Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Tag Descriptions Page 811
6.650 mgnReqPropEcm
Description Margin Requirment of a Clearer on Account PP together with Shortfall
of all segregated Pools
Format numeric 14, 2
Where used: CD043 ECM: Value Based Alloc. Method
6.651 mgnReqrAmnt
Description This field contains the margin requirement of a clearing member in
clearing member currency.
Format numeric signed 13, 2
Where used: CD033 Collateral Composition
CD042 Daily Settlement Statement
CI042 Margin Call
CN042 Night Margin Call
6.652 mgnShtNotBal
Description This field contains the margin short notified balance, which is the
number of open/notified short contracts.
Format numeric 9
Where used: CC020 Futures Spread Margin
CC720 Futures Spread Margin
6.653 mgnSprdAmnt
Description This field contains the future spread margin, which covers the risk
caused by the imperfect price correlation between contracts of same
underlying but different expiration months.
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