Cc Clearing Margin; Cc010 Premium Margin - Siemens SIMATIC PROFINET Function Manual

Eurex
XML Report Reference Manual
XML Report Descriptions
4.3

CC Clearing Margin

4.3.1

CC010 Premium Margin

Description
Frequency
Availability
XML Report Structure
cc010
rptHdr
exchNam
envText
rptCod
rptNam
rptFlexKey
membId
membLglNam
rptPrntEffDat
rptPrntEffTim
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. All
amounts are in the product currency. The liquidation costs and
proceeds for open net positions are calculated by using the current day
closing prices of the options. Open long positions are netted with open
short positions. The premium margin of a margin class is the net
amount of the liquidation costs and proceeds from all positions in this
margin class. It shows options positions and premium margins by
series. Each net position is multiplied by the trade unit value and the
day closing value of the relevant option to calculate the premium
margin for net long (credit) or net short (debit) positions. Multiplying the
net position by the intrinsic value of the relevant option yields the
premium margin. The margin calculation for TES Flexible Options
transactions are also listed in this report.
The following statements apply to the intraday report:
- In-the-money value (difference between exercise price and closing
price of the underlying) of the relevant option is used for exercised and
assigned positions.
- Exercised positions are netted with assigned positions.
The report is available for EUREX/ECAG Members and EEX/ECC
Members.
Daily.
This report is available for clearing and trading members.
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Version V 3.1.3
05.04.2017
Page 228