Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Tag Descriptions Page 591
Where used: CC045 Additional Margin
CC745 Additional Margin
6.40 addMgnAmntPdVu
Description This field contains the additional margin amount in margin class
currency for price-down/volatility-up scenario. It is calculated as a
difference between the current liquidating cost and the projected liqui-
dating cost under this scenario.
Format numeric signed 13, 2
Where used: CC045 Additional Margin
CC745 Additional Margin
6.41 addMgnAmntPuVd
Description This field contains the additional margin amount in margin class
currency for price-up/volatility-down scenario. It is calculated as a
difference between the current liquidating cost and the projected liqui-
dating cost under this scenario.
Format numeric signed 13, 2
Where used: CC045 Additional Margin
CC745 Additional Margin
6.42 addMgnAmntPuVn
Description This field contains the additional margin amount in margin class
currency for price-up/volatility-neutral scenario. It is calculated as a
difference between the current liquidating cost and the projected liqui-
dating cost under this scenario.
Format numeric signed 13, 2