Cd033 Collateral Composition - Siemens SIMATIC PROFINET Function Manual

Eurex
XML Report Reference Manual
XML Report Descriptions
4.4.10

CD033 Collateral Composition

Description
Frequency
Availability
XML Report Structure
cd033
rptHdr
exchNam
envText
rptCod
rptNam
rptFlexKey
membId
membLglNam
rptPrntEffDat
rptPrntEffTim
rptPrntRunDat
cd033Grp, repeated 0 ... variable times:
cd033KeyGrp
membClgIdCodFrom
cd033Grp10, repeated 1 ... variable times:
membClgIdCod
cd033KeyGrp10
poolId
cd033Grp12, repeated 1 ... variable times:
cd033KeyGrp12
membExchIdCod
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" for bonds, "S" for stocks, "C" for cash).
All collateral values are converted into the corresponding clearing
member currency and added up per security group. These totals are
then possibly cut by the limit factors defined by Eurex, added up and
compared against the total margin requirement of the clearing member.
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.
The report is available for EUREX/ECAG Members and EEX/ECC
Members.
Daily.
This report is available for clearing and trading members.
M/O Text Report Heading
m
m
m
m
o
o
o
m
o
m
m (XML only)
m Clearing Member
m Pool ID
m (XML only)
Version V 3.1.3
05.04.2017
Page 308