Cc750 Daily Margin - Siemens SIMATIC PROFINET Function Manual

Eurex
XML Report Reference Manual
XML Report Descriptions
4.3.19

CC750 Daily Margin

Description
Frequency
Availability
XML Report Structure
cc750
rptHdr
exchNam
envText
rptCod
rptNam
rptFlexKey
membId
membLglNam
rptPrntEffDat
rptPrntEffTim
rptPrntRunDat
cc750Grp, repeated 0 ... variable times:
cc750KeyGrp
membClgIdCod
cc750Grp1, repeated 1 ... variable times:
cc750KeyGrp1
membExchIdCod
cc750Grp2, repeated 1 ... variable times:
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. Account names of flexible accounts
(additional agent accounts) are available. All margin components are
listed in this report. All amounts are in the product currency. Margin
calculations resulting from Flexible Contracts are included in the corre-
sponding margin class records.
The intermediate results of the margin calculation for cash positions,
options and futures are totaled by margin class. The results for tradi-
tional style options are taken from the Premium Margin Report
(CC010); the results for cash bond positions come from the Current
Liquidating Margin Report (CC011); the results for futures come from
the Futures Spread Margin Report (CC020); the calculations for the
additional margin is in the Theoretical Values Report (CC031) and the
Additional Margin Report (CC045).
The report is available for EUREX/ECAG Members.
Daily.
This report is available for clearing and trading members.
M/O Text Report Heading
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m CM
m Exchange Member
Version V 3.1.3
05.04.2017
Page 282