Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Tag Descriptions Page 710
Where used: CC045 Additional Margin
CC745 Additional Margin
6.374 exchRatPuVn
Description This field contains the adjusted exchange rate for the price-up/
volatility-neutral scenario.
Format numeric signed 15, 6
Where used: CC045 Additional Margin
CC745 Additional Margin
6.375 exchRatPuVu
Description This field contains the adjusted exchange rate for the price-up/
volatility-up scenario.
Format numeric signed 15, 6
Where used: CC045 Additional Margin
CC745 Additional Margin
6.376 exchRatRed
Description This field contains the exchange rate reduced to 3 decimals.
Format numeric 11, 3
Where used: CD033 Collateral Composition