NAME...

  • Page 94: Cb030 Position Transfer Overview

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 94 4.2.7 CB030 Position Transfer Overview Description This report lists all of the position transfers of a member. The report lists the details of partial position transfers transactions for members. Transfers shown are partial position transfers, complete position transfers, full to agent account transfers and partial position transfers with cash amount.
  • Page 95 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 95 prodId cntrDtlGrp cntrExpMthDat cntrExpYrDat cntrExerPrc cntrVersNo trnIdNoTo TrnNo acctTypGrpFrom trnLngQty TsfLng trnShtQty TsfSht membExchIdCodTo CpExc membClgIdCodTo CpClg acctTypGrpTo trnFeeAdjAmnt AdjFee currTypCod Curr trnCshAmnt TrnCshAmnt origTrdPrc OrigTrdPrc posTrfPrc PosTrfPrc totCshAmnt...

  • Page 96: Cb031 Settling Futures Positions

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 96 4.2.8 CB031 Settling Futures Positions Description This report contains the open long and short positions of bond futures contracts which expire in the current month. This report is produced daily during the delivery month until the day of notification.
  • Page 97 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 97 sumPosnLngBal Total per Exchange Member sumPosnShtBal sumCntrPosnLngBal Total per Contract / Clearing Member sumCntrPosnShtBal Text Report Structure Clearing Member ------------------------------------------------ XXXXX - MEMBER LONG NAME Product Type Product ExpiryMonth ExpiryYear ---------------------- ------------------------------------- ----------- ----------...

  • Page 98: Cb063 Flx Cntr Transactn Overview

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 98 4.2.9 CB063 Flx Cntr Transactn Overview Description This report shows the current status of all open Flexible Contracts Transactions. For each exchange member, all open Flexible Contracts Transactions are listed separated by account and products.
  • Page 99 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 99 cb063Rec, repeated 1 ... variable times: flxCntrIdGrp cntrClasCod FlxContract prodId cntrExpDat flxOptCntrExerPrc cntrVersNo exerStylTyp setlTypCod flxCntrSynProdId SynP trdUnt TradUnit flxCntrTrnIdNo FlxTrnNo trnIdSfxNo SfxNo trnDat TrnDat flxCntrTrnStsCod FlxTrnSts partIdCod Trader...
  • Page 100 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 100 Text Report Structure Clearing Member Exchange Member ------------------------------------------------ ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Product Product Type Currency Tick Size TickVal UndrPrc Account ------- ---------------------- -------- --------- --------- ---------- ------- XXXX XXXXXXXXXXXXXXXXXXXXXX XXX 999.99999 9999.9999 9999.99999 XX...

  • Page 101: Cb064 Flx Cntr Daily Transactions

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 101 4.2.10 CB064 Flx Cntr Daily Transactions Description This report shows all Flexible Contracts transactions and status changes performed on the current business day. Separated by products, for each exchange member this report lists all maintenance actions performed on Flexible Contracts trades.
  • Page 102 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 102 cb064KeyGrp4 flxCntrTrnIdNo FlxTrnNo flxCntrIdGrp cntrClasCod FlxContract prodId cntrExpDat flxOptCntrExerPrc cntrVersNo exerStylTyp setlTypCod flxCntrSynProdId SynP trdUnt TradUnit cb064Rec, repeated 1 ... variable times: trnIdSfxNo SfxNo trnIdSfxNoPnt ParSfx updTim Upd Time acctTypGrp...
  • Page 103 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 103 ccpDlvTrnId CCPDvId sumTrdPrmVmarAmnt Total Per Trade sumProdPrmVmarAmnt Total Per Product sumMembPrmVmarAmnt Total Per Member sumCurrPrmVmarAmnt Total Per Currency Text Report Structure Clearing Member Currency Exchange Member ------------------------------------------------ -------- ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME...

  • Page 104: Cb065 System Transaction Overview

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 104 4.2.11 CB065 System Transaction Overview Description This report provides an overview of the transaction volumes and fees, if the transaction limits are exceeded. The information in this report is listed per clearing and exchange member.
  • Page 105 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 105 cb065Grp, repeated 0 ... variable times: cb065KeyGrp membClgIdCod Clearing Member cb065Grp1, repeated 1 ... variable times: cb065KeyGrp1 membExchIdCod Exchange Member cb065Grp2, repeated 1 ... variable times: cb065KeyGrp2 currTypCod Currency...

  • Page 106: Cb068 Transaction Mix

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 106 4.2.12 CB068 Transaction Mix Description This report provides members with detailed information about trans- action behavior, clarifying the transaction limits and behavior. This report is split into three parts. The first part is a member specific summary of the number of transactions generated per underlying product.
  • Page 107 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 107 cb068NodeRec, repeated 0 ... variable times: membTxnNode Node txnCnt TxnCnt sumNodeTxnCnt Total cb068TrdrGrp, repeated 0 ... variable times: cb068TrdrKeyGrp trdr Trader cb068TrdrRec, repeated 0 ... variable times: txnCnt TxnCnt prodId...

  • Page 108: Cb069 Transaction Report

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 108 4.2.13 CB069 Transaction Report Description This report provides Participants with detailed information about their product specific transactions, traded volume and ordered volume. This report is grouped into three parts. The first part provides the infor- mation on the number of transactions, ordered volume and traded volume per product per limit type.
  • Page 109 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 109 trdVol Traded Volume cb069BusUnitGrp, repeated 1 ... variable times: cb069BusUnitKeyGrp businessUnitGrp businessUnit busUntLngName BU Long Name businessUnitId BU Identifier cb069SessionGrp, repeated 1 ... variable times: cb069SessionRec, repeated 1 ... variable times: sessionId Session prodId...
  • Page 110 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 110 Text Report Structure Participant Participant Long Name ----------- ---------------------------------------- XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Product Limit Type Transactions Count Ordered Volume Traded Volume ------- ---------- ------------------ -------------- ------------- XXXX XXXXXXXX 999,999,999 XXXXXXXXXXXXX XXXXXXXXXXXXX BU Long Name...

  • Page 111: Cb080 Premium Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 111 4.2.14 CB080 Premium Summary Description This report contains a summary of the current premium credits and debits of the current day, current month and current year for each product per account type.
  • Page 112 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 112 prodId Prod prmPayBal PremiumPayable prmRcvBal PremiumReceivable prmNetBal NetCurrDayAmnt prmMtdBal NetCurrMtdAmnt prmYtdBal NetCurrYtdAmnt sumProdPrmPayBal Total Per Product Type sumProdPrmRcvBal sumProdPrmNetBal sumProdPrmMtdBal sumProdPrmYtdBal sumAcctPrmPayBal Total Per Account sumAcctPrmRcvBal sumAcctPrmNetBal sumAcctPrmMtdBal sumAcctPrmYtdBal...

  • Page 113: Cb090 Premium Overall Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 113 4.2.15 CB090 Premium Overall Summary Description In this report, the premium credits and debits of a clearing member are arranged per account type. The current premium credits and debits are listed by exchange member and the current day, month and year net premiums per account type.
  • Page 114 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 114 prmPayBal PremiumPayable prmRcvBal PremiumReceivable prmNetBal NetCurrDayAmnt prmMtdBal NetCurrMtdAmnt prmPrvMthBal NetPrevMthAmnt prmYtdBal NetCurrYtdAmnt sumMembPrmPayBal Total Per ExcMbr sumMembPrmRcvBal sumMembPrmNetBal sumMembPrmMtdBal sumMembPrmPrvMthBal sumMembPrmYtdBal sumCurrPrmPayBal Total Per ClgMbr sumCurrPrmRcvBal sumCurrPrmNetBal sumCurrPrmMtdBal sumCurrPrmPrvMthBal...

  • Page 115: Cb095 Variation Mgn Overall Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 115 4.2.16 CB095 Variation Mgn Overall Summary Description This report shows the variation margin requirement/credit on the day of the report for all of the exchange and clearing members. It shows the net variation margin and the accumulated variation margin amounts for the current month, for the previous month and for the current year.
  • Page 116 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 116 vmarPrvMthBal NetPrevMthAmnt vmarYtdBal NetCurrYtdAmnt sumMembVmarPayBal Total Per ExcMbr sumMembVmarRcvBal sumMembVmarNetBal sumMembVmarMtdBal sumMembVmarPrvMthBal sumMembVmarYtdBal sumCurrVmarPayBal Total Per ClgMbr sumCurrVmarRcvBal sumCurrVmarNetBal sumCurrVmarMtdBal sumCurrVmarPrvMthBal sumCurrVmarYtdBal Text Report Structure Clearing Member Currency ------------------------------------------------ -------- XXXXX - MEMBER LONG NAME...

  • Page 117: Cb102 Cash Settled Contracts

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 117 4.2.17 CB102 Cash Settled Contracts Description This report shows the contracts settled in cash on the delivery day, detailing the profits and losses produced by these contracts. It shows the previous day net long and net short positions.
  • Page 118 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 118 prodId Product ticSiz Tick Size ticVal TickVal cb102Grp5, repeated 1 ... variable times: cb102KeyGrp5 flxCntrIdGrp, repeated 0 ... 1 times: cntrClasCod Contract prodId cntrExpDat flxOptCntrExerPrc cntrVersNo exerStylTyp setlTypCod cntrIdGrp, repeated 0 ...
  • Page 119 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 119 sumCntrFinSetlmtAmnt Total per Contract sumProdFinSetlmtAmnt Total per Product sumAcctFinSetlmtAmnt Total per Account sumCurrFinSetlmtAmnt Total per Currency Text Report Structure Clearing Member Exchange Member Currency Account ------------------------------------------------ ------------------------------------------------ -------- ------- XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Product...

  • Page 120: Cb110 Account Transfer Exception

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 120 4.2.18 CB110 Account Transfer Exception Description This report shows the position and trade transfers between the different accounts of an exchange member. Position transfers are separated into option series and future contracts for each exchange member.
  • Page 121 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 121 cntrExpYrDat cntrExerPrc cntrVersNo trnTyp AdjTyp acctTypGrp acctTypGrpTo partIdCod trnIdNo TrnNo trnIdSfxNo SfxNo trnHistAdjInd buyCod opnClsCod trdTyp TrdTyp trnLngQty MovLng trnShtQty MvtSht trdMtchPrc TrdPrc origExchId OrigExc origTrnId OrigTrnNo origTrnDat OrigTrnDat...
  • Page 122 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 122 Text Report Structure Clearing Member Exchange Member ------------------------------------------------ ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Product ------------------------------------- XXXX - PRODUCT LONG NAME Contract AdjTyp Fr To Usr TrnNo SfxNo HIT B/S O/C TrdTyp MovLng...

  • Page 123: Cb115 Eex Position Transfer

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 123 4.2.19 CB115 EEX Position Transfer Description This report lists position transfers between contracts of different products belonging to a cascade due to contract expirations of a cascading product.
  • Page 124 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 124 posnLngBal OriginalLngBal posnShtBal OriginalShtBal cb115Rec, repeated 1 ... variable times: futCntrIdGrp prodId Contract cntrExpMthDat cntrExpYrDat trnIdNoP TranIdCode trnLngQty TrnLng trnShtQty TrnSht Text Report Structure Clearing Member Exchange Member Account CascadeId ------------------------------------------------ ------------------------------------------------ ------- ---------...

  • Page 125: Cb120 Member Exception-Positions

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 125 4.2.20 CB120 Member Exception-Positions Description This report deals with position transactions that the clearinghouse modified or rejected. It is in two parts. Part 1 contains detailed data on transactions adjusted because of position closing errors.
  • Page 126 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 126 cb120KeyGrp1 membExchIdCod Exchange Member cb120Grp2, repeated 1 ... variable times: cb120KeyGrp2 currTypCod Curr acctTypGrp prodTypId ProdType cb120Grp3, repeated 1 ... variable times: cb120KeyGrp3 cb120RecTypCod Section cb120Rec1, repeated 0 ... variable times: cntrIdGrp cntrClasCod Contract...
  • Page 127 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 127 cntrIdGrp cntrClasCod Contract prodId cntrDtlGrp cntrExpMthDat cntrExpYrDat cntrExerPrc cntrVersNo membClgIdCodFrom FromClMbr membClgConfCodFrom membExchIdCodFrom FromExMbr membExchConfCodFrom acctTypGrpFrom AcFrom membClgIdCodTo ToClgMbr membClgConfCodTo membExchIdCodTo ToExMbr membExchConfCodTo acctTypGrpTo AcTo posnLngBal CurLng posnShtBal CurSht...
  • Page 128 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 128 Text Report Structure Clearing Member Exchange Member Curr Ac ProdType ------------------------------------------------ ------------------------------------------------ ---- -- ---------------------- XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX XXXXXXXXXXXXXXXXXXXXXX Section ------------------------------------- X - XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX...

  • Page 129: Cb130 Give-Up Trades History

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 129 4.2.21 CB130 Give-Up Trades History Description This report shows all pre-designated, designated and rejected give-up trades. Give-up trades accepted by the recipient as take-ups are also listed.
  • Page 130 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 130 cb130Grp4, repeated 1 ... variable times: cb130KeyGrp4 cntrIdGrp cntrClasCod Contract prodId cntrDtlGrp cntrExpMthDat cntrExpYrDat cntrExerPrc cntrVersNo origCntrId OCCId cb130Grp5, repeated 1 ... variable times: cb130KeyGrp5 ordrNo OrdrNo trnIdNo TrnNo...
  • Page 131 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 131 origTrnId (XML only) origTrnDat (XML only) membExchIdCodObo ExMbrObo sumCntrTrnQtyTakUp Total Per Contract Take-Up sumCntrTrnQtyPend Total Per Contract Pending sumCntrTrnQtyDel Total Per Contract Deleted sumCurrTrnQtyTakUp Total Per Member Take-Up sumCurrTrnQtyPend Total Per Member Pending sumCurrTrnQtyDel...

  • Page 132: Cb140 Accepted Give-Up Trades

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 132 4.2.22 CB140 Accepted Give-Up Trades Description This report lists all accepted give-up trades. Accepted give-up trades are arranged by currency, recipient, product, series, order number and transaction number.
  • Page 133 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 133 cb140Grp5, repeated 1 ... variable times: cb140KeyGrp5 cntrIdGrp cntrClasCod Contract prodId cntrDtlGrp cntrExpMthDat cntrExpYrDat cntrExerPrc cntrVersNo origCntrId OCCId cb140Rec, repeated 1 ... variable times: ordrNo OrdrNo trnIdNo TrnNo trnIdSfxNo...
  • Page 134 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 134 Text Report Structure Clearing Member Exchange Member ------------------------------------------------ ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Receiving Member Currency Account ------------------------------------------------ -------- ------- XXXXX - MEMBER LONG NAME Contract OCCId...

  • Page 135: Cb150 Take-Up Trades History

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 135 4.2.23 CB150 Take-Up Trades History Description This report shows all take-up trades in chronological order. The take- up trades are listed by currency, take-up account, product, series, order number, transaction number and time.
  • Page 136 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 136 cntrIdGrp cntrClasCod Contract prodId cntrDtlGrp cntrExpMthDat cntrExpYrDat cntrExerPrc cntrVersNo origCntrId OCCId cb150Grp5, repeated 1 ... variable times: cb150KeyGrp5 ordrNo OrdrNo trnIdNo TrnNo cb150Rec, repeated 1 ... variable times: trnIdSfxNo SfxNo trnIdSfxNoPnt...
  • Page 137 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 137 origTrnDat (XML only) membExchIdCodObo ExMbrObo sumCntrTrnQtyTakUp Total Per Contract Take-Up sumCntrTrnQtyPend Total Per Contract Pending sumCntrTrnQtyRej Total Per Contract Rejected sumCurrTrnQtyTakUp Total Per Member Take-Up sumCurrTrnQtyPend Total Per Member Pending sumCurrTrnQtyRej Total Per Member Rejected...

  • Page 138: Cb160 Accepted Take-Up Trades

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 138 4.2.24 CB160 Accepted Take-Up Trades Description This report shows all accepted take-up trades. Accepted take-up trades are listed by currency, sender, take-up account, product, series, order number and transaction number. The following totals are calcu- lated: - Sum of all accepted take-up trades in a series for a sender - Sum of all accepted take-up trades for a sender...
  • Page 139 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 139 cb160Grp5, repeated 1 ... variable times: cb160KeyGrp5 cntrIdGrp cntrClasCod Contract prodId cntrDtlGrp cntrExpMthDat cntrExpYrDat cntrExerPrc cntrVersNo origCntrId OCCId cb160Rec, repeated 1 ... variable times: ordrNo OrdrNo trnIdNo TrnNo trnIdSfxNo...
  • Page 140 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 140 Text Report Structure Clearing Member Exchange Member ------------------------------------------------ ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Sending Member Currency Account ------------------------------------------------ -------- ------- XXXXX - MEMBER LONG NAME Contract OCCId...

  • Page 141: Cb165 Eurex Fee Statement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 141 4.2.25 CB165 Eurex Fee Statement Description This report contains all daily transaction fees (except Late Closing Fees) and all fee adjustments and mistrade fees. Frequency Daily. Availability This report is available for clearing and trading members.
  • Page 142 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 142 acctTyp36Grp Account Name cb165Grp7, repeated 1 ... variable times: cb165KeyGrp7 prodTypIdX Prod Type cb165Grp8, repeated 1 ... variable times: cb165KeyGrp8 prodId Contract cb165Grp9, repeated 1 ... variable times: cb165KeyGrp9 sortFeeTyp (XML only)
  • Page 143 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 143 textX (XML only) custTextX CustomerText userOrdrNumX UserOrderNo rebQty (XML only) textSegInpX (XML only) mkrTkrCod origOrdrNoX OrigOrderNo origTrnDat OrigTrnDat origTrnTim OrigTrnTime exerStylTyp setlTypCod flexIdCod FlexID combTypCod instSubTypCod (XML only) thresHoldX Threshold...
  • Page 144 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 144 Text Report Structure ClMbr ExMbr Exch Curr Ac Account Name Prod Type ----- ----- ----- ---- -- ------------------------------------ --------- XXXXX XXXXX XXXX XXX XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXX Contract TT Trader B OC MT MatchPrice TrnNo...

  • Page 145: Cb167 Late Closing Fees

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 145 4.2.26 CB167 Late Closing Fees Description This report displays the Late Closing Fees incl. the respective details to the zero cost quantity. The Late Closing Fee is charged when position closing adjustments are entered after the defined time limit and the quantity of the entered position closing adjustment exceeds the defined zero cost quantity.
  • Page 146 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 146 cb167Grp3, repeated 1 ... variable times: cb167KeyGrp3 currTypCod Curr cb167Grp4, repeated 1 ... variable times: cb167KeyGrp4 acctTypGrpX cb167Grp5, repeated 1 ... variable times: cb167KeyGrp5 acctTyp36Grp Account Name cb167Grp6, repeated 1 ...
  • Page 147 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 147 sumExchFeeGrp, repeated 0 ... 1 times: sumExchFeeRec, repeated 0 ... variable times: exchNam currTypCod sumExchFeeAmnt sumMembFeeGrp, repeated 0 ... 1 times: sumMembFeeRec, repeated 0 ... variable times: exchNam currTypCod sumMembFeeAmnt...

  • Page 148: Cb169 Mm Fee Refund

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 148 4.2.27 CB169 MM Fee Refund Description This monthly report provides information about the Market Maker Refund. The report is available for EUREX/ECAG Members. Frequency Monthly. Availability This report is available for clearing and trading members.
  • Page 149 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 149 sortFeeTyp (XML only) cb169Grp6, repeated 1 ... variable times: cb169KeyGrp6 acctTypGrpX cb169Grp7, repeated 1 ... variable times: cb169KeyGrp7 acctTyp36Grp Account Name cb169Rec, repeated 1 ... variable times: feeIndTyp Fee Type trdQty...
  • Page 150 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 150 exchNam currTypCod sumMembFeeAmnt Text Report Structure ClMbr ExMbr Exch Curr Prod Fulfillment SF Ac Account Name ----- ----- ---- ---- ---- ----------- -- -- ------------------------------------ XXXXX XXXXX XXXX XXX XXXX XXXXXX X XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Fee Type Volume...

  • Page 151: Cb172 Credit Futures Separation

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 151 4.2.28 CB172 Credit Futures Separation Description This report shows automated position transitions due to a credit futures separation event. The report is currently only relevant in the context of the product type Credit Note Futures.
  • Page 152 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 152 futCntrIdGrpAfter prodId New Contract cntrExpMthDat cntrExpYrDat posnLngAfter PosnLngAfter posnShtAfter PosnShtAfter Text Report Structure Clearing Member Exchange Member Currency Account ------------------------------------------------ ------------------------------------------------ -------- ------- XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Original Contract PosnLngBefore PosnShtBefore New Contract PosnLngAfter PosnShtAfter --------------------- ------------- ------------- ---------------- ------------ ------------...

  • Page 153: Cb179 Monthly Rebate Report

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 153 4.2.29 CB179 Monthly Rebate Report Description This monthly report provides information about the volume rebates and the Revenue Sharing Program. The report is available for EUREX/ECAG Members. Frequency Monthly.
  • Page 154 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 154 partIdCod (XML only) cb179Grp6, repeated 1 ... variable times: cb179KeyGrp6 prodTypIdX PrTp cb179Grp7, repeated 1 ... variable times: cb179KeyGrp7 sortFeeTyp (XML only) cb179Grp8, repeated 1 ... variable times: cb179KeyGrp8 prodSeg Product Segment...
  • Page 155 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 155 sumCurrRebAmnt sumCurrNetFeeAmnt sumCurrRevRefAmnt sumCurrFullRebVol Text Report Structure ClMbr ExMbr Rebate Type Exch Curr ProdGroup ----- ----- -------------------------- ----- ---- --------------------------------- XXXXX XXXXX Product Group Rebates XXXX XXX XXXXXXXX Prod Prod Rebate rel Prod Group...

  • Page 156: Cb182 Monthly Otc Ccp Fee Statement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 156 4.2.30 CB182 Monthly OTC CCP Fee Statement Description The monthly OTC CCP Fee Statement provides the following OTC CCP fee components per member ID on a monthly basis: - transaction fees - manual fee adjustments - rebates according to incentive program...
  • Page 157 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 157 cb182Grp5, repeated 1 ... variable times: cb182KeyGrp5 acctTyp36Grp Account cb182Grp6, repeated 1 ... variable times: cb182KeyGrp6 prodIdX ProductID cb182Rec, repeated 1 ... variable times: prodLngNam (XML only) verId (XML only) serId...
  • Page 158 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 158 sumTrdMembAmnt Total daily clearing fee per TrdMemb sumMembClgFeeGrp, repeated 0 ... 1 times: sumMembClgFeeRec, repeated 0 ... variable times: currTypCod Total per CM sumClgAmnt Text Report Structure Exch MbrID FeeCur ProdGroup Account ----- ---- ----- ------ --------- --------------------------------------- XXXXX XXXX XXXXX XXX...

  • Page 159: Cb185 Daily Otc Ccp Fee Statement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 159 4.2.31 CB185 Daily OTC CCP Fee Statement Description This report shows the daily booking fees including booking fees for high turnover fees. The report is available for EUREX/ECAG Members. Frequency Daily.
  • Page 160 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 160 cb185KeyGrp6 prodIdX ProductID cb185Rec, repeated 1 ... variable times: prodLngNam (XML only) verId (XML only) serId (XML only) trnTyp2 TraType isinCod (XML only) trdIdB TrdID trdDat TrdDat clrCurrTypCod ClCur...
  • Page 161 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 161 Text Report Structure Exch MbrID FeeCur ProdGroup Account ----- ---- ----- ------ --------- --------------------------------------- XXXXX XXXX XXXXX XXX XXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX ProductID TraType TrdID TrdDat ClCur TrdNominal ExchangeRate Fee/Rebate Fee Type...

  • Page 162: Cb186 Monthly Rebates Tdp

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 162 4.2.32 CB186 Monthly Rebates TDP Description This monthly report provides information about the Trader Devel- opment Program (TDP) Rebate. The report is available for EUREX/ECAG Members. Frequency Monthly.
  • Page 163 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 163 cb186Grp6, repeated 1 ... variable times: cb186KeyGrp6 land Country cb186Grp7, repeated 1 ... variable times: cb186KeyGrp7 partIdCod TDP ID cb186Grp8, repeated 1 ... variable times: cb186KeyGrp8 userId User ID actvSin...
  • Page 164 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 164 sumPartIdCodRebAmnt sumPartIdCodNetFeeAmnt o sumCurrTypCodMthDlyAvgVol (XML only) sumCurrTypCodTotVol Total per Currency sumCurrTypCodTotMthFeeAmnt o sumCurrTypCodRebQty sumCurrTypCodRebAmnt sumCurrTypCodNetFeeAmnt sumMembExchIdCodRebAmntGrp, repeated 1 ... variable times: sumMembExchIdCodRebAmntRec, repeated 0 ... variable times: currTypCod sumMembExchIdCodRebAmnt Total per ExMbr...
  • Page 165 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 165 Text Report Structure ClMbr ExMbr PrgID Rebate Type Exch Curr GrpID Country TDP ID ----- ----- ----- ------------------------------ ---- ---- ----- ------------------------- ------ XXXXX XXXXX 999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXX XXX 9 XXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX USER ID Active since PrTp...

  • Page 166: Cb187 Monthly Rebates Overview

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 166 4.2.33 CB187 Monthly Rebates Overview Description This monthly report shows all rebates per product. It includes the Trade Size Related Savings, Trader Development Program rebates, volume rebates and Market Making rebates.
  • Page 167 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 167 cb187Grp6, repeated 1 ... variable times: cb187KeyGrp6 prodGrpNam PrGp cb187Grp7, repeated 1 ... variable times: cb187KeyGrp7 prodTypIdX PrTp cb187Grp8, repeated 1 ... variable times: cb187KeyGrp8 prodId PrID prodRebGrpId (XML only)
  • Page 168 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 168 feeOverl Volume Rebate/Fee Overall feeAftGivSavRebo Volume Rebate/Fee after given Sav/ fullRebVol Volume Rebate/Fully rebated Volume savReb Volume Rebate/Savings/Rebate feeAftSavRebo Volume Rebate/Fee after Sav/Reb savRebPct Volume Rebate/Savings(in %) Overall mmRebRec rebQtyX MM Rebate/Reb relevant Volume...
  • Page 169 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 169 currTypCod sumMembSavFeeAmnt Total Savings per ExMbr in XXX: sumMembPctSav Savings in % per ExMbr: sumMembFeeAmnt Total Fee per ExMbr in XXX: sumClgMbrFeeRebGrp sumClgMbrFeeRebRec, repeated 0 ... variable times: currTypCod sumClgMbrSavFeeAmnt Total Savings per ClMbr in XXX:...
  • Page 170 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 170 Text Report Structure ClMbr ExMbr Exch Cur Ac Account Name PrGp PrTp PrID ProdRebGroup ----- ----- ---- --- -- ------------------------------------ ------ ---- ---- ------------------------------ XXXXX XXXXX XXXX XXX XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX XXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Fee Type ------------------------------ ------ -- XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX X...

  • Page 171: Cb191 Monthly Tes Late Entry Fine

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 171 4.2.34 CB191 Monthly TES Late Entry Fine Description This report shows the business date, the entry time, the approval time of the buyer and the seller, the trade ID, the traded volume and the late entry fee per product.
  • Page 172 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 172 cb191KeyGrp5 partIdCod Trader cb191Grp6, repeated 1 ... variable times: cb191KeyGrp6 prodTypIdX Prod cb191Rec, repeated 1 ... variable times: entTimDatCet Business Date entTimTimCet Entry Time appTimOfBuyer Approval Buyer appTimOfSeller Approval Seller buyCod...
  • Page 173 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 173 Text Report Structure ClMbr ExMbr Exch Curr Account Trader ----- ----- ---- ---- ----------------------------------- ------ XXXXX XXXXX XXXX XXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX Prod Business Entry Time Approval Approval B/S Trade ID Fee Name Volume...

  • Page 174: Cb192 Monthly Fee Statement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 174 4.2.35 CB192 Monthly Fee Statement Description This report contains all Eurex transaction fees including monthly and quarterly fees (Market Maker fee refunds and Minimum Transaction Fees). The report is available for EUREX/ECAG Members.
  • Page 175 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 175 cb192Grp6, repeated 1 ... variable times: cb192KeyGrp6 prodTypIdX ProdType cb192Grp7, repeated 1 ... variable times: cb192KeyGrp7 prodId Prod ID cb192Grp8, repeated 1 ... variable times: cb192KeyGrp8 sortFeeTyp (XML only) cb192Grp9, repeated 1 ...
  • Page 176 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 176 Text Report Structure ClMbr ExMbr Exch Curr Ac Account Name ----- ----- ----- ---- -- ------------------------------------ XXXXX XXXXX XXXX XXX XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Prod Prod Type ID Amount ---- ---- ------------------------------ -------------- XXXX...

  • Page 177: Cb193 Monthly Connections And Services

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 177 4.2.36 CB193 Monthly Connections and Services Description This report contains the fees for Eurex connections and sevices charged on a monthly basis. The report is available for EUREX/ECAG Members. Frequency Monthly.
  • Page 178 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 178 cb193Grp6, repeated 1 ... variable times: cb193KeyGrp6 posDescLevl4 POS. DESCR. LEVEL 4 cb193Rec, repeated 1 ... variable times: lineId Line Id totItemFee TOTAL PER POS. DESCR. LEVEL 3/ sumExchMbrFeeAmntNet Total per Exchange Member (net) vatRat...

  • Page 179: Cb196 Daily Overall Fee Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 179 4.2.37 CB196 Daily Overall Fee Summary Description This report shows a summary of all Eurex transaction fees of the current day, current month, and previous month for futures, options and flexible contracts.
  • Page 180 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 180 cb196Grp6, repeated 1 ... variable times: cb196KeyGrp6 prodTypIdX PrTp cb196Grp7, repeated 1 ... variable times: cb196KeyGrp7 prodId Prod cb196Grp8, repeated 1 ... variable times: cb196KeyGrp8 sortFeeTyp (XML only) cb196Rec, repeated 1 ...
  • Page 181 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 181 sumCurrFeeYtdAmnt sumExchFeeGrp, repeated 0 ... 1 times: sumExchFeeRec, repeated 0 ... variable times: exchNam currTypCod sumExchFeeAmnt cb196SumMembGrp, repeated 0 ... 1 times: cb196SumMembRec, repeated 0 ... variable times: currTypCod ClMbr/ Curr sumMembFeePrvDayAmnt...

  • Page 182: Cb197 Excessive System Usage Fee

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 182 4.2.38 CB197 Excessive System Usage Fee Description This report shows the transaction date, the number of transactions, the daily transaction limit, the number of excess transactions, the limit type and the fee per product type.
  • Page 183 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 183 trnDat Transaction Date numOfTrans Transactions dailyTransLimitPerMemProd Transaction Limit numOfTransExcTransLim Excess Transactions limitTypExcLimit addInfo Additional Info trnFeeAmntX Fee Amount sumProdTypFeeAmntX Total per Product Type sumOfTransFeePerTrdMmb Total per Trading Member sumOfTransFeePerClgMmb Total per Clearing Member Text Report Structure...

  • Page 184: Cb225 Daily Eurex Fines

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 184 4.2.39 CB225 Daily Eurex Fines Description The Daily Eurex Fines report shows daily fines (LDF) and Interest of delay (IoD) per trade. The report is available for EUREX/ECAG Members. Frequency Daily.
  • Page 185 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 185 cb225KeyGrp6 feeIndTyp Fee Type cb225Grp7, repeated 1 ... variable times: cb225KeyGrp7 trdDat TRADE DATE cb225Grp8, repeated 1 ... variable times: cb225KeyGrp8 billTyp Billing Type cb225Rec, repeated 1 ... variable times: instTypCod Instrument Type trdLoc...
  • Page 186 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 186 sumClgAmnt Text Report Structure CLEARING MEMBER: XXXXX SETTLEMENT LOCATION : XXX SETTLEMENT ACCOUNT: XXXXXXXX TRADING MEMBER : XXXXX SETTLEMENT INSTITUTION: XXXXX CURRENCY : XXX FEE TYPE: XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX TRADE DATE : XX-XX-XX BILL INSTRUMENT TRADE ISIN...

  • Page 187: Cb235 Daily Security Collateral Fee Statement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 187 4.2.40 CB235 Daily Security Collateral Fee Statement Description The daily security collateral fee statement reports the daily security collateral fee per collateral pool. Additionally the accumulated security collateral fee month to date is reported per Clearing Member.
  • Page 188 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 188 sumFeeTotalMonth Total month-to-date in (XXX) sumReuseFeeTotalMonth Text Report Structure CLEARING MEMBER: XXXXX POOL ID: XXXXXXXXXXXXXXX CLEARING CCURRENCY: XXX Requirement CashColl Requirement SecurityValue ReuseColl Fee SecurityColl RFee ReuseSecurity Amount minus CashColl Amount Amount...

  • Page 189: Cb315 Daily Clearing Fees - Bonds

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 189 4.2.41 CB315 Daily Clearing Fees - Bonds Description The Daily Clearing Fees report for Bonds provides daily Clearing Fees for Eurex Bonds, FSE Bonds, Eurex Repo and Securities Lending per Trading Member.
  • Page 190 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 190 cb315Grp6, repeated 1 ... variable times: cb315KeyGrp6 feeTypNam Fee Type cb315Grp7, repeated 1 ... variable times: cb315KeyGrp7 trdDat Trade Date cb315Grp8, repeated 1 ... variable times: cb315KeyGrp8 isinCod ISIN...
  • Page 191 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 191 sumSetlmtAcctAmnt Daily Total per CM/SA sumClgSetlmtInstFeeGrp sumClgSetlmtInstFeeRec, repeated 0 ... variable times: settlInst Daily Total per CM/SI currTypCod sumClgSetlmtInstAmnt sumMembTrdFeeGrp sumMembTrdFeeRec, repeated 0 ... variable times: trdMemb Daily Total per CM/TM currTypCod...

  • Page 192: Cb320 Daily Clearing Fees - Equities

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 192 4.2.42 CB320 Daily Clearing Fees - Equities Description The Daily Clearing Fees report details the following CCP clearing fee components on a daily basis: 1. General clearing fee per executed order 2.
  • Page 193 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 193 cb320KeyGrp5 currTypCod Currency cb320Grp6, repeated 1 ... variable times: cb320KeyGrp6 feeTypNam Fee Type cb320Grp7, repeated 1 ... variable times: cb320KeyGrp7 trdDat Trade Date cb320Grp8, repeated 1 ... variable times: cb320KeyGrp8 isinCod ISIN...
  • Page 194 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 194 sumFee Sum Fee floor/fixed sumFeeVar Sum Fee variable sumFeeTotal Sum Fee Total sumSetlmtAcctAmnt (XML only) sumClgSetlmtInstFeeGrp sumClgSetlmtInstFeeRec, repeated 0 ... variable times: settlInst Daily Total per CM/SI currTypCod sumClgSetlmtInstAmnt sumMembTrdFeeGrp...

  • Page 195: Cb325 Daily Service Fees

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 195 4.2.43 CB325 Daily Service Fees Description This report contains all kind of daily service fees, as well as: 1. Net delivery management provision fee 2. Gross delivery management provision fee The report is available for EUREX/ECAG Members.
  • Page 196 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 196 cb325Grp6, repeated 1 ... variable times: cb325KeyGrp6 currTypCod Currency cb325Grp7, repeated 1 ... variable times: cb325KeyGrp7 isinCod ISIN cb325Grp8, repeated 1 ... variable times: cb325KeyGrp8 trdLoc Trade Location cb325Grp9, repeated 1 ...
  • Page 197 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 197 sumMembTrdFeeGrp, repeated 1 ... variable times: sumMembTrdFeeRec, repeated 0 ... variable times: trdMemb Daily Total per CM/TM currTypCod sumTrdMembAmnt sumMembClgFeeGrp, repeated 1 ... variable times: sumMembClgFeeRec, repeated 0 ... variable times: currTypCod Daily Total per CM sumClgAmnt...

  • Page 198: Cb330 Daily Settlement Fees

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 198 4.2.44 CB330 Daily Settlement Fees Description The Daily Settlement Fee report provides information about daily Settlement Fees and Home-market Processing Fees (for Xetra Inter- national Market). The report is available for EUREX/ECAG Members.
  • Page 199 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 199 cb330Grp6, repeated 1 ... variable times: cb330KeyGrp6 feeIndTyp Fee Type cb330Grp7, repeated 1 ... variable times: cb330KeyGrp7 headSettlAcctType Head Settlement Account cb330Rec, repeated 1 ... variable times: settlCur Settlement Currency isinCod...
  • Page 200 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 200 Text Report Structure CLEARING MEMBER: XXXXX SETTLEMENT LOCATION: XXX SETTLEMENT ACCOUNT: 99999999999999999999999999999999999 TRADING MEMBER: XXXXX SETTLEMENT INSTITUT: XXXXX CURRENCY: FEE TYPE: XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX HEAD SETTLEMENT ACCOUNT:99999999999999999999999999999999999 ISIN AT SETTL Total Total Fee...

  • Page 201: Cb350 Monthly Fee Statement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 201 4.2.45 CB350 Monthly Fee Statement Description The Monthly Fee Statement report provides two types of information: 1. Fee components that are only charged on a monthly basis. 2.
  • Page 202 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 202 trdMemb Trading Member cb350Grp6, repeated 1 ... variable times: cb350KeyGrp6 currTypCod Currency cb350Grp7, repeated 1 ... variable times: cb350KeyGrp7 feeGrp Name of the Fee Group cb350Grp8, repeated 1 ... variable times: cb350KeyGrp8 servGrp Name of the Service Group...
  • Page 203 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 203 Text Report Structure BILLING MONTH: : 99-9999 CLEARING MEMBER: XXXXX SETTLEMENT LOCATION: XXX SETTLEMENT ACCOUNT: 99999999999999999999999999999999999 TRADING MEMBER : XXXXX SETTLEMENT INSTITUT: XXXXX CURRENCY: SETTL SETTLEMENT FEE TOTAL/ SERVICE TRADER...

  • Page 204: Cb702 Cash Settled Contracts Overview

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 204 4.2.46 CB702 Cash Settled Contracts Overview Description This C7 report shows the cash settled index options on the exercise / assignment day, detailing the profits and losses produced by these contracts.
  • Page 205 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 205 cb702Grp4, repeated 1 ... variable times: cb702KeyGrp4 prodId Product ticSiz Tick Size ticVal TickVal cb702Grp5, repeated 1 ... variable times: cb702KeyGrp5 flxCntrIdGrpC7, repeated 0 ... 1 times: cntrClasCod Contract prodId...
  • Page 206 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 206 sumCurrFinSetlmtAmnt Total per Currency Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB702.

  • Page 207: Cb715 Average Pricing

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 207 4.2.47 CB715 Average Pricing Description This C7 report shows details about Average Pricing or De-Merge trans- actions. Average Pricing is the merge of multiple transactions from the current day, with the same instrument, same account and the same buy/sell side.
  • Page 208 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 208 cntrIdGrpSC7 cntrClasCod prodId cntrDtlGrpC7 cntrExpMthDat cntrExpYrDat cntrExpDat cntrExercisePrice flxCntrSynProdId cntrVersNo exerStylTyp settlTyp cb715Grp5, repeated 1 ... variable times: cb715KeyGrp5 trnTim TrnTime trnTyp Transaction Type trnTypDec Average pricing or demerge TransactionId Transaction ID of newly created aver- age priced transaction...

  • Page 209: Cb730 Position Transfer Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 209 4.2.48 CB730 Position Transfer Summary Description This C7 report lists all of the position transfers of a member. The report lists the details of partial position transfers transactions for members. Transfers shown are partial position transfers, complete position transfers, partial position transfers with or without cash amount and position transfer during a clearer change.
  • Page 210 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 210 cntrClasCod prodId cntrDtlGrpC7 cntrExpMthDat cntrExpYrDat cntrExpDat cntrExercisePrice flxCntrSynProdId cntrVersNo exerStylTyp settlTyp positionId Position ID TransactionId Transaction ID trnLngQty TsfLng trnShtQty TsfSht membExchIdCodCpty Exchange Member Cpty membClgIdCodCpty Clearing Member Cpty currTypCod Cleared Instrument Currency...
  • Page 211 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 211 Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB730.

  • Page 212: Cb731 Settling Futures Positions Overview

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 212 4.2.49 CB731 Settling Futures Positions Overview Description This C7 report contains the open long and short positions of Bond and FX/Stock futures contracts which expire in the current month. This report is produced daily during the delivery month until the day of notifi- cation.
  • Page 213 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 213 cb731KeyGrp2 membExchIdCod Exchange Member cb731Rec, repeated 1 ... variable times: accountName Account posnLngBal CurrentLongPosition posnShtBal CurrentShortPosition sumPosnLngBal Total long position per Exchange Member sumPosnShtBal Total short position per Exchange Member sumCntrPosnLngBal Total long position per Contract /...

  • Page 214: Cb740 Taifex Position Information

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 214 4.2.50 CB740 TAIFEX Position Information Description This C7 report displays the end-of-day positions in cooperation prodcuts sorted by Eurex member, final beneficiary or Identification Number, contract, trade side and TAIFEX-member. It indicates the clearing member, exchange member, trade quantity, contract and trade price.
  • Page 215 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 215 cntrExpMthDat Expiry month cntrExpYrDat Eypiry year cntrExercisePrice Exercise price trnPrc cb740Grp4, repeated 1 ... variable times: cb740KeyGrp4 tfxMbrCod TAIFEX Member tfxMbrBrnCod Branch tfxBenfiIdNo Identification Number cb740Rec, repeated 1 ... variable times: trnIdNo2 Transaction-No buyCod...

  • Page 216: Cb741 Krx Position Information

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 216 4.2.51 CB741 KRX Position Information Description This C7 report displays the end-of-day positions in cooperation products sorted by Eurex member, final beneficiary, contract, trade side and KRX-member. It indicates the clearing member, exchange member, trade quantity, contract and trade price.
  • Page 217 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 217 cntrExpYrDat Eypiry year cntrExercisePrice Exercise price trnPrc cb741Grp4, repeated 1 ... variable times: cb741KeyGrp4 krxMbrCod KRX Member krxIdNo Identification Number cb741Rec, repeated 1 ... variable times: trnIdNo2 Transaction-No buyCod...

  • Page 218: Cb750 Give-Up Trades Overview

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 218 4.2.52 CB750 Give-Up Trades Overview Description This C7 report shows all give-up trades in chronological order. It lists all predesignated, designated and rejected give-up trades. Give-up trades accepted by the recipient as take-ups are also listed.
  • Page 219 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 219 currTypCod Currency cb750Grp4, repeated 1 ... variable times: cb750KeyGrp4 accountName Account cb750Grp5, repeated 1 ... variable times: cb750KeyGrp5 cntrIdGrpSC7 cntrClasCod prodId cntrDtlGrpC7 cntrExpMthDat cntrExpYrDat cntrExpDat cntrExercisePrice flxCntrSynProdId cntrVersNo exerStylTyp...
  • Page 220 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 220 proposalGrp, repeated 0 ... 1 times: acctNameTo opnClsCod Text1 Text2 Text3 ordOriginFirm Link Member beneficiary Link Beneficiary cb750ApprovalRec, repeated 1 ... variable times: parRole Role membId Member appStatus Approval Status...

  • Page 221: Cb751 Take-Up Trades Overview

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 221 4.2.53 CB751 Take-Up Trades Overview Description This C7 report shows all take-up trades in chronological order. It lists all predesignated, designated and rejected take-up trades. This report shows detailed information on the approval workflow for give-up trades.
  • Page 222 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 222 cb751Grp3, repeated 1 ... variable times: cb751KeyGrp3 cntrIdGrpSC7 cntrClasCod prodId cntrDtlGrpC7 cntrExpMthDat cntrExpYrDat cntrExpDat cntrExercisePrice flxCntrSynProdId cntrVersNo exerStylTyp settlTyp cb751Rec, repeated 1 ... variable times: allocationId AllocationID origRpdOrdrNo OrdrNo...
  • Page 223 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 223 Text2 Text3 ordOriginFirm Link Member beneficiary Link Beneficiary cb751ApprovalRec, repeated 1 ... variable times: parRole Role membId Member appStatus Approval Status partIdCod User ID membExchIdCodObo OnBehalf Member partIdCodObo OnBehalf User trnDat...

  • Page 224: Cb790 Premium Information

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 224 4.2.54 CB790 Premium Information Description This C7 report shows the premium requirement/credit for the current business day for all exchange members, registered customers and clearing members. It shows the net premium and the accumulated premium amounts for the current month, for the previous month and for the current year.
  • Page 225 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 225 prmMtdBal NetCurrMtdAmnt prmPrvMthBal NetPrevMthAmnt prmYtdBal NetCurrYtdAmnt sumMembPrmPayBal Total Per ExcMbr sumMembPrmRcvBal sumMembResidualBal sumMembPrmNetBal sumMembPrmMtdBal sumMembPrmPrvMthBal sumMembPrmYtdBal sumCurrPrmPayBal Total Per ClgMbr sumCurrPrmRcvBal sumCurrResidualBal sumCurrPrmNetBal sumCurrPrmMtdBal sumCurrPrmPrvMthBal sumCurrPrmYtdBal Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB790.

  • Page 226: Cb795 Variation Margin Information

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 226 4.2.55 CB795 Variation Margin Information Description This C7 report shows the variation margin requirement/credit for the current business day for all exchange members, registered customers and clearing members. It shows the net variation margin and the accumulated variation margin amounts for the current month, for the previous month and for the current year.
  • Page 227 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 227 vmarMtdBal NetCurrMtdAmnt vmarPrvMthBal NetPrevMthAmnt vmarYtdBal NetCurrYtdAmnt sumMembVmarPayBal Total Per ExcMbr sumMembVmarRcvBal sumMembResidualBal sumMembVmarNetBal sumMembVmarMtdBal sumMembVmarPrvMthBal sumMembVmarYtdBal sumCurrVmarPayBal Total Per ClgMbr sumCurrVmarRcvBal sumCurrResidualBal sumCurrVmarNetBal sumCurrVmarMtdBal sumCurrVmarPrvMthBal sumCurrVmarYtdBal Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB795.

  • Page 228: Cc Clearing Margin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 228 CC Clearing Margin 4.3.1 CC010 Premium Margin Description This report shows the premium margin of all positions in all options series within a class, the total premium margin of the class and the premium margin of the relevant exchange member account.
  • Page 229 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 229 rptPrntRunDat cc010Grp, repeated 0 ... variable times: cc010KeyGrp membClgIdCod Clearing Member cc010Grp1, repeated 1 ... variable times: cc010KeyGrp1 membExchIdCod Exchange Member acctTypGrp cc010Grp2, repeated 1 ... variable times: cc010KeyGrp2 currTypCod Curr...
  • Page 230 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 230 posnAsdBal ShtAsg posnNetLng Net Lng posnNetSht Net Sht lngShtInd lstSetlmtPrc SetlPrc trdUntVal TrdUntVal mgnPremiumAmnt PremMgn sumMgnMgnPremiumAmnt Total Premium Margin For Class sumAcctMgnPremiumAmnt Total Premium Margin For Account Text Report Structure Clearing Member Exchange Member...

  • Page 231: Cc011 Current Liquidating Margin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 231 4.3.2 CC011 Current Liquidating Margin Description This report shows the current liquidating values for risk net positions and gross trades together with the corresponding cash risk positions and the resulting adjusted margin requirement per risk position (for gross positions margin credits are not taken into account).
  • Page 232 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 232 cc011KeyGrp3 mgnClsCod Margin Class currIntRat Cash Interest Rate upAdptIntRat Risk Adapted Interest Rates - Up downAdptIntRat Risk Adapted Interest Rates - Down cc011Grp4, repeated 1 ... variable times: cc011KeyGrp4 secuIsin ISIN...
  • Page 233 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 233 Text Report Structure Clearing Member Exchange Member Account Currency ------------------------------------------------ ------------------------------------------------ ------- -------- XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Margin Class Cash Interest Rate Risk Adapted Interest Rates - Up Risk Adapted Interest Rates - Down -------------- ---------------------- ------------------------------------ --------------------------------------...

  • Page 234: Cc020 Futures Spread Margin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 234 4.3.3 CC020 Futures Spread Margin Description This report shows the future spread margin per margin class and account type that must be paid for the futures spread positions for the delivery month and back months.
  • Page 235 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 235 cc020KeyGrp1 membExchIdCod Exchange Member cc020Grp2, repeated 1 ... variable times: cc020KeyGrp2 currTypCod Currency acctTypGrp Account cc020Grp3, repeated 1 ... variable times: cc020KeyGrp3 mgnClsCod Margin Class bckMthSpdRat Back Mth Margin/Contract sptMthSpdRat Spot Mth Margin/Contract...
  • Page 236 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 236 bckMthTotShtBal posnNonSpread Non Spread Positions sptMthSpdPos Spot Mth Position/Margin sptMthSpdMgn bckMthSpdPos Back Mth Position/Margin bckMthSpdMgn totSpdMgn Total Spread Margin/Margin Factor %/ With Factor mgnFctrPct totSpdMgnFctr sumAcctTotSpdMgn Account Total/Margin Factor %/With Factor mgnFctrPct...

  • Page 237: Cc031 Theoretical Values Ii

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 237 4.3.4 CC031 Theoretical Values II Description This report shows the theoretical liquidating values for bonds. Possible maximum up and down price movements, and additional information required for the risk based margining is also shown. All amounts are in the product currency.
  • Page 238 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 238 cpnDat CouponDate paymDat PaymentDate recDat RecordDate cpnAdj CouponAdj Text Report Structure Margin Class Margin Parameter Currency Cash Interest Rate ------------------ ------------------ -------- -------------------- XXXXX +999,999,999.99 XXX 999,999,999.9999+ ISIN Coupon...

  • Page 239: Cc033 Theoretical Values Iii

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 239 4.3.5 CC033 Theoretical Values III Description This report contains information about the theoretical liquidating values for equities. It shows the theoretical values for equities and conditional subscription rights (i.e.
  • Page 240 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 240 mgnCalcPrc Prices prcTyp PriceType Text Report Structure Currency -------- MarginClass MarginParameterUp MarginParameterDown Unit ISIN Prices PriceType ------------- ----------------- ------------------- ---- ------------ ----------------- ------------ XXXXX +999,999,999.99 +999,999,999.99 X XXXXXXXXXXXX +99,999,999.99999 XXXXXXXXXXXX...

  • Page 241: Cc034 Theoretical Prices

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 241 4.3.6 CC034 Theoretical Prices Description This report contains information about the liquidating values of uncon- ditional subscription rights. It contains information about the theoretical prices for unconditional subscription rights.
  • Page 242 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 242 secuIsin ISIN undrIsin ISINOfUndr subsRtio SubsRtio subsPrc SubsPrc mgnVola Vola % subsPerEndDat SubsPEnd cc034Rec, repeated 1 ... variable times: projPrc prcKey Prc Typ subsRghtTheoVal TheoVal Text Report Structure Currency -------- MgCls...

  • Page 243: Cc040 Liquidating Values

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 243 4.3.7 CC040 Liquidating Values Description This report shows the worst-case liquidation costs or proceeds in all the series, equity and subscription right positions of a margin class for the following 6 scenarios: 1) upside price movement / volatility movement up;...
  • Page 244 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 244 The short option minimum calculation takes into account the limited risk profile of options combinations to reduce the cost of collateral deposit for Eurex members. Any short call position risk is limited by long call positions with same or longer time to expiry and lower or equal strike or by any long future position.
  • Page 245 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 245 currTypCod Curr mgnGrpCod Margin Group mgnClsCod Margin Class expiryGrp mgnClsExpMthDat Expiry mgnClsExpYrDat cshIntRat Cash Interest Rate cc040Grp3, repeated 1 ... variable times: cc040KeyGrp3 cc040KeyGrp3C, repeated 0 ... 1 times: undrIsin Security settlDat...
  • Page 246 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 246 shtOptMinCompInd SOM Comp shtOptMinCompTxt shtOptMinCompQty trdUntVal Unit Val posnCurVal Crt Liqu Value curSecuPrice Crt Secu Price currentVola Crt Vola cc040Grp4JustAlign, repeated 0 ... variable times: cc040Rec4JustAlign, repeated 0 ... 1 times: alignLiqValRowName Scenario alignCalcUndPrcPuVu...
  • Page 247 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 247 volatilityPuVn calcUndPrcPuVd volatilityPuVd calcUndPrcPdVu volatilityPdVu calcUndPrcPdVn volatilityPdVn calcUndPrcPdVd volatilityPdVd cc040Grp3PrcNoVola, repeated 0 ... 1 times: calcUndPrcPuVn Price/Vola volatilityPuVn calcUndPrcPdVn volatilityPdVn cc040Grp2CrtLiqu, repeated 0 ... 1 times: sumCntrCurr Totals Per Margin Class Total Crt Liqu Value...
  • Page 248 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 248 sumTheoValPdVn sumTheoValPdVd mgnClsCurr Risk riskPuVu riskPuVn riskPuVd riskPdVu riskPdVn riskPdVd cc040GrpNoVolaSum, repeated 0 ... 1 times: sumTheoValPuVn Liqu Value sumTheoValPdVn mgnClsCurr Risk riskPuVn riskPdVn...
  • Page 249 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 249 Text Report Structure Clearing Member Exchange Member ------------------------------------------------ ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Account Curr Margin Group Margin Class Expiry Cash Interest Rate ------- ---- ------------ -------------------------------------- -------- ------------------ XXXXX XXXXX - MARGIN CLASS LONG NAME...

  • Page 250: Cc045 Additional Margin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 250 4.3.8 CC045 Additional Margin Description This report shows the calculation of the additional margin, displayed in the margin class currency. Margin calculations resulting from Flexible Contracts are included in the corresponding margin class records. When the margin class is not part of a margin group, the additional margin for the margin class is the difference between the current liqui- dation costs and proceeds, representing the highest positive value.
  • Page 251 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 251 cc045KeyGrp1 membExchIdCod Exchange Member cc045Grp2, repeated 1 ... variable times: cc045KeyGrp2 clgCurrTypCod Clearing Currency acctTypGrp Account cc045Grp3, repeated 1 ... variable times: cc045KeyGrp3 mgnGrpCod MgnGrp cc045Rec, repeated 1 ... variable times: grpOffSet OfsFac mgnClsCod...
  • Page 252 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 252 adjAddAmntPuVn adjAddAmntPuVd adjAddAmntPdVu adjAddAmntPdVn adjAddAmntPdVd cc045Grp3Sum, repeated 0 ... 1 times: mgnClsCurrTotRow GroupTot sumMgnAdjAddAmntPuVu sumMgnAdjAddAmntPuVn sumMgnAdjAddAmntPuVd sumMgnAdjAddAmntPdVu sumMgnAdjAddAmntPdVn sumMgnAdjAddAmntPdVd Text Report Structure Clearing Member Exchange Member Clearing Currency Account ------------------------------------------------ ------------------------------------------------ ----------------- ------- XXXXX - MEMBER LONG NAME...

  • Page 253: Cc050 Daily Margin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 253 4.3.9 CC050 Daily Margin Description This report deals with the daily margin requirements (or margin credit) for each exchange member. The margin requirement is calculated based on the premium/current liquidating margin, futures spread margin and additional margin.
  • Page 254 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 254 cc050KeyGrp2 currTypCod Currency cc050Grp3, repeated 1 ... variable times: cc050KeyGrp3 acctTypGrp Account cc050Rec, repeated 1 ... variable times: mgnGrpCod MgnGrp mgnClsCod MgnCls mgnPremiumAmnt Prem Mgn mgnLiqDlvAmnt Curt Liq / Dlv Mgn mgnSprdAmnt Fut Sprd Mgn...

  • Page 255: Cc055 Daily Margin Offset

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 255 4.3.10 CC055 Daily Margin Offset Description This report shows the offset between margin surplus and margin shortfall in different currencies. It shows the offset between margin surplus and margin shortfall in different currencies.
  • Page 256 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 256 cc055Grp3, repeated 0 ... variable times: cc055SurplRec, repeated 1 ... variable times: mgnClsCurr Curr unadjMgnReqMgnCurr Unad Mgn Surplus adjExchRat AdjExchRat unadjMgnReqClgCurr Mgn Surplus (Clr Curr) sumAcctUnadjMgnReqClgCurr Account Total cc055GrpA3, repeated 0 ...

  • Page 257: Cc060 Daily Margin Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 257 4.3.11 CC060 Daily Margin Summary Description This report shows the daily margin requirement for all exchange and clearing members. All amounts are in the margin currency. The margin requirement is listed by account and totaled for each exchange and clearing member.
  • Page 258 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 258 totMgnClgCurr Mgn Requ (Clr Curr) sumExchMbrPrtMgbReq Exchange Member Total sumExchMbrClgCurr sumPoolIdTotal Pool ID Total sumPoolIdClgCurr Overall Pool ID Total (Clg Curr) sumClgMbrTotMgnClgCurr Overall Total Margin (Clr Curr) Text Report Structure Clearing Member ClrCurr...

  • Page 259: Cc080 Security/Cash Risk Position

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 259 4.3.12 CC080 Security/Cash Risk Position Description The report presents how the different risk positions used in margining are created out of net and gross positions for equities and subscription rights.
  • Page 260 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 260 cc080KeyGrp4 isinCod ISIN settlDat Settl Date upDownInd1 AM Usage cc080Rec, repeated 1 ... variable times: posnTypNam PositionType trnLoc trnDat TrnDat trnIdNo1 TrnNo ordrNo1 OrdrNo secuPos SecurityPosition origTrnCshAmnt OrigCshAmnt origCurrTypCod...

  • Page 261: Cc100 Risk Values History For Limits

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 261 4.3.13 CC100 Risk Values History for Limits Description This report lists all risk limit changes which were entered during the current day. The report is available for EUREX/ECAG Members. Frequency Daily.
  • Page 262 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 262 Text Report Structure Clearing Member Exchange Member Currency ------------------------------------------------ ------------------------------------------------ -------- XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Risk Value ---------- XXXX Date CULI CASH -------- ---------------------- ---------------------- ---------------------- ----------------------...

  • Page 263: Cc710 Premium Margin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 263 4.3.14 CC710 Premium Margin Description This report shows the premium margin of all positions in all options series within a class, the total premium margin of the class and the premium margin of the relevant exchange member account.
  • Page 264 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 264 cc710Grp1, repeated 1 ... variable times: cc710KeyGrp1 membExchIdCod Exchange Member acctTypFlexible Account cc710Grp2, repeated 1 ... variable times: cc710KeyGrp2 currTypCod Curr cc710Grp3, repeated 1 ... variable times: cc710KeyGrp3 mgnClsCod Margin Class...
  • Page 265 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 265 mgnPremiumAmnt PremMgn sumMgnMgnPremiumAmnt Total Premium Margin For Class sumAcctMgnPremiumAmnt Total Premium Margin For Account Text Report Structure Exchange Member Account Curr ----- ------------------------------------------------ -------------------------------- ---- XXXXX XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX Margin Class UndrClsPrc...

  • Page 266: Cc711 Current Liquidating Margin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 266 4.3.15 CC711 Current Liquidating Margin Description This report shows the current liquidating values for risk net positions and gross trades together with the corresponding cash risk positions and the resulting adjusted margin requirement per risk position (for gross positions margin credits are not taken into account) as in report CC011.
  • Page 267 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 267 currTypCod Currency cc711Grp3, repeated 1 ... variable times: cc711KeyGrp3 mgnClsCod Margin Class currIntRat Cash Interest Rate upAdptIntRat Risk Adapted Interest Rates - Up downAdptIntRat Risk Adapted Interest Rates - Down cc711Grp4, repeated 1 ...
  • Page 268 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 268 Text Report Structure Exchange Member Account Currency ----- ------------------------------------------------ -------------------------------- -------- XXXXX XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX Margin Class Cash Interest Rate Risk Adapted Interest Rates - Up Risk Adapted Interest Rates - Down -------------- ---------------------- ------------------------------------ -------------------------------------- XXXXX...

  • Page 269: Cc720 Futures Spread Margin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 269 4.3.16 CC720 Futures Spread Margin Description This report shows the future spread margin per margin class and account type that must be paid for the futures spread positions for the delivery month and back months.
  • Page 270 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 270 cc720KeyGrp1 membExchIdCod Exchange Member cc720Grp2, repeated 1 ... variable times: cc720KeyGrp2 currTypCod Currency acctTypFlexible Account cc720Grp3, repeated 1 ... variable times: cc720KeyGrp3 mgnClsCod Margin Class bckMthSpdRat Back Mth Margin/Contract sptMthSpdRat Spot Mth Margin/Contract...
  • Page 271 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 271 sptMthSpdPos Spot Mth Position/Margin sptMthSpdMgn bckMthSpdPos Back Mth Position/Margin bckMthSpdMgn totSpdMgn Total Spread Margin/Margin Factor %/ With Factor mgnFctrPct totSpdMgnFctr sumAcctTotSpdMgn Account Total/Margin Factor %/With Factor mgnFctrPct sumAcctTotSpdMgnFctr Text Report Structure...

  • Page 272: Cc740 Liquidating Values

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 272 4.3.17 CC740 Liquidating Values Description This report shows the worst-case liquidation costs or proceeds in all the series, equity and subscription right positions of a margin class for the following 6 scenarios: 1) upside price movement / volatility movement up;...
  • Page 273 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 273 The short option minimum calculation takes into account the limited risk profile of options combinations to reduce the cost of collateral deposit for Eurex members. Any short call position risk is limited by long call positions with same or longer time to expiry and lower or equal strike or by any long future position.
  • Page 274 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 274 mgnGrpCod Margin Group mgnClsCod Margin Class expiryGrp mgnClsExpMthDat Expiry mgnClsExpYrDat cshIntRat Cash Interest Rate cc740Grp3, repeated 1 ... variable times: cc740KeyGrp3 cc740KeyGrp3C, repeated 0 ... 1 times: undrIsin Security settlDat...
  • Page 275 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 275 trdUntVal Unit Val posnCurVal Crt Liqu Value curSecuPrice Crt Secu Price currentVola Crt Vola cc740Grp4JustAlign, repeated 0 ... variable times: cc740Rec4JustAlign, repeated 0 ... 1 times: alignLiqValRowName Scenario alignCalcUndPrcPuVu...
  • Page 276 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 276 calcUndPrcPdVu volatilityPdVu calcUndPrcPdVn volatilityPdVn calcUndPrcPdVd volatilityPdVd cc740Grp3PrcNoVola, repeated 0 ... 1 times: calcUndPrcPuVn Price/Vola volatilityPuVn calcUndPrcPdVn volatilityPdVn cc740Grp2CrtLiqu, repeated 0 ... 1 times: sumCntrCurr Totals Per Margin Class Total Crt Liqu Value cc740Grp2CrtLiquUp, repeated 0 ...
  • Page 277 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 277 riskPuVu riskPuVn riskPuVd riskPdVu riskPdVn riskPdVd cc740GrpNoVolaSum, repeated 0 ... 1 times: sumTheoValPuVn Liqu Value sumTheoValPdVn mgnClsCurr Risk riskPuVn riskPdVn...
  • Page 278 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 278 Text Report Structure Clearing Member Exchange Member ------------------------------------------------ ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Account Curr Margin Group Margin Class Expiry Cash Interest Rate -------------------------------- ---- ------------ -------------------------------------- -------- ------------------ XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX XXXXX...

  • Page 279: Cc745 Additional Margin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 279 4.3.18 CC745 Additional Margin Description This report shows the calculation of the additional margin, displayed in the margin class currency. Account names of flexible accounts (additional agent accounts) are available. Margin calculations resulting from Flexible Contracts are included in the corresponding margin class records.
  • Page 280 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 280 cc745Grp1, repeated 1 ... variable times: cc745KeyGrp1 membExchIdCod Exchange Member cc745Grp2, repeated 1 ... variable times: cc745KeyGrp2 clgCurrTypCod Clearing Currency acctTypFlexible Account cc745Grp3, repeated 1 ... variable times: cc745KeyGrp3 mgnGrpCod MgnGrp...
  • Page 281 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 281 adjAddAmntPuVu adjAddAmntPuVn adjAddAmntPuVd adjAddAmntPdVu adjAddAmntPdVn adjAddAmntPdVd cc745Grp3Sum, repeated 0 ... 1 times: mgnClsCurrTotRow GroupTot sumMgnAdjAddAmntPuVu sumMgnAdjAddAmntPuVn sumMgnAdjAddAmntPuVd sumMgnAdjAddAmntPdVu sumMgnAdjAddAmntPdVn sumMgnAdjAddAmntPdVd Text Report Structure Exchange Member Clearing Currency Account ----- ------------------------------------------------ ----------------- -------------------------------- XXXXX XXXXX - MEMBER LONG NAME...

  • Page 282: Cc750 Daily Margin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 282 4.3.19 CC750 Daily Margin Description This report deals with the daily margin requirements (or margin credit) for each exchange member. The margin requirement is calculated based on the premium/current liquidating margin, futures spread margin and additional margin.
  • Page 283 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 283 cc750KeyGrp2 currTypCod Currency cc750Grp3, repeated 1 ... variable times: cc750KeyGrp3 acctTypFlexible Account cc750Rec, repeated 1 ... variable times: mgnGrpCod MgnGrp mgnClsCod MgnCls mgnPremiumAmnt Prem Mgn mgnLiqDlvAmnt Curt Liq / Dlv Mgn mgnSprdAmnt Fut Sprd Mgn...

  • Page 284: Cc755 Daily Margin Offset

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 284 4.3.20 CC755 Daily Margin Offset Description This report shows the offset between margin surplus and margin shortfall in different currencies. Account names of flexible accounts (additional agent accounts) are available. The report is available for EUREX/ECAG Members.
  • Page 285 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 285 cc755SurplRec, repeated 1 ... variable times: mgnClsCurr Curr unadjMgnReqMgnCurr Unad Mgn Surplus adjExchRat AdjExchRat unadjMgnReqClgCurr Mgn Surplus (Clr Curr) sumAcctUnadjMgnReqClgCurr Account Total cc755GrpA3, repeated 0 ... variable times: cc755ShtflRec, repeated 1 ...

  • Page 286: Cc760 Daily Margin Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 286 4.3.21 CC760 Daily Margin Summary Description This report shows the daily margin requirement for all exchange and clearing members. All amounts are in the margin currency. The margin requirement is listed by account and totaled for each exchange and clearing member.
  • Page 287 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 287 totMgnClgCurr Mgn Requ (Clr Curr) sumExchMbrPrtMgbReq Exchange Member Total sumExchMbrClgCurr sumPoolIdTotal Pool ID Total sumPoolIdClgCurr Overall Pool ID Total (Clg Curr) sumClgMbrTotMgnClgCurr Overall Total Margin (Clr Curr) Text Report Structure Clearing Member ClrCurr...

  • Page 288: Cc780 Security/Cash Risk Position

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 288 4.3.22 CC780 Security/Cash Risk Position Description The report presents how the different risk positions used in margining are created out of net and gross positions for equities and subscription rights as in report CC080.
  • Page 289 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 289 cc780Grp4, repeated 1 ... variable times: cc780KeyGrp4 isinCod ISIN settlDat Settl Date upDownInd1 AM Usage cc780Rec, repeated 1 ... variable times: posnTypNam PositionType trnLoc trnDat TrnDat trnIdNo1 TrnNo ordrNo1...

  • Page 290: Cd Clearing Daily

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 290 CD Clearing Daily 4.4.1 CD009 Daily Cash Transactions Description This report describes daily cash transactions. Only for fully segregated NCMs this report will contain data. For omnibus segregated NCMs as well as not segregated NCMs this report will always be empty.
  • Page 291 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 291 cd009Rec, repeated 1 ... variable times: membExchIdCod Exchange Member trnIdNo Trn Id trnDebAmnt Debit trnCrdAmnt Credit text Text sumTrnDebAmnt Totals per Value Date and Transaction Type sumTrnCrdAmnt sumPoolDebAmnt Totals per Pool ID...

  • Page 292: Cd010 Daily Cash Account Cm

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 292 4.4.2 CD010 Daily Cash Account CM Description This report contains the details of balances and transaction amounts of the cash account. Cash amounts related to TES Flexible Contracts Transactions are included.
  • Page 293 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 293 trnValDat Value Date poolId Pool ID cshInstId CshInstId trnTyp2 trnTypText Type Description trnDebAmnt Debit trnCrdAmnt Credit cd010SumGrp2, repeated 0 ... 1 times: cd010SumRec2, repeated 0 ... variable times: currTypCod Totals per Curr exchNam...

  • Page 294: Cd011 Daily Cash Account Ah

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 294 4.4.3 CD011 Daily Cash Account AH Description This report contains the details of balances and transaction amounts of the cash account. Cash amounts related to TES Flexible Contracts Transactions are included.
  • Page 295 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 295 trnTypText Type Description trnDebAmnt Debit trnCrdAmnt Credit Text Report Structure Account Holder Clearing Member ------------------------------------------------ ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Cash Account LocId Curr Reference...

  • Page 296: Cd012 Daily Cash Account Ncm / Rc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 296 4.4.4 CD012 Daily Cash Account NCM / RC Description This report contains the details of balances and transaction amounts of the cash account. Cash amounts related to TES Flexible Contracts Transactions are included.
  • Page 297 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 297 trnValDat Value Date cd012Rec, repeated 1 ... variable times: poolId Pool ID trnTyp2 trnTypText Type Description trnDebAmnt Debit trnCrdAmnt Credit trnTyp2Art trnTypTextArt artDebAmnt artCrdAmnt sumCashRunDebAmnt Total sumCashRunCrdAmnt Text Report Structure Clearing Member...

  • Page 298: Cd015 Detailed Account Statement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 298 4.4.5 CD015 Detailed Account Statement Description This report contains the details of balances and transaction amounts of the cash account. Only transaction types 224, 226, 235, 236, 294, 296 are shown on the report.
  • Page 299 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 299 poolId Pool ID poolOwner Pool Owner cd015Grp4, repeated 1 ... variable times: cd015KeyGrp4 date TranDate cd015Grp5, repeated 1 ... variable times: cd015KeyGrp5 trnValDat Value Date cd015Grp6, repeated 1 ... variable times: cd015KeyGrp6 acctTypFlexible Account...

  • Page 300: Cd020 Collateral Movement/Coverage

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 300 4.4.6 CD020 Collateral Movement/Coverage Description This report lists the transactions showing the movements of the different collateral accounts. Changes of coverage use are also displayed. Only for fully segregated NCMs this report will contain data. For omnibus segregated NCMs as well as not segregated NCMs this report will always be empty.
  • Page 301 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 301 cd020Rec, repeated 1 ... variable times: trnIdNo2 TrnNo trnTyp Security Transaction Typ secuBlkCollQty Bulk secuCntrCovQty Coverage trnBalAmnt Balance sumSecuBlkCollQty ENDING BALANCE sumSecuCntrCovQty sumTrnBalAmnt Text Report Structure Clearing Member Usage Pool Id...

  • Page 302: Cd030 Security Expiration

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 302 4.4.7 CD030 Security Expiration Description This report lists the expiration dates of securities. It shows which securities, deposited as cover, are due in the next four weeks and therefore lapse as collateral.
  • Page 303 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 303 secuShtNam Security Short Name csdId CSD Id membCsdAct Account sumSecuSecuAmnt Total Expiring Text Report Structure Clearing Member Id Usage Pool Id Owner Currency ------------------------------------------------ --------------- --------------- ----- -------- XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXX XXX Expire Date Security Id Number Security Amount Security Type Code...

  • Page 304: Cd031 Daily Collateral Valuation

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 304 4.4.8 CD031 Daily Collateral Valuation Description This report contains data about the market value of the collateral in the different security deposit accounts, and the amount of cover value that is attributed to the collateral.
  • Page 305 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 305 secuBlkCollQty Bulk unUsedSecQty Unused SEC Qty secuLstClsPrc Closing secuMktVal Market Value secuEvalPct Factor secuCollVal Collateral Value csdId CSD Id membCsdAct CSD Account sumCurrSecuMktVal Total Per Currency sumCurrSecuCollVal Text Report Structure Clearing Member...

  • Page 306: Cd032 Daily Guarantee

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 306 4.4.9 CD032 Daily Guarantee Description This report shows the guarantees given by the clearing members. The guarantees are displayed by type (Margin, Clearing House, Company Capital and Clearing Fund). It provides individual information on each guarantee, the total amounts and a total per member, in Euro.
  • Page 307 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 307 guarFct Factor collAmnt CollateralValue sumGuarAmnt Total Guarantee Value sumCollAmnt Text Report Structure ClearingMember GuaranteeType Currency ------------------------------------------------ --------------- -------- XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXX XXX GuaranteeNumber Guarantor Guarantor Begins Expires GuaranteeAmount Factor CollateralValue --------------- --------- ---------------------------------------- -------- -------- --------------- ------ ---------------...

  • Page 308: Cd033 Collateral Composition

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 308 4.4.10 CD033 Collateral Composition Description This report shows the difference between the evaluated and limited collateral security value and the margin requirement. The collateral values are shown per security group and currency. The values are converted to the clearing member currency and added up per security group ("B"...
  • Page 309 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 309 mgnReqrAmnt Margin Requirement In CM-Currency clgMembCurrTypCod ClgCur cd033Grp13, repeated 1 ... variable times: descr1 Evaluated Collateral cd033Grp14, repeated 1 ... variable times: cd033KeyGrp14 secuGrpCod Security Group cd033RecA, repeated 1 ...
  • Page 310 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 310 collValCash Cash Coll Value collValStock Stock Coll Value sumCollValBond sumCollValCash sumCollValStock cd033Grp41, repeated 0 ... variable times: descr1 Clearer Limits Per Security Group cd033Grp42, repeated 1 ... variable times: cd033KeyGrp42 secuGrpCod Security Group...
  • Page 311 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 311 Text Report Structure Clearing Member Pool ID Margin Requirement In CM-Currency ClgCur ------------------------------------------------ --------------- --------------------------------- ------ XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXX 99,999,999,999.99+ XXX Evaluated Collateral ---------------------------------------------------------------------------------------------------------------------------------- XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Security Group Curr...
  • Page 312 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 312 Total Eff Coll Amnt 9,999,999,999.99 -------------------- Surplus / Shortage +9,999,999,999.99...

  • Page 313: Cd037 Claim Amount Based Collaterals

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 313 4.4.11 CD037 Claim Amount Based Collaterals Description This report lists all current pledged collateral balances. The report is available for EUREX/ECAG Members and EEX/ECC Members. Frequency Daily.
  • Page 314 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 314 Text Report Structure Clearing Member Exchange Member --------------- --------------- XXXXX XXXXX Pool Id CSD Id Account ISIN QUANTITY --------------- ------ ------------ ------------ ----------------- XXXXXXXXXXXXXXX XXXXXX XXXXXXXXXXXX XXXXXXXXXXXX 9,999,999,999.99+...

  • Page 315: Cd040 Monthly Guarantee Expiration

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 315 4.4.12 CD040 Monthly Guarantee Expiration Description This report provides information on the guarantees (margin, clearing fund and company capital) that are expiring. The guarantees expiring within the next 20 business days are listed in chronological order by expiration date.
  • Page 316 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 316 sumGuarGuarAmnt Total Expiring cd040SumGrp, repeated 0 ... 1 times: cd040SumRec, repeated 0 ... variable times: currTypCod Totals per Currency sumCurrGuarAmnt GuarAmnt Text Report Structure Clearing Member Currency ------------------------------------------------ -------- XXXXX - MEMBER LONG NAME...

  • Page 317: Cd042 Daily Settlement Statement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 317 4.4.13 CD042 Daily Settlement Statement Description This report describes the daily settlements. It lists the necessary margin requirements, pledged cash and security balances and the cover credits and debits. The "over/under" cover values by currency are converted into the member's clearing currency and summed to calculate the net margin profit or deficit.
  • Page 318 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 318 mgnReqrAmnt RequiredMargin cshCollAmnt CashCollAmnt secuTotBalAmnt AdjSecu guarTotBalAmnt AdjGuar ovrUndrCovAmnt Ovr/Udr adjExchRat AdjExchRate ovrUndrCovAmntClgCurr Ovr/Udr sumOvrUndrCovAmntClgCurr Net Mgn Srpl cd042Grp20, repeated 0 ... variable times: descr1 Daily Settlement Statement Summary cd042Grp21, repeated 0 ...
  • Page 319 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 319 Text Report Structure Clearing Member Currency Pool ID ------------------------------------------------ -------- --------------- XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXX Curr RequiredMargin CashCollAmnt AdjSecu AdjGuar Ovr/Udr AdjExchRate Ovr/Udr ---- ------------------ ------------------ -------------- ------------ ----------------- ------------ ------------------ XXX 99,999,999,999.99+ 99,999,999,999.99+ 9,999,999,999+ 999,999,999+ 9,999,999,999.99+ 99999.999999 99,999,999,999.99+ ------------------ Net Mgn Srpl...

  • Page 320: Cd043 Ecm: Value Based Alloc. Method

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 320 4.4.14 CD043 ECM: Value Based Alloc. Method Description This end-of-day report shows the allocation between a Clearing Member's proprietary collateral (Collateral Prop ECM) and the client's collateral (Collateral Client ECM) for Clearing Members who have decided to use the value based allocation method within the Elementary Clearing Model.
  • Page 321 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 321 collPropEcm Collateral Prop ECM collClientEcm Collateral Client ECM Text Report Structure Clearing Member Clr Currency Mrg Req Prop ECM Mrg Req Client ECM Collateral Prop ECM Collateral Client ECM --------------- ------------ -------------------- ------------------ ------------------- --------------------- XXXXX 999,999,999,999.99 999,999,999,999.99 999,999,999,999.99...

  • Page 322: Cd070 Monthly Cash Account Cm

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 322 4.4.15 CD070 Monthly Cash Account CM Description This report contains the details of balances and transaction amounts of the cash account. Cash amounts related to TES Flexible Contracts Transactions are included.
  • Page 323 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 323 trnValDat Value Date poolId Pool ID cshInstId CshInstId trnTyp2 trnTypText Type Description trnDebAmnt Debit trnCrdAmnt Credit Text Report Structure Clearing Member Account Holder ------------------------------------------------ ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Cash Account LocId Curr...

  • Page 324: Cd071 Monthly Cash Account Ah

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 324 4.4.16 CD071 Monthly Cash Account AH Description This report contains the details of balances and transaction amounts of the cash account. Cash amounts related to TES Flexible Contracts Transactions are included.
  • Page 325 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 325 trnDebAmnt Debit trnCrdAmnt Credit Text Report Structure Account Holder Clearing Member ------------------------------------------------ ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Cash Account LocId Curr Reference ---------------------- ----- ---- --------------- ---- XXXXXXXXXXXXXXXXXXXXXX XXXXX XXX XXXXXXXXXXXXXXX XXXX...

  • Page 326: Cd072 Monthly Cash Account Ncm / Rc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 326 4.4.17 CD072 Monthly Cash Account NCM / RC Description This report contains the details of balances and transaction amounts of the cash account. Cash amounts related to TES Flexible Contracts Transactions are included.
  • Page 327 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 327 trnValDat Value Date cd072Rec, repeated 1 ... variable times: poolId Pool ID trnTyp2 trnTypText Type Description trnDebAmnt Debit trnCrdAmnt Credit trnTyp2Art trnTypTextArt artDebAmnt artCrdAmnt sumCashRunDebAmnt Total sumCashRunCrdAmnt Text Report Structure Clearing Member...

  • Page 328: Cd080 Monthly Collateral Movement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 328 4.4.18 CD080 Monthly Collateral Movement Description This report lists the monthly transactions in the different security deposit accounts. It provides information on changes to the security deposits.
  • Page 329 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 329 trnDat TrnDat trnIdNo2 Tran Id trnTyp Transaction Type secuBlkCollQty Bulk secuCntrCovQty SpecEquColl trnBalAmnt Balance Text Report Structure Clearing Member Usage Pool Id Owner Currency ------------------------------------------------ --------------- --------------- ----- -------- XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXX XXX Security Id SecuId CSD Id CSD Account...

  • Page 330: Cd090 Overall Asset Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 330 4.4.19 CD090 Overall Asset Summary Description This report displays the clearing fund and company capital require- ments for each member and, in comparison, their clearing fund and company capital amounts.
  • Page 331 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 331 rptNam rptFlexKey membId membLglNam rptPrntEffDat rptPrntEffTim rptPrntRunDat cd090Grp, repeated 0 ... variable times: cd090KeyGrp membClgIdCod ClMbr cd090Grp1, repeated 1 ... variable times: cd090KeyGrp1, repeated 0 ... 1 times: currTypCod Curr cd090Rec, repeated 1 ...
  • Page 332 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 332 KRXContribShort Asia Short Term TEXContribShort asiaShortText KRXContribMid Asia Mid Term TEXContribMid asiaMidText KRXContribLong Asia Long Term TEXContribLong asiaLongText KRXContribMax Asia Max TEXContribMax KRXContribMin Minimum Requirement TEXContribMin KRXContribLink Asia-Link Contribution TEXContribLink...
  • Page 333 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 333 Text Report Structure ClMbr Curr ----- ---- XXXXX XXX Contribution Clearing Fund Company Capital Margin Asset Total ------------------------- ----------------- ------------------- -------------------- ------------------- XXXXXXXXXXXXXXXXXXXXXXXXX 999,999,999,999 999,999,999,999 99,999,999,999 99,999,999,999,999 ----------------- ------------------- -------------------- ------------------- Total 9,999,999,999,999 9,999,999,999,999...

  • Page 334: Cd091 Isa Direct Mem. Asset Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 334 4.4.20 CD091 ISA Direct Mem. Asset Summary Description This report displays the Clearing Fund and AuM/Company Capital requirement for ISA direct members based on their margin requirement together with their actual contribution.
  • Page 335 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 335 cd091Grp, repeated 0 ... variable times: cd091KeyGrp membClgIdCod ClMbr cd091Grp1, repeated 1 ... variable times: cd091KeyGrp1 membExchIdCod ExMbr cd091Grp2, repeated 1 ... variable times: cd091KeyGrp2 currTypCod Curr cd091Grp3, repeated 1 ...
  • Page 336 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 336 amntType Type cntrCshAmnt Contribution Cash cntrSecAmnt Contribution Securities totCntrAmnt Total Text Report Structure ClMbr ExMbr Curr poolId ----- ----- ---- --------------- XXXXX XXXXX XXX XXXXXXXXXXXXXXX Requirement Clearing Fund AuM/Company Capital -------------------------- ---------------- ------------------- -------------------- XXXXXXXXXXXXXXXXXXXXXXXXXX...

  • Page 337: Cd092 Asset Summary Aggregation

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 337 4.4.21 CD092 Asset Summary Aggregation Description This report gives an aggregated overview about requirements and coverages resulting from both clearing member role and clearing agent role. Its detailed breakdown is provided in reports CD090/CD091.
  • Page 338 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 338 totalReq Total Requirement contribution Contribution effContribution Eff Contribution coverage Coverage (%) Text Report Structure ClMbr Curr ----- ---- XXXXX XXX CM Standard/Seg Type Total Requirement Contribution Eff Contribution Coverage (%) --------------- --------------- ----------------- --------------- ---------------- ------------ XXXXX XXXXXXXXXXXXXXX 999,999,999,999+ 999,999,999,999 999,999,999,999...

  • Page 339: Cd100 Audit Trail Coll Transactions

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 339 4.4.22 CD100 Audit Trail Coll Transactions Description This report lists all collateral transactions which were entered or changed during the current day. It displays the state transition per transaction Id with the time when it was processed.
  • Page 340 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 340 updCod UpdCod trnDat TrnDat trnTim TrnTime trnIdNo2 Tran Id trnTyp Transaction Type collStsCod CollSts secuBlkCollQty Bulk dlvDueDat DueDat partIdCod User Text Report Structure Clearing Member Usage Pool Id Owner Currency CSD Id CSD Account Security Id ------------------------------------------------ --------------- --------------- ----- -------- ------ ------------ ------------...

  • Page 341: Cd230 Monthly Interest Report

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 341 4.4.23 CD230 Monthly Interest Report Description This report shows the interest earned each calendar day, and in total, for the month. The report is generated per pool ID and currency after the interest is calculated and posted.
  • Page 342 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 342 cd230KeyGrp3 currTypCod Curr cd230Rec, repeated 1 ... variable times: date Date cshBalAmnt Balance intFreeLimAmnt Int Free Limit calcIntAmnt Calc Inter On intRatPct Int Rate dlyIntAmnt Daily Interest sumCurrDlyIntAmnt Total per Curr Text Report Structure...

  • Page 343: Cd235 Reservation Amount

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 343 4.4.24 CD235 Reservation amount Description New EOD report should contain a reservation amount for each clearer which is part of Late cash withdrawal requirement. The reservation amount is sum of shortfalls on segregadet pools which are included in reservation amount calculation (those market using participation flag).

  • Page 344: Ce Clearing Exercise And Delivery

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 344 CE Clearing Exercise and Delivery 4.5.1 CE010 In-the-money Advisory Description This report informs members of In-the-money series in the final days before their expiration. It includes information concerning positions abandoned by automatic exercise.
  • Page 345 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 345 ce010KeyGrp3 prodTypId ProductType prodId Product cntrExpDat ExpireDate ticVal TickVal undrIdCod UnderId undrIdLngNam Underlying undrLstClsPrc UnderlyingClose ce010Grp4, repeated 1 ... variable times: ce010KeyGrp4 cntrClasCod ce010Rec, repeated 1 ... variable times: prodId Prod cntrDtlGrp...
  • Page 346 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 346 Text Report Structure Clearing Member Exchange Member Currency Account ------------------------------------------------ ------------------------------------------------ -------- ------- XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME ProductType Product ExpireDate TickVal UnderId Underlying UnderlyingClose ----------- ------- ---------- --------- ------- ------------------------ ---------------...

  • Page 347: Ce030 Member Expiration

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 347 4.5.2 CE030 Member Expiration Description This report shows the current balance of a series in the last days before expiration. It shows positions abandoned by automatic exercise. It is arranged by type of account and gives the details of a series about to expire, the total of open positions and the total In-the-money amount by class, Eurex product and by exchange member.
  • Page 348 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 348 undrTicVal TickValue undrDecCodGrp undrIdCod Underlying undrIdLngNam undrLstClsPrc UnderlyingClose ce030Grp5, repeated 1 ... variable times: ce030KeyGrp5 clasGrpCod Class ce030Rec, repeated 1 ... variable times: cntrIdGrp cntrClasCod Contract prodId cntrDtlGrp cntrExpMthDat...
  • Page 349 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 349 Text Report Structure Clearing Member Exchange Member Currency Account ------------------------------------------------ ------------------------------------------------ -------- ------- XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Product ExpireDate TickValue Underlying UnderlyingClose ------------------------------------- ---------- --------- ----------------------------- ---------------...

  • Page 350: Ce035 Expired Series

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 350 4.5.3 CE035 Expired Series Description This report provides details on expired series and positions that are in these series. It is arranged by clearing member, exchange member, currency, account type, product type and options class.
  • Page 351 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 351 ce035KeyGrp4 prodId Product ce035Grp5, repeated 1 ... variable times: ce035KeyGrp5 cntrClasCod Class ce035Rec, repeated 1 ... variable times: cntrIdGrp cntrClasCod Contract prodId cntrDtlGrp cntrExpMthDat cntrExpYrDat cntrExerPrc cntrVersNo posnLngBal Expired PosLng...

  • Page 352: Ce038 Deliverable Bonds

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 352 4.5.4 CE038 Deliverable Bonds Description This report details the calculation of conversion factors and invoice amounts for deliverable bonds. Clearing members can select the bonds shown in this report for delivery. It contains information on the deliverable bonds of all traded bond futures contracts.
  • Page 353 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 353 ce038Rec, repeated 1 ... variable times: isinCod SecurityId secuShtNam Security Name matuDat Maturity cpnRat CpnRat secuLstCoupDat LastCouponDate secuRemaLife secuRemaLifeYr RemLife secuRemaLifeMth convFact ConvFact acrInt AccruedInt invcAmnt Invoice Amount Text Report Structure Product Type...

  • Page 354: Ce050 Expiration Payment-Vs-Payment

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 354 4.5.5 CE050 Expiration Payment-vs-Payment Description This report lists the resulting payments (delivery and final settlement) for expired currency futures and exercised/assigend options that are handled manually via the CLS bank. Frequency Expiration date of FX Derivatives.
  • Page 355 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 355 flxOptCntrExerPrc cntrVersNo exerStylTyp setlTypCod cntrIdGrp, repeated 0 ... 1 times: cntrClasCod prodId cntrDtlGrp cntrExpMthDat cntrExpYrDat cntrExerPrc cntrVersNo flxCntrTrnIdNo FlxTrnNo trnIdSfxNo SfxNo buyCod cntrFaceVal CntrFaceVal finSetlmtPrc FinSetlPrc ce050Rec, repeated 0 ...
  • Page 356 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 356 ce050SumRecOpt, repeated 0 ... variable times: currTypCod Totals per Currency Options sumCurrDlvPayAmnt DlvPayAmnt sumCurrDlvRcvAmnt DlvRcvAmnt sumCurrDlvTotAmnt DlvTotAmnt ce050SumRecFut, repeated 0 ... variable times: currTypCod Totals per Currency Futures sumCurrDlvPayAmnt DlvPayAmnt sumCurrDlvRcvAmnt...
  • Page 357 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 357 Text Report Structure Clearing Member DlvCurr Currency ExMbr Ac --------------- ------- -------- ----- -- XXXXX XXXXX XX Contract FlxTrnNo SfxNo B CntrFaceVal FinSetlPrc PosnBal DlvCurrAmnt DlvSettlAmnt ValueDat cshRefId -------------------------------- --------- ----- - ------------- ---------- ----------- ------------------- ------------------- X XXXX 31-12-09 99999.9999 9 X X 999999999 99999 X 9,999,999.99+ 9999.99999 9,999,999 L 999,999,999,999.99+ 999,999,999,999.99+...

  • Page 358: Ce051 Fx Transactions & Instructions

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 358 4.5.6 CE051 FX Transactions & Instructions Description This report inform the customer about the status of the delivery until settlement. All FX-transactions including their status are reported. lists the resulting payments (delivery and final settlement) for expired currency futures and exercised/assigend options that are handled manually via the CLS bank.
  • Page 359 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 359 baseFxAmnt Trans. Amount pendingAmnt Pending Amount confirmAmnt Confirmed Amount abortAmnt Aborted Amount ce051Grp20, repeated 0 ... variable times: descr1 FX INSTRUCTIONS ce051Grp21, repeated 0 ... variable times: Date Trn.Date trnValDat...
  • Page 360 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 360 Text Report Structure Clearing Member --------------- XXXXX FX TRANSACTIONS ---------------------------------------------------------------------------------------------------------------------------------- XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Trn.Date Val.Date Reference Trn.Id Typ Sts Rate Trans. Amount Pending Amount Confirmed Amount Aborted Amount -------- -------- --------- ------- --- --- ---- --- ----------- ---------------- ---------------- ---------------- ---------------- 31-12-09 31-12-09 XXXXXXXXX XXXXXXX XXX X XXXX XXX 9,999.99999 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 FX INSTRUCTIONS...

  • Page 361: Ce055 Fx Settlement Limit Report

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 361 4.5.7 CE055 FX Settlement Limit Report Description This report shows the projected settlement amounts from FX futures and options positions held by Clearing Member, resulting from FX futures notification/allocation and from FX options exercise/ assignment, and checks these against pre-determined settlement amount limits.
  • Page 362 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 362 noOfCntrcts No. Of Contracts stlmtAmntBaseCcy Settlement Amounts in Base Ccy baseCurrency Base Currency stlmtAmntQuoteCcy Settlement Amounts in Quote Ccy QuoteCurrency Quote Currency futGrossShortAmntInCcy, repeated 0 ... variable times: amntInCcyRec, repeated 0 ...
  • Page 363 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 363 amntUsd amntGBP amntCHF amntJPY amntAud amntNzd sumAmntEUR sumAmntUsd sumAmntGBP sumAmntCHF sumAmntJPY sumAmntAud sumAmntNzd sumEURAmntInEUR (EUR in )EUR sumUSDAmntInEUR (USD in )EUR sumGBPAmntInEUR (GBP in )EUR sumCHFAmntInEUR (CHF in )EUR sumJPYAmntInEUR (JPY in )EUR...
  • Page 364 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 364 indivGrossShortOverAllInEUR2 limitUsageRec, repeated 0 ... 1 times: limitUsageAmntEURInEUR limitUsageAmntUSDInEUR limitUsageAmntGBPInEUR limitUsageAmntCHFInEUR limitUsageAmntJPYInEUR limitUsageAmntAUDInEUR limitUsageAmntNZDInEUR limitUsageOverAllInEUR1 limitUsageOverAllInEUR2...
  • Page 365 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 365 Text Report Structure ClMbr -------- -------- -------- ----- 31-12-09 31-12-09 31-12-09 XXXXX CCY Pair FX Rates -------- ----------- XXXXXX 9,999.99999 Product Id No. Settlement Base Settlement Quote Amounts in Ccy Amounts in...
  • Page 366 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 366 Limit 1 (EUR in )EUR (USD in) EUR (GBP in) EUR (CHF in) EUR (JPY in) EUR (AUD in) EUR (NZD in) EUR ---------------- ---------------- ---------------- ---------------- ---------------- ---------------- ---------------- +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 Limit 1...

  • Page 367: Ce056 End Of Day Cls Settlement Report

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 367 4.5.8 CE056 End of Day CLS Settlement Report Description This Report displays the following amounts by Member and currency, aggregated by Product Type (i.e. XCCY Swap, OTC FX and Listed FX), that are due to settle over CLS on T+1.
  • Page 368 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 368 settlLocat Settlement Location netPayinAmount Netted Payin Amount per Currency netPayoutAmount Netted Payout Amount per Currency Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CE056.

  • Page 369: Ce070 Exercise And Assign Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 369 4.5.9 CE070 Exercise And Assign Summary Description This report lists exercised long positions and assigned short positions of stock options contracts. It contains information about the daily exercises and assignments in each series, arranged by clearing member, currency, product type, exchange member and account type.
  • Page 370 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 370 ce070KeyGrp3 acctTypGrp ce070Grp4, repeated 1 ... variable times: ce070KeyGrp4 cntrIdGrpS cntrClasCod Contract prodId cntrDtlGrpX cntrExpMthDat cntrExpYrDat cntrExerPrc cntrVersNo ce070Grp5, repeated 1 ... variable times: ce070KeyGrp5 stlCurrTypCod StlC undrIsin ISIN...
  • Page 371 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 371 settlDat Settl Date trdUnt (XML only) sumAcctSetlmtSecuQty Account Total sumAcctDlvSetlmtAmnt sumAcctCshSetlmtAmnt sumMembSetlmtSecuQty Member Total sumMembDlvSetlmtAmnt sumMembCshSetlmtAmnt sumProdSetlmtSecuQty Product Total sumProdDlvSetlmtAmnt sumProdCshSetlmtAmnt Text Report Structure Clearing Member ProdCurr Product UnderClose --------------- -------- ------- ---------- XXXXX XXXX 9999.99999...

  • Page 372: Ce071 Opton Fut Exerassign Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 372 4.5.10 CE071 OptOn Fut ExerAssign Summary Description This report provides information on exercised long positions and assigned short positions of options on futures. It provides information about the daily exercises and assignments in each series, arranged by exchange member, account type and under- lying futures contract.
  • Page 373 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 373 lstSetlmtPrc LstSetlPrc ce071Grp3, repeated 1 ... variable times: ce071KeyGrp3 cntrClasCod (XML only) ce071Rec, repeated 1 ... variable times: flxCntrIdGrp, repeated 0 ... 1 times: cntrClasCod Contract prodId cntrExpDat flxOptCntrExerPrc...
  • Page 374 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 374 Text Report Structure Clearing Member Exchange Member ------------------------------------------------ ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Currency ProductType Account UnderlyingFutContract TradUnit LstSetlPrc -------- ---------------------- ------- --------------------- ---------- ---------- XXXXXXXXXXXXXXXXXXXXXX XX XXXX XXX 9999 9,999.9999 9999.99999...

  • Page 375: Ce075 Notification/Allocation Summ

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 375 4.5.11 CE075 Notification/Allocation Summ Description This report provides information on deliveries resulting from notification or allocation notice (per reference number). The contracting party is listed for internal deliveries (either a non-clearing member or a clearing member proprietary account).
  • Page 376 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 376 isinCod Deliverable Security ctpyAcct CtpyAcct ce075Rec, repeated 1 ... variable times: membExchIdCodNotif NotifMbr acctTypGrpNotif trnQtyNotif Contracts membExchIdCodAllc AllocMbr acctTypGrpAllc trnQtyAllc Contracts netQty NetQty faceAmnt Face Amount invcAmnt Invoice Amount dlvTrnNo...

  • Page 377: Ce120 Ecc Delivery Report

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 377 4.5.12 CE120 ECC Delivery Report Description This report contains the physically settled open deliveries for EEX. The report is available for EEX/ECC Members. Frequency Daily. Availability This report is available for clearing and trading members.
  • Page 378 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 378 rmngTrdUntNo (XML only) dlvTrdUntNo MWhDlv dlySetlmtPrc StlPrc lngShtInd (XML only) posnLngBal CurLng posnShtBal CurSht posnNetBal NetPos cshRcvPayAmnt Cash Rcv/Pay vatRat VAT % vatAmnt VAT Amount totRcvPayAmnt Total Rcv/Pay ccpDlvTrnId CCPDvId...
  • Page 379 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 379 Text Report Structure Clearing Member Currency Exchange Member Product Type ------------------------------------------------ -------- ------------------------------------------------ ---------------------- XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXXXXXXXXX Ac FutContract MWhDlv StlPrc CurLng CurSht...

  • Page 380: Ce710 Contract Expiration

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 380 4.5.13 CE710 Contract Expiration Description This C7 report provides information related to option series with a time till expiry of not more than ten trading days. The report contains: - The In- or Out-of-the-money value per unit - Positions, which are held in this series at the end of the day - The amount reflecting how far a long position of a series is in-the-...
  • Page 381 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 381 accountName Account ce710Grp3, repeated 1 ... variable times: ce710KeyGrp3 prodTypId ProductType prodId Product ticSiz Tick Size ticVal TickVal undrIdCod UnderId undrIdLngNam Underlying undrLstClsPrc UnderlyingClose ce710Grp4, repeated 1 ... variable times: ce710KeyGrp4 cntrExpDat ExpireDate...
  • Page 382 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 382 sumProdPosnShtBal sumProdAbdnQty sumProdItmLngAmnt sumProdItmShtAmnt Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CE710.

  • Page 383: Ce735 Expired Series Information

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 383 4.5.14 CE735 Expired Series Information Description This C7 report provides details on expired series and positions that are in these series. It is arranged by clearing member, exchange member, currency, account type, product type and options class.
  • Page 384 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 384 prodTypId Product Type ce735Grp4, repeated 1 ... variable times: ce735KeyGrp4 prodId Product ce735Grp5, repeated 1 ... variable times: ce735KeyGrp5 cntrClasCod Class ce735Rec, repeated 1 ... variable times: cntrIdGrpSC7 cntrClasCod prodId...

  • Page 385: Ce750 Expiration Payment-Vs-Payment Overview

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 385 4.5.15 CE750 Expiration Payment-vs-Payment Overview Description This C7 report lists the resulting payments (delivery and final settlement) for expired FX futures and exercised/assigned FX options that are handled via the CLS bank. The report is available in xml- and csv-format.
  • Page 386 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 386 cntrClasCod prodId cntrDtlGrpC7 cntrExpMthDat cntrExpYrDat cntrExpDat cntrExercisePrice flxCntrSynProdId cntrVersNo exerStylTyp settlTyp buyCod Side cntrFaceVal CntrFaceVal finSetlmtPrc FinSetlPrc ce750Rec, repeated 0 ... variable times: posnBal PosnBal dlvCurrAmnt DlvCurrAmnt dlvSetlmtAmnt DlvSettlAmnt...
  • Page 387 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 387 sumCurrDlvRcvAmnt DlvRcvAmnt sumCurrDlvTotAmnt DlvTotAmnt ce750SumRecFut, repeated 0 ... variable times: currTypCod Totals per Currency Futures sumCurrDlvPayAmnt DlvPayAmnt sumCurrDlvRcvAmnt DlvRcvAmnt sumCurrDlvTotAmnt DlvTotAmnt ce750SumRecOptUsd, repeated 0 ... variable times: currTypCod Totals In USD Options sumCurrDlvPayAmnt...

  • Page 388: Ce770 Exercise And Assign Overview

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 388 4.5.16 CE770 Exercise And Assign Overview Description This C7 report lists exercised long positions and assigned short positions of stock options contracts. It contains information about the daily exercises and assignments in each series, arranged by clearing member, currency, product type, exchange member and account type.
  • Page 389 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 389 membExchIdCod ExMbr ce770Grp3, repeated 1 ... variable times: ce770KeyGrp3 accountName ce770Grp4, repeated 1 ... variable times: ce770KeyGrp4 cntrIdGrpSC7 cntrClasCod prodId cntrDtlGrpC7 cntrExpMthDat cntrExpYrDat cntrExpDat cntrExercisePrice flxCntrSynProdId cntrVersNo exerStylTyp settlTyp...
  • Page 390 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 390 dlvClgHseTrnNo DlvIdNo setlmtSecuQty UnitsRec/Del dlvSetlmtAmnt SettlAmnt cshSetlmtAmnt CashSettlAmnt settlDat Settl Date trdUnt (XML only) sumAcctSetlmtSecuQty Account Total sumAcctDlvSetlmtAmnt sumAcctCshSetlmtAmnt sumMembSetlmtSecuQty Member Total sumMembDlvSetlmtAmnt sumMembCshSetlmtAmnt sumProdSetlmtSecuQty Product Total sumProdDlvSetlmtAmnt sumProdCshSetlmtAmnt Text Report Structure...

  • Page 391: Ce771 Opton Fut Exerassign Overview

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 391 4.5.17 CE771 OptOn Fut ExerAssign Overview Description This C7 report provides information on exercised long positions and assigned short positions of options on futures. It provides information about the daily exercises and assignments in each series, arranged by exchange member, account type and underlying futures contract.
  • Page 392 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 392 trdUnt TradUnit lstSetlmtPrc LstSetlPrc ce771Grp3, repeated 1 ... variable times: ce771KeyGrp3 cntrClasCod (XML only) ce771Rec, repeated 1 ... variable times: flxCntrIdGrpC7, repeated 0 ... 1 times: cntrClasCod Contract prodId...

  • Page 393: Ce775 Notification/Allocation Information

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 393 4.5.18 CE775 Notification/Allocation Information Description This C7 report provides information on deliveries resulting from notifi- cation or allocation notice (per reference number). The contracting party is listed for internal deliveries (either a non-clearing member or a clearing member proprietary account).
  • Page 394 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 394 cntrExpYrDat cntrExpDat flxCntrSynProdId settlTyp ce775Grp3, repeated 1 ... variable times: ce775KeyGrp3 isinCod Deliverable Security ctpyAcct CtpyAcct ce775Rec, repeated 1 ... variable times: membExchIdCodNotif NotifMbr accountNameNotif trnQtyNotif Contracts membExchIdCodAllc AllocMbr...

  • Page 395: Ce780 Exercise Abandon Daily Maintenance Overview

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 395 4.5.19 CE780 Exercise Abandon Daily Maintenance Overview Description This report lists the abandoned and unabandoned transactions for audit trailing. The report is available in xml- and csv-format. In addition the report contains information on flexible contracts.
  • Page 396 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 396 exerStylTyp settlTyp ce780Rec, repeated 1 ... variable times: accountName trnTim Trn Time trdr Trader membExchIdCodObo OnBehalf Member partIdCodObo OnBehalf User abdnTrnQty Abandoned Qty totAbdnTrnQty Total Qty Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CE780.

  • Page 397: Ce790 In-The-Money Configuration

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 397 4.5.20 CE790 In-the-money Configuration Description This C7 report provides an overview of all changes to In-the-money parameter configuration for all members. It is arranged by clearing house, clearing member, exchange member and account name.
  • Page 398 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 398 membId Member partIdCod User ID updDat Upd Date updTim Upd Time maintOperation Operation itmAmntConfig itmAmntConfigbef Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CE790.

  • Page 399: Ci Intraday Reports

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 399 CI Intraday Reports 4.6.1 CI042 Margin Call Description This is the intraday report based on the same data as the CD042 report. This report is available for clearing members and fully segre- gated Non-Clearing Members.
  • Page 400 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 400 guarTotBalAmnt AdjGuar ovrUndrCovAmnt Ovr/Udr adjExchRat AdjExchRate ovrUndrCovAmntClgCurr Ovr/Udr sumOvrUndrCovAmntClgCurr Net Mgn Srpl ci042Grp20, repeated 0 ... variable times: descr1 Daily Settlement Statement Summary ci042Grp21, repeated 0 ... variable times: ci042RecB, repeated 0 ...

  • Page 401: Ci050 Daily Margin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 401 4.6.2 CI050 Daily Margin Description This is the intraday report based on the same data as the CC050 report. This report is available for clearing members and fully segre- gated Non-Clearing Members.
  • Page 402 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 402 unadjMgnReq Unad Mgn Reqr sumAcctMgnPremiumAmnt Account Total sumAcctMgnLiqDlvAmnt sumAcctMgnSprdAmnt sumAcctMgnAddlAmnt summAcctUnadjMgnReq Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CI050.

  • Page 403: Ci056 Preliminary Cls Settlement Report

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 403 4.6.3 CI056 Preliminary CLS Settlement Report Description This Report displays the following amounts by Member and currency, aggregated by Product Type (i.e. XCCY Swap, OTC FX and Listed FX), that are due to settle over CLS on T+1.
  • Page 404 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 404 settlLocat Settlement Location netPayinAmount Netted Payin Amount per Currency netPayoutAmount Netted Payout Amount per Currency Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CI056.

  • Page 405: Ci060 Daily Margin Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 405 4.6.4 CI060 Daily Margin Summary Description This is the intraday report based on the same data as the CC060 report. This report is available for clearing members and fully segre- gated Non-Clearing Members.
  • Page 406 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 406 sumPoolIdTotal Pool ID Total sumPoolIdClgCurr Overall Pool ID Total (Clg Curr) sumClgMbrTotMgnClgCurr Overall Total Margin (Clr Curr) Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CI060.

  • Page 407: Cn Intraday (Night) Reports

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 407 CN Intraday (Night) Reports 4.7.1 CN042 Night Margin Call Description This is the night version of intraday report CI042. This report is available for clearing members and fully segregated Non-Clearing Members.
  • Page 408 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 408 guarTotBalAmnt AdjGuar ovrUndrCovAmnt Ovr/Udr adjExchRat AdjExchRate ovrUndrCovAmntClgCurr Ovr/Udr sumOvrUndrCovAmntClgCurr Net Mgn Srpl cn042Grp20, repeated 0 ... variable times: descr1 Daily Settlement Statement Summary cn042Grp21, repeated 0 ... variable times: cn042RecB, repeated 0 ...

  • Page 409: Cn050 Nightly Margin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 409 4.7.2 CN050 Nightly Margin Description This is the night version of intraday report CI050. This report is available for clearing members and fully segregated Non-Clearing Members. Frequency During the night.
  • Page 410 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 410 unadjMgnReq Unad Mgn Reqr sumAcctMgnPremiumAmnt Account Total sumAcctMgnLiqDlvAmnt sumAcctMgnSprdAmnt sumAcctMgnAddlAmnt summAcctUnadjMgnReq Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CN050.

  • Page 411: Cn060 Nightly Margin Summary

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 411 4.7.3 CN060 Nightly Margin Summary Description This is the night version of intraday report CI060. This report is available for clearing members and fully segregated Non-Clearing Members.
  • Page 412 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 412 sumPoolIdTotal Pool ID Total sumPoolIdClgCurr Overall Pool ID Total (Clg Curr) sumClgMbrTotMgnClgCurr Overall Total Margin (Clr Curr) Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CN060.

  • Page 413: Cr Clearing Ranking

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 413 CR Clearing Ranking 4.8.1 CR010 Clearing Ranking Description This report shows the clearing ranking. This evaluation is done monthly. Different reports are generated for DCMs and GCMs. A DCM receives a report with only his own activ- ities.
  • Page 414 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 414 cr010Rec, repeated 1 ... variable times: prodId Prod rnkTyp prodVol Volume takUpVol TakeUpVol mktShr MktShr Rank rnkOf trdCnt NoTrd exerVol ExerciseVol exerShr ExrShr rnkExer Rank rnkExerOf asgnVol AssignmentVol notifVol...
  • Page 415 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 415 Text Report Structure ClearingMember Exchange Member ------------------------------------------------ ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Report Page Type Start Date End Date ------------------------ -------------- -------------- XXXXXXXXXXXXXXXXXXXXXXXX 31-12-09 31-12-09...

  • Page 416: Rd Trading Rds Reports

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 416 RD Trading RDS Reports 4.9.1 RD110 User Profile Maintenance Description The report provides an overview of all changes made to the general attributes of a user and to his entitlement profile, i.e. deletions, additions, modifications.
  • Page 417 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 417 userNumericId Trader Id rd110Grp3, repeated 1 ... variable times: rd110KeyGrp3 recTypCod (XML only) rd110Rec1, repeated 0 ... variable times: secuAdminCod SecuAdmin updCod UpdCod updDat Upd date updTim Upd Time prvUpdDat...
  • Page 418 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 418 Text Report Structure Participant Participant Long Name BU Long Name BU Identifier ----------- ---------------------------------------- -------- ---------------------------------------- ------------- XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 Trader Trader Id ------ --------- XXXXXX 999999 SecuAdmin...

  • Page 419: Rd115 User Profile Status

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 419 4.9.2 RD115 User Profile Status Description The report provides an overview of all current user entitlement profiles for a participant. It includes profiles maintainable by exchange partici- pants and those maintainable only by Eurex.
  • Page 420 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 420 usrGroup level logNam Login isUSFlg effStatus EffSts delProtected DelProtected rd115Grp4, repeated 1 ... variable times: rd115KeyGrp3 mktGrpNam MktGrp rd115Rec, repeated 1 ... variable times: entRole Role Text Report Structure Participant Participant Long Name...

  • Page 421: Rd120 User Transaction Size Limit Maintenance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 421 4.9.3 RD120 User Transaction Size Limit Maintenance Description The report provides all changes of the user product assignments made during the day and the automatic changes when a product is moved to a different product market group.
  • Page 422 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 422 mktGrpNam MktGrp prodId Prod updCod UpdCod updDat Upd Date updTim Upd Time secuAdminCod SecuAdmin prvUpdDat PrvUpdDat updtFldNam FieldName audtValBefore Previous Value audtValAfter New Value totUserUpdCodAdd Total User Add totUserUpdCodChg Total User Change totUserUpdCodDel...
  • Page 423 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 423 Text Report Structure Participant Participant Long Name BU Long Name BU Identifier ----------- ---------------------------------------- -------- ---------------------------------------- ------------- XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 Trader Trader Id ------ --------- XXXXXX 999999 MktGrp Prod UpdCod Upd Date Upd Time...

  • Page 424: Rd125 User Transaction Size Limit Status

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 424 4.9.4 RD125 User Transaction Size Limit Status Description The report provides the state of the trader product and trader product market group assignments which is effective after the end-of-day processing.
  • Page 425 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 425 userNumericId Trader Id rd125Rec, repeated 1 ... variable times: mktGrpNam MktGrp prodId Prod maxOrdrQty MaxOrdQty maxCalSprdQty MaxCalSprdQty maxTESQty Max TES Qty effMaxOrdrQty EffMaxOrdQty effMaxCalSprdQty EffMaxCalSprdQty effMaxTESQty EffMaxTESQty totUserProd Total Assigned Products...

  • Page 426: Rd130 Trade Enrichment Rule Maintenance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 426 4.9.5 RD130 Trade Enrichment Rule Maintenance Description This report provides an overview of all changes made to trade enrichment rules during the business day (deletions, additions, modifi- cations).
  • Page 427 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 427 updTim Upd Time secuAdminCod SecuAdmin prvUpdDat PrvUpdDat updtFldNam Field Name audtValBefore Previous value audtValAfter New value totBUUpdCodAdd totBUUpdCodAdd totBUUpdCodChg totBUUpdCodChg totBUUpdCodDel totBUUpdCodDel totParticipantUpdCodAdd totParticipantUpdCodAdd totParticipantUpdCodChg totParticipantUpdCodChg totParticipantUpdCodDel totParticipantUpdCodDel Text Report Structure...

  • Page 428: Rd135 Trade Enrichment Rule Status

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 428 4.9.6 RD135 Trade Enrichment Rule Status Description This report provides an overview of all current trade enrichment rules. The report is split per market participant, business unit and rule and is sorted by rule.
  • Page 429 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 429 freeText2 Text2 freeText3 Text3 opnClsCod clearingTakeUpMember TakeUpMbr cooperationPartner Coop Part. ordOriginFirm Ext.Memb. beneficiary Beneficiary totBURules Total Defined Rules Text Report Structure Participant Participant Long Name BU Long Name BU Identifier Rule ID ----------- ---------------------------------------- -------- ---------------------------------------- ------------- ------- XXXXX...

  • Page 430: Rd140 Pre-Trade Limits Maintenance - Trading Participant

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 430 4.9.7 RD140 Pre-trade Limits Maintenance - Trading Participant Description This report provides an overview of all changes made to pre-trade limits defined by the trading participant during the business day. Pre- trade limits are functional limits on the number of open orders and quote sides stored in the orderbook.
  • Page 431 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 431 rd140Grp2, repeated 0 ... variable times: rd140KeyGrp2 product Product rd140Rec2 updCod UpdCod updDat Upd Date updTim Upd Time secuAdminCod SecuAdmin prvUpdDat PrvUpdDat updtFldNam FieldName audtValBefore Previous value audtValAfter New value rd140Grp3, repeated 0 ...
  • Page 432 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 432 totParticipantUpdCodChg Total Participant Change totParticipantUpdCodDel Total Participant Delete...
  • Page 433 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 433 Text Report Structure Participant ----------- XXXXX BU Long Name BU Identifier -------- ---------------------------------------- ------------- XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 UpdCod Upd Date Upd Time SecuAdmin PrvUpdDat FieldName Previous value New value ------ -------- -------- ------------------------------ --------- ------------------------------ -------------------------------- XXXXXX 31-12-09 23:59:59 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX...

  • Page 434: Rd145 Pre-Trade Limits Status - Trading Participant

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 434 4.9.8 RD145 Pre-trade Limits Status - Trading Participant Description This report lists the current status of all pre-trade limits defined by the trading participant per business unit and session. Pre-trade limits are functional limits on the number of open orders and quote sides stored in the orderbook.
  • Page 435 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 435 maxNoBookOrdersPerFutureSes All Futures (Session) maxNoBookOrdersPerOptionSes All Options (Session) rd145Grp4, repeated 0 ... variable times: rd145KeyGrp4 product Product rd145Rec4 maxNoBookOrdersSes Product Specific (Session) Text Report Structure Participant ----------- XXXXX Business Unit All Futures (BU) All Options (BU)

  • Page 436: Rd155 Pre-Trade Limits Status - Clearing Participant

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 436 4.9.9 RD155 Pre-trade Limits Status - Clearing Participant Description For each clearing participant, this report lists the pre-trade limits defined by their trading participants in existing clearing relationships. Pre-trade limits are functional limits on the number of open orders and quote sides stored in the orderbook.
  • Page 437 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 437 Text Report Structure Participant ----------- XXXXX TrdPart Trading Participant Name All Futures (BU) All Options (BU) ------- ---------------------------------------- ---------------- ---------------- XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 999999 Product Product Specific (BU) -------- --------------------- XXXXXXXX 999999...

  • Page 438: Ta Trading Maintenance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 438 4.10 TA Trading Maintenance 4.10.1 TA110 Contract Maintenance Description The report contains information on all options series / futures contracts of an underlying / security. It shows all the options series / futures contracts of a product that are newly entered or deleted or have expired.
  • Page 439 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 439 cntrMtnCod cntrStsOldCod StatusOld cntrStsNewCod StatusNew partIdCod Participant time Time Text Report Structure Product ------------------------------------- XXXX - PRODUCT LONG NAME Contract ValorenNumber Mc StatusOld StatusNew Participant Time ------------------------ ------------------------- -- --------- --------- ----------- ----------- X XXXX XXX 9999 999999 9 XXXXXXXXXXXXXXXXXXXXXXXXX X XXXXXX...

  • Page 440: Ta111 All Active/Inactive Series

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 440 4.10.2 TA111 All Active/Inactive Series Description This report lists all active series (both options & futures) in all products available for the next business day. Frequency Daily.
  • Page 441 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 441 flxCntrTrdAllwdFlg minBlkSiz MinBlkSiz dispDcml DDcml exerPrcDcml EDcml ticSiz TicSiz ticVal TicVal matchTypeCode (XML only) stratMatchCode (XML only) oneSideQuoteAlwdFlg (XML only) eqBidAskQtyReqrFlg (XML only) maxPrice (XML only) quoteMinQty (XML only) fastMktQuoteMinQty...
  • Page 442 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 442 mktDpth (XML only) recoveryInterval (XML only) ta111CntrRec, repeated 0 ... variable times: cntrIdGrp cntrClasCod Contract prodId cntrDtlGrp cntrExpMthDat cntrExpYrDat cntrExerPrc cntrVersNo cntrStsCod expDat ExpDat valorNum Valoren Number lepoFlg Lepo trdUnt...
  • Page 443 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 443 Text Report Structure Product ProdType ProductMIC UniqueProdId ------------------------------------- -------- ---------- ------------ XXXX - PRODUCT LONG NAME XXXX XXXX 99999 ISIN UndrISIN StlCurr PrdCurr Mgn Exr Stl finStlTim Us Blk Flx MinBlkSiz DDcml EDcml TicSiz TicVal Preliminary Trades supported ------------ ------------ ------- ------- --- --- --- --------- -- --- --- ----------- ----- ----- --------- ---------...

  • Page 444: Ta113 Complex And Flexible Instrument Definition

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 444 4.10.3 TA113 Complex and Flexible Instrument Definition Description This report lists for each product and each complex instrument type, the complex and the flexible instruments available at the beginning of the day or created during the day.
  • Page 445 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 445 numberOfLegs Legs instrumentLegGrp, repeated 0 ... variable times: instrumentId Leg ID instrumentMnemonic Leg Mnemonic buyCod ratio Ratio underlyingLegGrp, repeated 0 ... variable times: product Und Prod instrumentId Und Leg ID instrumentMnemonic...
  • Page 446 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 446 Text Report Structure Product InstType SubType -------- -------- ------- XXXXXXXX XXXXXXXX XXXXXXX Instrument ID Instrument Mnemonic Legs -------------------- ---------------------------------------- ---- 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99 Leg ID Leg Mnemonic B/S Ratio -------------------- ---------------------------------------- --- ----- 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX X...

  • Page 447: Ta114 Variance Futures Parameter

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 447 4.10.4 TA114 Variance Futures Parameter Description This daily report keeps track of the variance futures parameters approved by Market Supervision for all trading dates at the end of each trading day.
  • Page 448 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 448 instrumentMnemonic Instrument Mnemonic expDat Expiration Date instHistoryGrp, repeated 1 ... variable times: instTradDat Inst Date clearingPriceOffset Price Offset totalNoTradingDays Tday elapsedNoTradingDays Eday standardVar Standard Var standardVol Std Vol realisedVar Realised Var...

  • Page 449: Ta115 Total Return Futures Parameters

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 449 4.10.5 TA115 Total Return Futures Parameters Description This daily report keeps track of the Total Return Futures (TRF) param- eters entered and approved by Market Supervision for the current and the previous business days.
  • Page 450 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 450 dailyFunding Day Funding accruedFunding Acc Funding distributionIndex Distri Index dailyDistribution Day Distribu accruedDistribution Acc Distribu underlyingIndex Under Index ta115InstrumentGrp, repeated 0 ... variable times: instKeyGrp instrumentId Instrument ID instrumentMnemonic Instrument Mnemonic...

  • Page 451: Tc Trading Order And Quote Maintenance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 451 4.11 TC Trading Order and Quote Maintenance 4.11.1 TC541 Dly Strategy Order Maintenance Description For each exchange member, separated by traders and options, this report lists all actions performed for the maintenance of strategy orders.
  • Page 452 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 452 stratLegVol cntrClasCod prodId Prod cntrExpMthDat ExpM cntrExpYrDat ExpY cntrExerPrc ExercP cntrVersNo stratUndrPrc stratUndrPrc tc541Rec, repeated 1 ... variable times: time Time seqId (XML only) ordrMtnCod MaintCode ordrNo OrderNumber partIdCodObo...
  • Page 453 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 453 Text Report Structure Exchange Member Trader Product ------------------------------------------------ ------ ------- XXXXX - MEMBER LONG NAME XXXXXX XXXX stratTyp B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V stratUndrPrc -------- ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ - XXXXXXX X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9...

  • Page 454: Tc545 Tes Trade Maintenance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 454 4.11.2 TC545 TES Trade Maintenance Description For each exchange member, this report lists off-book trades of the following trade types added, changed, deleted or ratified during the trading day: - Block Trades - Vola Trades...
  • Page 455 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 455 partIdCod Trader tc545Grp2, repeated 1 ... variable times: tc545KeyGrp2 cntrIdGrp cntrClasCod Contract prodId cntrDtlGrp cntrExpMthDat cntrExpYrDat cntrExerPrc cntrVersNo tc545Rec, repeated 1 ... variable times: time Time TESOrdrMtnCod ordrTypCod (XML only)
  • Page 456 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 456 Text Report Structure Exchange Member Trader Contract --------------- ------ ------------------------ XXXXX XXXXXX X XXXX XXX 9999 999999 9 Time Mc TrT TrnNo TrdBhf B/S O Ac Size OrdrPrc ISIN TrnNo TuMbr Customer UsrOrdrNmbr...

  • Page 457: Tc546 Strategy Tes Trade Maintenance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 457 4.11.3 TC546 Strategy TES Trade Maintenance Description For each exchange member, this report lists all Strategy off-book trades added, changed, deleted or ratified during the trading day. For each exchange member, separated by traders and options series, this report lists all actions performed for the maintenance of Strategy off-book trades.
  • Page 458 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 458 cntrClasCod prodId Prod cntrExpMthDat ExpM cntrExpYrDat ExpY cntrExerPrc ExercP cntrVersNo stratUndrPrc stratUndrPrc buyCod stratEquLegVol isinCod ISIN tc546Rec, repeated 1 ... variable times: time Time ordrMtnCod ordrTypCod (XML only) trdTyp trnIdNo...
  • Page 459 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 459 Text Report Structure Exchange Member Trader Product --------------- ------ ------- XXXXX XXXXXX XXXX stratTyp B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V stratUndrPrc B Qty ISIN -------- ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ -...

  • Page 460: Tc549 Ebi Trade Maintenance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 460 4.11.4 TC549 EBI Trade Maintenance Description This report lists all details of EBI transactions entered by a broker and bilateral standard off-book trades entered via Eurex Clearing FIXML Interface.
  • Page 461 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 461 tc549Grp4, repeated 1 ... variable times: tc549Grp5 tc549Rec1Block, repeated 0 ... variable times: cntrIdGrp cntrClasCod Contract prodId cntrDtlGrp cntrExpMthDat cntrExpYrDat cntrExerPrc cntrVersNo tc549Rec2Strblk, repeated 0 ... variable times: stratIdGrp stratTyp stratTyp...
  • Page 462 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 462 cpnRat Coupon Rate mrtyDat Mtrty Date exchRat ExchRat cpnFreq currTypCod Curr settlInst tc549Rec4Efs, repeated 0 ... variable times: futCntrIdGrp prodId FutContract cntrExpMthDat cntrExpYrDat cntrCurrTypCod Fut Curr hdgTyp exchRat ExchRat...
  • Page 463 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 463 buyCod ordrQty Size ordrExePrc1 OrdrPrc ctrPtyId CtrPty ctrPtySubGrpCod audtOccNo (XML only) membExchIdCodObo ExMbrObo opnClsCod acctTypGrp txtGrp cust Customer userOrdrNum UserOrderNo text Text...
  • Page 464 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 464 Text Report Structure Exchange Member ------------------------------------------------ XXXXX - MEMBER LONG NAME EBI Member EBI Trader EBI RefNo Order Type ProcAsEBI ---------- ---------- --------- ---------- --------- XXXXX XXXXXX XXXXXX Contract...

  • Page 465: Tc810 Daily Trade Confirmation

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 465 4.11.5 TC810 Daily Trade Confirmation Description This report contains an inventory of all the trades a market member matched during a trading day, arranged by traders and options series/ futures contracts.
  • Page 466 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 466 cntrExpMthDat cntrExpYrDat cntrExerPrc cntrVersNo acctTypGrp Account tc810Rec, repeated 1 ... variable times: time Time trnIdNo TrnNo ordrNo OrdrNo buyCod opnClsCod trdMtchQty MtchQty ordrPrtFilCod trdMtchPrc MatchPrc ordrCmbTypCod ordrTypCod ordrResCod membClgIdCod...
  • Page 467 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 467 Text Report Structure Exchange Member Trader Original Exchange Prod ProductMIC Contract Account --------------- ------ ----------------- ---- ---------- ------------------------ ------- XXXXX XXXXXX XXXX XXXX XXXX X XXXX XXX 9999 999999 9 XX Time TrnNo OrdrNo B O MtchQty F MatchPrc OcT Typ Res ClMbr Customer UsrOrdrNmbr Text...

  • Page 468: Td Trading Volumes And Performance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 468 4.12 TD Trading Volumes And Performance 4.12.1 TD930 Daily Trade Statistics Description This report provides the daily information on all the options series/ futures contracts. The daily prices and trade volumes are listed for all the options series of a product or all the futures contracts of a security.
  • Page 469 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 469 opnPrc OpnPrc dlyHghPrc DlyHghPrc dlyLowPrc DlyLowPrc lstTrdPrc LstTrdPrc currSetlmtPrc_1 SettlmPrc dayTotVol Volume mtdTotVol MtdVolume opnIntQty OpnIntQty sumClasOpnIntQty Total per Class sumProdOpnIntQty Total per Product Text Report Structure Product PreviousClose UnderClose ------------------------------------- ------------- ----------...

  • Page 470: Td940 Daily Regular Market Making Quote Request Performance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 470 4.12.2 TD940 Daily Regular Market Making Quote Request Performance Description This report describes the on-request market making quality for the Regular Market Making (RMM) program of a member by comparing the number of quote requests of the day to the number of quote request violations of the member.
  • Page 471 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 471 Text Report Structure EXCHANGE MEMBER: MEMBER LONG NAME QUOTE GOOD PERCENT VALID VALID VALID GOOD PRODUCT REQUESTS QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS...

  • Page 472: Td941 Daily Permanent Market Making Quote Request Performance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 472 4.12.3 TD941 Daily Permanent Market Making Quote Request Performance Description This report describes the on-request market making quality for the Permanent Market Making (PMM) program of a member by comparing the number of quote requests of the day to the number of quote request violations of the member.
  • Page 473 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 473 Text Report Structure EXCHANGE MEMBER: MEMBER LONG NAME QUOTE GOOD PERCENT VALID VALID VALID GOOD PRODUCT REQUESTS QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS...

  • Page 474: Td942 Daily Advanced Market Making Quote Request Performance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 474 4.12.4 TD942 Daily Advanced Market Making Quote Request Performance Description This report describes the on-request market making quality for the Advanced Market Making (PMM) program of a member by comparing the number of quote requests of the day to the number of quote request violations of the member.
  • Page 475 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 475 Text Report Structure EXCHANGE MEMBER: MEMBER LONG NAME PACKAGE: XXXXX QUOTE GOOD PERCENT VALID VALID VALID GOOD PRODUCT REQUESTS QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS...

  • Page 476: Td943 Daily Permanent Market Making Strategy Quote Request Performance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 476 4.12.5 TD943 Daily Permanent Market Making Strategy Quote Request Perfor- mance Description This report describes the on-request strategy market making quality for the Permanent Market Making (PMM) program of a member by comparing the number of strategy quote requests of the day to the number of quote request violations of the member.

  • Page 477: Td944 Daily Advanced Market Making Strategy Quote Request Performance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 477 4.12.6 TD944 Daily Advanced Market Making Strategy Quote Request Perfor- mance Description This report describes the on-request strategy market making quality for the Advanced Market Making (PMM) program of a member by comparing the number of strategy quote requests of the day to the number of quote request violations of the member.

  • Page 478: Td945 Mtd - Regular Market Making Quote Request Performance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 478 4.12.7 TD945 MTD - Regular Market Making Quote Request Performance Description This report contains information on the on-request market maker performance in products for which the member is registered in the Regular Market Making (RMM) program.
  • Page 479 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 479 Text Report Structure EXCHANGE MEMBER: MEMBER LONG NAME REPORTING PERIOD: 2009-12-31 to 2009-12-31 QUOTE GOOD PERCENT VALID VALID VALID GOOD PRODUCT REQUESTS QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS...

  • Page 480: Td946 Mtd - Permanent Market Making Quote Request Performance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 480 4.12.8 TD946 MTD - Permanent Market Making Quote Request Performance Description This report contains information on the on-request market maker performance in products for which the member is registered in the Permanent Market Making (PMM) program.
  • Page 481 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 481 Text Report Structure EXCHANGE MEMBER: MEMBER LONG NAME REPORTING PERIOD: 2009-12-31 to 2009-12-31 QUOTE GOOD PERCENT VALID VALID VALID GOOD PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS...

  • Page 482: Td947 Mtd - Advanced Market Making Quote Request Performance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 482 4.12.9 TD947 MTD - Advanced Market Making Quote Request Performance Description This report contains information on the on-request market maker performance in products for which the member is registered in the Advanced Market Making (AMM) program.
  • Page 483 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 483 Text Report Structure EXCHANGE MEMBER: MEMBER LONG NAME REPORTING PERIOD: 2009-12-31 to 2009-12-31 PACKAGE: XXXXX QUOTE GOOD PERCENT VALID VALID VALID GOOD PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS...

  • Page 484: Td948 Mtd - Permanent Market Making Strategy Quote Request Performance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 484 4.12.10 TD948 MTD - Permanent Market Making Strategy Quote Request Perfor- mance Description This report contains information on the on-request strategy market maker performance in products for which the member is registered in the Permanent Market Making (PMM) program.
  • Page 485 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 485 sumQuoReqTot TOTAL PER PRODUCT sumDayCutLim sumGoodQuoReqResp sumQuoReqViol sumShtQuoPct sumValQuoReqViol sumValQuoReqTot sumValGoodQuoReqResp sumViolPct mnthlyReq MONTHLY REQUIREMENT fulfilled FULFILLMENT INDICATOR Text Report Structure EXCHANGE MEMBER: MEMBER LONG NAME PRODUCT: XXXX QUOTE GOOD...

  • Page 486: Td949 Mtd - Advanced Market Making Strategy Quote Request Performance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 486 4.12.11 TD949 MTD - Advanced Market Making Strategy Quote Request Perfor- mance Description This report contains information on the on-request strategy market maker performance in products for which the member is registered in the Advanced Market Making (AMM) program.
  • Page 487 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 487 valQuoReqTot VIOLATION PERCENT valGoodQuoReqResp VIOLATION PERCENT violPct VIOLATION PERCENT sumQuoReqTot TOTAL PER PRODUCT sumDayCutLim sumGoodQuoReqResp sumQuoReqViol sumShtQuoPct sumValQuoReqViol sumValQuoReqTot sumValGoodQuoReqResp sumViolPct mnthlyReq MONTHLY REQUIREMENT fulfilled FULFILLMENT INDICATOR Text Report Structure EXCHANGE MEMBER: MEMBER LONG NAME PACKAGE: XXXXX...

  • Page 488: Td956 Permanent Market Making Measurement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 488 4.12.12 TD956 Permanent Market Making Measurement Description This report contains daily quotation measurement values in products for which the member is registered in the Permanent Market Making (PMM) program for each business day of the current month, up to the current day.
  • Page 489 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 489 totQuoReqViolPct TOTALS mthReqCovTim MONTHLY REQUIREMENT mthReqViol MONTHLY REQUIREMENT mthReqVol MONTHLY REQUIREMENT mthReqQuoReqViolP MONTHLY REQUIREMENT fulfCovTimInd FULFILLED fulfViolInd FULFILLED fulfVolInd FULFILLED fulfQuoReqViolPct FULFILLED td956Rec, repeated 1 ... variable times: factDat prodTim PROD.TIME...

  • Page 490: Td957 Advanced Market Making Measurement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 490 4.12.13 TD957 Advanced Market Making Measurement Description This report contains daily quotation measurement values in products for which the member is registered in the Advanced Market Making (AMM) program for each business day of the current month, up to the current day.
  • Page 491 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 491 prodId PRODUCT covReq COVERAGE REQUIREMENT expToBeQuot EXPIRATIONS TO BE QUOTED nbrExrPrcToBeQuot STRIKES TO BE QUOTED nbrTolViolDays TOLERATED DAYS WITH VIOLA- TIONS reqMthVol REQUIRED MONTHLY VOLUME sumProdTim TOTALS sumAccumTim TOTALS...
  • Page 492 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 492 Text Report Structure CLEARING MEMBER: LONG MEMBER NAME EXCHANGE MEMBER: LONG MEMBER NAME PACKAGE XXXXX NUMBER OF INDEX OPTIONS TO BE QUOTED: 99999 NUMBER OF EQUITY OPTIONS TO BE QUOTED: 99999 MONTHLY: >= >=...

  • Page 493: Td959 Designated Market Making Measurement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 493 4.12.14 TD959 Designated Market Making Measurement Description This report contains daily designated market making measurement. Frequency Daily. Availability This report is available for trading members only. XML Report Structure M/O Text Report Heading td959...
  • Page 494 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 494 totQuoReqViolPct TOTALS mthReqCovTim MONTHLY REQUIREMENT mthReqViol MONTHLY REQUIREMENT mthReqVol MONTHLY REQUIREMENT mthReqQuoReqViolP MONTHLY REQUIREMENT fulfCovTimInd FULFILLED fulfViolInd FULFILLED fulfVolInd FULFILLED fulfQuoReqViolPct FULFILLED td959Rec, repeated 1 ... variable times: factDat prodTim PROD.TIME...
  • Page 495 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 495 Text Report Structure CLEARING MEMBER: LONG MEMBER NAME EXCHANGE MEMBER: LONG MEMBER NAME PACKAGE XXXXX NUMBER OF INDEX OPTIONS TO BE QUOTED: 99999 NUMBER OF EQUITY OPTIONS TO BE QUOTED: 99999 MONTHLY: >= >=...

  • Page 496: Td980 Excessive System Usage Report

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 496 4.12.15 TD980 Excessive System Usage Report Description This report contains daily excessive system usage per product per limit type. All the parameters required to calculate the Excessive System Usage (ESU) Fee are included in this report.
  • Page 497 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 497 limType LIMIT TYPE graceFactor GRACE FACTOR mmBase MM-BASE volFactor VOL FACTOR floorType FLOOR TYPE floor FLOOR mmPrgrmCod MM PROGRAM mmPackCod MM PACKAGE mmReq MM REQ quotePerformance QUOTE PERFORMANCE spreadQuality SPREAD QUALITY...

  • Page 498: Td981 Month-To-Date Otr

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 498 4.12.16 TD981 Month-to-Date OTR Description This report contains the month-to-date Order to Trade Ratio per product. Additionally, all the parameters required to calculate the Order to Trade Ratio are also included in this report.
  • Page 499 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 499 tradVolume TRADED VOLUME volFactor VOL FACTOR quotePerformance QUOTE PERFORMANCE quoteSizeQuality QUOTE SIZE QUALITY spreadQuality SPREAD QUALITY floorType FLOOR TYPE floor FLOOR volLim VOLUME LIMIT mtdVolLim VOLUME LIMIT (MtD) mtdOrderedVol ORDERED VOLUME (MtD) mtdOtr...

  • Page 500: Td982 Special Report French Equity Options

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 500 4.12.17 TD982 Special Report French Equity Options Description This report contains special quotation requirements for French Equity Options. This report has no effect on any fees or incentives granted to Market Makers in the context of existing and established Equity Options market making obligation schemes covering Regular Market Making (RMM), Permanent Market Making (PMM) and Advanced...
  • Page 501 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 501 sumAccumTim TOTALS sumReqTim TOTALS sumCovTim TOTALS sumViol TOTALS sumCovTimPercent TOTALS mthReqCovTim MONTHLY REQUIREMENT disclaimer DISCLAIMER Text Report Structure CLEARING MEMBER: MEMBER LONG NAME EXCHANGE MEMBER: MEMBER LONG NAME PRODUCT: XXXX PACKAGE: XXXXX COVERAGE REQUIREMENT: 999.99%...

  • Page 502: Te Tes, Order And Quote Maintenance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 502 4.13 TE TES, Order and Quote Maintenance 4.13.1 TE535 Cross and Quote Requests Description For each market participant and for each exchange, this report lists all Cross Trade Announcement and Request For Quote requests entered during the day.
  • Page 503 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 503 businessUnitId BU Identifier te535Grp2, repeated 1 ... variable times: te535KeyGrp2 user Trader te535Grp3, repeated 1 ... variable times: te535KeyGrp3 reqType Type te535Grp4, repeated 1 ... variable times: te535KeyGrp4 instrumentGrp product...

  • Page 504: Te540 Daily Order Maintenance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 504 4.13.2 TE540 Daily Order Maintenance Description For each market participant and for each exchange, this report lists all orders regularly entered, traded, changed or deleted during the day. The report is split per business unit, session and trader and sorted per product, instrument type, instrument and time.
  • Page 505 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 505 product Product instrumentType InstType instrumentId Instrument Id instrumentMnemonic Instrument Mnemonic te540Rec, repeated 1 ... variable times: time18 Time exchangeOrderId Order ID alphaOrderNo Order No activity reason Reas buyCod ordrTyp...
  • Page 506 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 506 beneficiary Beneficia customerInstr complianceInfo Compliance Info complianceId Compliance ID originCountryCode flexAcctInfo Flex Account Info freeText1 Text 1 freeText2 Text 2 freeText3 Text 3 legClearingGrp leg1Grp account Leg 1 opnClsCod leg2Grp...
  • Page 507 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 507 Text Report Structure Participant Participant Long Name BU Long Name BU Identifier Session Trader ----------- ---------------------------------------- -------- ---------------------------------------- ------------- -------- ------ XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 99999999 XXXXXX Product InstType Instrument Id Instrument Mnemonic...

  • Page 508: Te545 Daily Tes Maintenance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 508 4.13.3 TE545 Daily TES Maintenance Description For each exchange member, this report lists the T7 Entry Service (TES) activity for simple, complex and flexible instruments. The Deal and the TES price decomposition is not provided for executed TES trades.
  • Page 509 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 509 businessUnitGrp businessUnit busUntLngName BU Long Name businessUnitId BU Identifier te545Grp2, repeated 1 ... variable times: te545KeyGrp2 user User te545Grp3, repeated 1 ... variable times: te545KeyGrp3 instrumentGrp product Product instrumentType...
  • Page 510 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 510 couponFrq Coupon Frq settlDat Settl Date settlInst hdgTyp currTypCod Curr efpiReferenceGrp, repeated 0 ... variable times: cashBsktRefId ReferenceId nomVal Nominal settlInst hdgTyp currTypCod Curr efsReferenceGRp, repeated 0 ... variable times: nomVal Nominal couponFrq...
  • Page 511 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 511 sideStatus approvalTime Appr Time sideClearingInfo opnClsCod account flexAcctInfo Flex Account Info tradingCapacity clearingTakeUpMember Take Up Mbr ordOriginFirm OrgFirm beneficiary Beneficia customerInstr complianceInfo Compliance Info complianceId Compliance ID originCountryCode freeText1 Text 1...
  • Page 512 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 512 Text Report Structure Participant Participant Long Name ----------- ---------------------------------------- XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX BU Long Name BU Identifier -------- ---------------------------------------- ------------- XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 User ------ XXXXXX Product InstType Instrument Id Instrument Mnemonic -------- -------- -------------------- ----------------------------------------...
  • Page 513 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 513 -------------------- ------ --- -------- ------ --- ------------------ -- -- -------------------------------- -- ----------- ------- XXXXXXXXXXXXXXXXXXXX 999999 X XXXXXXXX XXXXXX X XXXXXXXXXXXXXXXXXX X XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XX XXXXX XXXXXXX XXXXXXXXX X XXXXXXXXXXXXXXXXXXXX 99999999999999999999 XX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX...

  • Page 514: Te550 Open Order Detail

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 514 4.13.4 TE550 Open Order Detail Description For each market participant and for each exchange, this report lists all orders remaining in the order book at the end of the day. The report is split per business unit and trader and sorted per product, instrument type, instrument and order number.
  • Page 515 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 515 instrumentGrp product Product instrumentType InstType instrumentId Instrument Id instrumentMnemonic Instrument Mnemonic te550Rec, repeated 1 ... variable times: exchangeOrderId Order ID alphaOrderNo Order No buyCod ordrTyp ordrQty Size limOrdrPrc LimPrc...
  • Page 516 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 516 account Leg 2 opnClsCod leg3Grp account Leg 3 opnClsCod leg4Grp account Leg 4 opnClsCod leg5Grp account Leg 5 opnClsCod openBuyOrders Total Open Buy Orders openBuyVolume Total Open Buy Volume openSellOrders Total Open Sell Orders openSellVolume...

  • Page 517: Te810 T7 Daily Trade Confirmation

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 517 4.13.5 TE810 T7 Daily Trade Confirmation Description This report contains an inventory of all T7 on-exchange and TES trades executed for a market participant during a trading day. Identified by their T7 deal item, trades are arranged by market participant, trader, product, simple instrument and clearing account.
  • Page 518 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 518 te810Grp2, repeated 1 ... variable times: te810KeyGrp2 user Trader te810Grp3, repeated 1 ... variable times: te810KeyGrp3 product Product te810Grp4, repeated 1 ... variable times: te810KeyGrp4 instrumentGrp product Product instrumentType...
  • Page 519 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 519 cust Customer usrOrdrNum UsrOrdrNmbr text Text account Account accountName Account Name instrumentStatsGrp onExchStatsGrp sumTotBuyOrdr Total On-Exch Buy Trades sumTotCntrBuy sumTotClgBuy Clg Buy sumTotSellOrdr Total On-Exch Sell Trades sumTotCntrSell sumTotClgSell Clg Sell...
  • Page 520 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 520 Text Report Structure Participant Participant Long Name ----------- ---------------------------------------- XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX BU Long Name BU Identifier -------- ---------------------------------------- ------------- XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 Trader ------ XXXXXX Product -------- XXXXXXXX Product InstType...
  • Page 521 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 521 Clg Buy 999,999,999 ----------- ----------- Product Sell On-Exch Trades 999,999,999 999,999,999 ----------- Clg Sell 999,999,999 ----------- ----------- Product Buy TES Trades 999,999,999 999,999,999 ----------- Clg Buy 999,999,999 ----------- ----------- Product Sell TES Trades 999,999,999 999,999,999...

  • Page 522: Te812 Daily Prevented Self-Matches

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 522 4.13.6 TE812 Daily Prevented Self-Matches Description This report contains the prevented self matches during a trading day. The structure of this report is similar to report TE810. The prevented self matches are identified by their transaction times.
  • Page 523 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 523 te812KeyGrp3 product Product te812Grp4, repeated 1 ... variable times: te812KeyGrp4 instrumentGrp product Product instrumentType InstType instrumentId Instrument Id instrumentMnemonic Instrument Mnemonic te812Rec, repeated 1 ... variable times: time18 Time tradeType...
  • Page 524 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 524 Text Report Structure Participant Participant Long Name ----------- ---------------------------------------- XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX BU Long Name BU Identifier -------- ---------------------------------------- ------------- XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 Trader ------ XXXXXX Product -------- XXXXXXXX Product InstType...

  • Page 525: Te910 T7 Daily Trade Activity

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 525 4.13.7 TE910 T7 Daily Trade Activity Description This report lists for each product and each instrument all on-exchange match steps and TES trades created during the day and provides the corresponding on and off-book trade volume reporting.
  • Page 526 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 526 Aggressor Aggressor numberOfBuy Nb Buy numberOfSell Nb Sell execQty Quantity execPrc Trade Price accumQty AccumQty highPrc Higher Price lowPrc Lower Price TradeStatisticsGrp sumAllTrades All Trades sumAllVolume All Volume sumSynTrades Syn Trades...

  • Page 527: Te930 T7 Daily Trade Statistics

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 527 4.13.8 TE930 T7 Daily Trade Statistics Description This report provides the daily information for T7 trades executed on the simple instrument level, included flexible instruments. The daily prices and trade volumes are listed for all options and futures series and summarised on the product level.
  • Page 528 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 528 dlyLowPrcSignd DlyLowPrcSignd lstTrdPrc LstTrdPrc currSetlmtPrc_1 SettlmPrc dayTotVol Volume dayTesVol TES Vol mtdTotVol MtdVolume mtdTesVol MtdTesVol opnIntQty OpnIntQty sumClasDayTotVol Totals per Class sumClasDayTesVol sumClasMtdTotVol sumClasMtdTesVol sumClasOpnIntQty sumProdDayTotVol Totals per Product sumProdDayTesVol sumProdMtdTotVol...

  • Page 529: Tr Trading Ranking

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 529 4.14 TR Trading Ranking 4.14.1 TR010 Trading Ranking Description This report shows the number of traded contracts per member and product, the market share related to all traded contracts in a product and the corresponding rank.
  • Page 530 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 530 rnkA Rank prodVolP PrincipalVolume mktShrP MktShare rnkP Rank prodVolM MktMkrVolume mktShrM MktShare rnkM Rank Text Report Structure ExchangeMember Start Date End Date ------------------------------------------------ -------------- -------------- XXXXX - MEMBER LONG NAME 31-12-09 31-12-09 Product Volume...

  • Page 531: Tr900 Daily Order And Quote Transactions

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 531 4.14.2 TR900 Daily Order and Quote Transactions Description This report contains the aggregation of transactions under the German HFT Law. It is calculated on a daily basis and shows numbers for the report creation date, average of the last 249 days, average of the preceeding 250 days and the new 250 days average including the report date.
  • Page 532 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 532 numOfTransactions Transactions Report Date avgOf249Days 249 D. Mov. AVG. excl. report date avgOf250Days 250 D. Mov. AVG. incl. report date avgOfPrev250Days 250 Days Mov. AVG. excl. report date Text Report Structure Participant Participant Long Name...

  • Page 533: Tt Entitlement And Security

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 533 4.15 TT Entitlement and Security 4.15.1 TT110 User Security Maintenance Description This report lists all changes made to the user security profiles. The report lists Resource Access Levels which are maintainable by the members as well as such only maintainable by Market Supervision.
  • Page 534 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 534 rescAccLvlPos Resource rescAccLvlNoBefore RAL Before rescAccLvlNoAfter RAL After sumPartIdUpdCodAdd Total Trader Add sumPartIdUpdCodChg Total Trader Change sumPartIdUpdCodDel Total Trader Delete sumMembUpdCodAdd Total Member Add sumMembUpdCodChg Total Member Change sumMembUpdCodDel Total Member Delete Text Report Structure...

  • Page 535: Tt115 User Security Status

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 535 4.15.2 TT115 User Security Status Description This report lists all current user profiles for an exchange member. The report lists Resource Access Levels which are maintainable by the members as well as such only maintainable by Market Supervision.

  • Page 536: Tt120 Trader Underlying Maintenance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 536 4.15.3 TT120 Trader Underlying Maintenance Description This report shows all changes of the trader product and trader product group assignments made during the day and its automatic changes due to the move of a product between product groups.
  • Page 537 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 537 prvUpdDat PrvUpdDat sumPartIdUpdCodAdd Total Trader Add sumPartIdUpdCodChg Total Trader Change sumPartIdUpdCodGrpChg Total Trader Grp Change sumPartIdUpdCodDel Total Trader Delete sumMembUpdCodAdd Total Member Add sumMembUpdCodChg Total Member Change sumMembUpdCodGrpChg Total Member Grp Change sumMembUpdCodDel...

  • Page 538: Tt121 Member Underlying Maintenance

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 538 4.15.4 TT121 Member Underlying Maintenance Description This report shows all changes of the member product and member product group assignments made during the respective business day and its automatic changes due to the move of a product between product groups.
  • Page 539 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 539 membExchIdCodSec Secu partIdCodSec Coord prvUpdDat PrvUpdDat sumMembUpdCodAdd Total Member Add sumMembUpdCodChg Total Member Change sumMembUpdCodGrpChg Total Member Grp Change sumMembUpdCodDel Total Member Delete Text Report Structure Clearing Member ------------------------------------------------ XXXXX - MEMBER LONG NAME...

  • Page 540: Tt125 Trader Underlying Status

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 540 4.15.5 TT125 Trader Underlying Status Description This report shows 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.
  • Page 541 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 541 Text Report Structure Exchange Member ------------------------------------------------ XXXXX - MEMBER LONG NAME Trader PrdGrp Product Max Ord Qty Max TES Qty MaxCalSprdQty ------ ------ ------------------------------------- ----------- ----------- ------------- XXXXXX XXXXXX XXXX - PRODUCT LONG NAME 999999 999999...

  • Page 542: Tt126 Member Underlying Status

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 542 4.15.6 TT126 Member Underlying Status Description This report shows the state of the member product and member product group assignments effective on the next business day. This includes the changes of the member product assignments due to the move of a product between product groups.
  • Page 543 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 543 Text Report Structure Clearing Member ------------------------------------------------ XXXXX - MEMBER LONG NAME Member PrdGrp Product Max Ord Qty Max TES Qty MaxCalSprdQty ------ ------ ------------------------------------- ----------- ----------- ------------- XXXXX XXXXXX XXXX - PRODUCT LONG NAME 999999 999999...

  • Page 544: Tt130 Risk Event Report

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 544 4.15.7 TT130 Risk Event Report Description This report contains details concerning risk protection limits, occured Stop-Button and Slowdown-Button events and market maker protection events. Frequency Daily. Availability This report is available for clearing members only.
  • Page 545 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 545 descr1 Order/Quote Delete in consequence of a Stop Button tt130OQDelRec, repeated 1 ... variable times: trnTim Time blkAuctInd delOrdrCnt DelOrdrCnt delQuoCnt DelQuoCnt stopRsltMsg Success/Failure Msg tt130MMProtGrp, repeated 0 ... variable times: descr1 Market Maker Protection tt130MMProtRec, repeated 1 ...
  • Page 546 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 546 rskLimTyp rskLimLvl currTypCod Curr trnDelay Delay ordrDelFlg persOrdOnl rskLimMtnCod Action trnTim Time updDat lstUpdDat userId1 UserId tt130RskDelGrp, repeated 0 ... variable times: descr1 Order/Quote Delete in consequence of Risk Limit processing tt130RskDelRec, repeated 1 ...
  • Page 547 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 547 Text Report Structure Clearing Member Exchange Member ------------------------------------------------ ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Prod ------------------------------------- -- XXXX - PRODUCT LONG NAME Stop-Button Actions ---------------------------------------------------------------------------------------------------------------------------------- XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX...
  • Page 548 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 548 Order/Quote Delete in consequence of Risk Limit processing ---------------------------------------------------------------------------------------------------------------------------------- XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Time BAR DelOrdrCnt DelQuoCnt Success/Failure Msg -------- --- ----------- ----------- -------------------------------------------------------------------------------- 23:59:59 X 999,999,999 999,999,999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Manual Member Slowdown ---------------------------------------------------------------------------------------------------------------------------------- XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX...

  • Page 549: Tt131 Risk Event Trader Report

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 549 4.15.8 TT131 Risk Event Trader Report Description This report contains details concerning risk protection limits, occured Stop-Button and Slowdown-Button events and market maker protection events. Frequency Daily.
  • Page 550 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 550 descr1 Order/Quote Delete in consequence of a Stop Button tt131OQDelRec, repeated 1 ... variable times: trnTim Time blkAuctInd delOrdrCnt DelOrdrCnt delQuoCnt DelQuoCnt stopRsltMsg Success/Failure Msg tt131MMProtGrp, repeated 0 ... variable times: descr1 Market Maker Protection tt131MMProtRec, repeated 1 ...
  • Page 551 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 551 rskLimTyp rskLimLvl currTypCod Curr trnDelay Delay ordrDelFlg persOrdOnl rskLimMtnCod Action trnTim Time updDat lstUpdDat userId1 UserId tt131RskDelGrp, repeated 0 ... variable times: descr1 Order/Quote Delete in consequence of Risk Limit processing tt131RskDelRec, repeated 1 ...
  • Page 552 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 552 Text Report Structure Exchange Member Trader ------------------------------------------------ ------ XXXXX - MEMBER LONG NAME XXXXXX Prod ------------------------------------- -- XXXX - PRODUCT LONG NAME Stop-Button Actions ---------------------------------------------------------------------------------------------------------------------------------- XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Time Action Initiator Confirmer ExMbrObo -------- -------- ----------- ----------- -----------...
  • Page 553 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 553 Order/Quote Delete in consequence of Risk Limit processing ---------------------------------------------------------------------------------------------------------------------------------- XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Time BAR DelOrdrCnt DelQuoCnt Success/Failure Msg -------- --- ----------- ----------- -------------------------------------------------------------------------------- 23:59:59 X 999,999,999 999,999,999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Manual Member Slowdown ---------------------------------------------------------------------------------------------------------------------------------- XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX...

  • Page 554: Tt132 Market Maker Protection

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 554 4.15.9 TT132 Market Maker Protection Description For each market participant and for each exchange, this report lists all market maker protection (mmp) activities during the day, i.e. the maintenance of the mmp limits, the inactivation and the reactivation of quotes.
  • Page 555 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 555 businessUnitId BU Identifier tt132Grp2, repeated 1 ... variable times: tt132KeyGrp2 product Product tt132Rec, repeated 1 ... variable times: time18 Time mmpActivity mmpReason Reason sessionId Session instrumentType InstType activationType QuoAct...

  • Page 556: Tt133 Trading Risk Events

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 556 4.15.10 TT133 Trading Risk Events Description This report provides an overview of all trading risk actions triggered on Eurex Exchange's T7 during the trading day:, i.e. - stop / release trading occurrences on user and business unit level This report will not contain the clearing risk events triggered on Eurex Classic which will continue to be provided in the existing reports TT130...
  • Page 557 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 557 audtApprId Approved by updDat Update Date updTim Update Time mktGrpNam Market action Action audtExecId Executed By totUserIdRiskEvt Total User Risk Events totBusinessUnitIdRiskEvt Total Business Unit Risk Events totParticipantIdRiskEvt Total Participant Risk Events Text Report Structure...

  • Page 558: Tt150 Optional Four Eye Principle

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 558 4.15.11 TT150 Optional Four Eye Principle Description This audit trail report "TT150 - Optional Four Eye Principle" documents the exercises and abandonments, position transfer with cash, the respective initiator and the confirmer.
  • Page 559 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 559 cntrExerPrc flxOptCntrExerPrc cntrVersNo exerStylTyp setlTypCod tt150Rec, repeated 1 ... variable times: trnTim TrnTime trnQty Quantity usrIdFourEyeInit Initiator usrIdFourEyeAppr Approver Text Report Structure ExMbr ClMbr ------------------------------------------------ ------------------------------------------------ XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME Approval Action...

  • Page 560: Tt750 Clearing Four Eye Principle

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 560 4.15.12 TT750 Clearing Four Eye Principle Description This C7 report will be used to trace changes of each four-eye principle request of all users. For every four-eye principle action it will be checked whether the user has the right to initiate that action and also whether he/she requires approval from other user.
  • Page 561 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 561 cntrIdGrpSC7 cntrClasCod prodId cntrDtlGrpC7 cntrExpMthDat cntrExpYrDat cntrExpDat cntrExercisePrice flxCntrSynProdId cntrVersNo exerStylTyp settlTyp tt750Rec, repeated 1 ... variable times: TransactionId Transaction ID allocationId AllocationID fourEyesStatus 4 EP Status trnQty Transaction Quantity trnLngQty...

  • Page 562: Tt760 User Entitlement Status

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 562 4.15.13 TT760 User Entitlement Status Description This C7 report will contain the latest snapshot of entitlement settings and role assignments of all active users of particular participant. The report is available in xml- and csv-format.
  • Page 563 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 563 lastRolUpdDat Last Role Update Date tt760UserRec2, repeated 0 ... variable times: privlgeId Privilege ID privlgeDescrptn Privilege Description entitlmntLvl Entitlement Level accntOwnr Account Owner accntName Account Name ownrshipIndictr Ownership Indicator lastPrivUpdDat...

  • Page 564: Tt761 User Entitlement Changes

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 564 4.15.14 TT761 User Entitlement Changes Description This C7 report will be used to trace changes in entitlement settings and role assignments of all users belonging to a particular participant for the current reporting period, i.e.
  • Page 565 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 565 trnTim Transaction Time initrUsrLgn Initiator User Login Name initrPartSmbl Initiator Participant Symbol apprUserLgn Approver User Login Name apprPartSmbl Approver Participant Symbol fourEyesIndictr 4 EP Indicator onBhalfUsrLgn On Behalf User Login Name onBhalfPartSmbl On Behalf Participant Symbol...

  • Page 566: Tt762 Participant Entitlement Status

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 566 4.15.15 TT762 Participant Entitlement Status Description This C7 report will contain the latest snapshot of entitlement settings for particular participant. The report is available in xml- and csv-format. The report is available for EUREX/ECAG Members.
  • Page 567 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 567 privlgeDescrptn Privilege Description entitlmntLvl Entitlement Level accntOwnr Account Owner accntName Account Name ownrshipIndictr Ownership Indicator lastPrivUpdDat Last Privilege Update Date Text Report Structure NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR TT762.

  • Page 568: Tt763 Participant Entitlement Changes

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 568 4.15.16 TT763 Participant Entitlement Changes Description This C7 report will be used to trace changes in the entitlement settings of particular participant for the current reporting period i.e. assignment/ de-assignment of roles and modification of maximum rights of the participant.
  • Page 569 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 569 apprPartSmbl Approver Participant Symbol fourEyesIndictr 4 EP Indicator partResnForChang Reason For Change related to Partici- pant tt763PartRec1, repeated 0 ... variable times: rolDescrptn Role Description activityTyp Activity Type tt763PartRec2, repeated 0 ...

  • Page 570: Tt764 Four-Eye Request Processing Entitlement

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 570 4.15.17 TT764 Four-eye Request Processing Entitlement Description This C7 report will be used to trace changes in status of each four-eye request initiated by/acted upon user of a participant or on the partic- ipant itself in Entitlement Service.
  • Page 571 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 571 trnTim Transaction Time fourEyesStatus four-eye Status fourEyesResnForChang Reason For Change prntfourEyesIndictr Parent four-eye Indicator initrPartSmbl Initiator Participant Symbol initrUsrLgn Initiator User Login Name onBhalfUsrLgn On Behalf User Login Name onBhalfPartSmbl On Behalf Participant Symbol tt764Rec1, repeated 0 ...

  • Page 572: Tt770 Password Change

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 572 4.15.18 TT770 Password Change Description This C7 report provides an overview of all changes to password changes for all members. It is arranged by exchange member and trader.
  • Page 573 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Descriptions Page 573...

  • Page 574: Introduction To Report Tag Descriptions

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Introduction to Report Tag Descriptions Page 574 Introduction to Report Tag Descriptions This is a description of the tags of XML reports. An overview of the tag descriptions is given first. Tag Characteristics The characteristics of each tag are detailed giving the following information.
  • Page 575 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 Introduction to Report Tag Descriptions Page 575 Where used A reference to the XML reports which contain this tag in their structure.

  • Page 576: Xml Report Tag Descriptions

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 576 XML Report Tag Descriptions The following sections provide specific information on XML Report tags. abdnInd Description This field indicates whether the member has abandoned the position from automatic exercise.

  • Page 577: Abortamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 577 Where used: CE780 Exercise Abandon Daily Maintenance Overview abortAmnt Description This field contains aborted amount. Format numeric signed 14, 2 Where used: CE051 FX Transactions & Instructions accntName Description This field indicates the name of an account or account group on which...

  • Page 578: Account

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 578 account Description This field contains the account group code, which gives the type and the sub type of trading account in which the transaction is executed. Format alphanumeric 2 Where used:...

  • Page 579: Accountnameallc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 579 CE735 Expired Series Information CE750 Expiration Payment-vs-Payment Overview CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign Overview CE780 Exercise Abandon Daily Maintenance Overview CE790 In-the-money Configuration RD135 Trade Enrichment Rule Status TE810 T7 Daily Trade Confirmation TT750 Clearing Four Eye Principle...

  • Page 580: Accountsubtype

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 580 Where used: CA770 Account Maintenance 6.13 accountSubType Description This field describes the account sub type. Format alphanumeric 20 Valid Values Decodes Descriptions Agent Agent Market Maker Market Maker Proprietary Proprietary...

  • Page 581: Accruedfunding

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 581 Format numeric signed 12, 6 Where used: TA115 Total Return Futures Parameters 6.16 accruedFunding Description This field represents the Accrued Funding amount of the previous business day incremented by the Daily Funding amount calculated for the business day.

  • Page 582: Accttyp36Grp

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 582 6.19 acctTyp36Grp Description This field contains the account type group, which is the member's account in which the transaction is executed. Format alphanumeric 36 Where used: CB165 Eurex Fee Statement CB167 Late Closing Fees CB169 MM Fee Refund...

  • Page 583: Accttypflexible

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 583 6.21 acctTypFlexible Description This field contains the Flexible Account Structure name, which is the member's account in which the transaction is executed. Format alphanumeric 32 Where used: CC710 Premium Margin CC711 Current Liquidating Margin...
  • Page 584 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 584 Valid Values Decodes Descriptions Agent Accounts A1 Agent Accounts A2 Agent Accounts A3 Agent Accounts A4 Agent Accounts A5 Agent Accounts A6 Agent Accounts A7 Agent Accounts A8 Agent Accounts A9 Agent Accounts AA...

  • Page 585: Accttypgrpallc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 585 CB160 Accepted Take-Up Trades CB172 Credit Futures Separation CB225 Daily Eurex Fines CC010 Premium Margin CC011 Current Liquidating Margin CC020 Futures Spread Margin CC045 Additional Margin CC050 Daily Margin CC060 Daily Margin Summary CC080 Security/Cash Risk Position...

  • Page 586: Accttypgrpnotif

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 586 Format alphanumeric 2 Where used: CB030 Position Transfer Overview CB120 Member Exception-Positions CB150 Take-Up Trades History CB160 Accepted Take-Up Trades 6.25 acctTypGrpNotif Description This field indicates the account type group of the member, who will deliver the notified contracts.

  • Page 587: Accumqty

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 587 Where used: CB001 Product and Price Report CB165 Eurex Fee Statement CB167 Late Closing Fees CB169 MM Fee Refund CB187 Monthly Rebates Overview CB192 Monthly Fee Statement CB196 Daily Overall Fee Summary CB320 Daily Clearing Fees - Equities 6.28...

  • Page 588: Action

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 588 Where used: CE038 Deliverable Bonds 6.31 action Description This field shows the GUI action that is required to be processed in RDS. Valid values: stopBusinessUnit stopBusinessUnitMarketSuper- vision releaseBusinessUnit releaseBusinessUnitMarketSupervision stopUser releaseUser stopUserMarketSupervision releaseUserMar- ketSupervision.

  • Page 589: Activity

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 589 6.34 activity Description This field contains the activity information. Format alphanumeric 1 Valid Values Decodes Descriptions Order / Quote Side Add Order / Quote Side Modify (including inacti- vation/reactivation) Order / Quote Side Delete Order/ Quote Side Full Match...

  • Page 590: Addinfo

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 590 Format DateFormat Where used: CB186 Monthly Rebates TDP 6.37 addInfo Description This field contains the additional info. Format alphanumeric 40 Where used: CB197 Excessive System Usage Fee CB325 Daily Service Fees 6.38 addMgnAmntPdVd...

  • Page 591: Addmgnamntpdvu

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 591 Where used: CC045 Additional Margin CC745 Additional Margin 6.40 addMgnAmntPdVu Description This field contains the additional margin amount in margin class currency for price-down/volatility-up scenario. It is calculated as a difference between the current liquidating cost and the projected liqui- dating cost under this scenario.

  • Page 592: Addmgnamntpuvu

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 592 Where used: CC045 Additional Margin CC745 Additional Margin 6.43 addMgnAmntPuVu Description This field contains the additional margin amount in margin class currency for price-up/volatility-up scenario. It is calculated as a difference between the current liquidating cost and the projected liqui- dating cost under this scenario.

  • Page 593: Addtxt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 593 Where used: CC045 Additional Margin CC745 Additional Margin 6.46 addTxt Description This field contains the additional Text. Format alphanumeric 40 Where used: CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6.47 adjAddAmntPdVd...

  • Page 594: Adjaddamntpdvu

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 594 6.49 adjAddAmntPdVu Description This field contains the adjusted additional margin amount for the price- down/volatility-up scenario. Adjustment is done using the offset factor. Format numeric signed 13, 2 Where used: CC045 Additional Margin CC745 Additional Margin...

  • Page 595: Adjexchrat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 595 Where used: CC045 Additional Margin CC745 Additional Margin 6.53 adjExchRat Description The field contains the adjusted exchange rate, which is used to convert from margin class currency to clearing currency. Format numeric 11, 6 Where used:...

  • Page 596: Aggqty

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 596 6.56 aggQty Description This field contains the Aggregation Quantity. Format numeric 3 Where used: CB320 Daily Clearing Fees - Equities 6.57 Aggressor Description This field indicates the aggressor side. Format alphanumeric 1 Valid Values...

  • Page 597: Aligncalcundprcpdvn

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 597 Where used: CC040 Liquidating Values CC740 Liquidating Values 6.60 alignCalcUndPrcPdVn Description This field is never displayed on report. It serves only internally for text alignment. Format numeric 9, 2 Where used:...

  • Page 598: Aligncalcundprcpuvn

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 598 6.63 alignCalcUndPrcPuVn Description This field is never displayed on report. It serves only internally for text alignment. Format numeric 9, 2 Where used: CC040 Liquidating Values CC740 Liquidating Values 6.64 alignCalcUndPrcPuVu...

  • Page 599: Alignliquvaluepdvu

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 599 Where used: CC040 Liquidating Values CC740 Liquidating Values 6.67 alignLiquValuePdVu Description This field is never displayed on report. It serves only internally for text alignment. Format numeric signed 14, 2 Where used:...

  • Page 600: Alignliquvaluepuvu

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 600 6.70 alignLiquValuePuVu Description This field is never displayed on report. It serves only internally for text alignment. Format numeric signed 14, 2 Where used: CC040 Liquidating Values CC740 Liquidating Values 6.71 alignLiqValRowName...

  • Page 601: Alignscenariovolapdvn

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 601 Format numeric 5, 2 Where used: CC040 Liquidating Values CC740 Liquidating Values 6.74 alignScenarioVolaPdVn Description This field is never displayed on report. It serves only internally for text alignment.

  • Page 602: Alignscenariovolapuvn

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 602 6.77 alignScenarioVolaPuVn Description This field is never displayed on report. It serves only internally for text alignment. Format numeric 5, 2 Where used: CC040 Liquidating Values CC740 Liquidating Values 6.78 alignScenarioVolaPuVu...

  • Page 603: Aligntexttex

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 603 Where used: CD090 Overall Asset Summary 6.81 alignTextTEX Description This field is used as placeholder for alignment on TXT report for TEX contribution. Format alphanumeric 17 Where used: CD090 Overall Asset Summary 6.82...

  • Page 604: Amntaud

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 604 Format alphanumeric 12 Where used: TE540 Daily Order Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self-Matches 6.85 amntAud Description This field contains the amount in AUD.

  • Page 605: Amntclvsecu

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 605 6.88 amntClvSecu Description This field contains the current liquidating value of the member's security risk positions. Format numeric signed 13, 2 Where used: CC011 Current Liquidating Margin CC711 Current Liquidating Margin 6.89 amntCrd...

  • Page 606: Amntgbp

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 606 6.92 amntGBP Description This field contains the Amount in GBP Format numeric 14, 2 Where used: CE055 FX Settlement Limit Report 6.93 amntJPY Description This field contains the amount in JPY. Format numeric 14, 2 Where used:...

  • Page 607: Amntusd

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 607 6.96 amntUsd Description This field contains the Amount in USD Format numeric 14, 2 Where used: CE055 FX Settlement Limit Report 6.97 amount Description This field contains transaction amount on Product Level Format numeric signed 17, 2 Where used:...

  • Page 608: Apprpartsmbl

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 608 6.100 apprPartSmbl Description This field indicates the participant of user who approved the entitlement setting changes (in case of four-eye Processing). Format alphanumeric 5 Where used: TT761 User Entitlement Changes TT763 Participant Entitlement Changes 6.101 apprUserLgn...

  • Page 609: Apptimofbuyer

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 609 6.103 appTimOfBuyer Description This field contains the Approval time of the buyer. Format TimeFormat Where used: CB191 Monthly TES Late Entry Fine 6.104 appTimOfSeller Description This field contains the Approval time of the seller.

  • Page 610: Artdebamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 610 6.107 artDebAmnt Description This field contains the Artificial Cash Withdrawal amount for corre- sponding Debit. Format numeric 15, 2 Where used: CD012 Daily Cash Account NCM / RC CD072 Monthly Cash Account NCM / RC 6.108 asgnQty Description...

  • Page 611: Asiamidtext

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 611 Where used: CD090 Overall Asset Summary 6.111 asiaMidText Description This field contains the free-format text comment for mid term contri- bution. Format alphanumeric 20 Where used: CD090 Overall Asset Summary 6.112 asiaShortText...

  • Page 612: Assttot

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 612 Where used: TT760 User Entitlement Status TT762 Participant Entitlement Status 6.115 asstTot Description This field contains the total assets of a type provided by the member. Format numeric 14 Where used:...

  • Page 613: Audtoccno

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 613 Format alphanumeric 30 Where used: TT133 Trading Risk Events 6.119 audtOccNo Description This field contains the audit trail occurrence number. Format numeric 2 Where used: TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance...

  • Page 614: Autocloseout

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 614 6.122 autoCloseOut Description This field indicates, whether the automatic close-out is to be applied to the given account. Format alphanumeric 1 Valid Values Decodes Descriptions Apply Automatic Close-out Do not apply Automatic Close-out Where used:...

  • Page 615: Basecurrency

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 615 Format numeric 12 Where used: TR900 Daily Order and Quote Transactions 6.126 baseCurrency Description This field contains the Base Currency Format alphanumeric 3 Where used: CE055 FX Settlement Limit Report 6.127 baseFxAmnt Description...

  • Page 616: Bckmthspdmgn

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 616 Format numeric 9 Where used: CC020 Futures Spread Margin CC720 Futures Spread Margin 6.130 bckMthSpdMgn Description This field contains the spread margin applied on all back month futures spread pairs positions of a margin class.

  • Page 617: Bckmthtotlngbal

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 617 6.133 bckMthTotLngBal Description This field contains the total of back months net long position on contracts of the margin class. Format numeric 9 Where used: CC020 Futures Spread Margin CC720 Futures Spread Margin 6.134 bckMthTotShtBal...

  • Page 618: Bfrafr

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 618 6.136 bfrAfr Description This field contains before after decode, which indicates whether the given configurations are before or after the maintenance operation. Format alphanumeric 6 Valid Values Decodes Descriptions...

  • Page 619: Billdat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 619 6.139 billDat Description This field indicates the billing date on which the service was actually provided. Format DateFormat Where used: CB325 Daily Service Fees 6.140 billMonth Description This field indicates Billing Month on which the service was actually provided.

  • Page 620: Blktrdflg

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 620 Valid Values Decodes Descriptions Block Auction Where used: TT130 Risk Event Report TT131 Risk Event Trader Report 6.143 blkTrdFlg Description This field indicates whether block trading facility is available for the product.

  • Page 621: Businessunit

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 621 6.146 businessUnit Description This field indicates the business unit. Format alphanumeric 8 Where used: CB069 Transaction Report RD110 User Profile Maintenance RD115 User Profile Status RD120 User Transaction Size Limit Maintenance RD125 User Transaction Size Limit Status RD130 Trade Enrichment Rule Maintenance...

  • Page 622: Busuntlngname

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 622 TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self-Matches TR900 Daily Order and Quote Transactions TT132 Market Maker Protection TT133 Trading Risk Events 6.148 busUntLngName Description This field indicates long name of the business unit.
  • Page 623 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 623 Valid Values Decodes Descriptions Sell Payr Recr Where used: CA054 Capital Adjustment Orders CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB064 Flx Cntr Daily Transactions CB102 Cash Settled Contracts CB110 Account Transfer Exception...

  • Page 624: Calcintamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 624 6.150 calcIntAmnt Description This field contains the amount of the member's cash collateral deposits exceeding the interest free limit. It is the basis for the interest calcu- lation.

  • Page 625: Calcundprcpuvd

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 625 Where used: CC040 Liquidating Values CC740 Liquidating Values 6.154 calcUndPrcPuVd Description This field contains the last closing price of the underlying for the price- up/volatility-down scenario, with 5 decimals at most. Format numeric 9, 5 Where used:...

  • Page 626: Caldat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 626 6.157 calDat Description This field contains the date of fee calculation. Format DateFormat Where used: CB182 Monthly OTC CCP Fee Statement 6.158 capAdjInfoTxt Description This field contains the capital adjustment information text, which is the free-format note specific to capital adjustment.

  • Page 627: Capadjstscod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 627 6.160 capAdjStsCod Description This field contains capital adjustment status code, which indicates the status of the series before/after the capital adjustment. Format alphanumeric 1 Valid Values Decodes Descriptions Active...

  • Page 628: Cash

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 628 6.163 cash Description This field contains CASH = Variation Margin + Option Premium. Format numeric signed 16, 2 Where used: CC100 Risk Values History for Limits 6.164 cashBsktRefId Description The field contains the textual specification for the cash basket...

  • Page 629: Cb120Rectypcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 629 Valid Values Decodes Descriptions Algorithmic Trading Engine Electronic Eye Order Routing System Quote Machine Trader Development Program Trading Engine Where used: RD115 User Profile Status 6.167 cb120RecTypCod Description This field contains the record type code, which indicates the modified...

  • Page 630: Ccpdlvtrnid

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 630 6.169 ccpDlvTrnId Description This field contains the CCP delivery transaction number. Format numeric 7 Where used: CB011 Std and Flx Cntr Dly Transactn CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CE120 ECC Delivery Report 6.170 ccyPair...

  • Page 631: Classifviolation

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 631 6.172 classifViolation Description This field contains type of violation: "Systematic" or "Accidental" or "n.a." Format alphanumeric 9 Valid Values Decodes Descriptions n.a. Accidental Systematic Where used: TD980 Excessive System Usage Report 6.173 clearingHouse Description...

  • Page 632: Clearingprc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 632 6.175 clearingPrc Description This field contains the clearing price when it differs from the order execution price. Format numeric signed 9, 5 Where used: TE810 T7 Daily Trade Confirmation 6.176 clearingPriceOffset Description This field indicates the clearing price offset of the variance futures...

  • Page 633: Clearingtakeupmember

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 633 6.179 clearingTakeUpMember Description This field indicates the name of the participant, which did the take-up. Format alphanumeric 5 Where used: RD135 Trade Enrichment Rule Status TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail...

  • Page 634: Clghsesmbl

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 634 Where used: CA770 Account Maintenance CD010 Daily Cash Account CM CD011 Daily Cash Account AH CD012 Daily Cash Account NCM / RC CD015 Detailed Account Statement CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD072 Monthly Cash Account NCM / RC...

  • Page 635: Clientref

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 635 Where used: CD033 Collateral Composition CD042 Daily Settlement Statement CI042 Margin Call CN042 Night Margin Call 6.184 clientRef Description This field indicates the client order ID entered by the trader. Format alphanumeric 20 Where used:...

  • Page 636: Clrfunamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 636 6.187 clrFunAmnt Description This field contains the clearing fund amount, which is the clearing member's direct deposited capital. As part of the Eurex clearing fund, it serves as a safeguard against unusual price movements not covered by the margin calculation in case of a member default.

  • Page 637: Clrfuntotal

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 637 Format numeric 12 Where used: CD091 ISA Direct Mem. Asset Summary 6.191 clrFunTotal Description This field contains maximum value from Current/Mid/Long Term Requirement plus KRX Contribution for Clearing Fund of a member . Format numeric signed 12 Where used:...

  • Page 638: Cntrclascod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 638 6.194 cntrClasCod Description This field contains the option class code, which indicates whether it is a Call or Put option. Format alphanumeric 1 Valid Values Decodes Descriptions Call...

  • Page 639: Cntrcshamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 639 CE030 Member Expiration CE035 Expired Series CE050 Expiration Payment-vs-Payment CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment-vs-Payment Overview CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign Overview...

  • Page 640: Cntrcurrtypcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 640 6.197 cntrCurrTypCod Description This field contains the contract currency type code, which is the currency in which transactions will be settled. The currency code is based on the ISO standard.

  • Page 641: Cntrexerprcx

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 641 Format numeric 6 Where used: CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB020 Position Summary CB021 Position / Active Trd Summary CB030 Position Transfer Overview...

  • Page 642: Cntrexpdat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 642 Where used: CB165 Eurex Fee Statement CB167 Late Closing Fees 6.201 cntrExpDat Description This field indicates expiration date of the contract. This is the last trading day of the contract.

  • Page 643: Cntrexpdaydat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 643 6.202 cntrExpDayDat Description This field indicates the expiration day of the contract. Format numeric 2 Where used: CB165 Eurex Fee Statement 6.203 cntrExpMthDat Description This field indicates the expiration month of the contract. Format numeric 2 Valid Values...
  • Page 644 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 644 CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception-Positions CB130 Give-Up Trades History CB140 Accepted Give-Up Trades CB150 Take-Up Trades History CB160 Accepted Take-Up Trades CB165 Eurex Fee Statement CB167 Late Closing Fees CB172 Credit Futures Separation...

  • Page 645: Cntrexpyrdat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 645 TC810 Daily Trade Confirmation TD930 Daily Trade Statistics TT150 Optional Four Eye Principle TT750 Clearing Four Eye Principle 6.204 cntrExpYrDat Description This field indicates the expiration year of the contract. Format numeric 4 Where used:...

  • Page 646: Cntrfaceval

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 646 CC720 Futures Spread Margin CC740 Liquidating Values CE010 In-the-money Advisory CE030 Member Expiration CE035 Expired Series CE038 Deliverable Bonds CE050 Expiration Payment-vs-Payment CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE075 Notification/Allocation Summ CE120 ECC Delivery Report...

  • Page 647: Cntrperuntinamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 647 Format alphanumeric 1 Where used: TA110 Contract Maintenance 6.207 cntrPerUntInAmnt Description This field contains the in-the-money (positive) or out-of-the-money (negative) amount per unit. Format numeric signed 11, 5 Where used: CE030 Member Expiration CE710 Contract Expiration...

  • Page 648: Cntrstscod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 648 6.210 cntrStsCod Description This field contains the contract status code, which indicates its avail- ability for trading. Format alphanumeric 1 Valid Values Decodes Descriptions Active Inactive Where used: TA111 All Active/Inactive Series...

  • Page 649: Cntrtotitmamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 649 Valid Values Decodes Descriptions Active Expired Reporting Pending Where used: TA110 Contract Maintenance 6.213 cntrTotItmAmnt Description This field contains the total in-the-money amount for the contracts held in the option series.
  • Page 650 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 650 Where used: CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CA752 Capital Adjustment Positions Overview CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB020 Position Summary CB021 Position / Active Trd Summary...

  • Page 651: Cntrversnox

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 651 TC549 EBI Trade Maintenance TC810 Daily Trade Confirmation TD930 Daily Trade Statistics TT150 Optional Four Eye Principle TT750 Clearing Four Eye Principle 6.216 cntrVersNoX Description This field indicates the contract version number.

  • Page 652: Collgrplimfact

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 652 6.219 collGrpLimFact Description This field contains the limit factor used by Eurex to cut value of collateral deposits in a security type, before considering them for fulfilling margin requirement.

  • Page 653: Collval

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 653 Valid Values Decodes Descriptions Pending Approval Balance Reduced Confirmed Deleted Pend Eurex Adj Bal Onl Pending Eurex Blocked Pending Confirmation Rejected Expired Complete Incomplete Pending Error Sent to Cash Location Pending Approval CSD Blocked CSD GC...

  • Page 654: Collvalcash

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 654 Where used: CD033 Collateral Composition 6.224 collValCash Description This field contains the value of cash collateral deposits for the given pool ID. Format numeric 12, 2 Where used: CD033 Collateral Composition 6.225 collValClgCurr...

  • Page 655: Combtypcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 655 Where used: CD033 Collateral Composition 6.228 combTypCod Description This field contains the Combination type. Format alphanumeric 1 Where used: CB165 Eurex Fee Statement 6.229 compCaptAmnt Description The field contains the company capital requirement amount for clearing license of Eurex.

  • Page 656: Compcapttotal

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 656 Format numeric 5, 2 Where used: CD090 Overall Asset Summary 6.232 compCaptTotal Description This field contains maximum value from current/mid/long term requirement plus KRX contribution for company capital of a member. Format numeric signed 12 Where used:...

  • Page 657: Confirmamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 657 6.235 confirmAmnt Description This field contains the confirmed amount. Format numeric signed 14, 2 Where used: CE051 FX Transactions & Instructions 6.236 contribution Description This field shows contribution amount. Format numeric 12 Where used:...

  • Page 658: Couponfrq

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 658 Where used: RD135 Trade Enrichment Rule Status 6.239 couponFrq Description This field contains the textual specification for the coupon frequency, which is the number ofinterest payments (coupon) made annually. Format alphanumeric 32 Where used:...

  • Page 659: Couponvarref

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 659 6.242 couponVarRef Description This field contains the textual specification for the reference rate, which is used as the variable rate for the swap. It is applicable for EFS trans- actions only.

  • Page 660: Covtimpercent

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 660 Format TimeFormat Where used: TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement TD982 Special Report French Equity Options 6.246 covTimPercent Description This field contains the COVERED TIME per day in percentages.

  • Page 661: Cpnfreq

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 661 6.249 cpnFreq Description This field contains the coupon frequency, which is the number of interest payments (coupon) made annually. Format numeric 2 Where used: TC549 EBI Trade Maintenance 6.250 cpnRat Description This field contains the coupon rate, which is the yearly rate of interest a...

  • Page 662: Crossed

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 662 6.253 Crossed Description This flag indicates whether an order was partially or fully deleted due to self-match prevention. Format alphanumeric 1 Valid Values Decodes Descriptions SMP action took place No SMP action took place Where used:...

  • Page 663: Cshacctno2

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 663 Valid Values Decodes Descriptions CLEARING HOUSE MARGIN CLEARING FUND COMPANY CAPITAL REGULAR Where used: CD020 Collateral Movement/Coverage CD030 Security Expiration CD031 Daily Collateral Valuation CD032 Daily Guarantee CD080 Monthly Collateral Movement CD100 Audit Trail Coll Transactions 6.256 cshAcctNo2...

  • Page 664: Cshbsktrefid

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 664 6.258 cshBsktRefId Description The field contains the cash basket reference ID, which is a unique reference ID of the equity cash basket linked to the transaction. Format alphanumeric 20 Where used:...

  • Page 665: Cshlockeycod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 665 Where used: CC040 Liquidating Values CC740 Liquidating Values 6.262 cshLocKeyCod Description This field contains the cash location key code, which indicates where the cash account is maintained. Format alphanumeric 5 Where used:...

  • Page 666: Cshqty

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 666 6.265 cshQty Description This field contains the quantity of the cash leg (equities) resulting from a volatility strategy trade in equity options entered as a TES block trade.

  • Page 667: Cshrefid

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 667 6.268 cshRefId Description This field will contain a reference id which would be used to map a cash transaction to a particular member position. Format alphanumeric 9 Where used: CE050 Expiration Payment-vs-Payment...

  • Page 668: Ctpyacct

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 668 Where used: CD010 Daily Cash Account CM CD011 Daily Cash Account AH CD012 Daily Cash Account NCM / RC CD015 Detailed Account Statement CD072 Monthly Cash Account NCM / RC 6.271 ctpyAcct Description This field contains the CSD-account number of the counterparty, which...

  • Page 669: Ctrptysubgrpcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 669 Where used: TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance 6.274 ctrPtySubGrpCod Description This field contains the subgroup code of the counterparty. Format alphanumeric 3 Where used:...

  • Page 670: Currsetlmtprc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 670 Where used: CC011 Current Liquidating Margin CC031 Theoretical Values II CC711 Current Liquidating Margin 6.278 currSetlmtPrc Description This field contains the current settlement price of a contract. Format numeric 9, 5 Where used:...
  • Page 671 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 671 Where used: CA052 Capital Adjustment Positions CA752 Capital Adjustment Positions Overview CB001 Product and Price Report CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB020 Position Summary CB021 Position / Active Trd Summary...
  • Page 672 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 672 CC010 Premium Margin CC011 Current Liquidating Margin CC020 Futures Spread Margin CC031 Theoretical Values II CC033 Theoretical Values III CC034 Theoretical Prices CC040 Liquidating Values CC050 Daily Margin CC060 Daily Margin Summary CC080 Security/Cash Risk Position...

  • Page 673: Currtypcod_1

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 673 CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE075 Notification/Allocation Summ CE120 ECC Delivery Report CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment-vs-Payment Overview CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign Overview CE775 Notification/Allocation Information...

  • Page 674: Cust

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 674 Where used: CC040 Liquidating Values CC740 Liquidating Values 6.283 cust Description This field contains the customer-related information provided during the entry of the transaction. Format alphanumeric 12 Where used: CA054 Capital Adjustment Orders...

  • Page 675: Customerinstr

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 675 6.285 customerInstr Description This field refers to the rate identifier defined by the Futures Industry Association (FIA) and contains information about the way how the order has been entered in the system.

  • Page 676: Custto

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 676 Where used: CB165 Eurex Fee Statement 6.289 custTo Description This field contains the customer-related information for the transfer transaction, which was entered by the receiving member. It is meant for the member's internal usage and to signify the destination of the transfer transaction.

  • Page 677: Dailytranslimitpermemprod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 677 6.292 dailyTransLimitPerMemProd Description This field contains the Daily transaction limit per member and product. Format numeric 15 Where used: CB197 Excessive System Usage Fee 6.293 date Description This field contains the date of transaction, which will be in generic date format.

  • Page 678: Daycutlim

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 678 6.295 dayCutLim Description This field contain the day cut off limit. Format numeric 10 Where used: TD948 MTD - Permanent Market Making Strategy Quote Request Performance TD949 MTD - Advanced Market Making Strategy Quote Request Performance...

  • Page 679: Dayreqcompcapt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 679 Where used: CD090 Overall Asset Summary CD091 ISA Direct Mem. Asset Summary 6.299 dayReqCompCapt Description This field contains the company capital requirement on a daily level. Format numeric signed 12 Where used:...

  • Page 680: Daytesvol

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 680 Format numeric 4 Where used: TA115 Total Return Futures Parameters 6.303 dayTesVol Description This field contains the total TES contract volume of the current day. Format numeric 9 Where used:...

  • Page 681: Dealitem

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 681 6.306 dealItem Description This field contains the Deal Item ID - sequential number. Format numeric 10 Where used: TE810 T7 Daily Trade Confirmation 6.307 defaultClearingPriceOffset Description This field indicates the default value used to initialize the clearing price offset of new variance futures contracts.

  • Page 682: Delprotected

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 682 Where used: TT130 Risk Event Report TT131 Risk Event Trader Report 6.310 delProtected Description This field contains information whether a user is protected from deletion by the business unit service administrator. Format numeric 1 Decodes...

  • Page 683: Deltalnglimqty

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 683 Where used: TT130 Risk Event Report TT131 Risk Event Trader Report 6.313 deltaLngLimQty Description This field contains the delta long limit quantity, which is the accumu- lated quantity of buy orders for calls and sell orders for puts.

  • Page 684: Descr1

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 684 6.316 descr1 Description This field contains the description of the data in the report, which clearly demarcates different sections of the report. Format alphanumeric 130 Where used: CD033 Collateral Composition CD042 Daily Settlement Statement...

  • Page 685: Distributionindex

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 685 Where used: TA111 All Active/Inactive Series TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance 6.320 distributionIndex Description This field represent the Distribution Index entered for the business day. Format numeric signed 12, 6 Where used:...

  • Page 686: Dlvduedat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 686 Format alphanumeric 3 Where used: CE050 Expiration Payment-vs-Payment CE750 Expiration Payment-vs-Payment Overview 6.324 dlvDueDat Description This field contains the delivery due date of the collateral, for which a transaction is entered or modified in the current day.

  • Page 687: Dlvtrduntno

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 687 Where used: CE050 Expiration Payment-vs-Payment CE070 Exercise And Assign Summary CE750 Expiration Payment-vs-Payment Overview CE770 Exercise And Assign Overview 6.327 dlvTrdUntNo Description This field contains the delivery trade unit number for physically settled open deliveries.

  • Page 688: Dlyhghprcsignd

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 688 6.330 dlyHghPrcSignd Description This field indicates the highest trade price of the contract or external underlying recorded in the current day. Format numeric signed 9, 5 Where used: TE930 T7 Daily Trade Statistics 6.331 dlyIntAmnt...

  • Page 689: Dlysetlmtprc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 689 6.334 dlySetlmtPrc Description This field contains the daily settlement price. Format numeric 10, 5 Where used: CB064 Flx Cntr Daily Transactions CE120 ECC Delivery Report 6.335 downAdptIntRat Description This field contains the down-adapted interest rate, which is the rate...

  • Page 690: Ebitrdrefno

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 690 6.338 ebiTrdRefNo Description This field indicates the EBI (E- Brokerage Interface) trade reference number of the EBI multilateral trade. Format alphanumeric 6 Where used: TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance 6.339 ecbExchRat Description...

  • Page 691: Effmaxcalsprdqty

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 691 Where used: CB011 Std and Flx Cntr Dly Transactn CB021 Position / Active Trd Summary 6.342 effMaxCalSprdQty Description This field contains the effective maximum allowed future spread quantity for a trader in a given product.

  • Page 692: Elapsednotradingdays

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 692 Valid Values Decodes Descriptions Active Suspended Where used: RD115 User Profile Status 6.346 elapsedNoTradingDays Description This field indicates the number of elapsed trading days since the contract introduction.

  • Page 693: Enteringuser

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 693 Valid Values Decodes Descriptions Participant Role Assignment Maintenance User Role Assignment Maintenance Max Rights Maintenance User Entitlement Maintenance Where used: TT764 Four-eye Request Processing Entitlement 6.349 enteringUser Description This field indicates the user who entered the order.

  • Page 694: Entpartstatus

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 694 Where used: TT760 User Entitlement Status TT761 User Entitlement Changes TT762 Participant Entitlement Status TT763 Participant Entitlement Changes TT764 Four-eye Request Processing Entitlement 6.351 entPartStatus Description This field contains the changed .entitlement specific status.

  • Page 695: Entrytime

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 695 Where used: TE540 Daily Order Maintenance TE550 Open Order Detail 6.354 entryTime Description This field contains the original entry time of the given order, which is in generic time format.

  • Page 696: Entusrstatus

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 696 6.357 entUsrStatus Description This field contains the changed .entitlement specific status. of the user Format alphanumeric 1 Valid Values Decodes Descriptions Active Inactive Where used: TT761 User Entitlement Changes 6.358 envText Description...
  • Page 697 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 697 CB069 Transaction Report CB080 Premium Summary CB090 Premium Overall Summary CB095 Variation Mgn Overall Summary CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception-Positions CB130 Give-Up Trades History CB140 Accepted Give-Up Trades...
  • Page 698 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 698 CC034 Theoretical Prices CC040 Liquidating Values CC045 Additional Margin CC050 Daily Margin CC055 Daily Margin Offset CC060 Daily Margin Summary CC080 Security/Cash Risk Position CC100 Risk Values History for Limits CC710 Premium Margin CC711 Current Liquidating Margin CC720 Futures Spread Margin...
  • Page 699 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 699 CE056 End of Day CLS Settlement Report CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE075 Notification/Allocation Summ CE120 ECC Delivery Report CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment-vs-Payment Overview CE770 Exercise And Assign Overview...

  • Page 700: Eqbidaskqtyreqrflg

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 700 TD945 MTD - Regular Market Making Quote Request Performance TD946 MTD - Permanent Market Making Quote Request Performance TD947 MTD - Advanced Market Making Quote Request Performance TD948 MTD - Permanent Market Making Strategy Quote Request Performance TD949 MTD - Advanced Market Making Strategy Quote Request...

  • Page 701: Eqcaptmin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 701 Format alphanumeric 1 Valid Values Decodes Descriptions Where used: TA111 All Active/Inactive Series 6.360 eqCaptMin Description This field contains the minimum company capital usage of the clearing member if calculated clearing fund requirements are smaller Format numeric 12...

  • Page 702: Eqcapttotal

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 702 6.363 eqCaptTotal Description This field contains total company capital provided by ISA Direct Member (summed up securities and cash). The amount is valued in euro. Format numeric 12 Where used:...

  • Page 703: Exchnam

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 703 Format alphanumeric 4 Valid Values Decodes Descriptions XEUR Eurex XEEX XETR Xetra XFRA Boerse Frankfurt XSWX Swiss Exchange XEUB Eurex Bonds XISX International Securities Exchange XEPD EEX Power Derivatives XEEM...
  • Page 704 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 704 Valid Values Decodes Descriptions EUREX Eurex Where used: CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CA752 Capital Adjustment Positions Overview CA770 Account Maintenance CB001 Product and Price Report CB010 Position Detail...
  • Page 705 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 705 CB225 Daily Eurex Fines CB235 Daily Security Collateral Fee Statement CB315 Daily Clearing Fees - Bonds CB320 Daily Clearing Fees - Equities CB325 Daily Service Fees CB330 Daily Settlement Fees CB350 Monthly Fee Statement CB702 Cash Settled Contracts Overview...
  • Page 706 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 706 CD033 Collateral Composition CD037 Claim Amount Based Collaterals CD040 Monthly Guarantee Expiration CD042 Daily Settlement Statement CD043 ECM: Value Based Alloc. Method CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD072 Monthly Cash Account NCM / RC CD080 Monthly Collateral Movement...
  • Page 707 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 707 RD135 Trade Enrichment Rule Status RD140 Pre-trade Limits Maintenance - Trading Participant RD145 Pre-trade Limits Status - Trading Participant RD155 Pre-trade Limits Status - Clearing Participant TA110 Contract Maintenance TA111 All Active/Inactive Series TA113 Complex and Flexible Instrument Definition...

  • Page 708: Exchrat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 708 TT121 Member Underlying Maintenance TT125 Trader Underlying Status TT126 Member Underlying Status TT130 Risk Event Report TT131 Risk Event Trader Report TT132 Market Maker Protection TT133 Trading Risk Events TT150 Optional Four Eye Principle TT750 Clearing Four Eye Principle...

  • Page 709: Exchratpdvd

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 709 6.370 exchRatPdVd Description This field contains the adjusted exchange rate for the price-down/ volatility-down scenario. Format numeric signed 15, 6 Where used: CC045 Additional Margin CC745 Additional Margin 6.371 exchRatPdVn Description...

  • Page 710: Exchratpuvn

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 710 Where used: CC045 Additional Margin CC745 Additional Margin 6.374 exchRatPuVn Description This field contains the adjusted exchange rate for the price-up/ volatility-neutral scenario. Format numeric signed 15, 6 Where used: CC045 Additional Margin CC745 Additional Margin...

  • Page 711: Execprc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 711 6.377 execPrc Description This field contains the order execution price, which may be different from the limit price provided by the participant. In case of SMP (Self- Match Prevention), this field contains the price level at which the self- match was prevented.

  • Page 712: Exerprcdcml

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 712 6.380 exerPrcDcml Description This field contains the number of displayed decimals in the exercise price. Format numeric 4 Where used: TA111 All Active/Inactive Series 6.381 exerQty Description This field contains the number of exercised contracts.

  • Page 713: Exervol

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 713 Valid Values Decodes Descriptions American European Where used: CA752 Capital Adjustment Positions Overview CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB021 Position / Active Trd Summary CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CB102 Cash Settled Contracts...

  • Page 714: Expdat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 714 Where used: CR010 Clearing Ranking 6.385 expDat Description This field contains the expiration date of the contract. Format DateFormat Where used: CE035 Expired Series CE735 Expired Series Information TA111 All Active/Inactive Series TA114 Variance Futures Parameter TA115 Total Return Futures Parameters...

  • Page 715: Expsettldate

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 715 6.388 expSettlDate Description This field represents the Expiration Settlement Date, i.e. the Expiration Date of the contract plus the Business Day Offset. Format DateFormat Where used: TA115 Total Return Futures Parameters 6.389 expToBeQuot Description...

  • Page 716: Factdat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 716 Format numeric signed 12, 2 Where used: CE075 Notification/Allocation Summ CE775 Notification/Allocation Information 6.392 factDat Description This field indicates the reporting business day. Format DateFormat Where used: TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement...

  • Page 717: Fee

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 717 6.395 fee Description This field contains the fee floor/fixed. Format numeric 10, 4 Where used: CB315 Daily Clearing Fees - Bonds CB320 Daily Clearing Fees - Equities CB325 Daily Service Fees 6.396 feeAdjInd Description...

  • Page 718: Feeamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 718 Format numeric 15, 2 Where used: CB187 Monthly Rebates Overview 6.399 feeAmnt Description This field contains the fee amount for the contract. Format numeric signed 11, 2 Where used: CB167 Late Closing Fees 6.400 feeByUnt...

  • Page 719: Feecapamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 719 Format alphanumeric 1 Where used: CB167 Late Closing Fees 6.403 feeCapAmnt Description This field contains market maker rebate amount. Format numeric 11, 2 Where used: CB169 MM Fee Refund 6.404 feeEUR Description...

  • Page 720: Feeindcattyp

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 720 Format numeric signed 11, 2 Where used: CB192 Monthly Fee Statement 6.407 feeIndCatTyp Description This field contains the fee name. Format alphanumeric 30 Where used: CB192 Monthly Fee Statement 6.408 feeIndTyp Description...

  • Page 721: Feeoverl

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 721 Where used: CB169 MM Fee Refund 6.410 feeOverl Description This field contains the fee overall. Format numeric 15, 2 Where used: CB187 Monthly Rebates Overview 6.411 feeReb Description...

  • Page 722: Feetypcodx

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 722 Where used: CB315 Daily Clearing Fees - Bonds CB320 Daily Clearing Fees - Equities CB325 Daily Service Fees CB330 Daily Settlement Fees CB350 Monthly Fee Statement 6.414 feeTypCodX Description This field contains the Fee Type Text.

  • Page 723: Feevol

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 723 6.417 feeVol Description Fee basis for rebate calculation (only relevant for ATP rebate). Format numeric 10, 4 Where used: CB350 Monthly Fee Statement 6.418 finalIndex Description This field represents the Final Index set to the daily Underlying Index and used for the Preliminary to Final price conversion.

  • Page 724: Finsetlmttim

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 724 Where used: CB702 Cash Settled Contracts Overview CE050 Expiration Payment-vs-Payment CE750 Expiration Payment-vs-Payment Overview 6.421 finSetlmtTim Description This field indicates the final settlement time at the expiration day. Format TimeFormat Where used:...

  • Page 725: Flexidcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 725 Format alphanumeric 32 Where used: TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail 6.425 flexIdCod Description This field contains the Flexible Contracts ID. Format alphanumeric 12 Where used:...

  • Page 726: Flrlimflg

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 726 6.428 flrLimFlg Description This field indicates the floor limit of synchronous transactions, which is the minimum amount of transactions that a member can perform on a product without charges even if he does not trade on it.

  • Page 727: Flxcntrmtncod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 727 6.431 flxCntrMtnCod Description This field contains the flexible contract maintenance code, which indicates the status of the traded flexible contract. Format alphanumeric 1 Valid Values Decodes Descriptions Approve Trade...

  • Page 728: Flxcntrsynprodid

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 728 Where used: CB011 Std and Flx Cntr Dly Transactn CB064 Flx Cntr Daily Transactions 6.432 flxCntrSynProdId Description This field contains a synthetical product ID for flexible contracts. It is derived from regular product ID by configuring it according to the settlement type and exercise type.

  • Page 729: Flxcntrtrnidno

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 729 Where used: TA111 All Active/Inactive Series 6.434 flxCntrTrnIdNo Description This field contains the transaction ID number of the flexible contract. Format numeric 9 Where used: CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CB102 Cash Settled Contracts...

  • Page 730: Flxoptcntrexerprc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 730 Valid Values Decodes Descriptions Assigned Closed Deleted Exercised Given up Inverse Notified Allocated Delv. to CCP Pending Delv Ratified Settled Pos Transfer Unratified M2M Prem SOD Expired Where used: CB001 Product and Price Report...

  • Page 731: Foureyesappract

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 731 CC740 Liquidating Values CE050 Expiration Payment-vs-Payment CE071 OptOn Fut ExerAssign Summary TA113 Complex and Flexible Instrument Definition TT150 Optional Four Eye Principle 6.437 fourEyesApprAct Description This field contains the Approval Action.

  • Page 732: Foureyesstatus

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 732 6.440 fourEyesStatus Description This field indicates the status of the four-eye. Format alphanumeric 20 Valid Values Decodes Descriptions Pending Pending Approve Approve Reject Reject Delete Delete System Delete System Delete...

  • Page 733: Freetext3

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 733 Where used: RD135 Trade Enrichment Rule Status TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail 6.443 freeText3 Description This field contains the text entered by the participant. For Eurex Classic this fields displays the content of the UarOrdrNum field.

  • Page 734: Fulfillid

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 734 Format alphanumeric 1 Valid Values Decodes Descriptions Where used: TD943 Daily Permanent Market Making Strategy Quote Request Performance TD944 Daily Advanced Market Making Strategy Quote Request Perfor- mance TD948 MTD - Permanent Market Making Strategy Quote Request Performance...

  • Page 735: Fulfpackeqtind

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 735 6.447 fulfPackEqtInd Description This field indicates whether the market maker package requirement for the minimum number of equity products is fulfilled. Format alphanumeric 1 Valid Values Decodes Descriptions Where used:...

  • Page 736: Fulfviolind

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 736 Valid Values Decodes Descriptions Where used: TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement 6.450 fulfViolInd Description This field indicates whether the sum of violations is less or equal to the maximum number of tolerated violation days.

  • Page 737: Fullrebvol

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 737 6.452 fullRebVol Description This field contains the fully rebated volume. Format numeric 15 Where used: CB169 MM Fee Refund CB179 Monthly Rebate Report CB187 Monthly Rebates Overview 6.453 fundingDays Description This field represents the Funding Days calculated as the calendar day...

  • Page 738: Givupacptind

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 738 Where used: CD092 Asset Summary Aggregation 6.456 givUpAcptInd Description This field contains the give-up accept indicator, which indicates whether the give-up has been accepted by the give-up member's clearing member.

  • Page 739: Goodquoreqresp

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 739 Valid Values Decodes Descriptions Predesign. Given-Up Taken-Up Rejected Undesign. Deleted Changed GU-Accepted TU-Accepted Where used: CB001 Product and Price Report CB130 Give-Up Trades History CB140 Accepted Give-Up Trades CB150 Take-Up Trades History CB160 Accepted Take-Up Trades CB165 Eurex Fee Statement...

  • Page 740: Gracefactor

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 740 6.460 graceFactor Description This field contains a Grace Factor which allows Market Makers with Quote Performance lower than the Market Maker performance requirement to be eligible for the Market Maker Floor. Format numeric 5, 4 Where used:...

  • Page 741: Guaramnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 741 Valid Values Decodes Descriptions Good-till-canceled Where used: CA054 Capital Adjustment Orders 6.464 guarAmnt Description This field contains the nominal value of the guarantee. Format numeric 9 Where used: CD032 Daily Guarantee CD040 Monthly Guarantee Expiration...

  • Page 742: Guaridcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 742 6.467 guarIdCod Description This field contains the guarantor ID code. Format alphanumeric 5 Where used: CD032 Daily Guarantee 6.468 guarNam Description This field contains the guarantor name. Format alphanumeric 40 Where used:...

  • Page 743: Guartext

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 743 6.471 guarText Description This field contains the comments regarding the guarantee (used by Eurex). Format alphanumeric 60 Where used: CD040 Monthly Guarantee Expiration 6.472 guarTotBalAmnt Description This field contains the total guarantee amount maintained by the member to cover for its margin requirements in the margin class...

  • Page 744: Gutsts

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 744 6.474 gutSts Description This field indicates the status of give-up transactions/orders. Format alphanumeric 2 Where used: CB120 Member Exception-Positions 6.475 hdgTyp Description This field indicates the hedge type used in the off-book trade. Format alphanumeric 3 Valid Values...

  • Page 745: Highprc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 745 Format alphanumeric 35 Where used: CB330 Daily Settlement Fees 6.478 highPrc Description This field contains the higher price since start of trading. Format numeric signed 9, 5 Where used: TE910 T7 Daily Trade Activity 6.479 inactivated...

  • Page 746: Indivgrossshortamntaudineur

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 746 6.481 indivGrossShortAmntAUDinEUR Description This field contains the individual Gross Short Amount in AUD converted into EUR Format numeric 14, 2 Where used: CE055 FX Settlement Limit Report 6.482 indivGrossShortAmntCHFinEUR Description This field contains the individual Gross Short Amount in CHF...

  • Page 747: Indivgrossshortamntjpyineur

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 747 6.485 indivGrossShortAmntJPYinEUR Description This field contains the individual Gross Short Amount in JPY converted into EUR Format numeric 14, 2 Where used: CE055 FX Settlement Limit Report 6.486 indivGrossShortAmntNZDinEUR Description This field contains the individual Gross Short Amount in NZD...

  • Page 748: Indivgrossshortoverallineur2

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 748 6.489 indivGrossShortOverAllInEUR2 Description This field contains the Individual Gross Short overall amount two converted into EUR Format numeric 14, 2 Where used: CE055 FX Settlement Limit Report 6.490 indivLimitAmntAUDinEUR Description This field contains the individual Limit Amount in AUD converted into...

  • Page 749: Indivlimitamntgbpineur

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 749 6.493 indivLimitAmntGBPinEUR Description This field contains the individual Limit Amount in GBP converted into Format numeric 14, 2 Where used: CE055 FX Settlement Limit Report 6.494 indivLimitAmntJPYinEUR Description This field contains the individual Limit Amount in JPY converted into...

  • Page 750: Indivlimitoverallineur1

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 750 6.497 indivLimitOverAllinEUR1 Description This field contains the Individual Limit one overall amount converted into EUR Format numeric 14, 2 Where used: CE055 FX Settlement Limit Report 6.498 indivLimitOverAllinEUR2 Description This field contains the Individual Limit two overall amount converted...

  • Page 751: Instbusdate

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 751 Where used: TT761 User Entitlement Changes TT763 Participant Entitlement Changes TT764 Four-eye Request Processing Entitlement 6.501 instBusDate Description This field represents the Business date on which the following TRF Instrument Parameters apply.

  • Page 752: Instrumentmnemonic

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 752 Where used: TA113 Complex and Flexible Instrument Definition TA114 Variance Futures Parameter TA115 Total Return Futures Parameters TE535 Cross and Quote Requests TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation...

  • Page 753: Instrumenttype

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 753 Where used: TA113 Complex and Flexible Instrument Definition 6.506 instrumentType Description This field contains the instrument type code. Format alphanumeric 1 Valid Values Decodes Descriptions SIMPLE Simple Instrument O-STRAT...

  • Page 754: Instsubtypcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 754 6.508 instSubTypCod Description This field contains the Instrument subtype code. Format alphanumeric 6 Where used: CB165 Eurex Fee Statement 6.509 instTradDat Description This field indicates the trading date of the variance futures instrument parameters.

  • Page 755: Intratpct

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 755 Where used: CD230 Monthly Interest Report 6.512 intRatPct Description This field contains the percentage rate at which a member gets interest on its cash collateral deposits from Eurex. Format numeric signed 6, 5 Where used:...

  • Page 756: Isbroker

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 756 Where used: CB193 Monthly Connections and Services 6.516 isBroker Description This field indicates when the TES trade is entered by a broker, i.e. when the initiating user is not an approving trader. Format alphanumeric 1 Valid Values...

  • Page 757: Isusflg

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 757 Format alphanumeric 12 Where used: CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement CB225 Daily Eurex Fines CB315 Daily Clearing Fees - Bonds CB320 Daily Clearing Fees - Equities CB325 Daily Service Fees CB330 Daily Settlement Fees...

  • Page 758: Itmamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 758 6.520 itmAmnt Description This field contains the in-the-money amount. Format numeric signed 11, 2 Where used: CB063 Flx Cntr Transactn Overview 6.521 itmAmntConfig Description The field shows the In-the-Money amount configuration for a combi- nation of product and account groups.

  • Page 759: Itmperuntamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 759 6.524 itmPerUntAmnt Description This field contains the in-the-money amount per trading unit. Format numeric 9, 5 Where used: CE010 In-the-money Advisory 6.525 itmShtAmnt Description This field contains the in-the-money amount of the short positions. The abandoned short positions are also included in calculating the in-the- money amount.

  • Page 760: Krxcontribmax

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 760 Where used: CD090 Overall Asset Summary 6.528 KRXContribMax Description This field contains maximum KRX clearing fund contribution for the member. Format numeric 12 Where used: CD090 Overall Asset Summary 6.529 KRXContribMid Description...

  • Page 761: Krxidno

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 761 Format numeric 12 Where used: CD090 Overall Asset Summary 6.532 krxIdNo Description This field contains a reference number agreed upon between the exchange participant and its KRX member Format alphanumeric 9 Where used:...

  • Page 762: Land

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 762 6.535 land Description This field contains the country name. Format alphanumeric 25 Where used: CB186 Monthly Rebates TDP 6.536 lastPrivUpdDat Description This field indicates the date at which the entitlement settings for this privilege entry were last changed for the Participant/User.

  • Page 763: Legno

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 763 6.539 legNo Description This field indicates the leg number of the contract. Format alphanumeric 7 Valid Values Decodes Descriptions 1ST LEG 1st Leg 2ND LEG 2nd Leg Where used: CB315 Daily Clearing Fees - Bonds...

  • Page 764: Limexcind

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 764 Where used: RD115 User Profile Status 6.542 limExcInd Description This field indicates whether the member has exceeded the transaction limit. Format alphanumeric 1 Valid Values Decodes Descriptions Where used:...

  • Page 765: Limitusageamntchfineur

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 765 6.545 limitUsageAmntCHFInEUR Description This field contains the limit Usage Amount in CHF converted into EUR Format numeric 14, 2 Where used: CE055 FX Settlement Limit Report 6.546 limitUsageAmntEURInEUR Description This field contains the limit Usage Amount in EUR converted into EUR...

  • Page 766: Limitusageamntnzdineur

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 766 6.549 limitUsageAmntNZDInEUR Description This field contains the limit Usage Amount in NZD converted into EUR Format numeric 14, 2 Where used: CE055 FX Settlement Limit Report 6.550 limitUsageAmntUSDInEUR Description This field contains the limit Usage Amount in USD converted into EUR...

  • Page 767: Limordrprc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 767 6.553 limOrdrPrc Description This field contains the order limit price, which is limit price provided by the participant. Format numeric signed 9, 5 Where used: TE540 Daily Order Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation...

  • Page 768: Lineid

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 768 Valid Values Decodes Descriptions Standard Where used: CB069 Transaction Report TD980 Excessive System Usage Report 6.557 lineId Description This field contains the Line Id. Format numeric 20 Where used: CB193 Monthly Connections and Services...

  • Page 769: Liquvaluepdvu

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 769 6.560 liquValuePdVu Description This field contains liquidating value for the price-down/volatility-up scenario. Format numeric signed 12, 2 Where used: CC040 Liquidating Values CC740 Liquidating Values 6.561 liquValuePuVd Description This field contains liquidating value for the price-up/volatility-down...

  • Page 770: Liqvalrowname

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 770 Where used: CC040 Liquidating Values CC740 Liquidating Values 6.564 liqValRowName Description Row names for CC040 report - they are constants, but as we need both column names and row names, we have to implement the row names like variables.

  • Page 771: Lngshtind

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 771 6.566 lngShtInd Description This field indicates whether the position is Long (L) or Short (S) or Net- equal ( ). Format alphanumeric 1 Valid Values Decodes Descriptions Long...

  • Page 772: Lngtermreqcompcapt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 772 6.569 lngTermReqCompCapt Description This field contains the member's company capital requirement. Format numeric signed 12 Where used: CD090 Overall Asset Summary 6.570 lngTermReqEqCapt Description This field contains the member's average company capital requirement.

  • Page 773: Lstsetlmtprc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 773 6.573 lstSetlmtPrc Description This field contains the last settlement price. Format numeric 9, 5 Where used: CA051 Capital Adjustment Series CB021 Position / Active Trd Summary CB063 Flx Cntr Transactn Overview CC010 Premium Margin CC710 Premium Margin...

  • Page 774: Maintoperation

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 774 6.576 maintOperation Description The field describes the maintenance operation of the process. Format alphanumeric 6 Valid Values Decodes Descriptions Modify Modify Delete Delete Where used: CA770 Account Maintenance CE790 In-the-money Configuration TT770 Password Change...

  • Page 775: Matchstep

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 775 Format numeric 10 Where used: TE540 Daily Order Maintenance TE550 Open Order Detail TE812 Daily Prevented Self-Matches 6.580 matchStep Description This field contains match step ID - sequential number. Format numeric 10 Where used:...

  • Page 776: Matudat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 776 Where used: CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6.583 matuDat Description This field contains the maturity date of bond, after which the bond ceases to exist.

  • Page 777: Maxnobookordersbu

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 777 6.586 maxNoBookOrdersBu Description This field contains the Maximum number of open orders and quote sides on on trading business unit level for a specific product. Format numeric 6 Where used:...

  • Page 778: Maxnobookordersperoptionses

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 778 Where used: RD145 Pre-trade Limits Status - Trading Participant RD155 Pre-trade Limits Status - Clearing Participant 6.590 maxNoBookOrdersPerOptionSes Description This field contains the Maximum number of open orders and quote sides on single session level for all options.

  • Page 779: Maxprice

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 779 6.593 maxPrice Description This field contains the maximum price to apply to any order or quote side for the product. The number of decimal places allowed is limited by the product related data field dispDcml.

  • Page 780: Membclgidcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 780 Format alphanumeric 1 Where used: CB120 Member Exception-Positions 6.597 membClgIdCod Description This field indicates the general clearing member or direct clearing member. Format alphanumeric 5 Where used: CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders...
  • Page 781 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 781 CB187 Monthly Rebates Overview CB191 Monthly TES Late Entry Fine CB192 Monthly Fee Statement CB193 Monthly Connections and Services CB196 Daily Overall Fee Summary CB197 Excessive System Usage Fee CB225 Daily Eurex Fines CB235 Daily Security Collateral Fee Statement CB315 Daily Clearing Fees - Bonds...
  • Page 782 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 782 CD030 Security Expiration CD031 Daily Collateral Valuation CD032 Daily Guarantee CD033 Collateral Composition CD037 Claim Amount Based Collaterals CD040 Monthly Guarantee Expiration CD042 Daily Settlement Statement CD043 ECM: Value Based Alloc.

  • Page 783: Membclgidcod_1

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 783 TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement TD982 Special Report French Equity Options TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self-Matches TT121 Member Underlying Maintenance TT126 Member Underlying Status TT130 Risk Event Report...

  • Page 784: Membclgidcodfrom

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 784 6.601 membClgIdCodFrom Description This field indicates the clearing member ID of the delivering member. Format alphanumeric 5 Where used: CB120 Member Exception-Positions CD033 Collateral Composition CD042 Daily Settlement Statement CI042 Margin Call CN042 Night Margin Call...

  • Page 785: Membcsdact

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 785 6.604 membCsdAct Description This field contains the member's account at the central securities depository (CSD). Format alphanumeric 12 Where used: CD020 Collateral Movement/Coverage CD030 Security Expiration CD031 Daily Collateral Valuation CD037 Claim Amount Based Collaterals CD080 Monthly Collateral Movement...
  • Page 786 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 786 Format alphanumeric 5 Where used: CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CA752 Capital Adjustment Positions Overview CA770 Account Maintenance CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB020 Position Summary CB021 Position / Active Trd Summary...
  • Page 787 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 787 CB790 Premium Information CB795 Variation Margin Information CC010 Premium Margin CC011 Current Liquidating Margin CC020 Futures Spread Margin CC040 Liquidating Values CC045 Additional Margin CC050 Daily Margin CC055 Daily Margin Offset CC060 Daily Margin Summary CC080 Security/Cash Risk Position...
  • Page 788 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 788 CE790 In-the-money Configuration CI042 Margin Call CI050 Daily Margin CI060 Daily Margin Summary CN042 Night Margin Call CN050 Nightly Margin CN060 Nightly Margin Summary CR010 Clearing Ranking TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance...

  • Page 789: Membexchidcod_1

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 789 6.608 membExchIdCod_1 Description This field contains the exchange member. Format alphanumeric 5 Where used: CD091 ISA Direct Mem. Asset Summary 6.609 membExchIdCodAllc Description This field contains the code of the exchange member for the allocated contracts.

  • Page 790: Membexchidcodfrom

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 790 Where used: TC549 EBI Trade Maintenance 6.612 membExchIdCodFrom Description This field indicates the member, which initiated the give-up or position transfer transaction. Format alphanumeric 5 Where used: CB120 Member Exception-Positions CB150 Take-Up Trades History...

  • Page 791: Membexchidcodobo

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 791 6.615 membExchIdCodObo Description This field indicates the name of the institution in the context of acting on-behalf-of an exchange member. Format alphanumeric 5 Where used: CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement...

  • Page 792: Membexchidcodto

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 792 6.617 membExchIdCodTo Description This field indicates the name of the member, which received the trans- action related to give-up, take-up and position transfer Format alphanumeric 5 Where used: CB011 Std and Flx Cntr Dly Transactn CB030 Position Transfer Overview...

  • Page 793: Membid

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 793 6.619 membId Description This field contains the member ID. Format alphanumeric 5 Where used: CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CA752 Capital Adjustment Positions Overview CA770 Account Maintenance CB001 Product and Price Report...
  • Page 794 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 794 CB196 Daily Overall Fee Summary CB197 Excessive System Usage Fee CB225 Daily Eurex Fines CB235 Daily Security Collateral Fee Statement CB315 Daily Clearing Fees - Bonds CB320 Daily Clearing Fees - Equities CB325 Daily Service Fees CB330 Daily Settlement Fees...
  • Page 795 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 795 CD031 Daily Collateral Valuation CD032 Daily Guarantee CD033 Collateral Composition CD037 Claim Amount Based Collaterals CD040 Monthly Guarantee Expiration CD042 Daily Settlement Statement CD043 ECM: Value Based Alloc. Method CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD072 Monthly Cash Account NCM / RC...
  • Page 796 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 796 RD125 User Transaction Size Limit Status RD130 Trade Enrichment Rule Maintenance RD135 Trade Enrichment Rule Status RD140 Pre-trade Limits Maintenance - Trading Participant RD145 Pre-trade Limits Status - Trading Participant RD155 Pre-trade Limits Status - Clearing Participant TA110 Contract Maintenance TA111 All Active/Inactive Series...

  • Page 797: Memblglnam

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 797 6.620 membLglNam Description This field contains the legal name of the member. Format alphanumeric 40 Where used: CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CA752 Capital Adjustment Positions Overview CA770 Account Maintenance...
  • Page 798 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 798 CB192 Monthly Fee Statement CB193 Monthly Connections and Services CB196 Daily Overall Fee Summary CB197 Excessive System Usage Fee CB225 Daily Eurex Fines CB235 Daily Security Collateral Fee Statement CB315 Daily Clearing Fees - Bonds CB320 Daily Clearing Fees - Equities CB325 Daily Service Fees...
  • Page 799 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 799 CD020 Collateral Movement/Coverage CD030 Security Expiration CD031 Daily Collateral Valuation CD032 Daily Guarantee CD033 Collateral Composition CD037 Claim Amount Based Collaterals CD040 Monthly Guarantee Expiration CD042 Daily Settlement Statement CD043 ECM: Value Based Alloc.
  • Page 800 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 800 RD115 User Profile Status RD120 User Transaction Size Limit Maintenance RD125 User Transaction Size Limit Status RD130 Trade Enrichment Rule Maintenance RD135 Trade Enrichment Rule Status RD140 Pre-trade Limits Maintenance - Trading Participant RD145 Pre-trade Limits Status - Trading Participant RD155 Pre-trade Limits Status - Clearing Participant...

  • Page 801: Membpropctpyidcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 801 TT762 Participant Entitlement Status TT763 Participant Entitlement Changes TT764 Four-eye Request Processing Entitlement TT770 Password Change 6.621 membPropCtpyIdCod Description This field contains the ID of the proposed counterparty for the flexible contract transaction.

  • Page 802: Membtxnnode

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 802 Valid Values Decodes Descriptions Stopped Released Where used: TT130 Risk Event Report TT131 Risk Event Trader Report 6.624 membTxnNode Description This field contains the identification number of the Member Integration System Server (MISS) used by the member to perform the transac- tions.

  • Page 803: Mgnamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 803 Where used: CC045 Additional Margin CC745 Additional Margin 6.627 mgnAmnt Description This field contains the margin amount, which is provided by member to cover Eurex Clearing's risk of member default. It can be provided in cash, evaluated securities or company capital itself.

  • Page 804: Mgnclscurr

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 804 CC050 Daily Margin CC080 Security/Cash Risk Position CC710 Premium Margin CC711 Current Liquidating Margin CC720 Futures Spread Margin CC740 Liquidating Values CC745 Additional Margin CC750 Daily Margin CC780 Security/Cash Risk Position CI050 Daily Margin CN050 Nightly Margin...

  • Page 805: Mgnclscurrriskrow

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 805 Format alphanumeric 3 Where used: CC045 Additional Margin CC745 Additional Margin 6.633 mgnClsCurrRiskRow Description This field contains the margin class currency in risk row (it's referenced by refDisplAlign, therefore separate type is needed).

  • Page 806: Mgnclsexpmthdat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 806 6.636 mgnClsExpMthDat Description This field indicates the expiration month of the margin class. Format numeric 2 Valid Values Decodes Descriptions Where used: CC040 Liquidating Values CC045 Additional Margin CC740 Liquidating Values CC745 Additional Margin...

  • Page 807: Mgnfctrpct

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 807 6.638 mgnFctrPct Description This field contains the margin factor in percent, which is the maximum assumed price fluctuation in the underlying through the end of the following day.

  • Page 808: Mgnlngallbal

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 808 Where used: CC050 Daily Margin CC750 Daily Margin CI050 Daily Margin CN050 Nightly Margin 6.641 mgnLngAllBal Description This field contains the margin long allocated balance, which is the number of open/allocated long contracts.

  • Page 809: Mgnofstclgcurr

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 809 6.644 mgnOfstClgCurr Description This field contains the margin offset in the clearing currency, which is the difference between margin surplus and margin shortfall. It is used to reduce the total margin requirement of clearing members operating in different currencies, further improving the efficient use of capital.

  • Page 810: Mgnpremiumamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 810 Format alphanumeric 1 Valid Values Decodes Descriptions Absolute in the security settlement currency. Percentage Where used: CC033 Theoretical Values III CC034 Theoretical Prices 6.648 mgnPremiumAmnt Description This field contains the margin premium amount for positions on option products subject to traditional style premium posting.

  • Page 811: Mgnreqpropecm

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 811 6.650 mgnReqPropEcm Description Margin Requirment of a Clearer on Account PP together with Shortfall of all segregated Pools Format numeric 14, 2 Where used: CD043 ECM: Value Based Alloc. Method 6.651 mgnReqrAmnt Description This field contains the margin requirement of a clearing member in...

  • Page 812: Mgnstyle

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 812 Format numeric signed 13, 2 Where used: CC050 Daily Margin CC750 Daily Margin CI050 Daily Margin CN050 Nightly Margin 6.654 mgnStyle Description This field indicates the margin style applicable for the product. Format alphanumeric 1 Where used:...

  • Page 813: Midtermreqclrfun

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 813 6.657 midTermReqClrFun Description This field contains the mid term requirement clearing fund, which is the member's average clearing fund requirement over a specified short time interval. Format numeric signed 12 Where used:...

  • Page 814: Minmajrat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 814 Where used: TA111 All Active/Inactive Series 6.661 minMajRat Description The field contains the adjusted exchange rate, which is used to convert from margin class currency to clearing currency. Format numeric 10, 6 Where used:...

  • Page 815: Mktdpth

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 815 6.664 mktDpth Description This field contains the maximum orderbook depth for the product in the Enhanced Broadcast Solution stream. Format numeric 2 Where used: TA111 All Active/Inactive Series 6.665 mktGrpNam Description This field contains the market group name.

  • Page 816: Mktshr

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 816 6.667 mktShr Description This field contains market share, which is the member's percentage share out of the total contract volume on a product. Format numeric 5, 2 Where used: CR010 Clearing Ranking TR010 Trading Ranking...

  • Page 817: Mktshrp

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 817 Format numeric 5, 2 Where used: TR010 Trading Ranking 6.671 mktShrP Description This field contains market share proprietary, which is the member's percentage share out of the total contract volume on a product through proprietary account.

  • Page 818: Mmbase

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 818 Where used: TT760 User Entitlement Status TT761 User Entitlement Changes TT762 Participant Entitlement Status TT763 Participant Entitlement Changes TT764 Four-eye Request Processing Entitlement 6.674 mmBase Description This field contains Market Maker Base value on that day, which applies to the spread quality on this day...

  • Page 819: Mmpdelta

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 819 Valid Values Decodes Descriptions Modify Delete Load Check Quote Where used: TT132 Market Maker Protection 6.677 mmpDelta Description This field contains the market marker protection delta. Format numeric 10 Where used:...

  • Page 820: Mmprgrmcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 820 Valid Values Decodes Descriptions MMPARA Market Maker Parameter Update INACTI Quote Inactivation REACTI Quote Reactivation MMPROT Market Maker Protection Where used: TT132 Market Maker Protection 6.680 mmPrgrmCod Description This field contains the information on the MM program on that trading...

  • Page 821: Mmpvolume

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 821 6.683 mmpVolume Description This field contains the market marker protection volume. Format numeric 10 Where used: TT132 Market Maker Protection 6.684 mmReq Description This field shows Market Maker requirement to be fulfilled on that trading day to be eligible for Market Maker fee structure for that Month.

  • Page 822: Movavgtransdate

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 822 Valid Values Decodes Descriptions Standard pricing High Turnover pricing Gold pack Silver pack Bronze pack Where used: CB182 Monthly OTC CCP Fee Statement 6.687 movAvgTransDate Description This field contains the starting date of the 250 day average calculation excl.

  • Page 823: Mtdcutlim

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 823 6.690 mtdCutLim Description This field contains monthly cut limit, which is the maximum number of quote requests used for calculating the violation percentage. Format numeric 10 Where used: TD945 MTD - Regular Market Making Quote Request Performance TD946 MTD - Permanent Market Making Quote Request Performance...

  • Page 824: Mtdtesvol

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 824 Where used: TD981 Month-to-Date OTR 6.694 mtdTesVol Description This field contains the monthly TES contract volume in the current month. Format numeric 9 Where used: TE930 T7 Daily Trade Statistics 6.695 mtdTotVol Description...

  • Page 825: Mthpackreqeqt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 825 Format numeric 12 Where used: CB186 Monthly Rebates TDP 6.698 mthPackReqEqt Description This field contains the number of equity options that must be fulfilled within the market maker package. This is less or equal to the number of equity products within the package.

  • Page 826: Mthreqquoreqviolp

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 826 Where used: TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement TD982 Special Report French Equity Options 6.701 mthReqQuoReqViolP Description This field contains the required the violation percentage, based on the valid quote request violations in proportion to the valid quote requests...

  • Page 827: Mtncod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 827 Where used: TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement 6.704 mtnCod Description This field contains the maintenance code, which indicates the last activity performed.

  • Page 828: Mtnmbr

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 828 Where used: CB001 Product and Price Report 6.705 mtnMbr Description This field contains the maintenance member ID. Format alphanumeric 5 Where used: TT130 Risk Event Report TT131 Risk Event Trader Report 6.706 nbrEqtOptToBeQuot Description...

  • Page 829: Nbridxopttobequot

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 829 6.708 nbrIdxOptToBeQuot Description This field contains the number of index based products on which the members have to place quotes as an obligation to a market maker program.

  • Page 830: Netfeeamntx

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 830 6.712 netFeeAmntX Description This field contains the net fee payable by the member. Format numeric 11, 2 Where used: CB186 Monthly Rebates TDP 6.713 netFutPos Description This field contains the netted futures position of the member.

  • Page 831: Netqty

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 831 Where used: CE056 End of Day CLS Settlement Report CI056 Preliminary CLS Settlement Report 6.716 netQty Description This field contains the number of contracts to be settled per delivery. It is the number of contracts to be delivered (negative) or received (positive).

  • Page 832: Newtheoprc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 832 Where used: CB167 Late Closing Fees 6.719 newTheoPrc Description This field contains the new theoretical price, which is used for the calculation of new Low Exercise Price Options (LEPO) contract size after capital adjustment.

  • Page 833: Nexttraddat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 833 Format numeric 10 Where used: CE055 FX Settlement Limit Report 6.723 nextTradDat Description This field indicates the next trading date of the product. Format DateFormat Where used: TA114 Variance Futures Parameter 6.724 nomQty...

  • Page 834: Noofstreams

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 834 Format numeric 9 Where used: CE055 FX Settlement Limit Report 6.727 noOfStreams Description This field contains the number of Enhanced Broadcast Solution streams for the product. Format numeric 2 Where used:...

  • Page 835: Numberoflegs

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 835 Format numeric 9 Where used: TE910 T7 Daily Trade Activity 6.731 numberOfLegs Description This field contains the number of legs of the complex instrument (values 1 - 99). Format numeric 2 Where used:...

  • Page 836: Numoftrans

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 836 Format numeric 9 Where used: CB225 Daily Eurex Fines 6.735 numOfTrans Description This field contains the Number of transactions. Format numeric 15 Where used: CB197 Excessive System Usage Fee 6.736 numOfTransactions Description This field contains the number of relevant order and quote transactions...

  • Page 837: Onbhalfusrlgn

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 837 Format alphanumeric 5 Where used: TT761 User Entitlement Changes TT764 Four-eye Request Processing Entitlement 6.739 onBhalfUsrLgn Description This field indicates the user for whom the maintenance request was initiated on behalf of Format alphanumeric 11...

  • Page 838: Openbuyvolume

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 838 6.742 openBuyVolume Description This field indicates total (remaining) quantity of open buy orders. Format numeric 9 Where used: TE550 Open Order Detail 6.743 openSellOrders Description This field indicates total number of open sell orders.

  • Page 839: Opnintqty

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 839 Where used: CA054 Capital Adjustment Orders CB001 Product and Price Report CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB064 Flx Cntr Daily Transactions CB102 Cash Settled Contracts CB110 Account Transfer Exception CB120 Member Exception-Positions...

  • Page 840: Optequval

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 840 Format numeric signed 9, 5 Where used: TD930 Daily Trade Statistics TE930 T7 Daily Trade Statistics 6.748 optEquVal Description This field indicates the option equivalent value of the futures position considering the unit value of the corresponding option.

  • Page 841: Optusedqty

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 841 Where used: TC545 TES Trade Maintenance TE545 Daily TES Maintenance 6.751 optUsedQty Description This field indicates the traded quantity of the options block trade given in reference to be used for the Vola Trade.

  • Page 842: Ordrcmbtypcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 842 6.754 ordrCmbTypCod Description This field contains the order combination type code. Format alphanumeric 1...
  • Page 843 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 843 Valid Values Decodes Descriptions Futures Spread Inter-Product Spread CBUT Call Butterfly PBUT Put Butterfly Call Spread Put Spread Call Calendar Spread Put Calendar Spread CDIA Call Diagonal Calendar Spread PDIA Put Diagonal Calendar Spread...

  • Page 844: Ordrdelflg

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 844 CLAD+U Call Ladder versus Long U/L CLAD-U Call Ladder versus Short U/L PLAD+U Put Ladder versus Long U/L PLAD-U Put Ladder versus Short U/L COMBO+U Combo versus Long U/L RBUL-U 2x1 Ratio Call Spread versus Short U/L...

  • Page 845: Ordrexeprc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 845 Where used: TT130 Risk Event Report TT131 Risk Event Trader Report 6.756 ordrExePrc Description This field contains the order execution price, which is limit price provided by the member.

  • Page 846: Ordrexpdat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 846 6.759 ordrExpDat Description This field contains the expiration date of the order applied by the partic- ipant. The order remains valid until this date. Format DateFormat Where used: CA054 Capital Adjustment Orders...

  • Page 847: Ordrno

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 847 Valid Values Decodes Descriptions BMRea Market Reallocation Change Delete Expired FSDel Session Loss Delete EDelS Delete By Another ETS Session AVDel Delete All Values AEDel Delete All ETS TISDel Trade Interrupt Delete Subgroup...

  • Page 848: Ordrno1

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 848 Format alphanumeric 9 Where used: CA054 Capital Adjustment Orders CB102 Cash Settled Contracts CB120 Member Exception-Positions CB130 Give-Up Trades History CB140 Accepted Give-Up Trades CB150 Take-Up Trades History CB160 Accepted Take-Up Trades TC541 Dly Strategy Order Maintenance TC810 Daily Trade Confirmation...

  • Page 849: Ordrprtfilcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 849 Valid Values Decodes Descriptions Non-persistent order Persistent order Where used: TC541 Dly Strategy Order Maintenance 6.766 ordrPrtFilCod Description This field contains order part fill code, which indicates whether an order was fully or partially executed.

  • Page 850: Ordrtyp

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 850 Valid Values Decodes Descriptions (Empty) Auction Closing Auction Only Immediate-or-cancel One Cancels Other Order Stop Order Triggered Stop Order Unrestricted Wide Quote Where used: CA054 Capital Adjustment Orders TC541 Dly Strategy Order Maintenance TC810 Daily Trade Confirmation 6.769 ordrTyp...

  • Page 851: Origclordid

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 851 Valid Values Decodes Descriptions Block Auction Quote Basis Trade EBI Trade Limit Order Market Order EFP-Index Trade Block Trade EFP-Fin Trade Quote Stop Order Vola Trade EFS Trade STORNO Block Auction Request...

  • Page 852: Origcntrid

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 852 Where used: CB012 Account Statement 6.772 origCntrId Description This field contains the original contract ID as it is used at the exchange where the contract originates. Format alphanumeric 30 Where used:...

  • Page 853: Origincountrycode

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 853 Where used: CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB110 Account Transfer Exception CB120 Member Exception-Positions CB130 Give-Up Trades History CB140 Accepted Give-Up Trades CB150 Take-Up Trades History CB160 Accepted Take-Up Trades...

  • Page 854: Origordertype

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 854 Format alphanumeric 5 Where used: CB012 Account Statement 6.778 origOrderType Description This field contains the original type of order, shows if the trade in the trading venue is the result of a limit or market order.

  • Page 855: Origrpdordrno

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 855 Where used: CB165 Eurex Fee Statement 6.781 origRpdOrdrNo Description This field indicates the original reported order number, which is assigned by the exchange where the trade is originated. Format numeric 20 Where used:...

  • Page 856: Origtotnumtrdrpts

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 856 6.784 origTotNumTrdRpts Description This field contains the original reported number of leg executions of the original strategy order in the trading venue. Format alphanumeric 6 Where used: CB012 Account Statement 6.785 origTradeId...

  • Page 857: Origtrdmatchid

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 857 6.788 origTrdMatchId Description This field contains the trade match ID received from the trading location. Format alphanumeric 9 Where used: CB012 Account Statement 6.789 origTrdPrc Description This field shows the original trade price entered during the position transfer.

  • Page 858: Origtrncshamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 858 6.792 origTrnCshAmnt Description This field contains the cash amount in its original currency (only if in a different currency than settlement currency). Format numeric signed 13, 2 Where used: CC080 Security/Cash Risk Position CC780 Security/Cash Risk Position...

  • Page 859: Origtrnid

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 859 Where used: CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB140 Accepted Give-Up Trades CB160 Accepted Take-Up Trades TC810 Daily Trade Confirmation 6.795 origTrnId Description This field indicates the original trade ID, which is assigned by the exchange where the trade originated.

  • Page 860: Otctrdgrp

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 860 Format TimeFormat Where used: CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn TC810 Daily Trade Confirmation 6.798 otcTrdGrp Description This field contains the first OTC trade group. Format alphanumeric 10 Where used:...

  • Page 861: Ovrundrcovamntclgcurr

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 861 6.801 ovrUndrCovAmntClgCurr Description This field contains a cover surplus or shortage adjusted by the exchange rate to convert in clearing member currency. Format numeric signed 13, 2 Where used: CD042 Daily Settlement Statement CI042 Margin Call...

  • Page 862: Packcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 862 Where used: TT760 User Entitlement Status TT761 User Entitlement Changes TT762 Participant Entitlement Status TT763 Participant Entitlement Changes TT764 Four-eye Request Processing Entitlement 6.804 packCod Description This field contains the code of the market maker package to which the member has subscribed.

  • Page 863: Parenttransactionidsuffix

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 863 Format alphanumeric 19 Where used: CB012 Account Statement 6.807 ParentTransactionIdSuffix Description This field contains the Suffix of the C7 parent transaction identification. Format numeric 10 Where used: CB012 Account Statement 6.808 parRole...

  • Page 864: Participant

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 864 6.809 participant Description This field indicates the name of the participant, which is a legal entity. Format alphanumeric 5 Where used: CB069 Transaction Report CE056 End of Day CLS Settlement Report CI056 Preliminary CLS Settlement Report RD110 User Profile Maintenance RD115 User Profile Status...

  • Page 865: Partidcodfrom

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 865 CB165 Eurex Fee Statement CB179 Monthly Rebate Report CB186 Monthly Rebates TDP CB191 Monthly TES Late Entry Fine CB730 Position Transfer Summary CB750 Give-Up Trades Overview CB751 Take-Up Trades Overview CD100 Audit Trail Coll Transactions CE790 In-the-money Configuration...

  • Page 866: Partidcodnewem

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 866 Where used: CB030 Position Transfer Overview 6.813 partIdCodNewEm Description This field contains the user ID of the trading participant, reveiving the position. Format alphanumeric 6 Where used: CB030 Position Transfer Overview 6.814 partIdCodObo...

  • Page 867: Partidcodoldem

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 867 Where used: CB030 Position Transfer Overview 6.816 partIdCodOldEm Description This field contains the user ID of the trading participant, who initiated the position transfer. Format alphanumeric 6 Where used: CB030 Position Transfer Overview...

  • Page 868: Partresnforchang

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 868 Format alphanumeric 40 Where used: CB069 Transaction Report CE056 End of Day CLS Settlement Report CI056 Preliminary CLS Settlement Report RD110 User Profile Maintenance RD115 User Profile Status RD120 User Transaction Size Limit Maintenance RD125 User Transaction Size Limit Status RD130 Trade Enrichment Rule Maintenance...

  • Page 869: Partsmbl

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 869 6.821 partSmbl Description This field identifies the Participant for which entitlement settings get changed or current entitlement settings are report. Format alphanumeric 5 Where used: TT760 User Entitlement Status TT761 User Entitlement Changes TT762 Participant Entitlement Status...

  • Page 870: Persistent

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 870 Valid Values Decodes Descriptions No Pending Deletion Pending Deletion Where used: TE540 Daily Order Maintenance 6.825 persistent Description This field contains the information of the order presistency status Format alphanumeric 1 Valid Values...

  • Page 871: Pooldefltsrplshfl

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 871 6.827 poolDefltSrplShfl Description This field contains the amount of surplus/shortfall of the pool. Format numeric signed 13, 2 Where used: CD042 Daily Settlement Statement CI042 Margin Call CN042 Night Margin Call 6.828 poolDefltUsedSrplShfl Description...

  • Page 872: Poolowner

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 872 CD070 Monthly Cash Account CM CD072 Monthly Cash Account NCM / RC CD080 Monthly Collateral Movement CD091 ISA Direct Mem. Asset Summary CD100 Audit Trail Coll Transactions CD230 Monthly Interest Report CI042 Margin Call CI060 Daily Margin Summary...

  • Page 873: Poolusedsrplshfl

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 873 Format alphanumeric 1 Valid Values Decodes Descriptions Default Omnibus Segregated Where used: CB235 Daily Security Collateral Fee Statement CD033 Collateral Composition CD042 Daily Settlement Statement CI042 Margin Call CN042 Night Margin Call 6.833 poolUsedSrplShfl...

  • Page 874: Posdesclevl4

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 874 Format alphanumeric 40 Where used: CB193 Monthly Connections and Services 6.836 posDescLevl4 Description This field contains the Product Hierarchy Level 4. Format alphanumeric 40 Where used: CB193 Monthly Connections and Services 6.837 positionId Description...

  • Page 875: Posnasdbal

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 875 6.839 posnAsdBal Description This field contains the assigned position balance, which is the total number of short positions assigned to the member. Format numeric 9 Where used: CC010 Premium Margin CC710 Premium Margin...

  • Page 876: Posnlng

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 876 Where used: CC010 Premium Margin CC710 Premium Margin 6.843 posnLng Description This field contains the member's long position in the contract before/ after the capital adjustment. Format numeric 9 Where used:...

  • Page 877: Posnlngbalprv

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 877 CC710 Premium Margin CE010 In-the-money Advisory CE030 Member Expiration CE035 Expired Series CE120 ECC Delivery Report CE710 Contract Expiration CE735 Expired Series Information 6.846 posnLngBalPrv Description This field contains the long position of the previous day in the respective option series and transaction account per exchange...

  • Page 878: Posnnetlng

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 878 6.849 posnNetLng Description This field contains the number of net long position of the member for the contract. Format numeric 9 Where used: CC010 Premium Margin CC710 Premium Margin 6.850 posnNetSht Description...

  • Page 879: Posnshtafter

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 879 Format numeric 9 Where used: CA052 Capital Adjustment Positions CA752 Capital Adjustment Positions Overview 6.853 posnShtAfter Description This field contains the short positions after the adjustment made as a result of credit futures separation event.

  • Page 880: Posnshtbalprv

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 880 6.855 posnShtBalPrv Description This field contains the short position of the previous day in the respective option series and transaction account per exchange member. Format numeric 10 Where used: CB020 Position Summary...

  • Page 881: Posntrntakupvol

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 881 6.859 posnTrnTakUpVol Description This field contains the take-up volume. Format numeric 9 Where used: CB167 Late Closing Fees 6.860 posnTrnTrdAdjVol Description This field contains the trade adjustment volume. Format numeric signed 9 Where used:...

  • Page 882: Postrfmod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 882 Where used: CC080 Security/Cash Risk Position CC780 Security/Cash Risk Position 6.862 posTrfMod Description This field shows the position transfer mode of the corresponding position transfer. Format alphanumeric 1 Decodes...

  • Page 883: Prctyp

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 883 6.865 prcTyp Description This field indicates the price-type used for margin calculation, which clarifies whether the price is the current one or some expected price. Format alphanumeric 12 Where used:...

  • Page 884: Prelimindex

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 884 Where used: TA111 All Active/Inactive Series 6.868 prelimIndex Description This field represents the Preliminary Index set to the previous day Underlying Index and used intraday for the calculation of preliminary clearing prices.

  • Page 885: Prioritydate

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 885 Where used: TA111 All Active/Inactive Series 6.872 priorityDate Description This field contains the date corresponding to the priority time of the given order, which is in generic date format. Format DateFormat Where used:...

  • Page 886: Privlgeid

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 886 6.875 privlgeId Description This field is used to identify a privilege. Format alphanumeric 10 Where used: TT760 User Entitlement Status TT761 User Entitlement Changes TT762 Participant Entitlement Status TT763 Participant Entitlement Changes TT764 Four-eye Request Processing Entitlement 6.876 prmMtdBal...

  • Page 887: Prmpaybal

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 887 6.878 prmPayBal Description This field contains the premium payable balance per account per product for the current day. Format numeric signed 12, 2 Where used: CB080 Premium Summary CB090 Premium Overall Summary CB790 Premium Information...

  • Page 888: Prmytdbal

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 888 Format numeric signed 11, 2 Where used: CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB020 Position Summary CB021 Position / Active Trd Summary CB064 Flx Cntr Daily Transactions 6.882 prmYtdBal Description...

  • Page 889: Prodbusdate

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 889 Valid Values Decodes Descriptions Where used: TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance 6.885 prodBusDate Description This field represents the Business Date on which the following TRF Product Parameters apply.

  • Page 890: Prodgrpnam

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 890 Where used: CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB020 Position Summary CB021 Position / Active Trd Summary TA110 Contract Maintenance TA111 All Active/Inactive Series 6.887 prodGrpNam Description...
  • Page 891 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 891 CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CB065 System Transaction Overview CB068 Transaction Mix CB069 Transaction Report CB080 Premium Summary CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception-Positions...
  • Page 892 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 892 CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment-vs-Payment Overview CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign Overview CE775 Notification/Allocation Information CE780 Exercise Abandon Daily Maintenance Overview CE790 In-the-money Configuration CR010 Clearing Ranking RD120 User Transaction Size Limit Maintenance...

  • Page 893: Prodidx

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 893 TT130 Risk Event Report TT131 Risk Event Trader Report TT150 Optional Four Eye Principle TT750 Clearing Four Eye Principle 6.889 prodIdX Description This field indicates the product ID. Format alphanumeric 10 Where used:...

  • Page 894: Prodrebgrpid

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 894 Where used: TA114 Variance Futures Parameter 6.892 prodRebGrpId Description This field contains the product rebate group ID. Format alphanumeric 4 Where used: CB179 Monthly Rebate Report CB187 Monthly Rebates Overview 6.893 prodRebGrpIdName Description...

  • Page 895: Prodsegfeeamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 895 Where used: CB001 Product and Price Report CB179 Monthly Rebate Report 6.896 prodSegFeeAmnt Description This field indicates the fee amount for a product segment. Format numeric signed 9, 2 Where used: CB179 Monthly Rebate Report...

  • Page 896: Prodtraddat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 896 6.899 prodTradDat Description This field indicates the trading date of the variance futures product parameters. Format DateFormat Where used: TA114 Variance Futures Parameter 6.900 prodTrdStsCod Description This field indicates the trading phase of the product.
  • Page 897 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 897 Valid Values Decodes Descriptions FBND Bond Future FCRD Credit Default Future FCUR Currency Future FENE Energy Future FINT Interest Future FINX Index Future FSTK Stock Future FVOL Volatility Future OCUR...

  • Page 898: Prodtypidx

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 898 CE735 Expired Series Information CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign Overview CE775 Notification/Allocation Information TA111 All Active/Inactive Series 6.902 prodTypIdX Description This field contains the product type code. Format alphanumeric 4 Where used:...

  • Page 899: Productmic

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 899 TE812 Daily Prevented Self-Matches TE910 T7 Daily Trade Activity TE930 T7 Daily Trade Statistics TT132 Market Maker Protection 6.904 productMIC Description This field indicates the product MIC (Market Identification Code). Format alphanumeric 4 Where used:...

  • Page 900: Prodvolm

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 900 6.907 prodVolM Description This field contains the monthly product volume of the market maker account of the member. Format numeric signed 8 Where used: TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement TR010 Trading Ranking...

  • Page 901: Prtmgnunadj

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 901 Where used: CC060 Daily Margin Summary CC760 Daily Margin Summary CI060 Daily Margin Summary CN060 Nightly Margin Summary 6.911 prtMgnUnadj Description This field contains the unadjusted margin requirement per account type group, in margin class currency.

  • Page 902: Qcflag

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 902 Format numeric signed 13, 3 Where used: CC011 Current Liquidating Margin CC711 Current Liquidating Margin 6.914 qcFlag Description This field represents whether the user is .Qualified Clearer. or not. Format alphanumeric 1 Valid Values...

  • Page 903: Quoreqviol

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 903 6.916 quoReqViol Description This field contains quote request violations, which is the number of quote requests not answered correctly within the rules of market maker obligations.

  • Page 904: Quoteminqty

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 904 6.919 quoteMinQty Description This field contains the minimum quantity which must be entered on each quote side. Format numeric 9 Where used: TA111 All Active/Inactive Series 6.920 quotePerformance Description This field contains Quote Performance of a Market Maker on that...

  • Page 905: Ratio

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 905 Where used: CB012 Account Statement CB750 Give-Up Trades Overview CB751 Take-Up Trades Overview 6.923 ratio Description This field contains the instrument leg ratio (values 1 - 999). Format numeric 3 Where used:...
  • Page 906 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 906...
  • Page 907 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 907 Valid Values Decodes Descriptions NO SPECIFIC REASON ADD ORDER REQUEST MODIFY ORDER REQUEST DELETE ORDER REQUEST AllOrd DELETE ALL ORDERS REQUEST Lm2Mkt MODIFY LIMIT TO MARKET Mtch BOOK ORDER MATCH AddQuo...
  • Page 908 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 908 IceRef ICEBERG PEAK REFILL ComCA COMMIT CLOSING AUCTION OCOtrg OCO ORDER TRIGGERING NewID CREATE NEW ID NUMBER AddCpx ADD COMPLEX INSTRUMENT REQUEST DelCpx DELETE COMPLEX INSTRUMENT REQUEST AAddCx AUTO ADDED COMPLEX INSTRUMENT...
  • Page 909 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 909 AddFlx ADD FLEX INSTRUMENT REQUEST DelFlx DELETE FLEX INSTRUMENT REQUEST Cross CROSS TRADE ANNOUNCEMENT REQUEST FOR QUOTE BOOK OR CANCEL TrStUd TRAILING STOP UPDATE TrStTE TRAILING STOP BC TIMER EXPIRED DataLd PERSISTENT DATA LOAD INITIATED...
  • Page 910 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 910 SesIn SESSION LOGIN SesOut SESSION LOGOUT SloPrt SLOW PARTITION REJECT TXN TIMER EXPIRED SloPrt SLOW PARTITION DelCpx DELETE EOD COMPLEX INSTRUMENT DataIv PRODUCT POOL VALIDATION DataIv COMPLEX INSTRUMENT INSTRUCTION VALIDATION...

  • Page 911: Rebamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 911 Where used: TE540 Daily Order Maintenance 6.927 rebAmnt Description This field contains the rebate amount. The member gets rebate on the basis of aggregated monthly proprietary trade volumes per product group executed in the order book.

  • Page 912: Rebqtyx

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 912 Where used: CB165 Eurex Fee Statement CB169 MM Fee Refund CB179 Monthly Rebate Report 6.931 rebQtyX Description This field contains the rebate quantity. Format numeric 12 Where used: CB186 Monthly Rebates TDP CB187 Monthly Rebates Overview...

  • Page 913: Recoveryinterval

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 913 Format DateFormat Where used: CC031 Theoretical Values II 6.934 recoveryInterval Description This field indicates the maximum wait time (in seconds) to get a snapshot for all of the available instruments for this product. Format numeric 4 Where used:...

  • Page 914: Redfee2

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 914 6.937 redFee2 Description This field contains the second reduced Fee. Format numeric 7, 2 Where used: CB001 Product and Price Report 6.938 ref Description This field contains the Reference. Format alphanumeric 16 Where used:...

  • Page 915: Repperfromdat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 915 6.941 repPerFromDat Description This field contains reporting period from date, which is the first day included in the reporting period. Format DateFormat Where used: TD945 MTD - Regular Market Making Quote Request Performance TD946 MTD - Permanent Market Making Quote Request Performance TD947 MTD - Advanced Market Making Quote Request Performance TD948 MTD - Permanent Market Making Strategy Quote Request...

  • Page 916: Reqqty

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 916 Where used: TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement 6.944 reqQty Description This field indicates the request quantity. Format numeric 9 Where used:...

  • Page 917: Reqtime

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 917 Where used: TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement TD982 Special Report French Equity Options 6.948 reqTime Description This field contains the request time.

  • Page 918: Rescacclvlnoafter

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 918 Valid Values Decodes Descriptions Access not allowed Only inquiry Inquiry, add, change and approve allowed Inquiry, add, change, approve and delete allowed Where used: TT115 User Security Status 6.951 rescAccLvlNoAfter Description This field indicates the new Resource Access Level (RAL) set for the...

  • Page 919: Rescacclvlpos

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 919 Valid Values Decodes Descriptions Access not allowed Only inquiry Inquiry, add, change and approve allowed Inquiry, add, change, approve and delete allowed Where used: TT110 User Security Maintenance 6.953 rescAccLvlPos Description This field contains the number of the resource, which indicates the...
  • Page 920 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 920 Valid Values Decodes Descriptions Unused Member Resource Setup Enter Theoretical Price System State Security Setup All assignment Inquiry Quote Inquiry Exchange Administrator Menu Review and Add Contracts Maintain Product Exchange Supervisor Menu Trade Inquiry...
  • Page 921 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 921 Clearing House Parameters A (Select) Clearing House Parameters A (Update) Clearing House Parameters B (Select) Clearing House Parameters B (Update) Security Name by Code (Select) Security Name by Code (Update) Member Market Maker License (Select) Member Market Maker License (Update)
  • Page 922 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 922 Specific Equity Collateral Assignment Entry Security Movement Inquiry Guarantee Inquiry Security Account Details Inquiry Excess Collateral Inquiry Fee Adjustments Settlement Price Inquiry Order Inquiry Combination Order Inquiry Inside Market Extended Inside Market Quote Inquiry...
  • Page 923 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 923 Member Maintenance Menu Report Selection Member Positions Member General Information Member Relationships Transfer Member Positions Give-Up Main Menu Real time Member Position Transfer Give-Up Maintenance Give-Up Delete Undesignate Take-Up Maintenance Password Set...
  • Page 924 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 924 Inquire Strategy Theoretical Price Enter Strategy Cross Request Market Depth Trading Flexible Contract Inquiry Flexible Contract Trading Flexible Trade Adjust / ITM Inquiry CSD Information Automatic Exercise Vola Trade Entry Database Conversion...

  • Page 925: Residual

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 925 Logoff Sign in Not processed OCC trades Not processed GTS trades Futures Order Entry Futures Order Modify Futures Order Delete Futures Quote Entry Futures Quote Delete Futures Quote Request Futures Delete All Orders Quotes Enter Final Settlement Price...

  • Page 926: Residual

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 926 6.955 residual Description This field contains the residual amount resulting from Average Pricing, which is the difference of cash flows. Either a positive or negative residual can arise after the original transaction have been repriced at the average.

  • Page 927: Reuseseccollfee

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 927 Where used: CB235 Daily Security Collateral Fee Statement 6.959 reuseSecCollFee Description This field contains the reused Security Coll fees. Format numeric 12, 4 Where used: CB235 Daily Security Collateral Fee Statement 6.960 reuseSecCollFeeRate Description...

  • Page 928: Risknettingunit

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 928 Where used: CB179 Monthly Rebate Report 6.963 riskNettingUnit Description This field indicates the risk netting unit. Format alphanumeric 60 Where used: CA770 Account Maintenance 6.964 riskPdVd Description This field contains the difference between the current liquidation value and the evaluated liquidation value for the price-down/volatility-down...

  • Page 929: Riskpdvu

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 929 6.966 riskPdVu Description This field contains the difference between the current liquidation value and the evaluated liquidation value for the price-down/volatility-up scenario. All figures are displayed in the product currency. Format numeric signed 14, 2 Where used:...

  • Page 930: Riskrowname

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 930 Format numeric signed 14, 2 Where used: CC040 Liquidating Values CC740 Liquidating Values 6.970 riskRowName Description Row names for CC045 report - they are constants, but as we need both column names and row names, we have to implement the row names like variables.

  • Page 931: Rnka

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 931 Where used: CR010 Clearing Ranking TR010 Trading Ranking 6.973 rnkA Description This field contains the member's rank among other members, based on total contracts traded on the product from agent account. Ranks are given per product basis.

  • Page 932: Rnkof

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 932 Format numeric 5 Where used: TR010 Trading Ranking 6.977 rnkOf Description This field contains the number of members considered in the ranking based on number of contracts traded on the product. Format numeric 5 Where used:...

  • Page 933: Rolassgnreq

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 933 Where used: CR010 Clearing Ranking 6.980 rolAssgnReq Description This field indicates whether roles are assigned to the participant/user or not. Format alphanumeric 1 Valid Values Decodes Descriptions Where used:...
  • Page 934 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 934 Where used: CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CA752 Capital Adjustment Positions Overview CA770 Account Maintenance CB001 Product and Price Report CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement...
  • Page 935 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 935 CB330 Daily Settlement Fees CB350 Monthly Fee Statement CB702 Cash Settled Contracts Overview CB715 Average Pricing CB730 Position Transfer Summary CB731 Settling Futures Positions Overview CB740 TAIFEX Position Information CB741 KRX Position Information CB750 Give-Up Trades Overview...
  • Page 936 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 936 CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD072 Monthly Cash Account NCM / RC CD080 Monthly Collateral Movement CD090 Overall Asset Summary CD091 ISA Direct Mem.
  • Page 937 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 937 TA111 All Active/Inactive Series TA113 Complex and Flexible Instrument Definition TA114 Variance Futures Parameter TA115 Total Return Futures Parameters TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance TC810 Daily Trade Confirmation...

  • Page 938: Rpteffdat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 938 TT132 Market Maker Protection TT133 Trading Risk Events TT150 Optional Four Eye Principle TT750 Clearing Four Eye Principle TT760 User Entitlement Status TT761 User Entitlement Changes TT762 Participant Entitlement Status TT763 Participant Entitlement Changes TT764 Four-eye Request Processing Entitlement...
  • Page 939 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 939 CB065 System Transaction Overview CB068 Transaction Mix CB069 Transaction Report CB080 Premium Summary CB090 Premium Overall Summary CB095 Variation Mgn Overall Summary CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception-Positions...
  • Page 940 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 940 CC031 Theoretical Values II CC033 Theoretical Values III CC034 Theoretical Prices CC040 Liquidating Values CC045 Additional Margin CC050 Daily Margin CC055 Daily Margin Offset CC060 Daily Margin Summary CC080 Security/Cash Risk Position CC100 Risk Values History for Limits CC710 Premium Margin...
  • Page 941 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 941 CE051 FX Transactions & Instructions CE055 FX Settlement Limit Report CE056 End of Day CLS Settlement Report CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE075 Notification/Allocation Summ CE120 ECC Delivery Report CE710 Contract Expiration...

  • Page 942: Rptnam

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 942 TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self-Matches TE910 T7 Daily Trade Activity TE930 T7 Daily Trade Statistics TR010 Trading Ranking TR900 Daily Order and Quote Transactions TT110 User Security Maintenance TT115 User Security Status...
  • Page 943 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 943 CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CB065 System Transaction Overview CB068 Transaction Mix CB069 Transaction Report CB080 Premium Summary CB090 Premium Overall Summary CB095 Variation Mgn Overall Summary CB102 Cash Settled Contracts CB110 Account Transfer Exception...
  • Page 944 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 944 CC011 Current Liquidating Margin CC020 Futures Spread Margin CC031 Theoretical Values II CC033 Theoretical Values III CC034 Theoretical Prices CC040 Liquidating Values CC045 Additional Margin CC050 Daily Margin CC055 Daily Margin Offset CC060 Daily Margin Summary...
  • Page 945 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 945 CE038 Deliverable Bonds CE050 Expiration Payment-vs-Payment CE051 FX Transactions & Instructions CE055 FX Settlement Limit Report CE056 End of Day CLS Settlement Report CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE075 Notification/Allocation Summ CE120 ECC Delivery Report...
  • Page 946 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 946 TD943 Daily Permanent Market Making Strategy Quote Request Performance TD944 Daily Advanced Market Making Strategy Quote Request Perfor- mance TD945 MTD - Regular Market Making Quote Request Performance TD946 MTD - Permanent Market Making Quote Request Performance TD947 MTD - Advanced Market Making Quote Request Performance TD948 MTD - Permanent Market Making Strategy Quote Request...

  • Page 947: Rptpagtypcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 947 6.986 rptPagTypCod Description This field contains the report page type code. DCM reports contain only member trade data. GCM reports contain pages for trade data of the GCM, for his NCMs and a total page for the GCM as well as all NCMs.
  • Page 948 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 948 CB095 Variation Mgn Overall Summary CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception-Positions CB130 Give-Up Trades History CB140 Accepted Give-Up Trades CB150 Take-Up Trades History CB160 Accepted Take-Up Trades CB165 Eurex Fee Statement...
  • Page 949 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 949 CC050 Daily Margin CC055 Daily Margin Offset CC060 Daily Margin Summary CC080 Security/Cash Risk Position CC100 Risk Values History for Limits CC710 Premium Margin CC711 Current Liquidating Margin CC720 Futures Spread Margin CC740 Liquidating Values CC745 Additional Margin...
  • Page 950 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 950 CE075 Notification/Allocation Summ CE120 ECC Delivery Report CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment-vs-Payment Overview CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign Overview CE775 Notification/Allocation Information CE780 Exercise Abandon Daily Maintenance Overview CE790 In-the-money Configuration...

  • Page 951: Rptprntefftim

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 951 TD948 MTD - Permanent Market Making Strategy Quote Request Performance TD949 MTD - Advanced Market Making Strategy Quote Request Performance TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement TD980 Excessive System Usage Report...
  • Page 952 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 952 Where used: CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CA752 Capital Adjustment Positions Overview CA770 Account Maintenance CB001 Product and Price Report CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement...
  • Page 953 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 953 CB325 Daily Service Fees CB330 Daily Settlement Fees CB350 Monthly Fee Statement CB702 Cash Settled Contracts Overview CB715 Average Pricing CB730 Position Transfer Summary CB731 Settling Futures Positions Overview CB740 TAIFEX Position Information CB741 KRX Position Information CB750 Give-Up Trades Overview...
  • Page 954 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 954 CD043 ECM: Value Based Alloc. Method CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD072 Monthly Cash Account NCM / RC CD080 Monthly Collateral Movement CD090 Overall Asset Summary CD091 ISA Direct Mem.

  • Page 955: Rptprntrundat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 955 TA110 Contract Maintenance TA111 All Active/Inactive Series TA113 Complex and Flexible Instrument Definition TA114 Variance Futures Parameter TA115 Total Return Futures Parameters TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance...
  • Page 956 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 956 Format DateFormat Where used: CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CA752 Capital Adjustment Positions Overview CA770 Account Maintenance CB001 Product and Price Report CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement...
  • Page 957 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 957 CB315 Daily Clearing Fees - Bonds CB320 Daily Clearing Fees - Equities CB325 Daily Service Fees CB330 Daily Settlement Fees CB350 Monthly Fee Statement CB702 Cash Settled Contracts Overview CB715 Average Pricing CB730 Position Transfer Summary CB731 Settling Futures Positions Overview...
  • Page 958 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 958 CD040 Monthly Guarantee Expiration CD042 Daily Settlement Statement CD043 ECM: Value Based Alloc. Method CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD072 Monthly Cash Account NCM / RC CD080 Monthly Collateral Movement CD090 Overall Asset Summary CD091 ISA Direct Mem.
  • Page 959 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 959 RD145 Pre-trade Limits Status - Trading Participant RD155 Pre-trade Limits Status - Clearing Participant TA110 Contract Maintenance TA111 All Active/Inactive Series TA113 Complex and Flexible Instrument Definition TA114 Variance Futures Parameter TA115 Total Return Futures Parameters TC541 Dly Strategy Order Maintenance...

  • Page 960: Rqmnttype

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 960 TT126 Member Underlying Status TT130 Risk Event Report TT131 Risk Event Trader Report TT132 Market Maker Protection TT133 Trading Risk Events TT150 Optional Four Eye Principle TT750 Clearing Four Eye Principle TT760 User Entitlement Status TT761 User Entitlement Changes...

  • Page 961: Rsklimlvl

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 961 Where used: TT130 Risk Event Report TT131 Risk Event Trader Report 6.992 rskLimLvl Description This field contains action level of the the risk limit Format numeric 1 Valid Values Decodes...

  • Page 962: Rsklimrsltmsg

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 962 6.994 rskLimRsltMsg Description This field contains the risk limit result message. Format alphanumeric 80 Where used: TT130 Risk Event Report TT131 Risk Event Trader Report 6.995 rskLimTyp Description This field contains risk limit type.

  • Page 963: Savrebpct

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 963 6.997 savRebPct Description This field contains the savings/rebates in percent. Format numeric 5, 2 Where used: CB187 Monthly Rebates Overview 6.998 secCollFee Description This field contains the Security collateral fee per pool ID . Format numeric 12, 4 Where used:...

  • Page 964: Secuamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 964 6.1001 secuAmnt Description This field contains the value of the ISIN, deposited as cover, which is due in the next four weeks. Format numeric 12, 2 Where used: CD030 Security Expiration 6.1002 secuBlkCollQty...

  • Page 965: Secucpnrat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 965 Format numeric 10 Where used: CD031 Daily Collateral Valuation 6.1005 secuCpnRat Description This field contains the security coupon rate of the bond. For equities and subscription rights this field is always zero. Format numeric signed 13, 3 Where used:...

  • Page 966: Secuexpdat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 966 6.1008 secuExpDat Description This field contains the security expiry date on which the security deposited as cover is due and therefore lapses as collateral. Format DateFormat Where used: CD030 Security Expiration...

  • Page 967: Secuisin

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 967 6.1011 secuIsin Description This field contains the International Security Identification Number (ISIN) of a security. Format alphanumeric 12 Where used: CC011 Current Liquidating Margin CC031 Theoretical Values II CC033 Theoretical Values III CC034 Theoretical Prices CC040 Liquidating Values...

  • Page 968: Secumaxdownprc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 968 6.1014 secuMaxDownPrc Description This field contains the maximum percentage downside in the security price from the current price. For bonds it is the expected clean price as percentage.

  • Page 969: Securemalifemth

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 969 6.1018 secuRemaLifeMth Description This field contains the remaining life month of the security, which is the months component of time remaining for the expiration of the security. Format numeric 2 Where used:...

  • Page 970: Secutotbalamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 970 Where used: CD030 Security Expiration CE038 Deliverable Bonds TC549 EBI Trade Maintenance TE545 Daily TES Maintenance 6.1022 secuTotBalAmnt Description This contains the amount of the security collateral value pledged for margin coverage requirements.

  • Page 971: Segmgnrequncov

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 971 6.1025 segMgnReqUncov Description This field contains uncovered segregated margin requirement. Format numeric signed 13, 2 Where used: CD042 Daily Settlement Statement CI042 Margin Call CN042 Night Margin Call 6.1026 senderRef Description This field displays the reference number of the sender.

  • Page 972: Serv

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 972 6.1029 serv Description This field contains the Service Fee Description. Format alphanumeric 40 Where used: CB193 Monthly Connections and Services 6.1030 servGrp Description Name of the service group. Format alphanumeric 40 Where used:...

  • Page 973: Servqty

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 973 6.1033 servQty Description This field contains the service quantity. Format numeric 12, 3 Where used: CB325 Daily Service Fees 6.1034 servTyp Description This field indicates the type of the service. Format alphanumeric 5 Where used:...

  • Page 974: Setlamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 974 Where used: CB069 Transaction Report RD140 Pre-trade Limits Maintenance - Trading Participant RD145 Pre-trade Limits Status - Trading Participant TE540 Daily Order Maintenance TT132 Market Maker Protection 6.1037 setlAmnt Description This field contains (accumulated) settlement amount of the executed...

  • Page 975: Settlacct

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 975 Valid Values Decodes Descriptions Cash Settlement Physical Settlement Derivative Notional Settlement Payment-versus-Payment Stock Cascade Alternate Where used: CB011 Std and Flx Cntr Dly Transactn CB021 Position / Active Trd Summary CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CB102 Cash Settled Contracts...

  • Page 976: Settlamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 976 6.1041 settlAmnt Description (Accumulated) settlement amount of the executed order. Format numeric 12, 2 Where used: CB350 Monthly Fee Statement 6.1042 settlBasis Description This field represents the Daily Settlement Basis calculated in index points from the Daily Settlement TRF Spread (basis points).

  • Page 977: Settlcurr

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 977 6.1045 settlCurr Description This field contains the settlement currency. Format alphanumeric 3 Where used: CB235 Daily Security Collateral Fee Statement CB320 Daily Clearing Fees - Equities CB325 Daily Service Fees CB350 Monthly Fee Statement CE051 FX Transactions &...

  • Page 978: Settlementvol

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 978 6.1048 settlementVol Description This field indicates the settlement volatility used to calculate the settlement price. Format numeric 5, 2 Where used: TA114 Variance Futures Parameter 6.1049 settlFxAmnt Description This field contains the settlement amount of the transaction.

  • Page 979: Settllocat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 979 Format numeric signed 12, 2 Where used: CB225 Daily Eurex Fines 6.1052 settlLocat Description This field contains the settlement location. Format alphanumeric 5 Where used: CB225 Daily Eurex Fines CB315 Daily Clearing Fees - Bonds CB320 Daily Clearing Fees - Equities...

  • Page 980: Settrigcod

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 980 Valid Values Decodes Descriptions Cash Settlement Physical Settlement Where used: CA752 Capital Adjustment Positions Overview CB012 Account Statement CB702 Cash Settled Contracts Overview CB715 Average Pricing CB730 Position Transfer Summary CB731 Settling Futures Positions Overview CB750 Give-Up Trades Overview...

  • Page 981: Shtoptmincompind

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 981 6.1056 shtOptMinCompInd Description This field indicates whether the position is a long position used for compensating in up/down-price scenario or short position being compensated Format alphanumeric 1 Valid Values Decodes...

  • Page 982: Shtoptmincompindpdvn

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 982 6.1058 shtOptMinCompIndPdVn Description This field indicates whether the liquidation value is compensated by short option adjustment for the price-down/volatility-neutral scenario. Format alphanumeric 1 Valid Values Decodes Descriptions Indicates position is neither compensated...

  • Page 983: Shtoptmincompindpuvn

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 983 Format alphanumeric 1 Valid Values Decodes Descriptions Indicates position is neither compensated nor compensating Indicates position is Compensated Used for Coverage for price-up scenario Used for Coverage for price-down scenario Where used: CC040 Liquidating Values CC740 Liquidating Values...

  • Page 984: Shtoptmincompqty

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 984 Valid Values Decodes Descriptions Indicates position is neither compensated nor compensating Indicates position is Compensated Used for Coverage for price-up scenario Used for Coverage for price-down scenario Where used: CC040 Liquidating Values CC740 Liquidating Values...

  • Page 985: Shtquopct

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 985 6.1065 shtQuoPct Description This field contains short quote percentage, which is the percentage of the violations caused by quotes that were not active throughout the minimum time span.

  • Page 986: Sidestatus

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 986 6.1068 sideStatus Description This field indicates the approving status of the TES side. Format alphanumeric 1 Valid Values Decodes Descriptions Pending Approved Auto Approved Deleted Executed Where used: TE545 Daily TES Maintenance...

  • Page 987: Sortfeetyp

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 987 Format alphanumeric 8 Where used: CB030 Position Transfer Overview CB730 Position Transfer Summary 6.1072 sortFeeTyp Description This field contains sort fee type, which is the technical attribute used to sort the data per fee type.

  • Page 988: Spreadbidprice

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 988 6.1074 spreadBidPrice Description This field contains the upper bid price which determines the appro- priate maximum quote spread value for a specified product. Format numeric 10, 5 Where used: TA111 All Active/Inactive Series 6.1075 spreadDaysMonth...

  • Page 989: Spreadtimetoexp

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 989 Where used: TA111 All Active/Inactive Series 6.1078 spreadTimeToExp Description This field contains the description of the spread time to expiration. Format alphanumeric 21 Where used: TA111 All Active/Inactive Series 6.1079 sptMthNetBal Description...

  • Page 990: Sptmthspdrat

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 990 Format numeric signed 9 Where used: CC020 Futures Spread Margin CC720 Futures Spread Margin 6.1082 sptMthSpdRat Description This field contains the spot month spread rate, which is applied on future spread pairs containing at least one spot month position.

  • Page 991: Standardvol

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 991 6.1085 standardVol Description This field indicates the standard volatility defined as the squared root of the standard variance Format numeric 5, 2 Where used: TA114 Variance Futures Parameter 6.1086 standFee Description This field contains the standard Fee.

  • Page 992: Stlmtamntquoteccy

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 992 6.1089 stlmtAmntQuoteCcy Description This field contains the Settlement Amount in Quote Currency Format numeric 14, 2 Where used: CE055 FX Settlement Limit Report 6.1090 stopPrice Description This field contains the order stop price, which is limit price provided by the participant.

  • Page 993: Stratlegvol

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 993 6.1093 stratLegVol Description This field contains the volume of a strategy leg. Format numeric 3 Where used: TC541 Dly Strategy Order Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance 6.1094 stratMatchCode Description...
  • Page 994 Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 994 Valid Values Decodes Descriptions CBUT Call Butterfly PBUT Put Butterfly Call Spread Put Spread Call Calendar Spread Put Calendar Spread CDIA Call Diagonal Calendar Spread PDIA Put Diagonal Calendar Spread GUTS...

  • Page 995: Stratundrprc

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 995 PLAD+U Put Ladder versus Long U/L PLAD-U Put Ladder versus Short U/L COMBO+U Combo versus Long U/L RBUL-U 2x1 Ratio Call Spread versus Short U/L RBER+U 2x1 Ratio Put Spread versus Long U/L BLT-U...

  • Page 996: Streamaddr

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 996 Where used: CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6.1098 streamAddr Description This field contains the multicast address of the Enhanced Broadcast Solution and Market Data Interface stream.

  • Page 997: Streamtype

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 997 6.1101 streamType Description This field indicates the type of the Enhanced Broadcast Solution and Market Data Interface stream. Format numeric 1 Valid Values Decodes Descriptions Snapshot (Enhanced Broadcast Solution) Delta/Incremental (Enhanced Broadcast Solution)

  • Page 998: Strkprcm

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 998 6.1104 strkPrcM Description This field contains the transaction quantity notified, which is the number of contracts that the member has to deliver. Format numeric 8, 4 Where used: TA111 All Active/Inactive Series 6.1105 strtDat...

  • Page 999: Subsrghttheoval

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 999 Where used: CC034 Theoretical Prices 6.1108 subsRghtTheoVal Description This field contains the theoretical value of the subscription right, which is the value of the subscription right (a right to buy stock) calculated using the option price model with the maximum expected underlying price.

  • Page 1000: Sumacctcshsetlmtamnt

    Eurex XML Report Reference Manual Version V 3.1.3 05.04.2017 XML Report Tag Descriptions Page 1000 Format numeric signed 12, 2 Where used: CE120 ECC Delivery Report 6.1112 sumAcctCshSetlmtAmnt Description This field contains the sum of the cash settlement amount on account level.

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