Siemens SIMATIC PROFINET

Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Descriptions Page 253
4.3.9 CC050 Daily Margin
Description 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. 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 corresponding
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 and EEX/ECC
Members.
Frequency Daily.
Availability This report is available for clearing and trading members.
XML Report Structure
M/O Text Report Heading
cc050
rptHdr
exchNam m
envText m
rptCod m
rptNam m
rptFlexKey o
membId o
membLglNam o
rptPrntEffDat m
rptPrntEffTim o
rptPrntRunDat m
cc050Grp
, repeated 0 ... variable times:
cc050KeyGrp
membClgIdCod m Clearing Member
cc050Grp1
, repeated 1 ... variable times:
cc050KeyGrp1
membExchIdCod m Exchange Member
cc050Grp2
, repeated 1 ... variable times: