Eurex
XML Report Reference Manual Version V 3.1.3
05.04.2017
XML Report Tag Descriptions Page 928
Where used: CB179 Monthly Rebate Report
6.963 riskNettingUnit
Description This field indicates the risk netting unit.
Format alphanumeric 60
Where used: CA770 Account Maintenance
6.964 riskPdVd
Description This field contains the difference between the current liquidation value
and the evaluated liquidation value for the price-down/volatility-down
scenario. All figures are displayed in the product currency.
Format numeric signed 14, 2
Where used: CC040 Liquidating Values
CC740 Liquidating Values
6.965 riskPdVn
Description This field contains the difference between the current liquidation value
and the evaluated liquidation value for the price-down/volatility-neutral
scenario. All figures are displayed in the product currency.
Format numeric signed 14, 2
Where used: CC040 Liquidating Values
CC740 Liquidating Values