Siemens SIMATIC PROFINET

Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Tag Descriptions Page 592
Where used: CC045 Additional Margin
CC745 Additional Margin
6.43 addMgnAmntPuVu
Description This field contains the additional margin amount in margin class
currency for price-up/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
6.44 addMgnUsage
Description This field direction for which additional margin is used - empty means
both, U upside, D downside (these two apply only to gross-delivered
security positions).
Format numeric 1
Valid Values
Decodes Descriptions
1U
2D
3
Where used: CC040 Liquidating Values
CC740 Liquidating Values
6.45 addMgnWorstCaseAmnt
Description This field contains the worst case pure additional margin (before
adjusting by margin factor).
Format numeric signed 13, 2