Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Descriptions Page 447
4.10.4 TA114 Variance Futures Parameter
Description This daily report keeps track of the variance futures parameters
approved by Market Supervision for all trading dates at the end of each
trading day.
The report is split per product and instrument, listing variance futures
parameters on product level and information on each historical trading
date on instrument level.
Frequency Daily.
Availability This report is available for all members.
CRE Area Public.
XML Report Structure
M/O Text Report Heading
ta114
rptHdr
exchNam m
envText m
rptCod m
rptNam m
rptFlexKey o
membId o
membLglNam o
rptPrntEffDat m
rptPrntEffTim o
rptPrntRunDat m
ta114Grp
, repeated 0 ... variable times:
ta114KeyGrp
product m Product
nextTradDat m Next Trading Date
prodHistoryGrp
, repeated 1 ... variable times:
prodTradDat m Prod Date
defaultClearingPriceOffset m Default Offset
vegaUnit m VegaUn
annualisationFactor m Ann
secuLstClsPrc m UndClsPrc
ovnRat m OvnRat
prodManual m PM
InstGrpRec
, repeated 0 ... variable times:
instKeyGrp
instrumentId m Instrument ID