Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Tag Descriptions Page 809
6.644 mgnOfstClgCurr
Description This field contains the margin offset in the clearing currency, which is
the difference between margin surplus and margin shortfall. It is used
to reduce the total margin requirement of clearing members operating
in different currencies, further improving the efficient use of capital.
Format numeric signed 13, 2
Where used: CC055 Daily Margin Offset
CC755 Daily Margin Offset
6.645 mgnParm
Description This field contains the margin parameter applicable in case of
maximum expected up and down movement in the security price.
Format numeric signed 11, 2
Where used: CC031 Theoretical Values II
CC033 Theoretical Values III
CC034 Theoretical Prices
6.646 mgnParmDown
Description This field contains the margin parameter down, which is applicable in
case of maximum expected down movement in the security price.
Format numeric signed 11, 2
Where used: CC033 Theoretical Values III
6.647 mgnParmFlg
Description This field indicates whether the expected price movement of the
security is provided in absolute value or in percentage.
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