Cd043 Ecm: Value Based Alloc. Method - Siemens SIMATIC PROFINET Function Manual

Eurex
XML Report Reference Manual
XML Report Descriptions
4.4.14

CD043 ECM: Value Based Alloc. Method

Description
Frequency
Availability
XML Report Structure
cd043
rptHdr
exchNam
envText
rptCod
rptNam
rptFlexKey
membId
membLglNam
rptPrntEffDat
rptPrntEffTim
rptPrntRunDat
cd043Grp, repeated 0 ... variable times:
cd043KeyGrp
membClgIdCod
cd043Grp1, repeated 1 ... variable times:
cd043KeyGrp1
currTypCod
cd043Rec, repeated 1 ... variable times:
mgnReqPropEcm
mgnReqClientEcm
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. It lists the margin requirement of the CM
(Mrg Req Prop ECM) separately from the margin requirement for the
client business (Mrg Req Client ECM). Additionally, it shows the
current collateral allocation for the Clearing Member (Collateral Prop
ECM) and for clients (Collateral Client ECM) as of the end of the
respective business day.
Clearing Members participating in the asset based allocation method of
ECM will receive this report displaying the collateral amount of their
proprietary account only.
The report is available for EUREX/ECAG Members and EEX/ECC
Members.
Daily.
This report is available for clearing members only.
M/O Text Report Heading
m
m
m
m
o
o
o
m
o
m
m Clearing Member
m Clr Currency
m Mrg Req Prop ECM
m Mrg Req Client ECM
Version V 3.1.3
05.04.2017
Page 320