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. All amounts are in the product
currency.
The report is available in xml- and csv-format.
The report is available for EUREX/ECAG Members.
Frequency Daily.
Availability This report is available for clearing and trading members.
XML Report Structure
M/O Text Report Heading
cb795
rptHdr
exchNam m
envText m
rptCod m
rptNam m
rptFlexKey o
membId o
membLglNam o
rptPrntEffDat m
rptPrntEffTim o
rptPrntRunDat m
cb795Grp
, repeated 0 ... variable times:
cb795KeyGrp
membClgIdCod m Clearing Member
cb795Grp1
, repeated 1 ... variable times:
cb795KeyGrp1
currTypCod m Currency
cb795Grp2
, repeated 1 ... variable times:
cb795KeyGrp2
membExchIdCod m ExchangeMbr
cb795Rec
, repeated 1 ... variable times:
accountName o Ac
vmarPayBal m VarMargPayable
vmarRcvBal m VarMargReceivable
residualBal m Residual
vmarNetBal m NetCurrVarMarg