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Siemens SIMATIC PROFINET, Function Manual

The Siemens SIMATIC PROFINET Function Manual is an essential resource for understanding and operating this advanced industrial communication system. Available for free download from manualshive.com, this comprehensive manual provides detailed instructions and insights, allowing users to harness the full potential of their PROFINET device.

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Eurex
XML Report Reference Manual

Version V 3.1.3

05.04.2017

XML Report Descriptions

Page 187

4.2.40

CB235 Daily Security Collateral Fee Statement

Description

The daily security collateral fee statement reports the daily security 
collateral fee per collateral pool. Additionally the accumulated security 
collateral fee month to date is reported per Clearing Member. 
The report is available for EUREX/ECAG Members.

Frequency

Daily.

Availability

This report is available for clearing members only.

XML Report Structure

M/O Text Report Heading

cb235
    rptHdr
        exchNam

m

        envText

m

        rptCod

m

        rptNam

m

        rptFlexKey

o

        membId

o

        membLglNam

o

        rptPrntEffDat

m

        rptPrntEffTim

o

        rptPrntRunDat

m

    cb235Grp, repeated 0 ... variable times:
        cb235KeyGrp
            membClgIdCod

m

CLEARING MEMBER

            settlCurr

m

CLEARING CURRENCY

        cb235Grp1, repeated 0 ... variable times:
            cb235KeyGrp1
                poolId

m

POOL ID

                poolType

m

(XML only)

            cb235Rec, repeated 1 ... variable times:
                reqrAmntClear

o

Requirement

                cashCollAmntClear

o

CashCollAmount

                reqrFeeCalcMinusCashColl

o

Requirement minus CashColl

                secValueAmnt

o

SecurityValue Amount

                reuseCollAmnt

o

ReuseColl Amount

                secCollFeeRate

o

Fee bps

                secCollFee

o

SecurityColl Fee

                reuseSecCollFeeRate

o

RFee bps

                reuseSecCollFee

o

ReuseSecurityColl Fee

Summary of Contents for SIMATIC PROFINET

Page 1: ...Eurex XML Report Reference Manual V 3 1 3 Date 05 04 2017 ...

Page 2: ...er any circumstances including without limitation in connection with actual trading or otherwise or for any errors or omissions contained in this publication This publication is published for information purposes only and shall not constitute investment advice respectively does not constitute an offer solicitation or recommendation to acquire or dispose of any investment or to engage in any other ...

Page 3: ...se indexes are not sponsored endorsed sold or promoted by Dow Jones Company Inc Dow Jones Company Inc does not make any representation regarding the advisability of trading or of investing in such products Bloomberg Commodity IndexSM and any related sub indexes are service marks of Bloomberg L P All references to London Gold and Silver Fixing prices are used with the permission of The London Gold ...

Page 4: ...sage Code 61 3 5 Reports per T7 Trading Instance 62 4 XML Report Descriptions 64 4 1 CA Capital Adjustment 64 4 1 1 CA051 Capital Adjustment Series 64 4 1 2 CA052 Capital Adjustment Positions 66 4 1 3 CA054 Capital Adjustment Orders 68 4 1 4 CA752 Capital Adjustment Positions Overview 70 4 1 5 CA770 Account Maintenance 72 4 2 CB Clearing Position and Transactions 74 4 2 1 CB001 Product and Price R...

Page 5: ...159 4 2 32 CB186 Monthly Rebates TDP 162 4 2 33 CB187 Monthly Rebates Overview 166 4 2 34 CB191 Monthly TES Late Entry Fine 171 4 2 35 CB192 Monthly Fee Statement 174 4 2 36 CB193 Monthly Connections and Services 177 4 2 37 CB196 Daily Overall Fee Summary 179 4 2 38 CB197 Excessive System Usage Fee 182 4 2 39 CB225 Daily Eurex Fines 184 4 2 40 CB235 Daily Security Collateral Fee Statement 187 4 2 ...

Page 6: ...79 4 3 19 CC750 Daily Margin 282 4 3 20 CC755 Daily Margin Offset 284 4 3 21 CC760 Daily Margin Summary 286 4 3 22 CC780 Security Cash Risk Position 288 4 4 CD Clearing Daily 290 4 4 1 CD009 Daily Cash Transactions 290 4 4 2 CD010 Daily Cash Account CM 292 4 4 3 CD011 Daily Cash Account AH 294 4 4 4 CD012 Daily Cash Account NCM RC 296 4 4 5 CD015 Detailed Account Statement 298 4 4 6 CD020 Collater...

Page 7: ... 13 CE710 Contract Expiration 380 4 5 14 CE735 Expired Series Information 383 4 5 15 CE750 Expiration Payment vs Payment Overview 385 4 5 16 CE770 Exercise And Assign Overview 388 4 5 17 CE771 OptOn Fut ExerAssign Overview 391 4 5 18 CE775 Notification Allocation Information 393 4 5 19 CE780 Exercise Abandon Daily Maintenance Overview 395 4 5 20 CE790 In the money Configuration 397 4 6 CI Intraday...

Page 8: ...2 Daily Advanced Market Making Quote Request Performance 474 4 12 5 TD943 Daily Permanent Market Making Strategy Quote Request Performance 476 4 12 6 TD944 Daily Advanced Market Making Strategy Quote Request Performance 477 4 12 7 TD945 MTD Regular Market Making Quote Request Performance 478 4 12 8 TD946 MTD Permanent Market Making Quote Request Performance 480 4 12 9 TD947 MTD Advanced Market Mak...

Page 9: ... TT150 Optional Four Eye Principle 558 4 15 12 TT750 Clearing Four Eye Principle 560 4 15 13 TT760 User Entitlement Status 562 4 15 14 TT761 User Entitlement Changes 564 4 15 15 TT762 Participant Entitlement Status 566 4 15 16 TT763 Participant Entitlement Changes 568 4 15 17 TT764 Four eye Request Processing Entitlement 570 4 15 18 TT770 Password Change 572 5 Introduction to Report Tag Descriptio...

Page 10: ... 35 activityTyp 589 6 36 actvSin 589 6 37 addInfo 590 6 38 addMgnAmntPdVd 590 6 39 addMgnAmntPdVn 590 6 40 addMgnAmntPdVu 591 6 41 addMgnAmntPuVd 591 6 42 addMgnAmntPuVn 591 6 43 addMgnAmntPuVu 592 6 44 addMgnUsage 592 6 45 addMgnWorstCaseAmnt 592 6 46 addTxt 593 6 47 adjAddAmntPdVd 593 6 48 adjAddAmntPdVn 593 6 49 adjAddAmntPdVu 594 6 50 adjAddAmntPuVd 594 6 51 adjAddAmntPuVn 594 6 52 adjAddAmntP...

Page 11: ...6 75 alignScenarioVolaPdVu 601 6 76 alignScenarioVolaPuVd 601 6 77 alignScenarioVolaPuVn 602 6 78 alignScenarioVolaPuVu 602 6 79 alignText 602 6 80 alignTextKRX 602 6 81 alignTextTEX 603 6 82 alignValue 603 6 83 allocationId 603 6 84 alphaOrderNo 603 6 85 amntAud 604 6 86 amntCHF 604 6 87 amntClvCsh 604 6 88 amntClvSecu 605 6 89 amntCrd 605 6 90 amntDbt 605 6 91 amntEUR 605 6 92 amntGBP 606 6 93 a...

Page 12: ...udtValBefore 613 6 122 autoCloseOut 614 6 123 avgOf249Days 614 6 124 avgOf250Days 614 6 125 avgOfPrev250Days 614 6 126 baseCurrency 615 6 127 baseFxAmnt 615 6 128 bckMthNetLngBal 615 6 129 bckMthNetShtBal 615 6 130 bckMthSpdMgn 616 6 131 bckMthSpdPos 616 6 132 bckMthSpdRat 616 6 133 bckMthTotLngBal 617 6 134 bckMthTotShtBal 617 6 135 beneficiary 617 6 136 bfrAfr 618 6 137 bfrAfrDec 618 6 138 bicCl...

Page 13: ...ktRefId 628 6 165 cashCollAmntClear 628 6 166 category 628 6 167 cb120RecTypCod 629 6 168 cCorpFlag 629 6 169 ccpDlvTrnId 630 6 170 ccyPair 630 6 171 clasGrpCod 630 6 172 classifViolation 631 6 173 clearingHouse 631 6 174 clearingParticipant 631 6 175 clearingPrc 632 6 176 clearingPriceOffset 632 6 177 clearingQty 632 6 178 clearingSystemLicense 632 6 179 clearingTakeUpMember 633 6 180 clgCurrTypC...

Page 14: ...trMtnCod 646 6 207 cntrPerUntInAmnt 647 6 208 cntrSecAmnt 647 6 209 cntrShrQty 647 6 210 cntrStsCod 648 6 211 cntrStsNewCod 648 6 212 cntrStsOldCod 648 6 213 cntrTotItmAmnt 649 6 214 cntrTypCod 649 6 215 cntrVersNo 649 6 216 cntrVersNoX 651 6 217 collAmnt 651 6 218 collClientEcm 651 6 219 collGrpLimFact 652 6 220 collPropEcm 652 6 221 collStsCod 652 6 222 collVal 653 6 223 collValBond 653 6 224 co...

Page 15: ...nDat 660 6 249 cpnFreq 661 6 250 cpnRat 661 6 251 cpnVarOfs 661 6 252 cpnVarRef 661 6 253 Crossed 662 6 254 csdId 662 6 255 cshAcctCod 662 6 256 cshAcctNo2 663 6 257 cshBalAmnt 663 6 258 cshBsktRefId 664 6 259 cshCollAmnt 664 6 260 cshInstId 664 6 261 cshIntRat 664 6 262 cshLocKeyCod 665 6 263 cshPosNet 665 6 264 cshPrcConv 665 6 265 cshQty 666 6 266 cshRcvPayAmnt 666 6 267 cshRefCod 666 6 268 csh...

Page 16: ...dailyTransLimitPerMemProd 677 6 293 date 677 6 294 dayAvgText 677 6 295 dayCutLim 678 6 296 dayMat 678 6 297 dayNo 678 6 298 dayReqClrFun 678 6 299 dayReqCompCapt 679 6 300 dayReqEqCapt 679 6 301 daySettlDate 679 6 302 daysToMaturity 679 6 303 dayTesVol 680 6 304 dayTotVol 680 6 305 dCutLim 680 6 306 dealItem 681 6 307 defaultClearingPriceOffset 681 6 308 deletedQty 681 6 309 delOrdrCnt 681 6 310 ...

Page 17: ...t 689 6 336 dummyColumn1 689 6 337 dummyColumn2 689 6 338 ebiTrdRefNo 690 6 339 ecbExchRat 690 6 340 effContribution 690 6 341 effExpDat 690 6 342 effMaxCalSprdQty 691 6 343 effMaxOrdrQty 691 6 344 effMaxTESQty 691 6 345 effStatus 691 6 346 elapsedNoTradingDays 692 6 347 endDat 692 6 348 entActivity 692 6 349 enteringUser 693 6 350 entitlmntLvl 693 6 351 entPartStatus 694 6 352 entRole 694 6 353 e...

Page 18: ...Prc 711 6 378 execQty 711 6 379 execTime 711 6 380 exerPrcDcml 712 6 381 exerQty 712 6 382 exerShr 712 6 383 exerStylTyp 712 6 384 exerVol 713 6 385 expDat 714 6 386 expiryDate 714 6 387 expRat 714 6 388 expSettlDate 715 6 389 expToBeQuot 715 6 390 extTrdNum 715 6 391 faceAmnt 715 6 392 factDat 716 6 393 fastMarketQuotePcnt 716 6 394 fastMktQuoteMinQty 716 6 395 fee 717 6 396 feeAdjInd 717 6 397 f...

Page 19: ...Rat 724 6 423 fixRat 724 6 424 flexAcctInfo 724 6 425 flexIdCod 725 6 426 floor 725 6 427 floorType 725 6 428 flrLimFlg 726 6 429 flxCntrGuStsCod 726 6 430 flxCntrInd 726 6 431 flxCntrMtnCod 727 6 432 flxCntrSynProdId 728 6 433 flxCntrTrdAllwdFlg 728 6 434 flxCntrTrnIdNo 729 6 435 flxCntrTrnStsCod 729 6 436 flxOptCntrExerPrc 730 6 437 fourEyesApprAct 731 6 438 fourEyesIndictr 731 6 439 fourEyesRes...

Page 20: ... 468 guarNam 742 6 469 guarNo 742 6 470 guarStrtDat 742 6 471 guarText 743 6 472 guarTotBalAmnt 743 6 473 guarTypCod 743 6 474 gutSts 744 6 475 hdgTyp 744 6 476 headroom 744 6 477 headSettlAcctType 744 6 478 highPrc 745 6 479 inactivated 745 6 480 indCallOrPut 745 6 481 indivGrossShortAmntAUDinEUR 746 6 482 indivGrossShortAmntCHFinEUR 746 6 483 indivGrossShortAmntEURinEUR 746 6 484 indivGrossShort...

Page 21: ...trumentSubType 752 6 506 instrumentType 753 6 507 instSts 753 6 508 instSubTypCod 754 6 509 instTradDat 754 6 510 instTypCod 754 6 511 intFreeLimAmnt 754 6 512 intRatPct 755 6 513 intrnlTranId 755 6 514 invcAmnt 755 6 515 invcNo 755 6 516 isBroker 756 6 517 isDisclosed 756 6 518 isinCod 756 6 519 isUSFlg 757 6 520 itmAmnt 758 6 521 itmAmntConfig 758 6 522 itmAmntConfigbef 758 6 523 itmLngAmnt 758 ...

Page 22: ...tUsageAmntUSDInEUR 766 6 551 limitUsageOverAllInEUR1 766 6 552 limitUsageOverAllInEUR2 766 6 553 limOrdrPrc 767 6 554 limProdExc 767 6 555 limProdExcInd 767 6 556 limType 767 6 557 lineId 768 6 558 liquValuePdVd 768 6 559 liquValuePdVn 768 6 560 liquValuePdVu 769 6 561 liquValuePuVd 769 6 562 liquValuePuVn 769 6 563 liquValuePuVu 769 6 564 liqValRowName 770 6 565 lngShtExerAllcInd 770 6 566 lngSht...

Page 23: ...e 779 6 594 maxTESQty 779 6 595 membClgConfCodFrom 779 6 596 membClgConfCodTo 779 6 597 membClgIdCod 780 6 598 membClgIdCod_1 783 6 599 membClgIdCod_2 783 6 600 membClgIdCodCpty 783 6 601 membClgIdCodFrom 784 6 602 membClgIdCodTo 784 6 603 membClgIdNam 784 6 604 membCsdAct 785 6 605 membExchConfCodFrom 785 6 606 membExchConfCodTo 785 6 607 membExchIdCod 785 6 608 membExchIdCod_1 789 6 609 membExch...

Page 24: ...6 636 mgnClsExpMthDat 806 6 637 mgnClsExpYrDat 806 6 638 mgnFctrPct 807 6 639 mgnGrpCod 807 6 640 mgnLiqDlvAmnt 807 6 641 mgnLngAllBal 808 6 642 mgnMajCurr 808 6 643 mgnMinCurr 808 6 644 mgnOfstClgCurr 809 6 645 mgnParm 809 6 646 mgnParmDown 809 6 647 mgnParmFlg 809 6 648 mgnPremiumAmnt 810 6 649 mgnReqClientEcm 810 6 650 mgnReqPropEcm 811 6 651 mgnReqrAmnt 811 6 652 mgnShtNotBal 811 6 653 mgnSprd...

Page 25: ... 819 6 680 mmPrgrmCod 820 6 681 mmpTimeWindow 820 6 682 mmpVega 820 6 683 mmpVolume 821 6 684 mmReq 821 6 685 mnthlyReq 821 6 686 modelTyp 821 6 687 movAvgTransDate 822 6 688 movAvgTransRepDate 822 6 689 mrtyDat 822 6 690 mtdCutLim 823 6 691 mtdDays 823 6 692 mtdOrderedVol 823 6 693 mtdOtr 823 6 694 mtdTesVol 824 6 695 mtdTotVol 824 6 696 mtdVolLim 824 6 697 mthDlyAvgVolX 824 6 698 mthPackReqEqt 8...

Page 26: ...t 832 6 723 nextTradDat 833 6 724 nomQty 833 6 725 nomVal 833 6 726 noOfCntrcts 833 6 727 noOfStreams 834 6 728 notifVol 834 6 729 novDat 834 6 730 numberOfBuy 834 6 731 numberOfLegs 835 6 732 numberOfSell 835 6 733 numOfDaysLt 835 6 734 numOfDaysLtTot 835 6 735 numOfTrans 836 6 736 numOfTransactions 836 6 737 numOfTransExcTransLim 836 6 738 onBhalfPartSmbl 836 6 739 onBhalfUsrLgn 837 6 740 oneSid...

Page 27: ...ilCod 849 6 767 ordrQty 849 6 768 ordrResCod 849 6 769 ordrTyp 850 6 770 ordrTypCod 850 6 771 origClOrdId 851 6 772 origCntrId 852 6 773 origCurrTypCod 852 6 774 origExchId 852 6 775 originCountryCode 853 6 776 origMLegRptTyp 853 6 777 origOrderCategory 853 6 778 origOrderType 854 6 779 origOrdrNo 854 6 780 origOrdrNoX 854 6 781 origRpdOrdrNo 855 6 782 origStrategyLinkId 855 6 783 origStratInstrTy...

Page 28: ...ole 863 6 809 participant 864 6 810 partIdCod 864 6 811 partIdCodFrom 865 6 812 partIdCodNewCm 865 6 813 partIdCodNewEm 866 6 814 partIdCodObo 866 6 815 partIdCodOldCm 866 6 816 partIdCodOldEm 867 6 817 partIdCodSec 867 6 818 partLastModDat 867 6 819 partLngName 867 6 820 partResnForChang 868 6 821 partSmbl 869 6 822 paymDat 869 6 823 pendingAmnt 869 6 824 pendingDeletion 869 6 825 persistent 870 ...

Page 29: ...ead 878 6 852 posnSht 878 6 853 posnShtAfter 879 6 854 posnShtBal 879 6 855 posnShtBalPrv 880 6 856 posnShtBefore 880 6 857 posnTrnGivUpVol 880 6 858 posnTrnOthVol 880 6 859 posnTrnTakUpVol 881 6 860 posnTrnTrdAdjVol 881 6 861 posnTypNam 881 6 862 posTrfMod 882 6 863 posTrfPrc 882 6 864 prcKey 882 6 865 prcTyp 883 6 866 prelimFlg 883 6 867 preliminaryTradesAllowed 883 6 868 prelimIndex 884 6 869 p...

Page 30: ... 894 6 894 prodRebGrpVol 894 6 895 prodSeg 894 6 896 prodSegFeeAmnt 895 6 897 prodSegName 895 6 898 prodTim 895 6 899 prodTradDat 896 6 900 prodTrdStsCod 896 6 901 prodTypId 896 6 902 prodTypIdX 898 6 903 product 898 6 904 productMIC 899 6 905 prodVol 899 6 906 prodVolA 899 6 907 prodVolM 900 6 908 prodVolP 900 6 909 projPrc 900 6 910 prtMgnReqt 900 6 911 prtMgnUnadj 901 6 912 prvUpdDat 901 6 913 ...

Page 31: ...14 6 939 rejQty 914 6 940 relatedTransactionId 914 6 941 repPerFromDat 915 6 942 repPerToDat 915 6 943 reqMthVol 915 6 944 reqQty 916 6 945 reqrAmntClear 916 6 946 reqrFeeCalcMinusCashColl 916 6 947 reqTim 916 6 948 reqTime 917 6 949 reqType 917 6 950 rescAccLvlNo 917 6 951 rescAccLvlNoAfter 918 6 952 rescAccLvlNoBefore 918 6 953 rescAccLvlPos 919 6 954 resiDual 925 6 955 residual 926 6 956 residu...

Page 32: ...ptn 933 6 982 rptCod 933 6 983 rptEffDat 938 6 984 rptFlexKey 938 6 985 rptNam 942 6 986 rptPagTypCod 947 6 987 rptPrntEffDat 947 6 988 rptPrntEffTim 951 6 989 rptPrntRunDat 955 6 990 rqmntType 960 6 991 rskEvntTyp 960 6 992 rskLimLvl 961 6 993 rskLimMtnCod 961 6 994 rskLimRsltMsg 962 6 995 rskLimTyp 962 6 996 savReb 962 6 997 savRebPct 963 6 998 secCollFee 963 6 999 secCollFeeRate 963 6 1000 secu...

Page 33: ...otBalAmnt 970 6 1023 secuTrdUntNo 970 6 1024 secValueAmnt 970 6 1025 segMgnReqUncov 971 6 1026 senderRef 971 6 1027 seqId 971 6 1028 serId 971 6 1029 serv 972 6 1030 servGrp 972 6 1031 servMod 972 6 1032 servNam 972 6 1033 servQty 973 6 1034 servTyp 973 6 1035 servVol 973 6 1036 sessionId 973 6 1037 setlAmnt 974 6 1038 setlmtSecuQty 974 6 1039 setlTypCod 974 6 1040 settlAcct 975 6 1041 settlAmnt 9...

Page 34: ...985 6 1066 sideBU 985 6 1067 sideId 985 6 1068 sideStatus 986 6 1069 sideTrader 986 6 1070 smpDeletedQty 986 6 1071 sndRcvText 986 6 1072 sortFeeTyp 987 6 1073 spreadAbsPcntCode 987 6 1074 spreadBidPrice 988 6 1075 spreadDaysMonth 988 6 1076 spreadQuality 988 6 1077 spreadTickValue 988 6 1078 spreadTimeToExp 989 6 1079 sptMthNetBal 989 6 1080 sptMthSpdMgn 989 6 1081 sptMthSpdPos 989 6 1082 sptMthS...

Page 35: ...bAmnt 1000 6 1114 sumAcctDlvSetlmtAmnt 1000 6 1115 sumAcctFeeAdjCrtDayAmnt 1001 6 1116 sumAcctFeeAmnt 1001 6 1117 sumAcctFeeCrtDayAmnt 1001 6 1118 sumAcctFeeCrtMthAmnt 1001 6 1119 sumAcctFeePrvDayAmnt 1002 6 1120 sumAcctFeePrvMthAmnt 1002 6 1121 sumAcctFeeYtdAmnt 1002 6 1122 sumAcctFinSetlmtAmnt 1002 6 1123 sumAcctMgnAddlAmnt 1003 6 1124 sumAcctMgnLiqDlvAmnt 1003 6 1125 sumAcctMgnOfstClgCurr 1003 ...

Page 36: ...1 6 1154 sumAmntJPY 1011 6 1155 sumAmntNzd 1011 6 1156 sumAmntUsd 1011 6 1157 sumAUDAmntInEUR 1012 6 1158 sumCashRunCrdAmnt 1012 6 1159 sumCashRunDebAmnt 1012 6 1160 sumCHFAmntInEUR 1012 6 1161 sumClasAbdnQty 1013 6 1162 sumClasCntrTotItmAmnt 1013 6 1163 sumClasDayTesVol 1013 6 1164 sumClasDayTotVol 1013 6 1165 sumClasItmLngAmnt 1014 6 1166 sumClasItmShtAmnt 1014 6 1167 sumClasMtdTesVol 1014 6 116...

Page 37: ...97 sumCollAmnt 1023 6 1198 sumCollValBond 1023 6 1199 sumCollValCash 1023 6 1200 sumCollValStock 1024 6 1201 sumCovTim 1024 6 1202 sumCovTimPercent 1024 6 1203 sumCurrAcctLngPst 1024 6 1204 sumCurrAcctShtPst 1025 6 1205 sumCurrAllAmnt 1025 6 1206 sumCurrAsstTot 1025 6 1207 sumCurrClrFunAmnt 1025 6 1208 sumCurrCntrTotItmAmnt 1026 6 1209 sumCurrCompCaptAmnt 1026 6 1210 sumCurrCrdAmnt 1026 6 1211 sum...

Page 38: ...umCurrGuarAmnt 1034 6 1240 sumCurrList 1034 6 1241 sumCurrMgnAmnt 1034 6 1242 sumCurrNetFeeAmnt 1035 6 1243 sumCurrPctSav 1035 6 1244 sumCurrPosTrnAmnt 1035 6 1245 sumCurrPrmMtdBal 1035 6 1246 sumCurrPrmNetBal 1036 6 1247 sumCurrPrmPayBal 1036 6 1248 sumCurrPrmPrvMthBal 1036 6 1249 sumCurrPrmRcvBal 1036 6 1250 sumCurrPrmVmarAmnt 1037 6 1251 sumCurrPrmYtdBal 1037 6 1252 sumCurrProdSegFeeAmnt 1037 6...

Page 39: ...mDayCutLim 1045 6 1283 sumDelvAmntCoop 1045 6 1284 sumDelvAmntEcc 1046 6 1285 sumEURAmntInEUR 1046 6 1286 sumExchFeeAmnt 1046 6 1287 sumExchMbrClgCurr 1047 6 1288 sumExchMbrFeeAmntGros 1047 6 1289 sumExchMbrFeeAmntNet 1047 6 1290 sumExchMbrPrtMgbReq 1047 6 1291 sumFee 1048 6 1292 sumFeeAcctTypGrp 1048 6 1293 sumFeeCrtMthAmnt 1048 6 1294 sumFeeCurrTypCod 1048 6 1295 sumFeeExCrtMthAmnt 1049 6 1296 s...

Page 40: ...DlvPayAmntOpt 1057 6 1327 sumMbrLvlDlvRcvAmntFut 1057 6 1328 sumMbrLvlDlvRcvAmntOpt 1057 6 1329 sumMbrLvlDlvTotAmntFut 1057 6 1330 sumMbrLvlDlvTotAmntOpt 1058 6 1331 sumMembClgIdCodRebAmnt 1058 6 1332 sumMembCollValEff 1058 6 1333 sumMembCshRcvPayAmnt 1058 6 1334 sumMembCshSetlmtAmnt 1059 6 1335 sumMembDlvSetlmtAmnt 1059 6 1336 sumMembExchIdCodRebAmnt 1059 6 1337 sumMembFeeAdjCrtDayAmnt 1060 6 133...

Page 41: ...marYtdBal 1068 6 1370 sumMgnAdjAddAmntPdVd 1069 6 1371 sumMgnAdjAddAmntPdVn 1069 6 1372 sumMgnAdjAddAmntPdVu 1069 6 1373 sumMgnAdjAddAmntPuVd 1069 6 1374 sumMgnAdjAddAmntPuVn 1070 6 1375 sumMgnAdjAddAmntPuVu 1070 6 1376 sumMgnMgnPremiumAmnt 1070 6 1377 sumNetMgnSrpl 1071 6 1378 sumNetQty 1071 6 1379 sumNodeTxnCnt 1071 6 1380 sumNomQty 1071 6 1381 sumNonDisclTrades 1072 6 1382 sumNonDisclVolume 107...

Page 42: ...2 sumProdFeeCapAmnt 1080 6 1413 sumProdFeeCrtDayAmnt 1080 6 1414 sumProdFeeCrtMthAmnt 1080 6 1415 sumProdFeeMmAmnt 1081 6 1416 sumProdFeePrvDayAmnt 1081 6 1417 sumProdFeePrvMthAmnt 1081 6 1418 sumProdFeeStrMmAmnt 1081 6 1419 sumProdFeeYtdAmnt 1082 6 1420 sumProdFinSetlmtAmnt 1082 6 1421 sumProdFullRebVol 1082 6 1422 sumProdGrp 1082 6 1423 sumProdGrpIdQty 1083 6 1424 sumProdItmLngAmnt 1083 6 1425 s...

Page 43: ...SegRebQty 1091 6 1455 sumProdSegRevRefAmnt 1091 6 1456 sumProdSetlmtSecuQty 1091 6 1457 sumProdTESClgBuy 1091 6 1458 sumProdTESClgSell 1092 6 1459 sumProdTESTotBuy 1092 6 1460 sumProdTESTotSell 1092 6 1461 sumProdTESVolBuy 1092 6 1462 sumProdTESVolSell 1093 6 1463 sumProdTim 1093 6 1464 sumProdTotBuyOrdr 1093 6 1465 sumProdTotClgBuy 1094 6 1466 sumProdTotClgSell 1094 6 1467 sumProdTotCntrBuy 1094 ...

Page 44: ...mSecuAcctShtPst 1102 6 1499 sumSecuAgtToAgtLng 1103 6 1500 sumSecuAgtToAgtSht 1103 6 1501 sumSecuAgtToMmLng 1103 6 1502 sumSecuAgtToMmSht 1103 6 1503 sumSecuAgtToPropLng 1104 6 1504 sumSecuAgtToPropSht 1104 6 1505 sumSecuBlkCollQty 1104 6 1506 sumSecuCntrCovQty 1104 6 1507 sumSecuCntrTotItmAmnt 1105 6 1508 sumSecuGrpCollValClgCurr 1105 6 1509 sumSecuMgnPremiumAmnt 1105 6 1510 sumSecuMmToAgtLng 110...

Page 45: ...umTESVolSell 1113 6 1541 sumTesVolume 1114 6 1542 sumTheoValPdVd 1114 6 1543 sumTheoValPdVn 1114 6 1544 sumTheoValPdVu 1114 6 1545 sumTheoValPuVd 1115 6 1546 sumTheoValPuVn 1115 6 1547 sumTheoValPuVu 1115 6 1548 sumTotBuyOrdr 1116 6 1549 sumTotClgBuy 1116 6 1550 sumTotClgSell 1116 6 1551 sumTotCntrBuy 1116 6 1552 sumTotCntrSell 1117 6 1553 sumTotSellOrdr 1117 6 1554 sumTrdFeeAmntX 1117 6 1555 sumT...

Page 46: ...1 sumValQuoReqTot 1124 6 1582 sumValQuoReqViol 1125 6 1583 sumVatCoop 1125 6 1584 sumVatEcc 1125 6 1585 sumViol 1126 6 1586 sumViolPct 1126 6 1587 swapCust1 1126 6 1588 swapCust2 1126 6 1589 takUpAcptInd 1127 6 1590 takUpApprInd 1127 6 1591 takUpFeeAmnt 1127 6 1592 takUpVol 1128 6 1593 tesActivity 1128 6 1594 tesDescription 1128 6 1595 tesId 1129 6 1596 tesInitiatorBU 1129 6 1597 tesInitiatorUser ...

Page 47: ...1627 timIntvlOrdrCnt 1139 6 1628 timIntvlSec 1139 6 1629 timIntvlViolCnt 1140 6 1630 timIntvlVol 1140 6 1631 tmr 1140 6 1632 totAbdnTrnQty 1140 6 1633 totalNoTradingDays 1141 6 1634 totalReq 1141 6 1635 totAsgnVol 1141 6 1636 totBURules 1141 6 1637 totBusinessUnitIdRiskEvt 1142 6 1638 totBUUpdCodAdd 1142 6 1639 totBUUpdCodChg 1142 6 1640 totBUUpdCodDel 1143 6 1641 totClgRnk 1143 6 1642 totClgRnkEx...

Page 48: ...8 totTrdrRnkExer 1150 6 1669 totTrdrRnkExerOf 1150 6 1670 totTrdrRnkOf 1151 6 1671 totUserIdRiskEvt 1151 6 1672 totUserProd 1151 6 1673 totUserUpdCodAdd 1151 6 1674 totUserUpdCodChg 1152 6 1675 totUserUpdCodDel 1152 6 1676 totVol 1152 6 1677 tradeEnrichmentRuleId 1152 6 1678 tradeType 1153 6 1679 tradingCapacity 1153 6 1680 tradingParticipant 1154 6 1681 tradingRestriction 1154 6 1682 tradPartLngN...

Page 49: ...6 1712 trdUntCsh 1164 6 1713 trdUntShares 1165 6 1714 trdUntVal 1165 6 1715 trdVol 1165 6 1716 trdVolume 1165 6 1717 triggered 1166 6 1718 trnAdjStsCod 1166 6 1719 trnBalAmnt 1167 6 1720 trnCrdAmnt 1167 6 1721 trnCshAmnt 1167 6 1722 trnDat 1168 6 1723 trnDatCet 1168 6 1724 trnDebAmnt 1169 6 1725 trnDelay 1169 6 1726 trnFeeAdjAmnt 1169 6 1727 trnFeeAmnt 1170 6 1728 trnFeeAmntX 1170 6 1729 trnHistAd...

Page 50: ...p2 1185 6 1756 trnTyp2Art 1190 6 1757 trnTypDec 1191 6 1758 trnTypText 1191 6 1759 trnTypTextArt 1191 6 1760 trnValDat 1192 6 1761 txnClas 1192 6 1762 txnCnt 1192 6 1763 txnFee00 1193 6 1764 txnFee100 1193 6 1765 txnFee50 1193 6 1766 txnFeeDay 1194 6 1767 txnIdNo 1194 6 1768 txnLim 1194 6 1769 txnLimit 1194 6 1770 txnTyp 1195 6 1771 typeOfTransactions 1195 6 1772 unadjMgnReq 1195 6 1773 unadjMgnRe...

Page 51: ...at 1203 6 1798 updCod 1203 6 1799 updDat 1204 6 1800 upDownInd1 1204 6 1801 updtFldNam 1205 6 1802 updTim 1205 6 1803 upperLimitPrice 1206 6 1804 user 1206 6 1805 userId 1206 6 1806 userId1 1206 6 1807 userNumericId 1207 6 1808 userOrdrNum 1207 6 1809 userOrdrNumFrom 1207 6 1810 userOrdrNumTo 1208 6 1811 userOrdrNumX 1208 6 1812 useZeroCostQuantity 1208 6 1813 usrGroup 1209 6 1814 usrIdFourEyeAppr...

Page 52: ...Id 1217 6 1841 versNo 1217 6 1842 violation 1218 6 1843 violationCnt 1218 6 1844 violInd 1218 6 1845 violPct 1219 6 1846 vmarMtdBal 1219 6 1847 vmarNetBal 1220 6 1848 vmarPayBal 1220 6 1849 vmarPrvMthBal 1220 6 1850 vmarRcvBal 1220 6 1851 vmarYtdBal 1221 6 1852 volaStratUndrId 1221 6 1853 volatilityPdVd 1221 6 1854 volatilityPdVn 1222 6 1855 volatilityPdVu 1222 6 1856 volatilityPuVd 1222 6 1857 vo...

Page 53: ...e each report in detail Additional information related to generic text reports is included Please note that all Eurex derivatives trading derivatives clearing and EEX derivatives reports are provided exclusively via the Common Report Engine With the introduction of C7 release 3 0 new C7 reports are distributed to Eurex members in accordance with the functionalities covered by the latest software v...

Page 54: ...onth and contract expiration year An option contract is uniquely defined with the fields product Id contract class code contract expiration month contract expiration year strike price or contract exercise price and version number A futures combination is uniquely defined by its two future contract legs Both legs share the same product A strategy is uniquely defined by its strategy type and up to f...

Page 55: ...times Structure members may be mandatory or optional Optional members may be omitted in the XML report 2 2 3 Data Types Data Types describe context independent properties of a field like its format and length The format of a data type may be alphanumeric numeric or signed numeric These properties are independent of the report where a field with this data type occurs Since a field in a structure mu...

Page 56: ...rdrText Numeric values with precision 0 are written in the format DD D without leading zeroes D denotes a digit 0 1 9 Example sumTrnLngQty 558 sumTrnLngQty Numeric values with precision 0 are written in the format DD D D D where the number of trailing digits is given by the precision Example valPerTick 1 0000 valPerTick Signed numeric values are prefixed with a plus or minus sign Example sumPrmVma...

Page 57: ... report con text The field column heading is determined by the field dependent of the report context Alphanumeric values are displayed left justified with the original value retrieved from the XML Report data Depending on the specific report values from the XML reports are mapped to some decode in the text report Numeric values are displayed right justified according to their field specific displa...

Page 58: ...a specific user account for the Common Reporting Engine must be setup and a public key has to be uploaded in the Member Section of the Eurex website www eurexchange com Please note that reports will only be generated for participants if an activated Common Report Engine user account exists The participant is responsible for the user account setup on the Common Report Engine for all markets applica...

Page 59: ...ups Please refer to section 3 3 for a description of cardinalities M O A usage code to indicate whether a report tag is mandatory or optional Please refer to section 3 4 for a detailed description Text Report Heading The heading of each tag when printed in a text report The heading depends on the tag but may be defined different in a specific report context Tags bound together in a group may be co...

Page 60: ...s Each trading member receives a report containing its individual data Each clearing member receives a report containing his individual data and the data of its associated trading members trading members only Each trading member receives a report containing its individual data clearing members only Each clearing member receives a report containing his individual data and the data of its associated...

Page 61: ...ntain usage codes for each tag These codes provide information on whether a tag is mandatory or optional Table 3 3 below lists all applicable usage codes and provides a description Table 3 3 Field Usage Codes Usage Code Explicit Field Usage Description m mandatory Tag occurs always but may contain an empty string o optional Tag may be omitted ...

Page 62: ... RD Trading RDS Reports RD110 User Profile Maintenance TRADING MEMBER RD115 User Profile Status TRADING MEMBER RD120 User Transaction Size Limit Maintenance TRADING MEMBER RD125 User Transaction Size Limit Status TRADING MEMBER RD130 Trade Enrichment Rule Maintenance TRADING MEMBER RD135 Trade Enrichment Rule Status TRADING MEMBER RD140 Pre trade Limits Maintenance Trading Participant TRADING MEMB...

Page 63: ...BER TD956 Permanent Market Making Measurement TRADING MEMBER TD957 Advanced Market Making Measurement TRADING MEMBER TD959 Designated Market Making Measurement TRADING MEMBER TD980 Excessive System Usage Report ALL MEMBER TD981 Month to Date OTR ALL MEMBER TE Order and Quote Maintenance TE535 Cross and Quote Requests TRADING MEMBER TE540 Daily Order Maintenance TRADING MEMBER TE545 Daily TES Maint...

Page 64: ...he case of a capital adjustment the system generates new contract versions Adjusted series have the existing version number incremented by 1 Newly created series contracts have the version number 0 The displayed series information is sorted by underlying and by type of capital adjustment The AdjustmentType value is 594 for Capital Adjustment The report is available for EUREX ECAG Members Frequency...

Page 65: ...prodId m cntrDtlGrp cntrExpMthDat m cntrExpYrDat m cntrExerPrc o cntrVersNo o valorNum1 o ValorenNumber trdUnt o TradingUnit capAdjStsCod o Status lstSetlmtPrc o SettlementPrice opnIntQty o OpenInterest Text Report Structure UnderlyingSecurityId AdjustmentType TrnNo AdjustmentMemo R Factor NewTheoULPrice XXXX SECURITY LONG NAME XXX XXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99 99999999 999 99...

Page 66: ...ries information is sorted by underlying and by type of capital adjustment Frequency Capital adjustment Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading ca052 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ca052Grp repeated 0 variable times ca052KeyGrp...

Page 67: ...rExpMthDat m cntrExpYrDat m cntrExerPrc o cntrVersNo o trdUnt o TradingUnit posnLng m PosnLng posnSht m PosnSht Text Report Structure Clearing Member Exchange Member XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME UnderlyingSecurityId AdjustmentType TrnNo AdjustmentMemo R Factor NewTheoULPrice XXXX SECURITY LONG NAME XXX XXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99 99999999 999 999 9999 Curren...

Page 68: ...ency Capital adjustment Availability This report is available for trading members only XML Report Structure M O Text Report Heading ca054 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ca054Grp repeated 0 variable times ca054KeyGrp membExchIdCod m Exchange Member ca054Grp1 repeated 1 variable times ca054KeyGrp1 undrId...

Page 69: ...ordrQty m Size ordrExeQty m ExeQty ordrResCod m Res cust o Customer usrOrdrNum o UsrOrdrNmbr text o Text membClgIdCod o TuMbr Text Report Structure Exchange Member XXXXX MEMBER LONG NAME UnderlyingSecurityId AdjustmentType TrnNo AdjustmentMemo R Factor XXXX SECURITY LONG NAME XXX XXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99 99999999 Contract OrdrNo Trader Ac Typ B O G OrExpDat OrdrPrc Size E...

Page 70: ... underlying and by type of capital adjustment The report is available in xml and csv format In addition the report contains information on flexible contracts The report is available for EUREX ECAG Members Frequency Capital adjustment Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading ca752 rptHdr exchNam m envText m rptCod m rptNam m...

Page 71: ...peated 1 variable times ca752Rec repeated 1 variable times bfrAfrDec m cntrIdGrpSC7 repeated 0 1 times cntrClasCod o prodId m cntrDtlGrpC7 cntrExpMthDat o cntrExpYrDat o cntrExpDat o cntrExercisePrice o flxCntrSynProdId o cntrVersNo o exerStylTyp o settlTyp o trdUnt o TradingUnit posnLng m PosnLng posnSht m PosnSht Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CA752 ...

Page 72: ...ort is available for clearing and trading members XML Report Structure M O Text Report Heading ca770 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ca770Grp repeated 0 variable times ca770KeyGrp membClgIdCod m Clearing Member ca770Grp1 repeated 1 variable times ca770KeyGrp1 membExchIdCod m Exchange Member ca770Grp2 re...

Page 73: ... times bfrAfr m accountStatus m accountType m accountSubType m accountDescr o riskNettingUnit m poolId m Pool ID autoCloseOut o Auto Close Out Flag useZeroCostQuantity o Use ZCQ Flag ca770ClrgLcnsRec repeated 0 variable times clearingSystemLicense m Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CA770 ...

Page 74: ...l but not on fee level The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for all members CRE Area Public XML Report Structure M O Text Report Heading cb001 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb001Grp repeated 0 variable times cb001KeyGrp exchIdCod o Exch c...

Page 75: ... o Threshold standFee o Standard Fee redFee o Reduced Fee acctTypGrpX o AC currTypCod o Curr thresHold2 o XML only redFee2 o XML only Text Report Structure Exch XXXX Prod Prod Prod Prod Fee Trans Trad Ac Standard Reduced Threshold Curr Type Segm ID Name Type Type Type Fee Fee XXXX XXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99999 XXXX XX 999999 99 999999 99 999999999 XX...

Page 76: ...ulting from the entry of an off book basis block vola EFP Fin EFS or from a EFPI trade are also marked New trades resulting from a historical trade transfer also appear in this report In case of position transfers the report contains the price at which the position transfers have been executed Partial transfers are executed at the previous day s settlement price and full position transfers are exe...

Page 77: ...prodTypId m ProdType prodId m Prod prodExchAff o XML only productMIC o ProductMIC ticSiz m Tick Size ticVal m TickVal cb010Grp5 repeated 1 variable times cb010KeyGrp5 repeated 0 1 times cntrDtlClassGrp cntrClasCod o Contract Detail cntrDtlGrp cntrExpMthDat m cntrExpYrDat m cntrExerPrc o cntrVersNo o lstSetlmtPrc_1 o XML only currSetlmtPrc_1 o SettlmPrc secuTrdUntNo o TradingUnit origCntrId o OCCId...

Page 78: ...on Type trnIdSfxNoPnt o ParSfx custText o CustomerTxt userOrdrNum o UserOrderNo text o Text origExchId o OrigExc origTrnId o XML only origTrnDat o XML only origOrdrNo o XML only origTrnTim o XML only origTrnDatCet o XML only origTrnTimCet o XML only membExchIdCodObo o ExMbrObo origRpdOrdrNo o XML only sumTrnLngQty o Total per Contract sumTrnShtQty o sumCntrPrmVmarAmnt o sumCntrTrnFeeAmnt o sumProd...

Page 79: ...XX 9999 999999 9 9999 99999 9 999 9999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX TrnNo SfxNo A H B O T MovLng MovSht NetQty StlPrc Prc PremVarMar Total Fees Mk2Mkt Trader Transaction Type ParSfx CustomerTxt UserOrderNo Text OrigExc ExMbrObo XXXXXX 99999 X X X X X 9999999 9999999 9999999 9999 99999 999 999 999 99 99 999 99 99999 99 XXXXXX XXXXXXXXXXXXXXXXXXXXXXXX 99999 XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX X...

Page 80: ...or each series of an option class Call Put or a future contract the report will display premiums and variation margins The report is available for EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb011 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rpt...

Page 81: ...at o cntrExpYrDat o cntrExpDat o cntrExerPrc o flxOptCntrExerPrc o cntrVersNo o exerStylTyp o setlTypCod o effExpDat o EffExpDat flxCntrSynProdId o SynP lstSetlmtPrc_1 o PrvSetlmPrc currSetlmtPrc_1 o SettlmPrc secuTrdUntNo o TradingUnit origCntrId o OCCId cb011Rec repeated 1 variable times trnIdNo2 o TrnNo trnIdSfxNo o SfxNo trnIdSfxNoPnt o ParSfx trnAdjStsCod o A trnHistAdjInd o H flxCntrMtnCod o...

Page 82: ...kt membPropCtpyIdCod o CParty membExchIdCodTo o ToMbr partIdCod o Trader membExchIdCodObo o ExMbrObo partIdCodObo o TrdBhf origExchId o OrigExc custText o Customer Txt userOrdrNum o UserOrderNo text o Text ccpDlvTrnId o XML only origTrnId o XML only origTrnDat o XML only origOrdrNo o XML only origTrnTim o XML only origTrnDatCet o XML only origTrnTimCet o XML only origRpdOrdrNo o XML only sumTrnLng...

Page 83: ...9999 9 X X 31 12 09 XXXX 9999 99999 9999 99999 9 999 9999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX TrnNo SfxNo ParSfx A H M B O T GU AG AN AC AB MovLng MovSht PremVarMar StlPrc Prc FlxTrnSts Transaction Type PMI Upd Time Mk2Mkt CParty ToMbr Trader ExMbrObo TrdBhf OrigExc Customer Txt UserOrderNo Text XXXXXXXXX 99999 99999 X X X X X X X X X X X 9999999 9999999 999 999 999 99 9999 99999 XXXXXXXXXXXX XXXXXXXXX...

Page 84: ...ding to currency account and product Premiums and variation margins are added per series of an option class Call Put or a futures contract Totals are calculated per product and account in product currency The report is available in xml and csv format In addition the report contains information on flexible contracts The report is available for EUREX ECAG Members Frequency Daily Availability This re...

Page 85: ...rp cntrClasCod o Contract Detail prodId m cntrExpMthDat o cntrExpYrDat o cntrExpDat o cntrExercisePrice o flxCntrSynProdId o SynP cntrVersNo o exerStylTyp o settlTyp o lstSetlmtPrc_1 o SettlmPrc currSetlmtPrc_1 o secuTrdUntNo o TradingUnit cb012Rec repeated 1 variable times c7TransactionIdentificationGroup TransactionId o TransactionIdSuffix o ParentTransactionId o ParentTransactionIdSuffix o rela...

Page 86: ... partIdCod o Participant membExchIdCodObo o ExMbrObo partIdCodObo o trnTyp o TrnTyp trnAdjStsCod o trnHistInd o H Text1 o Text 1 Text2 o Text 2 Text3 o Text 3 originTradingSystemData origExchId o OrigExc origTrdMatchId o origTrdDat o OrigTrdDat origTrdTim o OrigTrdTim origTrdDatCet o OrigTrdDatCet origTrdTimCet o OrigTrdTimCet trdTyp o TrT origTradeId o origClOrdId o origRpdOrdrNo o OrigRpdOrdNo o...

Page 87: ...on V 3 1 3 05 04 2017 XML Report Descriptions Page 87 sumTrnShtQty o sumCntrPrmVmarAmnt o sumProdPrmVmarAmnt o Total Per Product sumAcctPrmVmarAmnt o Total Per Account Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CB012 ...

Page 88: ...eries or futures contract Premiums variation margins and fees are summed per series of an option class or per contract This report also shows the total per currency The report is available for EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb020 rptHdr exchNam m envText m rptCod m rptNam m rptFlexK...

Page 89: ... o posnLngBalPrv m PrvLng posnShtBalPrv m PrvSht trnLngQty m MovLng trnShtQty m MovSht posnLngBal m CurLng posnShtBal m CurSht mktShrLngPct m MktShL mktShrShtPct m MktShS prmVmarAmnt m PremVarMar trnFeeAmnt m Total Fees activDat o Last Act origCntrId o OCCId sumClasPosnLngBalPrv o Total per Class sumClasPosnShtBalPrv o sumClasTrnLngQty o sumClasTrnShtQty o sumClasPosnLngBal o sumClasPosnShtBal o s...

Page 90: ...ONG NAME XXX XX XXXX XXXX Contract Detail PrvLng PrvSht MovLng MovSht CurLng CurSht MktShL MktShS PremVarMar Total Fees Last Act OCCId X XXX 9999 999999 9 99999999 99999999 9999999 9999999 99999999 99999999 999 99 999 99 999 999 999 99 99 999 99 31 12 09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Total per Class 99999999 99999999 9999999 9999999 99999999 99999999 9 999 999 999 99 9 999 999 99 Total per Produc...

Page 91: ...ract and per product The report is available for EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb021 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb021Grp repeated 0 variable times cb021KeyGrp membClgIdCod m Clearin...

Page 92: ...xerPrc o flxOptCntrExerPrc o cntrVersNo o exerStylTyp o setlTypCod o posnLngBalPrv o PrvLng posnShtBalPrv o PrvSht trnLngQty o MovLng trnShtQty o MovSht posnLngBal o CurLng posnShtBal o CurSht prmVmarAmnt o PremVarMar activDat o Last Act mktShrLngPct o MktShL mktShrShtPct o MktShS effExpDat o EffExpDat flxCntrSynProdId o SynP lstSetlmtPrc o LstSetlPrc currSetlmtPrc o SettlmPrc undrPrc o UndrPrc or...

Page 93: ...uct Tick Size TickVal XXXX XXXXXXXXXXXXXXXXXXXXXX XXXX PRODUCT LONG NAME 999 99999 9999 9999 Contract Detail PrvLng PrvSht MovLng MovSht CurLng CurSht PremVarMar Last Act MktShL MktShS EffExpDat SynP LstSetlPrc SettlmPrc UndrPrc OCCId X XXXX XXX 9999 31 12 09 999999 99999 9999 9 X X 99999999 99999999 9999999 9999999 99999999 99999999 999 999 999 99 31 12 09 999 99 999 99 31 12 09 XXXX 9999 99999 9...

Page 94: ... ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb030 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb030Grp repeated 0 variable times cb030KeyGrp membClgIdCod m Clearing Member cb030Grp1 repeated 1 variable times cb030Ke...

Page 95: ...o text o Text partIdCodOldCm m CodOldCm partIdCodOldEm m CodOldEm partIdCodNewCm m CodNewCm partIdCodNewEm m CodNewEm Text Report Structure Clearing Member Exchange Member XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME Transaction Type Sender Receiver Pos Tsf Mode XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX X TranId Contract TrnNo Ac TsfLng TsfSht CpExc CpClg Ac AdjFee Curr TrnCshAmnt OrigTrdPrc PosTrf...

Page 96: ...re BUND settlement date warning period Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb031 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb031Grp repeated 0 variable times cb031KeyGrp membClgIdCod m Clearing Member cb031Grp1 repeated 1 variable tim...

Page 97: ...ntrPosnShtBal o Text Report Structure Clearing Member XXXXX MEMBER LONG NAME Product Type Product ExpiryMonth ExpiryYear XXXXXXXXXXXXXXXXXXXXXX XXXX PRODUCT LONG NAME XXX 9999 Exchange Member Account CurrentLongPosition CurrentShortPosition XXXXX MEMBER LONG NAME XX 9 999 999 999 9 999 999 999 Total per Exchange Member 9 999 999 999 9 999 999 999 Total per Contract Clearing Member 9 999 999 999 9 ...

Page 98: ...style American before European Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb063 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb063Grp repeated 0 variable times cb063KeyGrp membClgIdCod m Clearing Member cb063Grp1 repeated 1 vari...

Page 99: ...rVersNo o exerStylTyp o setlTypCod m flxCntrSynProdId m SynP trdUnt m TradUnit flxCntrTrnIdNo m FlxTrnNo trnIdSfxNo m SfxNo trnDat m TrnDat flxCntrTrnStsCod m FlxTrnSts partIdCod m Trader trnLngQty o MovLng trnShtQty o MovSht trdMtchPrc1 o MatchPrc currSetlmtPrc o SettlmPrc lstSetlmtPrc o LstSetlPrc itmAmnt o ItmAmnt abdnInd o AB txtGrp cust m Customer userOrdrNum m UserOrderNo text m Text ccpDlvT...

Page 100: ... UndrPrc Account XXXX XXXXXXXXXXXXXXXXXXXXXX XXX 999 99999 9999 9999 9999 99999 XX FlxContract SynP TradUnit FlxTrnNo SfxNo TrnDat FlxTrnSts Trader MovLng MovSht MatchPrc SettlmPrc LstSetlPrc ItmAmnt AB Customer UserOrderNo Text CCPDvId X XXXX 31 12 09 99999 9999 9 X X XXXX 9 999 9999 999999999 99999 31 12 09 XXXXXXXXXXXX XXXXXX 9999999 9999999 9999 99999 9999 99999 9999 99999 999 999 999 99 X XXX...

Page 101: ...ccount group The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb064 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb064Grp repeated 0 variable times cb064KeyGrp membClgIdCod m Clearing Mem...

Page 102: ...imes trnIdSfxNo m SfxNo trnIdSfxNoPnt m ParSfx updTim m Upd Time acctTypGrp o Ac flxCntrMtnCod m M flxCntrTrnStsCod m FlxTrnSts flxCntrGuStsCod o GU takUpApprInd o AG givUpAcptInd o AN takUpAcptInd o AC abdnInd o AB partIdCod m Trader buyCod m B opnClsCod m O trdMtchQty m MtchQty trdMtchPrc o MatchPrc membPropCtpyIdCod m CParty dlySetlmtPrc o StlPrc mkToMktTick m Mk2Mkt prmVmarAmnt o PremVarMar me...

Page 103: ...XXXXXXXXXXXXXXX 999 99999 9999 9999 FlxTrnNo FlxContract SynP TradUnit 999999999 X XXXX 31 12 09 99999 9999 9 X X XXXX 9 999 9999 SfxNo ParSfx Upd Time Ac M FlxTrnSts GU AG AN AC AB Trader B O MtchQty MatchPrc CParty StlPrc Mk2Mkt PremVarMar ToMbr TrdBhf TrnCshAmnt Customer UserOrderNo Text CCPDvId 99999 99999 23 59 59 XX X XXXXXXXXXXXX X X X X X XXXXXX X X 999999 9999 99999 XXXXX 99999 99999 9999...

Page 104: ...r of trades Limit Floor Trade Factor and Limit Floor are product and class specific param eters The Trade Factor indicates the number of synchronous transac tions necessary for the maintenance of one trade The Limit Floor parameter is the minimum amount of transactions that a member can perform even if the member does not trade that specific product such as for information purposes or take ups For...

Page 105: ...las o Class trdCnt o NoTrd trdFctr o Fc txnCnt o TxnCnt txnLim o TxnLim flrLimFlg o F txnFee00 o 0 50 txnFee50 o 50 100 txnFee100 o 100 txnFeeDay o Curr Day sumTxnFee00 o Total per Currency sumTxnFee50 o sumTxnFee100 o sumTxnFeeDay o Text Report Structure Clearing Member Exchange Member Currency XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME XXX Product Type Prod Class NoTrd Fc TxnCnt TxnLim F 0 50...

Page 106: ...n code Description of transaction Transactions for Flexible Options are listed on this report as for a regular option product Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading cb068 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb068Grp repeate...

Page 107: ...ription sumTrdrTxnCnt o Total Trader sumTxnCnt o Total Member Text Report Structure Exchange Member Total Member Transaction Count Exceeded XXXXX MEMBER LONG NAME 999 999 999 XXX Product Type No Trans Limit Exceeded by XXXX PRODUCT LONG NAME XXXXX 999 999 999 99 999 999 99 999 999 Total Of All 999 999 999 Node TxnCnt XXXXXXXXXXXX 999 999 999 Total 999 999 999 Trader TxnCnt Prod TranId Node Descrip...

Page 108: ...trader IDs For the limit type Standard the values of traded volume and ordered volume are not measured separately n a stands for not available Please note that transactions carried out on the Eurex Classic system i e off book trading and clearing related functionality are not included in this report Frequency Daily additional intra day reports Availability This report is available for trading memb...

Page 109: ...m BU Identifier cb069SessionGrp repeated 1 variable times cb069SessionRec repeated 1 variable times sessionId m Session prodId m Product limType m Limit Type txnCnt m Transactions Count orderVol m Ordered Volume trdVol m Traded Volume cb069UserGrp repeated 1 variable times cb069UserKeyGrp userId1 m User cb069UserRec repeated 1 variable times prodId m Product limType m Limit Type txnCnt m Transacti...

Page 110: ...red Volume Traded Volume XXXX XXXXXXXX 999 999 999 XXXXXXXXXXXXX XXXXXXXXXXXXX BU BU Long Name BU Identifier XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 Session Product Limit Type Transactions Count Ordered Volume Traded Volume 99999999 XXXX XXXXXXXX 999 999 999 XXXXXXXXXXXXX XXXXXXXXXXXXX User Product Limit Type Transactions Count Ordered Volume Traded Volume XXXXXXXXXXX XXXX XXXXXXX...

Page 111: ...or non clearing members Premium credits and debits for all member accounts The report is available for EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb080 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb080Grp repeat...

Page 112: ...AcctPrmRcvBal m sumAcctPrmNetBal m sumAcctPrmMtdBal m sumAcctPrmYtdBal m Text Report Structure Clearing Member Exchange Member Ac Curr XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME XX XXX ProdType Prod PremiumPayable PremiumReceivable NetCurrDayAmnt NetCurrMtdAmnt NetCurrYtdAmnt XXXXXXXXXXXXXXXXXXXXXX XXXX 9 999 999 999 99 9 999 999 999 99 9 999 999 999 99 9 999 999 999 99 99 999 999 999 99 Total ...

Page 113: ...ums arranged per account on all CM accounts and associated NCM accounts Data for non clearing members Premiums that have accumulated on all member accounts The report is available for EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb090 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o memb...

Page 114: ...mCurrPrmRcvBal o sumCurrPrmNetBal o sumCurrPrmMtdBal o sumCurrPrmPrvMthBal o sumCurrPrmYtdBal o Text Report Structure Clearing Member Currency XXXXX MEMBER LONG NAME XXX ExchangeMbr Fx Ac PremiumPayable PremiumReceivable NetCurrDayAmnt NetCurrMtdAmnt NetPrevMthAmnt NetCurrYtdAmnt XXXXX XX XX 9 999 999 999 99 9 999 999 999 99 9 999 999 999 99 9 999 999 999 99 9 999 999 999 99 99 999 999 999 99 Tota...

Page 115: ...or EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb095 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb095Grp repeated 0 variable times cb095KeyGrp membClgIdCod m Clearing Member cb095Grp1 repeated 1 variable times c...

Page 116: ...o sumCurrVmarPrvMthBal o sumCurrVmarYtdBal o Text Report Structure Clearing Member Currency XXXXX MEMBER LONG NAME XXX ExchangeMbr Ac Fx VarMargPayable VarMargReceivable NetCurrVarMarg NetCurrMtdAmnt NetPrevMthAmnt NetCurrYtdAmnt XXXXX XX XX 99 999 999 999 99 99 999 999 999 99 9 999 999 999 99 9 999 999 999 99 9 999 999 999 99 99 999 999 999 99 Total Per ExcMbr 99 999 999 999 99 99 999 999 999 99 ...

Page 117: ...e individual results are added for each currency per contract product and account The report is available for EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb102 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb102Grp...

Page 118: ...ypCod m cntrIdGrp repeated 0 1 times cntrClasCod o prodId m cntrDtlGrp cntrExpMthDat m cntrExpYrDat m cntrExerPrc o cntrVersNo o cb102Rec repeated 1 variable times flxCntrTrnIdNo o TrnNo trnIdNo o trnIdSfxNo o SfxNo netQty o NetQty lngShtInd o XML only ordrNo o XML only trnTyp o TrnType buyCod o B trnLngQty o MovLng trnShtQty o MovSht trdMtchPrc o MatchPrc mkToMktTick o Mk2Mkt finSetlmtAmnt m FinS...

Page 119: ...unt XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME XXX XX Product Tick Size TickVal PRODUCT LONG NAME 999 99999 9999 9999 Contract TrnNo SfxNo NetQty TrnType B MovLng MovSht MatchPrc Mk2Mkt FinSetlAmnt CurStlPrc O ExMbrObo LstSetlPrc X XXXX 31 12 09 99999 9999 9 X X 999999999 99999 999 999 L XXXXXXXXX X 9999999 9999999 9999 99999 99999 99 9 999 999 999 99 9999 99999 X XXXXX 9999 99999 Total per Con...

Page 120: ...ICE These fields are only relevant in case of trade transfers The report is available for EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb110 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb110Grp repeated 0 variable...

Page 121: ...Id sumSecuPropToPropLng o Totals Transferred Prl to Prl sumSecuPropToPropSht o sumSecuPropToAgtLng o Totals Transferred Prl to Agt sumSecuPropToAgtSht o sumSecuPropToMmLng o Totals Transferred Prl to MM sumSecuPropToMmSht o sumSecuAgtToPropLng o Totals Transferred Agt to Prl sumSecuAgtToPropSht o sumSecuAgtToAgtLng o Totals Transferred Agt to Agt sumSecuAgtToAgtSht o sumSecuAgtToMmLng o Totals Tra...

Page 122: ...XXXXXXXXXXXXXXXXXXXXXX XX XX XXXXXX XXXXXX 99999 X X X XXX 9999999 9999999 9999 99999 XXXX XXXXXXXXX 31 12 09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Totals Transferred Prl to Prl 99999999 99999999 Totals Transferred Prl to Agt 99999999 99999999 Totals Transferred Prl to MM 99999999 99999999 Totals Transferred Agt to Prl 99999999 99999999 Totals Transferred Agt to Agt 99999999 99999999 Totals Transferred A...

Page 123: ...nd trading members XML Report Structure M O Text Report Heading cb115 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb115Grp repeated 0 variable times cb115KeyGrp membClgIdCod m Clearing Member cb115Grp1 repeated 1 variable times cb115KeyGrp1 membExchIdCod m Exchange Member cb115Grp2 repeated 1 variable times cb115Ke...

Page 124: ...IdGrp prodId m Contract cntrExpMthDat m cntrExpYrDat m trnIdNoP m TranIdCode trnLngQty m TrnLng trnShtQty m TrnSht Text Report Structure Clearing Member Exchange Member Account CascadeId XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME XX XXXXXX Contract OriginalLngBal OriginalShtBal Contract TranIdCode TrnLng TrnSht XXXX XXX 9999 9 999 999 999 9 999 999 999 XXXX XXX 9999 XXXXXX 9999999 9999999 ...

Page 125: ...osition Transfer with Cash Amount there is a new record per transaction This record displays all of the cash transfers corresponding to the position transfer type and the three text fields Customer MIOrdNo and Text In front of the CashAmount it is indicated whether the amount is paid or received by the member The amount itself is always positive The report displays all cash amounts and the text fi...

Page 126: ...ted 0 variable times cntrIdGrp cntrClasCod o Contract prodId m cntrDtlGrp cntrExpMthDat m cntrExpYrDat m cntrExerPrc o cntrVersNo o trnIdNo m TrnNo partIdCod m Trader ordrNo o OrdrNo ordrTypCod m Typ gutSts m GUT trdMtchPrc m MatchPrc trdMtchQty m MtchQty buyCod m B opnClsCod m O trnLngQty o MovLng trnShtQty o MovSht trnAdjStsCod m A origExchId o OrigExc origCntrId o OCCId origTrnId o XML only ori...

Page 127: ...onfCodFrom o C membExchIdCodFrom o FromExMbr membExchConfCodFrom o C acctTypGrpFrom o AcFrom membClgIdCodTo o ToClgMbr membClgConfCodTo o C membExchIdCodTo o ToExMbr membExchConfCodTo o C acctTypGrpTo o AcTo posnLngBal o CurLng posnShtBal o CurSht trnLngQty o MovLng trnShtQty o MovSht trnTsfText o TransferText trnCshAmnt o TrnCshAmnt txtGrp repeated 0 1 times cust m Customer userOrdrNum m UserOrde...

Page 128: ...B O MovLng MovSht A OrigExc OCCId ExMbrObo X XXXX XXX 9999 999999 9 XXXXXX XXXXXX XXXXXXXXX XXX XX 9999 9999 999999 X X 9999999 9999999 X XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXX Type TrnNo Contract FromClMbr C FromExMbr C AcFrom ToClgMbr C ToExMbr C AcTo CurLng CurSht MovLng MovSht TransferText TrnCshAmnt Customer UserOrderNo Text ExMbrObo XXX XXXXXX X XXXX XXX 9999 999999 9 XXXXX X XXXXX X XX X...

Page 129: ...trades i e trades with pre designated give up rejected undesignated status at the end of the day Sum of all deleted give up trades The report is available for EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb130 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrnt...

Page 130: ...Grp5 ordrNo o OrdrNo trnIdNo m TrnNo cb130Rec repeated 1 variable times trnIdSfxNo m SfxNo trnIdSfxNoPnt m ParSfx trnAdjStsCod m A trnHistAdjInd m H trnDat m TrnDat buyCod m B opnClsCod m O trdTyp m TrT trnQty m Quantity trdMtchPrc m MatchPrc givUpSts m Status membExchIdCodTo m ToMbr txtGrpFrom custFrom m CustFrom userOrdrNumFrom m UsrOrdNumFrom textFrom m TextFrom txtGrpTo custTo m CustTo userOrd...

Page 131: ...XXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME XXX XX Contract OCCId X XXXX XXX 9999 999999 9 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX OrdrNo TrnNo SfxNo ParSfx A H TrnDat B O TrT Quantity MatchPrc Status ToMbr CustFrom UsrOrdNumFrom TextFrom CustTo UsrOrdNumTo TextTo TrnTime Trader OrigExc ExMbrObo XXXXXXXXX XXXXXX 99999 99999 X X 31 12 09 X X XXX 999 999 999 9999 99999 XXXXXXXXXXX XXXXX XXXXXXXXXXXX XXXXXXX...

Page 132: ... available for EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb140 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb140Grp repeated 0 variable times cb140KeyGrp membClgIdCod m Clearing Member cb140Grp1 repeated 1 vari...

Page 133: ...SfxNo m SfxNo trnHistAdjInd m H trnDat m TrnDat buyCod m B opnClsCod m O trdTyp m TrT trnQty m Quantity trdMtchPrc m MatchPrc givUpSts m XML only txtGrpFrom custFrom m CustFrom userOrdrNumFrom m UsrOrdNumFrom textFrom m TextFrom txtGrpTo custTo m CustTo userOrdrNumTo m UsrOrdNumTo textTo m TextTo partIdCodFrom m Trader givUpFeeAmnt m GuFee origExchId o OrigExc origOrdrNo o XML only origTrnId o XML...

Page 134: ...E XXX XX Contract OCCId OrdrNo TrnNo SfxNo H TrnDat B O TrT Quantity MatchPrc CustFrom UsrOrdNumFrom TextFrom CustTo UsrOrdNumTo TextTo Trader GuFee OrigExc X XXXX XXX 9999 999999 9 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXX XXXXXX 99999 X 31 12 09 X X XXX 999 999 999 9999 99999 XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXX 999 99 XXXX Total Per Contract Take U...

Page 135: ...rades The report is available for EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb150 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb150Grp repeated 0 variable times cb150KeyGrp membClgIdCod m Clearing Member cb150G...

Page 136: ...peated 1 variable times trnIdSfxNo m SfxNo trnIdSfxNoPnt m ParSfx trnAdjStsCod m A trnHistAdjInd m H trnDat m TrnDat buyCod m B opnClsCod m O trdTyp m TrT trnQty m Quantity trdMtchPrc m MatchPrc givUpSts m Status membExchIdCodFrom m FrMbr txtGrpFrom custFrom m CustFrom userOrdrNumFrom m UsrOrdNumFrom textFrom m TextFrom txtGrpTo custTo m CustTo userOrdrNumTo m UsrOrdNumTo textTo m TextTo trnTim m ...

Page 137: ... NAME XXXXX MEMBER LONG NAME XXX XX Contract OCCId X XXXX XXX 9999 999999 9 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX OrdrNo TrnNo SfxNo ParSfx A H TrnDat B O TrT Quantity MatchPrc Status FrMbr CustFrom UsrOrdNumFrom TextFrom CustTo UsrOrdNumTo TextTo TrnTime Trader AcFrom OrigExc ExMbrObo XXXXXXXXX XXXXXX 99999 99999 X X 31 12 09 X X XXX 999 999 999 9999 99999 XXXXXXXXXXX XXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXX...

Page 138: ...lable for EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb160 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb160Grp repeated 0 variable times cb160KeyGrp membClgIdCod m Clearing Member cb160Grp1 repeated 1 variable ...

Page 139: ...fxNo m SfxNo trnHistAdjInd m H trnDat m TrnDat buyCod m B opnClsCod m O trdTyp m TrT trnQty m Quantity trdMtchPrc m MatchPrc givUpSts m XML only acctTypGrpFrom m AcFrom txtGrpFrom custFrom m CustFrom userOrdrNumFrom m UsrOrdNumFrom textFrom m TextFrom txtGrpTo custTo m CustTo userOrdrNumTo m UsrOrdNumTo textTo m TextTo takUpFeeAmnt m TuFee origExchId o OrigExc origOrdrNo o XML only origTrnId o XML...

Page 140: ...ME XXX XX Contract OCCId OrdrNo TrnNo SfxNo H TrnDat B O TrT Quantity MatchPrc AcFrom CustFrom UsrOrdNumFrom TextFrom CustTo UsrOrdNumTo TextTo TuFee OrigExc X XXXX XXX 9999 999999 9 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXX XXXXXX 99999 X 31 12 09 X X XXX 999 999 999 9999 99999 XX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX 999 99 XXXX Total Per Contract Take Up 9...

Page 141: ...b165 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb165Grp repeated 0 variable times cb165KeyGrp membClgIdCod o ClMbr cb165Grp1 repeated 1 variable times cb165KeyGrp1 membExchIdCod o ExMbr cb165Grp2 repeated 1 variable times cb165KeyGrp2 exchIdCod o Exch cb165Grp3 repeated 1 variable times cb165KeyGrp3 currTypCod o ...

Page 142: ...KeyGrp10 feeIndTyp o Fee Text cb165Rec repeated 1 variable times cntrDtlClassGrpX repeated 0 1 times cntrClasCod o Contract cntrDtlGrpXXX repeated 0 1 times cntrExpDayDato cntrExpMthDato cntrExpYrDato cntrExerPrcXo XML only cntrVersNoX o trnTyp o TT trdTyp o TrdT trdNCATyp o NCATrdT partIdCod o Trader buyCod o B opnClsCod o OC trdMtchPrcX o MatchPrice trnIdNoX o TrnNo trnIdSfxNoX o SuffixNo trnIdN...

Page 143: ...D combTypCod o CT instSubTypCod o XML only thresHoldX o Threshold resiDual o Residual sumTrdQtyX o Total per Fee Type sumRebQty o sumFeeIndTypAmntXo Total per Fee Type sumProdTrnFeeAmntX o XML only sumProdTypFeeAmntX o Total per Product Type sumAcctTrnFeeAmntX o Total per Account sumCurrTrnFeeAmntX o Total per Currency sumExchFeeGrp repeated 0 1 times sumExchFeeRec repeated 0 variable times exchNa...

Page 144: ...rigTrnDat OrigTrnTime ES ST FlexID CT Threshold Residual XXXX X 99 XXX 9999 99999 999 XXXXXX X X X 9999999999 9999999999 XXXXXXXXXXXXXXXXXXX 9999999999 999999999999 999999 9999999999 99 XXXXXXXXXXXXXXXXXXXXXXXXX 99 99 99 99 99 99 X X XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99 99 99 99 99 99 X X XXXXXXXXXXXX X 999999999999 ...

Page 145: ...ore and after the time limit are shown separately The time limit indicates the time from which position closings for positions resulting from the previous business day are chargeable The field RESULT ZERO COST QTY shows the zero cost quantity for the next business day If the amount is negative the fee is calculated and the zero cost quantity is zero The report is available for EUREX ECAG Members F...

Page 146: ...repeated 1 variable times cb167KeyGrp7 sortFeeTyp o XML only prodTypIdX o PrTp cb167Rec repeated 1 variable times cntrIdGrpX repeated 0 1 times cntrClasCod o Contract prodId o cntrDtlGrpXX repeated 0 1 times cntrExpMthDat o cntrExpYrDat o cntrExerPrcX o XML only cntrVersNoX o feeCalcTimLG o T feeCalcTim o Time zerCostQty o ZCQ posnTrnTrdAdjVol o TrdAdj posnTrnGivUpVol o GiveUp posnTrnTakUpVol o Ta...

Page 147: ...mes exchNam o currTypCod o sumMembFeeAmnt o Text Report Structure ClMbr ExMbr Exch Curr Ac Account Name Prod PrTp Business Date XXXXX XXXXX XXXX XXX XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXX XXXX 9999 99 99 Contract T Time ZCQ TrdAdj GiveUp TakeUp Other NetZCQ ClsAdj ResZCQ Fee Amount X XXXX XXX 9999 99999 X 99 99 999999999 999999999 999999999 999999999 999999999 999999999 999999999 999999999 9...

Page 148: ...eport Heading cb169 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb169Grp repeated 0 variable times cb169KeyGrp membClgIdCod o ClMbr cb169Grp1 repeated 1 variable times cb169KeyGrp1 membExchIdCod o ExMbr cb169Grp2 repeated 1 variable times cb169KeyGrp2 exchIdCod o Exch cb169Grp3 repeated 1 variable times cb169KeyGrp...

Page 149: ...ullRebVol o Rebated Vol sumFeeIndTypTrdQty o Total per Fee Type sumFeeIndTypRebQty o sumFeeIndTypFeeCapAmnt o sumFeeIndTypFeeMmAmnt o sumFeeIndTypFeeStrMmAmnt o sumFeeIndTypFullRebVol o sumProdTrdQty o Total per Product sumProdRebQty o sumProdFeeCapAmnt o sumProdFeeMmAmnt o sumProdFeeStrMmAmnt o sumProdFullRebVol o sumCurrTrdQty o Total per Currency sumCurrRebQty o sumCurrFeeCapAmnt o sumCurrFeeMm...

Page 150: ...XXXXXXXXXXXXXXXXXXXXXXXX Fee Type Volume Reb rel Vol Rebated Vol MM Ref Amnt SMM Ref Amnt Refund Amount XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999999 999999999 999999999 999999999 99 999999999 99 999999999 99 Total per Fee Type 999999999 999999999 999999999 999999999 99 999999999 99 999999999 99 Total per Product 999999999 999999999 999999999 999999999 99 999999999 99 999999999 99 Total per Currency 99...

Page 151: ...ucture M O Text Report Heading cb172 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb172Grp repeated 0 variable times cb172KeyGrp membClgIdCod m Clearing Member cb172Grp1 repeated 1 variable times cb172KeyGrp1 membExchIdCod m Exchange Member cb172Grp2 repeated 1 variable times cb172KeyGrp2 currTypCod m Currency acctT...

Page 152: ...Dat m cntrExpYrDat m posnLngAfter m PosnLngAfter posnShtAfter m PosnShtAfter Text Report Structure Clearing Member Exchange Member Currency Account XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME XXX XX Original Contract PosnLngBefore PosnShtBefore New Contract PosnLngAfter PosnShtAfter XXXX XXX 9999 999 999 999 999 XXXX XXX 9999 999 999 999 999 ...

Page 153: ...O Text Report Heading cb179 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb179Grp repeated 0 variable times cb179KeyGrp membClgIdCod o ClMbr cb179Grp1 repeated 1 variable times cb179KeyGrp1 membExchIdCod o ExMbr cb179Grp2 repeated 1 variable times cb179KeyGrp2 rebTyp o Rebate Type cb179Grp3 repeated 1 variable times...

Page 154: ...prodSegFeeAmnt o Total Fee prodRebGrpVol o XML only rebAmnt o Product Group Rebate netFeeAmnt o Net Fee after Rebate rebQty o Rebate rel Volume revProgNam o Program Name revRef o Refund fullRebVol o Rebated Volume sumProdSegQty o sumProdSegRebQty o sumProdSegFeeAmnt o sumProdSegRebAmnt o sumProdSegNetFeeAmnt o sumProdSegRevRefAmnto sumProdSegFullRebVol o sumProdTypFeeAmnt o sumProdGrpIdQty o Total...

Page 155: ...99999 99 999999999 99 999999999 99 XXXX 9999999999 9999999999 9999999999 999999999 99 999999999 99 999999999 99 XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXX 9999999999 9999999999 9999999999 999999999 99 999999999 99 999999999 99 Total per Product Group 9999999999 9999999999 9999999999 9999999999 999999999 99 999999999 99 999999999 99 Total per Currency 999999999 99 999999999 99 999999999 99 Revenue Sharing Pr...

Page 156: ...for EUREX ECAG Members Frequency Monthly Availability This report is available for clearing members only XML Report Structure M O Text Report Heading cb182 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb182Grp repeated 0 variable times cb182KeyGrp membClgIdCod m CM cb182Grp1 repeated 1 variable times cb182KeyGrp1 ex...

Page 157: ...Cur trdNomVal o TrdNominal ecbExchRat o ExchangeRate modelTyp o MT rebLevInPerc o RbL feeTypCodX o Fee Type feeAdjInd o Man membPropCtpyIdCod o CouPa buyCod o B S novDat o NovDat strDat o StartDat matDatType o MatDat dayMat o DayMat otcTrdGrp o OTCGroup ytMClearedNot o YtMClearedNotional addTxt o Additional Information feeReb o Fee Rebate sumFeeProdId m Total per Product ID sumFeeAcctTypGrp m Tota...

Page 158: ...pe TrdID CalDat TrdDat ClCur TrdNominal ExchangeRate MT RbL Fee Rebate FeeType Man CouPa B S NovDat StartDat MatDat DayMat OTCGroup YtMClearedNotional Additional Information XXXXXXXXXX XXX XXXXXXXXXXXXXXXX XXXX XX XX XXXXXXXX XXX 999999999999999 99 9999999 99999 XX 999 999999999 99 XXXXXXXXXXXXXXX X XXXXX X XXXX XX XX XXXX XX XX XXXX XX XX 99999 XXXXXXXXXX 999999999999999 99 XXXXXXXXXXXXXXXXXXXXXX...

Page 159: ...Report Heading cb185 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb185Grp repeated 0 variable times cb185KeyGrp membClgIdCod m CM cb185Grp1 repeated 1 variable times cb185KeyGrp1 exchIdCod m Exch cb185Grp2 repeated 1 variable times cb185KeyGrp2 trdMemb m MbrID cb185Grp3 repeated 1 variable times cb185KeyGrp3 currTy...

Page 160: ...Pa buyCod o B S novDat o NovDat strDat o StartDat matDatType o MatDat dayMat o DayMat otcTrdGrp o OTCGroup addTxt o Additional Information feeReb o Fee Rebate sumFeeProdId m Total per Product ID sumFeeAcctTypGrp m Total per Account sumProdGrp m Total per Product Group sumFeeCurrTypCod m Total per Fee Currency sumMembTrdFeeGrp repeated 1 variable times sumMembTrdFeeRec repeated 0 variable times trd...

Page 161: ...ebate Fee Type Man CouPa B S NovDat StartDat MatDat DayMat OTCGroup Additional Information XXXXXXXXXX XXX XXXXXXXXXXXXXXXX XXXXXXXX XXX 999999999999999 99 9999999 99999 999999999 99 XXXXXXXXXXXXXXX X XXXXX X XXXX XX XX XXXX XX XX XXXX XX XX 99999 XXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Total per Product ID 999999999 99 Total per Account 999999999 99 Total per Product Group 999999999 99 Total per...

Page 162: ...cture M O Text Report Heading cb186 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb186Grp repeated 0 variable times cb186KeyGrp membClgIdCod o ClMbr cb186Grp1 repeated 1 variable times cb186KeyGrp1 membExchIdCod o ExMbr cb186Grp2 repeated 1 variable times cb186KeyGrp2 prgId o PrgID rebTyp o Rebate Type cb186Grp3 rep...

Page 163: ... cb186Rec repeated 1 variable times prodId o Product ID mthDlyAvgVolX o Daily avg contracts totVol o Total num contracts totMthFeeAmnt o Fee rebQtyX o Rebateable Quantity rebAmntX o Rebate netFeeAmntX o Total Fee after Rebate sumProdTypIdMthDlyAvgVolo XML only sumProdTypIdTotVol o Total Prod Type sumProdTypIdTotMthFeeAmnto sumProdTypIdRebQty o sumProdTypIdRebAmnto sumProdTypIdNetFeeAmnto sumUserId...

Page 164: ... sumCurrTypCodTotMthFeeAmnt o sumCurrTypCodRebQty o sumCurrTypCodRebAmnt o sumCurrTypCodNetFeeAmnt o sumMembExchIdCodRebAmntGrp repeated 1 variable times sumMembExchIdCodRebAmntRec repeated 0 variable times currTypCod o sumMembExchIdCodRebAmnt o Total per ExMbr sumMembClgIdCodRebAmntGrp repeated 1 variable times sumMembClgIdCodRebAmntRec repeated 0 variable times currTypCod o sumMembClgIdCodRebAmn...

Page 165: ... Total num Fee Rebateable Rebate Total Fee ID contracts contracts Quantity after Rebate XXXX 999999999999 999999999999 999999999 99 999999999999 999999999 99 999999999 99 Total Prod Type 999999999999 999999999 99 999999999999 999999999 99 999999999 99 Total User ID 999999999999 999999999 99 999999999999 999999999 99 999999999 99 Total TDP ID 999999999999 999999999 99 999999999999 999999999 99 9999...

Page 166: ...clearing and trading members XML Report Structure M O Text Report Heading cb187 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb187Grp repeated 0 variable times cb187KeyGrp membClgIdCod m ClMbr cb187Grp1 repeated 0 variable times cb187KeyGrp1 membExchIdCod m ExMbr cb187Grp2 repeated 1 variable times cb187KeyGrp2 exch...

Page 167: ...p11 repeated 1 variable times cb187KeyGrp11 fulfillId m MM strFulfillId m SF cb187Rec repeated 1 variable times tsrsRec rebQtyX o TSRS Reb relevant Volume feeOverl o TSRS Fee Overall feeAftGivSavRebo fullRebVol o TSRS Fully rebated Volume savReb o TSRS Savings Rebate feeAftSavRebo TSRS Fee after Sav Reb savRebPct o TSRS Savings in Overall tdpRebRec rebQtyX o TDP Rebate Reb relevant Volume feeOverl...

Page 168: ...avings in Overall totRec rebQtyX o feeOverl o TOTAL Fee Overall feeAftGivSavRebo fullRebVol o TOTAL Fully rebated Volume savReb o TOTAL Savings Rebate feeAftSavRebo TOTAL Fee after Sav Reb savRebPct o TOTAL Savings in Overall sumProdFeeRebGrp sumProdFeeRebRec repeated 0 variable times sumProdSavFeeAmnto Total Savings per Product sumProdPctSav o Savings in per Product sumProdFeeAmntX o Total Fee pe...

Page 169: ... Total Savings per ExMbr in XXX sumMembPctSav o Savings in per ExMbr sumMembFeeAmnt o Total Fee per ExMbr in XXX sumClgMbrFeeRebGrp sumClgMbrFeeRebRec repeated 0 variable times currTypCod o sumClgMbrSavFeeAmnt o Total Savings per ClMbr in XXX sumClgMbrPctSav o Savings in per ClMbr sumClgMbrFeeAmnt o Total Fee per ClMbr in XXX ...

Page 170: ...999999 999999999999999 999999999999999 Savings Rebate 99999999999 99 99999999999 99 99999999999 99 99999999999 99 99999999999 99 Fee after Sav Reb 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 Savings in Overall 999 99 999 99 999 99 999 99 999 99 Total Savings per Product 9999999999999 99 Savings in per Product 999 99 Total Fee per Product 9999999999999 99 Total S...

Page 171: ...equency Monthly Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb191 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb191Grp repeated 0 variable times cb191KeyGrp membClgIdCod o ClMbr cb191Grp1 repeated 1 variable times cb191KeyGrp1 membExchIdCod o E...

Page 172: ...ller o Approval Seller buyCod o B S trnIdNo2 o Trade ID feeIndTyp o Fee Name trdVolume o Volume trnFeeAmntX o Fee Amount sumProdTypFeeAmntX o Total Fee per Product sumTrdFeeAmntX o Total Fee per Trader sumAcctTrnFeeAmntX o Total Fee per Account sumMembExchFeeAmntGrp sumMembExchFeeAmntGrpRec repeated 0 variable times exchIdCod m Exch currTypCod m Curr sumMembFeeAmnt m Total Fee Amount sumClgMbrFeeA...

Page 173: ...XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999999999 9999999999 99 Total Fee per Product 9999999999 99 Prod Business Entry Time Approval Approval B S Trade ID Fee Name Volume Fee Amount Date Buyer Seller XXXX CCYY MM DD 23 59 59 99 23 59 59 99 23 59 59 99 X XXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999999999 9999999999 99 XXXX CCYY MM DD 23 59 59 99 23 59 59 99 23 59 59 99 X XXXXXXXXX XXXXXXXXXXXXXXXX...

Page 174: ...ing members XML Report Structure M O Text Report Heading cb192 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb192Grp repeated 0 variable times cb192KeyGrp membClgIdCod o ClMbr cb192Grp1 repeated 1 variable times cb192KeyGrp1 membExchIdCod o ExMbr cb192Grp2 repeated 1 variable times cb192KeyGrp2 exchIdCod o Exch cb19...

Page 175: ...FeeAmntX o Total per product type sumAcctFeeCrtMthAmnt o Total fees per account sumMembFeeCrtMthAmnt o XML only sumExchFeeGrp repeated 0 1 times sumExchFeeRec repeated 0 variable times exchNam o currTypCod o sumExchFeeAmnt o cb192SumExMembGrp repeated 0 1 times cb192SumExMembRec repeated 0 variable times exchNam o Total fees for ExMbr XXXXX Exch currTypCod o Total fees for ExMbr XXXXX Curr sumFeeE...

Page 176: ... XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Prod Prod Fee Type ID Amount XXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 9999999999 99 Total per product 9999999999 99 Total per product type 9999999999 99 Total per account 9999999999 99 Total fees for ExMbr XXXXX Exch Curr Total Fee Amount XXXXX XXX 9999999999 99 Total fees for ClMbr XXXXX Exch Curr Total Fee Amount XXXXX XXX 9999999999 99 ...

Page 177: ...ding cb193 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb193Grp repeated 0 variable times cb193KeyGrp membClgIdCod o Clearing Member cb193Grp1 repeated 1 variable times cb193KeyGrp1 membExchIdCod o Exchange Member invcNo o Invoice Number cb193Grp2 repeated 1 variable times cb193KeyGrp2 currTypCod o Currency cb193Gr...

Page 178: ... Member gross Text Report Structure Clearing Member XXXXX Exchange Member XXXXX Invoice Number 9999999999 CURRENCY XXX LINE ID SERVICE POS DESCR LEVEL 2 POS DESCR LEVEL 3 POS DESCR LEVEL 4 XXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXX...

Page 179: ...and trading members XML Report Structure M O Text Report Heading cb196 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb196Grp repeated 0 variable times cb196KeyGrp membClgIdCod o ClMbr cb196Grp1 repeated 1 variable times cb196KeyGrp1 membExchIdCod o ExMbr cb196Grp2 repeated 1 variable times cb196KeyGrp2 exchIdCod o E...

Page 180: ...h Amt sumFeeTypFeePrvMthAmnto Fee PrvMth Amt sumFeeTypFeeYtdAmnto Fee Ytd Amt sumProdFeePrvDayAmnt o Total Per Product sumProdFeeCrtDayAmnt o sumProdFeeAdjCrtDayAmnto sumProdFeeCrtMthAmnt o sumProdFeePrvMthAmnt o sumProdFeeYtdAmnt o sumProdTypFeePrvDayAmnt o Total per Product Type sumProdTypFeeCrtDayAmnt o sumProdTypFeeAdjCrtDayAmnto sumProdTypFeeCrtMthAmnt o sumProdTypFeePrvMthAmnt o sumProdTypFe...

Page 181: ... XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX PrTp Prod Fee Type Fee Prv DayAmt Fee Crt DayAmt Fee Adj CurDay Fee CrtMth Amt Fee PrvMth Amt Fee Ytd Amt XXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 9999999999 99 9999999999 99 9999999999 99 9999999999 99 9999999999 99 9999999999 99 Total per Product 9999999999 99 9999999999 99 9999999999 99 9999999999 99 9999999999 99 9999999999 99 Total per Product Type 999999...

Page 182: ...quency Monthly Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb197 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb197Grp repeated 0 variable times cb197KeyGrp membClgIdCod o ClMbr cb197Grp1 repeated 1 variable times cb197KeyGrp1 membExchIdCod o Ex...

Page 183: ...Type ID Date Limit Transactions XXXX XXXX 9999 99 99 XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX X XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 9999999999 99 XXXX 9999 99 99 XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX X XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 9999999999 99 Total per Product Type 9999999999 99 Prod Prod Transaction Transactions Transaction Excess LT Additional Info Fee Amount ...

Page 184: ... m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb225Grp repeated 0 variable times cb225KeyGrp membClgIdCod o Clearing Member cb225Grp1 repeated 1 variable times cb225KeyGrp1 settlLocat m Settlement Location cb225Grp2 repeated 1 variable times cb225KeyGrp2 settlAcct m Settlement Account cb225Grp3 repeated 1 variable times cb225KeyGr...

Page 185: ... o No D L numOfDaysLtTot o Total No D L trdLatQty o Quantity Late settlLatAmnt o Settlement Amount Late amntDbt o Amount Debit amntCrd o Amount Credit sumFeeIndTypDbt m TOTAL sumFeeIndTypCrd m TOTAL sumClgSetlmtInstBillFeeGrp sumClgSetlmtInstBillFeeRec repeated 0 variable times settlInst m XML ONLY billTyp m currTypCod m sumClgSetlmtInstAmnt m sumMembTrdBillFeeGrp sumMembTrdBillFeeRec repeated 0 v...

Page 186: ...XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX TRADE DATE XX XX XX BILL INSTRUMENT TRADE ISIN ACCOUNT TRADE NUMBER No TOTAL QUANTITY SETTLEMENT AMOUNT AMOUNT TYPE TYPE LOC TYPE D L No D L LATE AMOUNT LATE DEBIT CREDIT XXXX XXX XXXX XXXXXXXXXXXX XX 9999999999999999 999999 999999 9999999999 99 9999999999 99 99999999 9999 99999999 9999 TOTAL 99999999 9999 99999999 9999 TOTAL CURRENT DAY TRADING MEMBER XXX XXXXX XXXX...

Page 187: ...ructure M O Text Report Heading cb235 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb235Grp repeated 0 variable times cb235KeyGrp membClgIdCod m CLEARING MEMBER settlCurr m CLEARING CURRENCY cb235Grp1 repeated 0 variable times cb235KeyGrp1 poolId m POOL ID poolType m XML only cb235Rec repeated 1 variable times reqrA...

Page 188: ...ING MEMBER XXXXX POOL ID XXXXXXXXXXXXXXX CLEARING CCURRENCY XXX Requirement CashColl Requirement SecurityValue ReuseColl Fee SecurityColl RFee ReuseSecurity Amount minus CashColl Amount Amount bps Fee bps CollFee 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 99 9 99999999 9999 99 9 99999999 9999 Total month to date in XXX 999999999999 9999 999999999999 9999 ...

Page 189: ...tructure M O Text Report Heading cb315 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb315Grp repeated 0 variable times cb315KeyGrp membClgIdCod m Clearing Member cb315Grp1 repeated 1 variable times cb315KeyGrp1 settlLocat m Settlement Location cb315Grp2 repeated 1 variable times cb315KeyGrp2 settlAcct m Settlement A...

Page 190: ...0 repeated 1 variable times cb315KeyGrp10 trdLoc m TRAD LOC cb315Grp11 repeated 1 variable times cb315KeyGrp11 acctTypCod m AT cb315Grp12 repeated 1 variable times cb315KeyGrp12 instTypCod m InstrType cb315Grp13 repeated 1 variable times cb315KeyGrp13 cntrTypCodm Contract Type cb315Rec repeated 1 variable times trdNo o TradNo legNo o Leg Number nomQty o Nominal Amount dayNo o DayNo setlAmnt o Sett...

Page 191: ...m Text Report Structure CLEARING MEMBER XXXXX SETTLEMENT LOCATION XXX SETTLEMENT ACCOUNT 99999999999999999999999999999999999 TRADING MEMBER XXXXX SETTLEMENT INSTITUT XXXXX CURRENCY XXX FEE TYPE XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX TRADE DATE 99 99 99 TRAD Contr NOMINAL No SETTLEMENT FEE FEE ISIN T LOC AT InstrType Type TradNo Leg AMOUNT Days AMOUNT FEE FIX VARIABLE TOTAL XXXXXXXXXXXX X XXXX XX...

Page 192: ...ort is available for clearing members only XML Report Structure M O Text Report Heading cb320 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb320Grp repeated 0 variable times cb320KeyGrp membClgIdCod m Clearing Member cb320Grp1 repeated 1 variable times cb320KeyGrp1 settlLocat m Settlement Location cb320Grp2 repeated...

Page 193: ...peated 1 variable times cb320KeyGrp10 trdLoc m TLOC cb320Grp11 repeated 1 variable times cb320KeyGrp11 acctTypGrpX m AT acctTyp36Grp m POSITION ACCOUNT cb320Grp12 repeated 1 variable times cb320KeyGrp12 servMod m M cb320Grp13 repeated 1 variable times cb320KeyGrp13 ref m Reference versNo o VRSNO cb320Rec repeated 1 variable times settlCurr o SCUR aggQty o AGGQTY nomQty o Nominal Quantity setlAmnt ...

Page 194: ...sumClgAmnt m Text Report Structure CLEARING MEMBER XXXXX SETTLEMENT LOCATION XXX SETTLEMENT ACCOUNT 99999999999999999999999999999999999 TRADING MEMBER XXXXX SETTLEMENT INSTITUTION XXXXX CURRENCY XXX FEE TYPE XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX TRADE DATE 99 99 99 ISIN T TLOC AT ACCOUNT NAME M SCUR REFERENCE VRSNO AGGQTY NOMINAL QUANTITY SETTLEMENT AMOUNT FEE FLOOR FIXED FEE VARIABLE FEE TOTAL...

Page 195: ...re M O Text Report Heading cb325 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb325Grp repeated 0 variable times cb325KeyGrp membClgIdCod o Clearing Member cb325Grp1 repeated 1 variable times cb325KeyGrp1 billDat o Billing Date cb325Grp2 repeated 1 variable times cb325KeyGrp2 settlLocat o Settlement Location cb325Gr...

Page 196: ...rvTyp m Service Type cb325Rec repeated 1 variable times settlCurr o Settlement Currency servNam o Service addInfo o Additional Info servQty o Service Quantity servVol o Service Volume fee o Fee floor fixed feeVar o Fee Variable feeTotal o Fee Total sumFeeTotalAmnt repeated 1 variable times sumAggQty o Sum Aggregation Quantity sumNomQty o Sum Nominal Quantity sumSetlAmnt o Sum Settlement Amount sum...

Page 197: ...R XXXXX SETTLEMENT LOCATION XXX SETTLEMENT ACCOUNT 99999999999999999999999999999999999 TRADING MEMBER XXXXX SETTLEMENT INSTITUT XXXXX CURRENCY XXX ISIN XXXXXXXXXXXX TRADING LOCATION XXXX ACCOUNT TYPE XX SERVICE MODEL X SETTL ADDITIONAL SETTLEMENT FEE FEE FEE SERVICE CUR INFORMATION QUANTITY AMOUNT FLOOR FIXED VARIABLE TOTAL XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX XXXXXXXXXX 99999999 999 99999999 999...

Page 198: ...ture M O Text Report Heading cb330 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb330Grp repeated 0 variable times cb330KeyGrp membClgIdCod m Clearing Member cb330Grp1 repeated 1 variable times cb330KeyGrp1 settlLocat m Settlement Location cb330Grp2 repeated 1 variable times cb330KeyGrp2 settlAcct m Settlement Accou...

Page 199: ...s feeTotal o Fee Total sumTrnQtyFeeTyp m TOTAL sumFeeTotalFeeTyp m TOTAL sumSettlAcctGrp sumFeeTotalSettlAcctRec repeated 1 variable times settlAcct m Daily Total per CM SA currTypCod m sumFeeTotalSettlAcct m sumSettlmInstGrp sumFeeTotalSettlInstRec repeated 1 variable times settlInst m Daily Total per CM SI currTypCod m sumFeeTotalSettlInst m sumTrdFeeGrp sumFeeTotalTrdMembRec repeated 1 variable...

Page 200: ...NSTITUT XXXXX CURRENCY XXX FEE TYPE XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX HEAD SETTLEMENT ACCOUNT 99999999999999999999999999999999999 ISIN AT SETTL Total Total Fee CUR Transactions XXXXXXXXXXXX XX XXX 999999999 9999999999 9999 TOTAL 999999999 9999999999 9999 DAILY TOTAL PER CM SA XXX 999999999999 9999999999 9999 DAILY TOTAL PER CM SI XXX XXXXX 9999999999 9999 DAILY TOTAL PER CM TM XXX XXXXX 999...

Page 201: ...r clearing members only XML Report Structure M O Text Report Heading cb350 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb350Grp repeated 0 variable times cb350KeyGrp membClgIdCod o Clearing Member cb350Grp1 repeated 1 variable times cb350KeyGrp1 billMonth o Billing Month cb350Grp2 repeated 1 variable times cb350Key...

Page 202: ...f usage of the service feeVol o Quantity settlAmnt o Settlement Amount feeTotal o Fee Total Discount sumServGrp m Sum Service Group sumFeeGrpServGrp m Sum Fee Group Service Group sumSetlmtAcctAmnt m Total monthly clearing fee settlmtAcct sumClgSetlmtInstFeeGrp repeated 1 variable times sumClgSetlmtInstFeeRec repeated 0 variable times settlInst m Monthly Total per CM SI currTypCod m sumClgSetlmtIns...

Page 203: ...Y XXX SETTL SETTLEMENT FEE FEE TOTAL SERVICE TRADER QUANTITY CUR AMOUNT VOLUME DISCOUNT XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX 99999999999999 999 XXX 999999999999999 999 999999999999999 9999 999999999999 9999 Total Fees 999999999999 9999 Monthly Total per CM SI XXX 99999999999999 9999 Monthly Total per CM SI XXX XXXXX 99999999999999 9999 Monthly Total per CM TM XXX 99999999999999 9999 Mon...

Page 204: ...ducts are no longer included The report is available in xml and csv format In addition the report contains information on flexible contracts The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb702 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLgl...

Page 205: ...erStylTyp o settlTyp m cntrIdGrpSetlC7 repeated 0 1 times cntrClasCod o prodId m cntrDtlGrpSetlC7 cntrExpMthDat m cntrExpYrDat m cntrExercisePrice o cntrVersNo o cb702Rec repeated 1 variable times TransactionId o TransactionIdSuffix o SfxNo netQty o NetQty lngShtInd o XML only trnTyp o TrnType trnLngQty o MovLng trnShtQty o MovSht mkToMktTick o Mk2Mkt finSetlmtAmnt m FinSetlAmnt finSetlmtPrc o Fin...

Page 206: ...ex XML Report Reference Manual Version V 3 1 3 05 04 2017 XML Report Descriptions Page 206 sumCurrFinSetlmtAmnt m Total per Currency Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CB702 ...

Page 207: ...on the report contains information on flexible contracts The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb715 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb715Grp repeated 0 variable t...

Page 208: ...emerge TransactionId m Transaction ID of newly created aver age priced transaction TransactionIdSuffix m Suffix of transaction ID buyCod m Transaction side trnPrc m Average price of transaction trnQty m Transaction quantity residual m Residual of average pricing cb715Rec repeated 1 variable times TransactionId m Transactions grouped together to form one average priced transaction TransactionIdSuff...

Page 209: ...rt contains information on flexible contracts The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb730 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb730Grp repeated 0 variable times cb730K...

Page 210: ...odCpty m Clearing Member Cpty currTypCod m Cleared Instrument Currency trnCshAmnt o Transaction Cash Amount origTrdPrc o Original Trade Price posTrfPrc o Position Transfer Price totCshAmnt o Total Cash Amount workflowstatus m proposalTxtGrp repeated 1 times Text1 o Text1 Text2 o Text2 Text3 o Text3 TxtGrp repeated 1 times Text1 o Text1 Text2 o Text2 Text3 o Text3 cb730ApprovalRec repeated 1 variab...

Page 211: ...Eurex XML Report Reference Manual Version V 3 1 3 05 04 2017 XML Report Descriptions Page 211 Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CB730 ...

Page 212: ... addition the report contains information on flexible contracts The report is available for EUREX ECAG Members Frequency Ten days before settlement date warning period Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb731 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim ...

Page 213: ...nt posnLngBal o CurrentLongPosition posnShtBal o CurrentShortPosition sumPosnLngBal o Total long position per Exchange Member sumPosnShtBal o Total short position per Exchange Member sumCntrPosnLngBal o Total long position per Contract Clearing Member sumCntrPosnShtBal o Total short position per Contract Clearing Member Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CB731 ...

Page 214: ...t is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb740 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb740Grp repeated 0 variable times cb740KeyGrp membClgIdCod m Clearing Member cb740Grp1 repeated...

Page 215: ...p4 repeated 1 variable times cb740KeyGrp4 tfxMbrCod m TAIFEX Member tfxMbrBrnCod m Branch tfxBenfiIdNo m Identification Number cb740Rec repeated 1 variable times trnIdNo2 m Transaction No buyCod m B S netQty m Net Qty rejQty m Rejected Qty tfxTrdStsCod m State sumNetQty m Total per Contract sumRejQty m Total per Contract for RejQty Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR...

Page 216: ...Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb741 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb741Grp repeated 0 variable times cb741KeyGrp membClgIdCod m Clearing Member cb741Grp1 repeated 1 variable times cb741KeyGrp1...

Page 217: ...Exercise price trnPrc m Prc cb741Grp4 repeated 1 variable times cb741KeyGrp4 krxMbrCod m KRX Member krxIdNo m Identification Number cb741Rec repeated 1 variable times trnIdNo2 m Transaction No buyCod m B S netQty m Qty krxTrdStsCod m State sumNetQty m Total per Contract Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CB741 ...

Page 218: ...all pending trades at the end of the day Sum of all deleted give up trades The report is available in xml and csv format In addition the report contains information on flexible contracts The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb750 rptHdr exchNam m envText m r...

Page 219: ...ePrice o flxCntrSynProdId o cntrVersNo o exerStylTyp o settlTyp o cb750Rec repeated 1 variable times allocationId m AllocationID origRpdOrdrNo o OrdrNo TransactionId m Transaction ID TransactionIdSuffix m Suffix trnHistAdjInd m H trdDat m TrdDat buyCod m B trdTyp m TrT trnQty m Quantity trnPrc m Transaction Price origExchId o OrigExc workflowstatus m rateIdentifier o Rate Identifier prelimFlg o Pr...

Page 220: ... Approval Status partIdCod o User ID membExchIdCodObo o OnBehalf Member partIdCodObo o OnBehalf User trnDat o Approval Date trnTim o Approval Time sumCntrTrnQtyTakUp m Total Qty per Contract Take Up sumCntrTrnQtyPend m Total Qty per Contract Pending sumCntrTrnQtyDel m Total Qty per Contract Deleted sumCurrTrnQtyTakUp m Total Qty per Member Take Up sumCurrTrnQtyPend m Total Qty per Member Pending s...

Page 221: ... the day Sum of all deleted give up trades The report is available in xml and csv format In addition the report contains information on flexible contracts The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb751 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o me...

Page 222: ...ted 1 variable times allocationId m AllocationID origRpdOrdrNo o OrdrNo TransactionId m Transaction ID TransactionIdSuffix m Suffix trnHistAdjInd m H trdDat m TrdDat buyCod m B trdTyp m TrT trnQty m Quantity trnPrc m Transaction Price origExchId o OrigExc workflowstatus m rateIdentifier o Rate Identifier prelimFlg o Preliminary Trade Flag proposalGrp repeated 0 1 times acctNameTo o opnClsCod o Tex...

Page 223: ...r ID membExchIdCodObo o OnBehalf Member partIdCodObo o OnBehalf User trnDat o Approval Date trnTim o Approval Time sumCntrTrnQtyTakUp m Total Qty per Contract Take Up sumCntrTrnQtyPend m Total Qty per Contract Pending sumCntrTrnQtyDel m Total Qty per Contract Deleted sumCurrTrnQtyTakUp m Total Qty per Member Take Up sumCurrTrnQtyPend m Total Qty per Member Pending sumCurrTrnQtyDel m Total Qty per ...

Page 224: ...mat The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb790 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb790Grp repeated 0 variable times cb790KeyGrp membClgIdCod m Clearing Member cb790...

Page 225: ...umMembPrmPayBal o Total Per ExcMbr sumMembPrmRcvBal o sumMembResidualBal o sumMembPrmNetBal o sumMembPrmMtdBal o sumMembPrmPrvMthBal o sumMembPrmYtdBal o sumCurrPrmPayBal o Total Per ClgMbr sumCurrPrmRcvBal o sumCurrResidualBal o sumCurrPrmNetBal o sumCurrPrmMtdBal o sumCurrPrmPrvMthBal o sumCurrPrmYtdBal o Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CB790 ...

Page 226: ...n xml and csv format The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cb795 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cb795Grp repeated 0 variable times cb795KeyGrp membClgIdCod m Clea...

Page 227: ...bVmarPayBal o Total Per ExcMbr sumMembVmarRcvBal o sumMembResidualBal o sumMembVmarNetBal o sumMembVmarMtdBal o sumMembVmarPrvMthBal o sumMembVmarYtdBal o sumCurrVmarPayBal o Total Per ClgMbr sumCurrVmarRcvBal o sumCurrResidualBal o sumCurrVmarNetBal o sumCurrVmarMtdBal o sumCurrVmarPrvMthBal o sumCurrVmarYtdBal o Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CB795 ...

Page 228: ...s Each net position is multiplied by the trade unit value and the day closing value of the relevant option to calculate the premium margin for net long credit or net short debit positions Multiplying the net position by the intrinsic value of the relevant option yields the premium margin The margin calculation for TES Flexible Options transactions are also listed in this report The following state...

Page 229: ...repeated 1 variable times cc010KeyGrp3 mgnClsCod m Margin Class secuLstClsPrc m UndrClsPrc cc010Grp4 repeated 0 variable times cc010KeyGrp4 repeated 0 1 times cntrIdGrp cntrClasCod o Contract prodId m cntrDtlGrp cntrExpMthDat m cntrExpYrDat m cntrExerPrc o cntrVersNo o cc010KeyGrp4A repeated 0 1 times flxCntrTrnIdNo 1 FlxTrnNo trnIdSfxNo 1 SfxNo flxCntrIdGrp cntrClasCod o FlxContract prodId m cntr...

Page 230: ...eport Structure Clearing Member Exchange Member Ac Curr XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME XX XXX Margin Class UndrClsPrc XXXXX MARGIN CLASS LONG NAME 9 999 99999 Contract FlxTrnNo SfxNo FlxContract X XXXX XXX 9999 999999 9 999999999 99999 X XXXX 31 12 09 99999 9999 9 X X LngOpn LngExer ShtOpn ShtAsg Net Lng Net Sht SetlPrc TrdUntVal PremMgn 9 999 999 999 999 999 9 999 999 999 999 999 9...

Page 231: ...orporate action income events associated cash risk positions and price differences The current liquidating values are listed per ISIN for different settlement dates within a margin class All figures are displayed in the security settlement currency The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Struct...

Page 232: ...ble times cc011KeyGrp4 secuIsin m ISIN secuLstClsPrc m Settlement Price secuCpnRat m Coupon Rate cc011Rec repeated 1 variable times trdStlDat m SetlDat trdLoc m Loc trdDat m TrdDat extTrdNum m TrdNo pstSecuNet m SecuPos cshPosNet m CshPos clvCpnAdjInd m CA amntClvSecu m CrtLiqValSecu amntClvCsh m CrtLiqValCsh adjMgn m AdjMgn sumSecuMgnPremiumAmnt o Total Current Liquidating Margin For ISIN Class A...

Page 233: ...s Down XXXXX 999 999 999 9999 999 999 999 9999 999 999 999 9999 ISIN Settlement Price Coupon Rate XXXXXXXXXXXX ISIN LONG NAME 9 999 99999 9 999 999 999 999 SetlDat Loc TrdDat TrdNo SecuPos CshPos CA CrtLiqValSecu CrtLiqValCsh AdjMgn 31 12 09 XXXX XXXXXXXX XXXXXXXXXX 9 999 999 999 999 99 999 999 999 99 XX 99 999 999 999 99 99 999 999 999 99 99 999 999 999 99 Total Current Liquidating Margin For ISI...

Page 234: ...y of Spot Month Spreads Spot Month Future Rate per contract After balancing the Spot Month Positions the remaining long and short positions are balanced against the contracts from the back months Back Months Position Back Month Margin is calculated as follows Quantity of Back Months Spreads Back Months Future Rate per contract The spread margin of the delivery month and the spread margin of the ba...

Page 235: ...mes futCntrIdGrp repeated 0 1 times prodId m Contract cntrExpMthDat m cntrExpYrDat m flxCntrTrnIdNo 1 FlxTrnNo trnIdSfxNo 1 SfxNo flxCntrIdGrp repeated 0 1 times cntrClasCod o FlxContract prodId m cntrExpDat m flxOptCntrExerPrc o cntrVersNo o exerStylTyp o setlTypCod m mgnLngAllBal m LngOpn Allc mgnShtNotBal m ShtOpn Notif cc020Mth repeated 1 variable times cc020MthGrp prodId o Month Total cntrExp...

Page 236: ... Margin Class Back Mth Margin Contract Spot Mth Margin Contract XXXXX MARGIN CLASS LONG NAME 999 999 999 999 999 999 Contract FlxTrnNo SfxNo FlxContract LngOpn Allc ShtOpn Notif XXXX XXX 9999 999999999 99999 X XXXX 31 12 09 99999 9999 9 X X 999 999 999 999 999 999 Month Total LngOpn Allc ShtOpn Notif SpotMthNet BckMthNetLng BckMthNetSht XXXX XXX 9999 999 999 999 999 999 999 99 999 999 L 999 999 99...

Page 237: ...l margin The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for all members CRE Area Public XML Report Structure M O Text Report Heading cc031 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cc031Grp repeated 0 variable times cc031KeyGrp mgnClsCod m Margin Class mgnParm...

Page 238: ... cpnAdj m CouponAdj Text Report Structure Margin Class Margin Parameter Currency Cash Interest Rate XXXXX 999 999 999 99 XXX 999 999 999 9999 ISIN Coupon CurrClosingPrice MaxUpMovement MaxDownMovement CouponDate PaymentDate RecordDate CouponAdj XXXXXXXXXXXX 9 999 999 999 999 999 999 99 999999999 99 999999999 99 31 12 09 31 12 09 31 12 09 9 999 999 999 999 ...

Page 239: ...alues This corresponds to the maximum and minimum expected price movement and the settlement price All figures are displayed in the security settlement currency The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for all members CRE Area Public XML Report Structure M O Text Report Heading cc033 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey...

Page 240: ...ML Report Descriptions Page 240 mgnCalcPrc m Prices prcTyp m PriceType Text Report Structure Currency XXX MarginClass MarginParameterUp MarginParameterDown Unit ISIN Prices PriceType XXXXX 999 999 999 99 999 999 999 99 X XXXXXXXXXXXX 99 999 999 99999 XXXXXXXXXXXX ...

Page 241: ...cription right is also an underlying of derivatives it is necessary for cross margining to display the theoretical value of the subscription right for intermediate strike prices of derivatives All amounts are in the security settlement currency The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for all members CRE Area Public XML Report Structure M...

Page 242: ...nVola m Vola subsPerEndDat m SubsPEnd cc034Rec repeated 1 variable times projPrc m Prc prcKey m Prc Typ subsRghtTheoVal m TheoVal Text Report Structure Currency XXX MgCls MgnParm U ISIN ISINOfUndr SubsRtio SubsPrc Vola SubsPEnd Prc Prc Typ TheoVal XXXXX 999 999 999 99 X XXXXXXXXXXXX XXXXXXXXXXXX 999 99999 999 999 99 99 99 31 12 09 99 999 999 99999 XXXXXXXXXXXX 99999 99999 ...

Page 243: ...cts For conditional subscription rights the liquidating value is calculated with the maximal and minimal theoretical value of the conditional subscription right Discounting effects are considered for all subscription rights The liquidating values are calculated with the prices shown on CC033 and CC034 Displayed is the highest calculated difference also called the worst case to the immediate liquid...

Page 244: ... already taken into account when the theoretical value of the subscription right is calcu lated on CC034 Flexible Contracts The calculation of liquidating values for Flexible contracts is also included in this report The rows for Flexible contracts are listed after the standard contract positions in each margin class The report is available for EUREX ECAG Members and EEX ECC Members Frequency Dail...

Page 245: ...y settlDat o Settl Date cc040KeyGrp3A repeated 0 1 times cntrIdGrp cntrClasCod o Contract prodId m cntrDtlGrp cntrExpMthDat m cntrExpYrDat m cntrExerPrc o cntrVersNo o cc040KeyGrp3B repeated 0 1 times flxCntrTrnIdNo 1 FlxTrnNo trnIdSfxNo 1 SfxNo flxCntrIdGrp cntrClasCod o FlxContract prodId m cntrExpDat m flxOptCntrExerPrc o cntrVersNo o exerStylTyp o setlTypCod m cc040Rec repeated 1 variable time...

Page 246: ...Vd m align alignScenarioVolaPuVd m align alignCalcUndPrcPdVu m align alignScenarioVolaPdVu m align alignCalcUndPrcPdVn m align alignScenarioVolaPdVn m align alignCalcUndPrcPdVd m align alignScenarioVolaPdVd m align cc040LiqValRec repeated 1 variable times liqValRowName m Scenario shtOptMinCompIndPuVu o liquValuePuVu o PriceUpVolaUp shtOptMinCompIndPuVn o liquValuePuVn m PriceUpVolaNeut shtOptMinCo...

Page 247: ...e cc040Grp2CrtLiquUp repeated 0 1 times sumCntrCurrUp m Totals Per Margin Class Total Crt Liqu Value Up cc040Grp2CrtLiquDown repeated 0 1 times sumCntrCurrDown m Totals Per Margin Class Total Crt Liqu Value Down cc040Grp2CrtLiquExpiry repeated 0 1 times sumCntrCurr m Totals Per Margin Class Expiry Total Crt Liqu Value cc040RecAlignSum repeated 0 variable times alignRiskRowName7 m align mgnClsCurrR...

Page 248: ...eport Descriptions Page 248 sumTheoValPdVn m sumTheoValPdVd m mgnClsCurr o Risk riskPuVu m riskPuVn m riskPuVd m riskPdVu m riskPdVn m riskPdVd m cc040GrpNoVolaSum repeated 0 1 times sumTheoValPuVn m Liqu Value sumTheoValPdVn m mgnClsCurr o Risk riskPuVn m riskPdVn m ...

Page 249: ... PriceUpVolaDown PriceDownVolaUp PriceDownVolaNeut PriceDownVolaDown XXXXXXXXXXX X 9 999 999 999 99 X 9 999 999 999 99 X 9 999 999 999 99 X 9 999 999 999 99 X 9 999 999 999 99 X 9 999 999 999 99 Price Vola 9 999 99999 999 99 9 999 99999 999 99 9 999 99999 999 99 9 999 99999 999 99 9 999 99999 999 99 9 999 99999 999 99 Price Vola 9 999 99999 999 99 9 999 99999 999 99 Totals Per Margin Class Total C...

Page 250: ...learing member currency If the value is negative it is multiplied by the offset factor These adjusted are then added to the margin group for all six possible scenarios of price and volatility movements see the description of report CC040 to determine the highest risk The additional margin amount is multiplied by the offset factor if the value is negative Remark If the margin class is maturity depe...

Page 251: ... Cur worstCaseScenario m Worst case scenario addMgnWorstCaseAmnt m Pure Additional Mgn mgnFctrPct m MgnFct mgnAddlAmntFctr m Additional Mgn cc045RecRisk repeated 1 variable times riskRowName m Scenario mgnClsCurrRiskRow m Cur addMgnAmntPuVu o PriceUpVolaUp addMgnAmntPuVn m PriceUpVolaNeut addMgnAmntPuVd o PriceUpVolaDown addMgnAmntPdVu o PriceDownVolaUp addMgnAmntPdVn m PriceDownVolaNeut addMgnAmn...

Page 252: ...r Worst case scenario Pure Additional Mgn MgnFct Additional Mgn XXXXX 9 99 XXXXX XXX 9999 XXX XXXXXXXXXXXXXXXXXXX 99 999 999 999 99 999 99 999 999 999 99 Scenario Cur PriceUpVolaUp PriceUpVolaNeut PriceUpVolaDown PriceDownVolaUp PriceDownVolaNeut PriceDownVolaDown XXXXXXXX XXX 99 999 999 999 99 99 999 999 999 99 99 999 999 999 99 99 999 999 999 99 99 999 999 999 99 99 999 999 999 99 AdjExRat XXX 9...

Page 253: ...tradi tional style options are taken from the Premium Margin Report CC010 the results for cash bond positions come from the Current Liquidating Margin Report CC011 the results for futures come from the Futures Spread Margin Report CC020 the calculations for the additional margin is in the Theoretical Values Report CC031 and the Additional Margin Report CC045 The report is available for EUREX ECAG ...

Page 254: ...t m Add Mgn unadjMgnReq m Unad Mgn Reqr sumAcctMgnPremiumAmnt o Account Total sumAcctMgnLiqDlvAmnt o sumAcctMgnSprdAmnt o sumAcctMgnAddlAmnt o summAcctUnadjMgnReq o Text Report Structure Clearing Member Exchange Member Currency Account XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME XXX XX MgnGrp MgnCls Prem Mgn Curt Liq Dlv Mgn Fut Sprd Mgn Add Mgn Unad Mgn Reqr XXXXX XXXXX 99 999 999 999 99 99 999...

Page 255: ...bers XML Report Structure M O Text Report Heading cc055 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cc055Grp repeated 0 variable times cc055KeyGrp membClgIdCod m Clearing Member cc055Grp1 repeated 1 variable times cc055KeyGrp1 membExchIdCod m Exchange Member cc055Grp2 repeated 1 variable times cc055KeyGrp2 clgCurrT...

Page 256: ...urr totMgnMgnCurr m Mgn Requirement sumAcctUnadjMgnReqClgCurr m Account Total sumAcctMgnOfstClgCurr m sumAcctTotMgnClgCurr m Text Report Structure Clearing Member Exchange Member Clearing Currency Account XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME XXX XX MinorCurr Unad Mgn MinorCurr ExchRat Unad Mgn MajorCurr MajorCurr XXX 99 999 999 999 99 9999 999999 99 999 999 999 99 XXX Curr Unad Mgn Surplu...

Page 257: ...ity This report is available for clearing and trading members XML Report Structure M O Text Report Heading cc060 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cc060Grp repeated 0 variable times cc060KeyGrp membClgIdCod m Clearing Member clgCurrTypCod m ClrCurr cc060Grp1 repeated 1 variable times cc060KeyGrp1 poolId 1...

Page 258: ...rgin Clr Curr Text Report Structure Clearing Member ClrCurr Pool ID Currency XXXXX MEMBER LONG NAME XXX XXXXXXXXXXXXXXX XXX ExMbr Ac Unadjusted Margin Requirement Total Margin Requirement ExchRat Mgn Requ Clr Curr XXXXX XX 99 999 999 999 999 99 999 999 999 999 999 99 9999999 999999999 99 999 999 999 99 Exchange Member Total 999 999 999 999 999 99 999 999 999 999 999 99 Pool ID Total 999 999 999 99...

Page 259: ...in The report is available for EUREX ECAG Members and EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cc080 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cc080Grp repeated 0 variable times cc080KeyGrp membClgIdCod m Cl...

Page 260: ...hRat o XML only trnCshAmnt m TrnCshAmnt sumSecuPos m Net Risk Position sumTrnCshAmnt m Text Report Structure Clearing Member Exchange Member Ac Currency MgnGrp MgnCls XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME XX XXX XXXXX XXXXX ISIN Settl Date AM Usage XXXXXXXXXXXX ISIN LONG NAME 31 12 09 XXXXXXXXXXXXXXXXXXX PositionType Loc TrnDat TrnNo OrdrNo SecurityPosition OrigCshAmnt Curr TrnCshAmnt XXXX...

Page 261: ...L Report Structure M O Text Report Heading cc100 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cc100Grp repeated 0 variable times cc100KeyGrp membClgIdCod m Clearing Member cc100Grp1 repeated 1 variable times cc100KeyGrp1 membExchIdCod m Exchange Member cc100Grp2 repeated 1 variable times cc100KeyGrp2 currTypCod m Cu...

Page 262: ...t Descriptions Page 262 Text Report Structure Clearing Member Exchange Member Currency XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME XXX Risk Value XXXX Date TMR NDM CULI CASH 31 12 09 99 999 999 999 999 99 99 999 999 999 999 99 99 999 999 999 999 99 99 999 999 999 999 99 ...

Page 263: ...ch net position is multiplied by the trade unit value and the day closing value of the relevant option to calculate the premium margin for net long credit or net short debit positions Multiplying the net position by the intrinsic value of the relevant option yields the premium margin The margin calculation for TES Flexible Options transactions are also listed in this report The following statement...

Page 264: ... UndrClsPrc cc710Grp4 repeated 0 variable times cc710KeyGrp4 repeated 0 1 times cntrIdGrp cntrClasCod o Contract prodId m cntrDtlGrp cntrExpMthDat m cntrExpYrDat m cntrExerPrc o cntrVersNo o cc710KeyGrp4A repeated 0 1 times flxCntrIdGrp cntrClasCod o FlxContract prodId m cntrExpDat m flxOptCntrExerPrc o cntrVersNo o exerStylTyp o setlTypCod m cc710Rec repeated 1 variable times posnLngBal m LngOpn ...

Page 265: ...r XXXXX XXXXX MEMBER LONG NAME XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX Margin Class UndrClsPrc XXXXX MARGIN CLASS LONG NAME 9 999 99999 Contract FlxContract X XXXX XXX 9999 999999 9 X XXXX 31 12 09 99999 9999 9 X X LngOpn LngExer ShtOpn ShtAsg Net Lng Net Sht SetlPrc TrdUntVal PremMgn 9 999 999 999 999 999 9 999 999 999 999 999 999 999 999 999 X 9999 99999 999999 9999 99 999 999 999 99 Total Premium ...

Page 266: ...nds corporate action income events associated cash risk positions and price differences The current liquidating values are listed per ISIN for different settlement dates within a margin class All figures are displayed in the security settlement currency Account names of flexible accounts additional agent accounts are available The report is available for EUREX ECAG Members Frequency Daily Availabi...

Page 267: ...wn cc711Grp4 repeated 1 variable times cc711KeyGrp4 secuIsin m ISIN secuLstClsPrc m Settlement Price secuCpnRat m Coupon Rate cc711Rec repeated 1 variable times trdStlDat m SetlDat trdLoc m Loc trdDat m TrdDat extTrdNum m TrdNo pstSecuNet m SecuPos cshPosNet m CshPos clvCpnAdjInd m CA amntClvSecu m CrtLiqValSecu amntClvCsh m CrtLiqValCsh adjMgn m AdjMgn sumSecuMgnPremiumAmnt o Total Current Liquid...

Page 268: ...s Down XXXXX 999 999 999 9999 999 999 999 9999 999 999 999 9999 ISIN Settlement Price Coupon Rate XXXXXXXXXXXX ISIN LONG NAME 9 999 99999 9 999 999 999 999 SetlDat Loc TrdDat TrdNo SecuPos CshPos CA CrtLiqValSecu CrtLiqValCsh AdjMgn 31 12 09 XXXX XXXXXXXX XXXXXXXXXX 9 999 999 999 999 99 999 999 999 99 XX 99 999 999 999 99 99 999 999 999 99 99 999 999 999 99 Total Current Liquidating Margin For ISI...

Page 269: ...ion Spot Month Margin is calculated as follows Quantity of Spot Month Spreads Spot Month Future Rate per contract After balancing the Spot Month Positions the remaining long and short positions are balanced against the contracts from the back months Back Months Position Back Month Margin is calculated as follows Quantity of Back Months Spreads Back Months Future Rate per contract The spread margin...

Page 270: ... futCntrIdGrp repeated 0 1 times prodId m Contract cntrExpMthDat m cntrExpYrDat m flxCntrIdGrp repeated 0 1 times cntrClasCod o FlxContract prodId m cntrExpDat m flxOptCntrExerPrc o cntrVersNo o exerStylTyp o setlTypCod m mgnLngAllBal m LngOpn Allc mgnShtNotBal m ShtOpn Notif cc720Mth repeated 1 variable times cc720MthGrp prodId o Month Total cntrExpMthDat m cntrExpYrDat m mgnLngAllBal m LngOpn Al...

Page 271: ...s Back Mth Margin Contract Spot Mth Margin Contract XXXXX MARGIN CLASS LONG NAME 999 999 999 999 999 999 Contract FlxContract LngOpn Allc ShtOpn Notif XXXX XXX 9999 X XXXX 31 12 09 99999 9999 9 X X 999 999 999 999 999 999 Month Total LngOpn Allc ShtOpn Notif SpotMthNet BckMthNetLng BckMthNetSht XXXX XXX 9999 999 999 999 999 999 999 99 999 999 L 999 999 999 999 999 999 Margin Class Total 99 999 999...

Page 272: ...ects For conditional subscription rights the liquidating value is calculated with the maximal and minimal theoretical value of the conditional subscription right Discounting effects are considered for all subscription rights The liquidating values are calculated with the prices shown on CC033 and CC034 Displayed is the highest calculated difference also called the worst case to the immediate liqui...

Page 273: ...lready taken into account when the theoretical value of the subscription right is calcu lated on CC034 Flexible Contracts The calculation of liquidating values for Flexible contracts is also included in this report The rows for Flexible contracts are listed after the standard contract positions in each margin class The report is available for EUREX ECAG Members Frequency Daily Availability This re...

Page 274: ...Date cc740KeyGrp3A repeated 0 1 times cntrIdGrp cntrClasCod o Contract prodId m cntrDtlGrp cntrExpMthDat m cntrExpYrDat m cntrExerPrc o cntrVersNo o cc740KeyGrp3B repeated 0 1 times flxCntrIdGrp cntrClasCod o FlxContract prodId m cntrExpDat m flxOptCntrExerPrc o cntrVersNo o exerStylTyp o setlTypCod m cc740Rec repeated 1 variable times secuIsin o XML only addMgnUsage o I netRskPos m Risk Position ...

Page 275: ...u m align alignScenarioVolaPdVu m align alignCalcUndPrcPdVn m align alignScenarioVolaPdVn m align alignCalcUndPrcPdVd m align alignScenarioVolaPdVd m align cc740LiqValRec repeated 1 variable times liqValRowName m Scenario shtOptMinCompIndPuVu o liquValuePuVu o PriceUpVolaUp shtOptMinCompIndPuVn o liquValuePuVn m PriceUpVolaNeut shtOptMinCompIndPuVd o liquValuePuVd o PriceUpVolaDown shtOptMinCompIn...

Page 276: ...p m Totals Per Margin Class Total Crt Liqu Value Up cc740Grp2CrtLiquDown repeated 0 1 times sumCntrCurrDown m Totals Per Margin Class Total Crt Liqu Value Down cc740Grp2CrtLiquExpiry repeated 0 1 times sumCntrCurr m Totals Per Margin Class Expiry Total Crt Liqu Value cc740RecAlignSum repeated 0 variable times alignRiskRowName7 m align mgnClsCurrRiskRow o alignLiquValuePuVu m Liqu Value alignLiquVa...

Page 277: ...n V 3 1 3 05 04 2017 XML Report Descriptions Page 277 riskPuVu m riskPuVn m riskPuVd m riskPdVu m riskPdVn m riskPdVd m cc740GrpNoVolaSum repeated 0 1 times sumTheoValPuVn m Liqu Value sumTheoValPdVn m mgnClsCurr o Risk riskPuVn m riskPdVn m ...

Page 278: ... PriceUpVolaDown PriceDownVolaUp PriceDownVolaNeut PriceDownVolaDown XXXXXXXXXXX X 9 999 999 999 99 X 9 999 999 999 99 X 9 999 999 999 99 X 9 999 999 999 99 X 9 999 999 999 99 X 9 999 999 999 99 Price Vola 9 999 99999 999 99 9 999 99999 999 99 9 999 99999 999 99 9 999 99999 999 99 9 999 99999 999 99 9 999 99999 999 99 Price Vola 9 999 99999 999 99 9 999 99999 999 99 Totals Per Margin Class Total C...

Page 279: ...quidation costs and proceeds the largest movements are converted to the clearing member currency If the value is negative it is multiplied by the offset factor These adjusted are then added to the margin group for all six possible scenarios of price and volatility movements see the description of report CC740 to determine the highest risk The additional margin amount is multiplied by the offset fa...

Page 280: ...mgnClsExpYrDat o mgnClsCurr m Cur worstCaseScenario m Worst case scenario addMgnWorstCaseAmnt m Pure Additional Mgn mgnFctrPct m MgnFct mgnAddlAmntFctr m Additional Mgn cc745RecRisk repeated 1 variable times riskRowName m Scenario mgnClsCurrRiskRow m Cur addMgnAmntPuVu o PriceUpVolaUp addMgnAmntPuVn m PriceUpVolaNeut addMgnAmntPuVd o PriceUpVolaDown addMgnAmntPdVu o PriceDownVolaUp addMgnAmntPdVn ...

Page 281: ...Expiry Cur Worst case scenario Pure Additional Mgn MgnFct Additional Mgn XXXXX 9 99 XXXXX XXX 9999 XXX XXXXXXXXXXXXXXXXXXX 99 999 999 999 99 999 99 999 999 999 99 Scenario Cur PriceUpVolaUp PriceUpVolaNeut PriceUpVolaDown PriceDownVolaUp PriceDownVolaNeut PriceDownVolaDown XXXXXXXX XXX 99 999 999 999 99 99 999 999 999 99 99 999 999 999 99 99 999 999 999 99 99 999 999 999 99 99 999 999 999 99 AdjEx...

Page 282: ...nd futures are totaled by margin class The results for tradi tional style options are taken from the Premium Margin Report CC010 the results for cash bond positions come from the Current Liquidating Margin Report CC011 the results for futures come from the Futures Spread Margin Report CC020 the calculations for the additional margin is in the Theoretical Values Report CC031 and the Additional Marg...

Page 283: ...Amnt m Add Mgn unadjMgnReq m Unad Mgn Reqr sumAcctMgnPremiumAmnt o Account Total sumAcctMgnLiqDlvAmnt o sumAcctMgnSprdAmnt o sumAcctMgnAddlAmnt o summAcctUnadjMgnReq o Text Report Structure CM Exchange Member Currency Account XXXXX XXXXX MEMBER LONG NAME XXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX MgnGrp MgnCls Prem Mgn Curt Liq Dlv Mgn Fut Sprd Mgn Add Mgn Unad Mgn Reqr XXXXX XXXXX 99 999 999 999 99 99 ...

Page 284: ...Text Report Heading cc755 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cc755Grp repeated 0 variable times cc755KeyGrp membClgIdCod m CM cc755Grp1 repeated 1 variable times cc755KeyGrp1 membExchIdCod m Exchange Member cc755Grp2 repeated 1 variable times cc755KeyGrp2 clgCurrTypCod m Clearing Currency acctTypFlexible m...

Page 285: ...m Mgn Requirement sumAcctUnadjMgnReqClgCurr m Account Total sumAcctMgnOfstClgCurr m sumAcctTotMgnClgCurr m Text Report Structure CM Exchange Member Clearing Currency Account XXXXX XXXXX MEMBER LONG NAME XXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX MinorCurr Unad Mgn MinorCurr ExchRat Unad Mgn MajorCurr MajorCurr XXX 99 999 999 999 99 9999 999999 99 999 999 999 99 XXX Curr Unad Mgn Surplus AdjExchRat Mgn S...

Page 286: ...y Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cc760 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cc760Grp repeated 0 variable times cc760KeyGrp membClgIdCod m Clearing Member clgCurrTypCod m ClrCurr cc760Grp1 repeated 1 variable times cc76...

Page 287: ...ture Clearing Member ClrCurr Pool ID Currency XXXXX MEMBER LONG NAME XXX XXXXXXXXXXXXXXX XXX Exchange Member XXXXX MEMBER LONG NAME Account Unadjusted Margin Requirement Total Margin Requirement ExchRat Mgn Requ Clr Curr XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99 999 999 999 999 99 999 999 999 999 999 99 9999999 999999999 99 999 999 999 99 Exchange Member Total 999 999 999 999 999 99 999 999 999 999 999 ...

Page 288: ...gin Account names of flexible accounts additional agent accounts are available The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cc780 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cc780Grp...

Page 289: ... Curr mgnClsExchRat o XML only trnCshAmnt m TrnCshAmnt sumSecuPos m Net Risk Position sumTrnCshAmnt m Text Report Structure CM Exchange Member Account Currency MgnGrp MgnCls XXXXX XXXXX MEMBER LONG NAME XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX XXXXX XXXXX ISIN Settl Date AM Usage XXXXXXXXXXXX ISIN LONG NAME 31 12 09 XXXXXXXXXXXXXXXXXXX PositionType Loc TrnDat TrnNo OrdrNo SecurityPosition OrigCshAmnt ...

Page 290: ...and EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cd009 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd009Grp repeated 0 variable times cd009KeyGrp membClgIdCod m Clearing Member cd009Grp1 repeated 1 variable times ...

Page 291: ...sumCurrDebAmnt o Totals per Currency sumCurrCrdAmnt o Text Report Structure Clearing Member Currency Pool ID Owner XXXXX MEMBER LONG NAME XXX XXXXXXXXXXXXXXX XXXXX Value Date Type Description 31 12 09 XXX XXXXXXXXXXXXXXXXXXXXXXXX Exchange Member Trn Id Debit Credit Text XXXXX MEMBER LONG NAME XXXXXX 999 999 999 999 99 99 999 999 999 99 XXXXXXXXXXXX Totals per Value Date and Transaction Type 9 999 ...

Page 292: ... for EUREX ECAG Members and EEX ECC Members Frequency Daily Availability This report is available for clearing members only XML Report Structure M O Text Report Heading cd010 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd010Grp repeated 0 variable times cd010KeyGrp membClgIdCod m Clearing Member cd010Grp1 repeated ...

Page 293: ...mCurrPosTrnAmnt m PosTrnCsh sumCurrDlvCurrAmnt m DlvAmnt sumCurrAllAmnt m All Text Report Structure Clearing Member Account Holder XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME Cash Account LocId Curr Reference Run CHI XXXXXXXXXXXXXXXXXXXXXX XXXXX XXX XXXXXXXXXXXXXXX XXXX XXXX TranDate Value Date Pool ID CshInstId Typ Type Description Debit Credit 31 12 09 31 12 09 XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX ...

Page 294: ...ture M O Text Report Heading cd011 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd011Grp repeated 0 variable times cd011KeyGrp membExchIdCod m Account Holder cd011Grp1 repeated 1 variable times cd011KeyGrp1 membClgIdCod m Clearing Member cd011Grp2 repeated 1 variable times cd011KeyGrp2 cshAcctNo2 m Cash Account cshL...

Page 295: ...it Text Report Structure Account Holder Clearing Member XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME Cash Account LocId Curr Reference Run CHI XXXXXXXXXXXXXXXXXXXXXX XXXXX XXX XXXXXXXXXXXXXXX XXXX XXXX TranDate Value Date CshInstId Typ Type Description Debit Credit 31 12 09 31 12 09 XXXXXXXXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXX 999 999 999 999 99 99 999 999 999 99 ...

Page 296: ...ilable for trading members only XML Report Structure M O Text Report Heading cd012 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd012Grp repeated 0 variable times cd012KeyGrp membExchIdCodFrom m XML only cd012Grp1 repeated 1 variable times cd012KeyGrp1 membClgIdCod m Clearing Member cd012Grp2 repeated 1 variable tim...

Page 297: ...bAmnt o artCrdAmnt o sumCashRunDebAmnt o Total sumCashRunCrdAmnt o Text Report Structure Clearing Member Pool Owner Curr Reference Run CHI XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME XXX XXXXXXXXXXXXXXX XXXX XXXX TranDate Value Date Pool ID Typ Type Description Debit Credit 31 12 09 31 12 09 XXXXXXXXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXX 999 999 999 999 99 99 999 999 999 99 XXX XXXXXXXXXXXXXXXXXXXX 9 ...

Page 298: ...ailability This report is available for clearing members only CRE Area Participant Specific XML Report Structure M O Text Report Heading cd015 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd015Grp repeated 0 variable times cd015KeyGrp membClgIdCod m Clearing Member cd015Grp1 repeated 1 variable times cd015KeyGrp1 me...

Page 299: ...nt o Credit sumAcctDebAmnt o Sum per Account sumAcctCrdAmnt o sumPoolDebAmnt o Sum per Pool sumPoolCrdAmnt o Text Report Structure Clearing Member Account Owner XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME Cash Account LocId Curr Reference Run CHI Pool ID Pool Owner XXXXXXXXXXXXXXXXXXXXXX XXXXX XXX XXXXXXXXXXXXXXX XXXX XXXX XXXXXXXXXXXXXXX XXXXX MEMBER LONG NAME TranDate Value Date Account Typ Ty...

Page 300: ...available for EUREX ECAG Members and EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cd020 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd020Grp repeated 0 variable times cd020KeyGrp membClgIdCod m Clearing Member cd0...

Page 301: ...o ENDING BALANCE sumSecuCntrCovQty o sumTrnBalAmnt o Text Report Structure Clearing Member Usage Pool Id Owner Currency XXXXX MEMBER LONG NAME XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXX XXX SecurityId SecuId CSD Id Account Date XXXXXXXXXXXX XXXX XXXXXX XXXXXXXXXXXX 31 12 09 TrnNo Security Transaction Typ Bulk Coverage Balance XXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXXXXXX 9 999 999 999 99 999 999 999 9 999 999...

Page 302: ...ly Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cd030 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd030Grp repeated 0 variable times cd030KeyGrp membClgIdCod m Clearing Member Id cd030Grp1 repeated 1 variable times cd030KeyGrp1 cshAcctCod m Usag...

Page 303: ... m Total Expiring Text Report Structure Clearing Member Id Usage Pool Id Owner Currency XXXXX MEMBER LONG NAME XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXX XXX Expire Date Security Id Number Security Amount Security Type Code Security Short Name CSD Id Account 31 12 09 XXXXXXXXXXXX 9 999 999 999 99 XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX XXXXXXXXXXXX Total Expiring 9 999 999 999 99 ...

Page 304: ...UREX ECAG Members and EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cd031 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd031Grp repeated 0 variable times cd031KeyGrp membClgIdCod m Clearing Member cd031Grp1 repeated...

Page 305: ... sumCurrSecuMktVal m Total Per Currency sumCurrSecuCollVal m Text Report Structure Clearing Member Usage Pool ID XXXXX MEMBER LONG NAME XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX Exchange Member Currency XXXXX MEMBER LONG NAME XXX SecurityId SecuId Bulk Unused SEC Qty Closing Market Value Factor Collateral Value CSD Id CSD Account XXXXXXXXXXXX XXXX 9 999 999 999 99 9 999 999 999 99 9 999 99999 9 999 999 999 ...

Page 306: ...ers Frequency Daily Availability This report is available for clearing members only XML Report Structure M O Text Report Heading cd032 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd032Grp repeated 0 variable times cd032KeyGrp membClgIdCod m ClearingMember cd032Grp1 repeated 1 variable times cd032KeyGrp1 cshAcctCod ...

Page 307: ...ee Value sumCollAmnt m Text Report Structure ClearingMember GuaranteeType Currency XXXXX MEMBER LONG NAME XXXXXXXXXXXXXXX XXX GuaranteeNumber Guarantor Guarantor Begins Expires GuaranteeAmount Factor CollateralValue XXXX XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31 12 09 31 12 09 999 999 999 9 99 999 999 999 Total Guarantee Value 99 999 999 999 99 999 999 999 ...

Page 308: ...ed by Eurex added up and compared against the total margin requirement of the clearing member Only for fully segregated NCMs this report will contain data For omnibus segregated NCMs as well as not segregated NCMs this report will always be empty The report is available for EUREX ECAG Members and EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members...

Page 309: ...33Grp24 repeated 1 variable times cd033KeyGrp24 secuGrpCod m Security Group cd033RecB repeated 1 variable times collGrpLimFact o Limit maxCollValSecuGrp o Limit Value collValClgCurr m Coll Val ClgCurr collValEff m Effective Collateral sumMembCollValEff o Total Per Pool ID Eff Coll Amnt sumMembSurplShtfAmnt o Surplus Shortage cd033Grp30 repeated 1 variable times descr1 o Clearer Collateral Composit...

Page 310: ...ock o cd033Grp41 repeated 0 variable times descr1 o Clearer Limits Per Security Group cd033Grp42 repeated 1 variable times cd033KeyGrp42 secuGrpCod m Security Group cd033RecE repeated 1 variable times collGrpLimFact o Limit maxCollValSecuGrp o Limit Value collValClgCurr m Coll Val ClgCurr collValEff m Effective Collateral sumMembCollValEff o Total Eff Coll Amnt sumMembSurplShtfAmnt o Surplus Short...

Page 311: ...fective Collateral XXXXXX 999999 99 9 999 999 999 99 9 999 999 999 99 9 999 999 999 99 Total Per Pool ID Eff Coll Amnt 9 999 999 999 99 Surplus Shortage 9 999 999 999 99 Clearer Collateral Composition Summary XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Clearing Member Margin Requirement In CM Currency ClgCur XXX...

Page 312: ...Eurex XML Report Reference Manual Version V 3 1 3 05 04 2017 XML Report Descriptions Page 312 Total Eff Coll Amnt 9 999 999 999 99 Surplus Shortage 9 999 999 999 99 ...

Page 313: ...trading members XML Report Structure M O Text Report Heading cd037 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd037Grp repeated 0 variable times cd037KeyGrp membClgIdCod m Clearing Member cd037Grp1 repeated 1 variable times cd037KeyGrp1 owner m XML only cd037Grp2 repeated 1 variable times cd037KeyGrp2 membExchIdCo...

Page 314: ...ual Version V 3 1 3 05 04 2017 XML Report Descriptions Page 314 Text Report Structure Clearing Member Exchange Member XXXXX XXXXX Pool Id CSD Id Account ISIN QUANTITY XXXXXXXXXXXXXXX XXXXXX XXXXXXXXXXXX XXXXXXXXXXXX 9 999 999 999 99 ...

Page 315: ...mbers Frequency Monthly Availability This report is available for clearing members only XML Report Structure M O Text Report Heading cd040 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd040Grp repeated 0 variable times cd040KeyGrp membClgIdCod m Clearing Member cd040Grp1 repeated 1 variable times cd040KeyGrp1 currTy...

Page 316: ...d m Totals per Currency sumCurrGuarAmnt m GuarAmnt Text Report Structure Clearing Member Currency XXXXX MEMBER LONG NAME XXX ExpDat GuarNo GuarAmnt GuarTyp Guar StrtDat Terms 31 12 09 XXXX 999 999 999 XXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31 12 09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Total Expiring 999 999 999 999 Totals per Currency GuarAmnt XXX 999 999 ...

Page 317: ...NCMs as well as not segregated NCMs this report will always be empty The report is available for EUREX ECAG Members and EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cd042 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat ...

Page 318: ...scr1 o Daily Settlement Statement Summary cd042Grp21 repeated 0 variable times cd042RecB repeated 0 variable times poolId m Pool ID poolType m Pool Type poolOwner o Pool Owner poolSrplShfl m Surplus Shortfall poolUsedSrplShfl m Used Surplus Shortfall segMgnReqUncov o Uncovered Segregated Margin Requirement cd042Grp31 repeated 1 variable times cd042RecC repeated 0 variable times poolId m Pool ID po...

Page 319: ...999 99 Net Mgn Srpl 99 999 999 999 99 Daily Settlement Statement Summary XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Pool ID Pool Type Pool Owner Surplus Shortfall Used Surplus Shortfall XXXXXXXXXXXXXXX XXXXXXXXXX XXXXX 99 999 999 999 99 99 999 999 999 99 Uncovered Segregated Margin Requirement 99 999 999 999 99...

Page 320: ...ollateral Prop ECM and for clients Collateral Client ECM as of the end of the respective business day Clearing Members participating in the asset based allocation method of ECM will receive this report displaying the collateral amount of their proprietary account only The report is available for EUREX ECAG Members and EEX ECC Members Frequency Daily Availability This report is available for cleari...

Page 321: ... 321 collPropEcm m Collateral Prop ECM collClientEcm m Collateral Client ECM Text Report Structure Clearing Member Clr Currency Mrg Req Prop ECM Mrg Req Client ECM Collateral Prop ECM Collateral Client ECM XXXXX XXX 999 999 999 999 99 999 999 999 999 99 999 999 999 999 99 999 999 999 999 99 ...

Page 322: ...vailable for EUREX ECAG Members and EEX ECC Members Frequency Monthly Availability This report is available for clearing members only XML Report Structure M O Text Report Heading cd070 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd070Grp repeated 0 variable times cd070KeyGrp membClgIdCod m Clearing Member cd070Grp1...

Page 323: ...Amnt o Debit trnCrdAmnt o Credit Text Report Structure Clearing Member Account Holder XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME Cash Account LocId Curr Reference CHI XXXXXXXXXXXXXXXXXXXXXX XXXXX XXX XXXXXXXXXXXXXXX XXXX TranDate Value Date Pool ID CshInstId Typ Type Description Debit Credit 31 12 09 31 12 09 XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXX 999 999 999 999 99 99 999 999...

Page 324: ...M O Text Report Heading cd071 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd071Grp repeated 0 variable times cd071KeyGrp membExchIdCod m Account Holder cd071Grp1 repeated 1 variable times cd071KeyGrp1 membClgIdCod m Clearing Member cd071Grp2 repeated 1 variable times cd071KeyGrp2 cshAcctNo2 m Cash Account cshLocKey...

Page 325: ...ort Structure Account Holder Clearing Member XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME Cash Account LocId Curr Reference CHI XXXXXXXXXXXXXXXXXXXXXX XXXXX XXX XXXXXXXXXXXXXXX XXXX TranDate Value Date CshInstId Typ Type Description Debit Credit 31 12 09 31 12 09 XXXXXXXXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXX 999 999 999 999 99 99 999 999 999 99 ...

Page 326: ...vailable for trading members only XML Report Structure M O Text Report Heading cd072 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd072Grp repeated 0 variable times cd072KeyGrp membExchIdCodFrom m XML only cd072Grp1 repeated 1 variable times cd072KeyGrp1 membClgIdCod m Clearing Member cd072Grp2 repeated 1 variable t...

Page 327: ...bAmnt o artCrdAmnt o sumCashRunDebAmnt o Total sumCashRunCrdAmnt o Text Report Structure Clearing Member Pool Owner Curr Reference Run CHI XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME XXX XXXXXXXXXXXXXXX XXXX XXXX TranDate Value Date Pool ID Typ Type Description Debit Credit 31 12 09 31 12 09 XXXXXXXXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXX 999 999 999 999 99 99 999 999 999 99 XXX XXXXXXXXXXXXXXXXXXXX 9 ...

Page 328: ...for EUREX ECAG Members and EEX ECC Members Frequency Monthly Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cd080 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd080Grp repeated 0 variable times cd080KeyGrp membClgIdCod m Clearing Member cd080Grp1 r...

Page 329: ...o SpecEquColl trnBalAmnt o Balance Text Report Structure Clearing Member Usage Pool Id Owner Currency XXXXX MEMBER LONG NAME XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXX XXX Security Id SecuId CSD Id CSD Account XXXXXXXXXXXX XXXX XXXXXX XXXXXXXXXXXX TrnDat Tran Id Transaction Type Bulk SpecEquColl Balance 31 12 09 XXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXXXXXX 9 999 999 999 99 999 999 999 9 999 999 999 99 ...

Page 330: ...aluated by the appropriate margin factor clearing fund clearing fund margin factor company capital company capital margin factor Clearing fund company capital contribution The clearing member total clearing fund contribution in Euro is calcu lated as follows Sum conversion factor to EUR in one currency Sum fund securities closing price collateral evaluation factor Sum fund guarantees guarantor eva...

Page 331: ...ution clrFunAmnt m Clearing Fund compCaptAmnt m Company Capital mgnAmnt m Margin asstTot m Asset Total sumCurrClrFunAmnt m Total sumCurrCompCaptAmnt m sumCurrMgnAmnt m sumCurrAsstTot m clrFunPctOfMgnReq m Percent of Margin Requ compCaptPctOfMgnReq m dayReqClrFun m Current Day Requirement dayReqCompCapt m dayAvgText m midTermReqClrFun m Mid Term Requirement midTermReqCompCapt m midTermAvgText m lng...

Page 332: ...Short Term TEXContribShort m asiaShortText m KRXContribMid m Asia Mid Term TEXContribMid m asiaMidText m KRXContribLong m Asia Long Term TEXContribLong m asiaLongText m KRXContribMax m Asia Max TEXContribMax m KRXContribMin m Minimum Requirement TEXContribMin m KRXContribLink m Asia Link Contribution TEXContribLink m ...

Page 333: ...9 XXXXXXXXXXXXXXXXXXXX Mid Term Requirement 999 999 999 999 999 999 999 999 XXXXXXXXXXXXXXXXXXXX Long Term Requirement 999 999 999 999 999 999 999 999 XXXXXXXXXXXXXXXXXXXX Total Requirement 999 999 999 999 999 999 999 999 Minimum Requirement 999 999 999 999 999 999 999 999 XXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXX Asia Short Term 999 999 999 999 999 999 999 999 XXXXXXXXXXXXXXXXXXXX Asia Mid Term 999 999...

Page 334: ... all selectable segregated pools p of ISA member X of day T Mid Term Requirement Average for last 30 days sum Margin Requirements p T CF_Factor across all selectable segregated pools p of ISA member X of day T Minimum Requirement imported from SAP CF_Factor Clearing Fund Factor AuM Company Capital requirement calculation follows the same rules as clearing fund calculation except instead of using t...

Page 335: ...fMgnReq m Clearing Fund eqCaptPctOfMgnReq m AuM Company Capital alignText o dayReqClrFun m Current Day Requirement dayReqEqCapt m dayAvgText m midTermReqClrFun m Mid Term Requirement midTermReqEqCapt m midTermAvgText m lngTermReqClrFun m Long Term Requirement lngTermReqEqCapt m lngTermAvgText m clrFunMin m Minimum Requirement eqCaptMin m clrFunPerPoolTotal m Total Requirement per Pool eqCaptPerPoo...

Page 336: ...9 XXXXXXXXXXXXXXX Current Day Requirement 999 999 999 999 999 999 999 999 XXXXXXXXXXXXXXXXXXXX Mid Term Requirement 999 999 999 999 999 999 999 999 XXXXXXXXXXXXXXXXXXXX Long Term Requirement 999 999 999 999 999 999 999 999 XXXXXXXXXXXXXXXXXXXX Minimum Requirement 999 999 999 999 999 999 999 999 Total Requirement per Pool 999 999 999 999 999 999 999 999 XXXXXXXXXXX XXXXXXXXXXX Total Requirement 999...

Page 337: ...ency Daily Availability This report is available for clearing members only XML Report Structure M O Text Report Heading cd092 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd092Grp repeated 0 variable times cd092KeyGrp membClgIdCod m ClMbr currTypCod m Curr cd092Grp1 repeated 1 variable times cd092RecA repeated 1 var...

Page 338: ...Contribution coverage o Coverage Text Report Structure ClMbr Curr XXXXX XXX CM Standard Seg Type Total Requirement Contribution Eff Contribution Coverage XXXXX XXXXXXXXXXXXXXX 999 999 999 999 999 999 999 999 999 999 999 999 999 ISA Direct Type Total Requirement Contribution Eff Contribution Coverage XXXXX XXXXXXXXXXXXXXX 999 999 999 999 999 999 999 999 999 999 999 999 999 ...

Page 339: ... empty The report is available for EUREX ECAG Members and EEX ECC Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cd100 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd100Grp repeated 0 variable times cd100KeyGrp membClgIdCod ...

Page 340: ...Bulk dlvDueDat o DueDat partIdCod o User Text Report Structure Clearing Member Usage Pool Id Owner Currency CSD Id CSD Account Security Id XXXXX MEMBER LONG NAME XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXX XXX XXXXXX XXXXXXXXXXXX XXXXXXXXXXXX UpdCod TrnDat TrnTime Tran Id Transaction Type CollSts Bulk DueDat User XXXXXX 31 12 09 23 59 59 XXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXX 9 99...

Page 341: ...on of the report will be filled for NCMs with fully segregated pools and for ISA Direct members with their pools For the other NCMs the report will be empty The report is available for EUREX ECAG Members EEX ECC Members and ISA Direct Members Frequency Monthly Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading cd230 rptHdr exchNam m ...

Page 342: ...nt m Int Free Limit calcIntAmnt m Calc Inter On intRatPct m Int Rate dlyIntAmnt m Daily Interest sumCurrDlyIntAmnt o Total per Curr Text Report Structure Member ID Pool ID Curr XXXXX MEMBER LONG NAME XXXXXXXXXXXXXXX XXX Date Balance Int Free Limit Calc Inter On Int Rate Daily Interest 31 12 09 99 999 999 999 99 99 999 999 999 99 99 999 999 999 99 9 99999 99 999 999 999 99 Total per Curr 99 999 999...

Page 343: ...X ECAG Members and EEX ECC Members Frequency Daily Availability This report is available for clearing members only XML Report Structure M O Text Report Heading cd235 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cd235Grp repeated 0 variable times cd235KeyGrp membClgIdCod m Clearing Member cd235Grp1 repeated 1 variabl...

Page 344: ...Eurex product the open positions and In the money amounts The report is available for EEX ECC Members Frequency Two weeks before expiration date through the expiration date Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading ce010 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEf...

Page 345: ...d m CP ce010Rec repeated 1 variable times prodId m Prod cntrDtlGrp cntrExpMthDat m ExpM cntrExpYrDat m ExpY cntrExerPrc o ExercP cntrVersNo o V itmPerUntAmnt m Itm Unt trdUntVal m Trad Unit posnLngBal o CurLng posnShtBal o CurSht abdnQty o AbanPos itmLngAmnt o In the money Lng itmShtAmnt o In the money Sht sumClasPosnLngBal o Class Total sumClasPosnShtBal o sumClasAbdnQty o sumClasItmLngAmnt o sum...

Page 346: ...nderlyingClose XXXX XXXX 31 12 09 9999 9999 XXXX XXXXXXXXXXXXXXXXXXXXXXXX 9999 99999 CP Prod ExpM ExpY ExercP V Itm Unt Trad Unit CurLng CurSht AbanPos In the money Lng In the money Sht XXXX XXXX XXX 9999 999999 9 9999 99999 999999 9999 9 999 999 999 9 999 999 999 999 999 999 999 999 999 99 999 999 999 99 Class Total 9 999 999 999 9 999 999 999 99 999 999 999 999 999 999 99 999 999 999 99 Product ...

Page 347: ...Frequency Two weeks before expiration date through the expiration date Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading ce030 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ce030Grp repeated 0 variable times ce030KeyGrp membClgIdCod m Clearing Member c...

Page 348: ... clasGrpCod m Class ce030Rec repeated 1 variable times cntrIdGrp cntrClasCod o Contract prodId m cntrDtlGrp cntrExpMthDat m cntrExpYrDat m cntrExerPrc o cntrVersNo o cntrPerUntInAmnt m ITM OTM AmntPerUnt secuTrdUntNo m UntPerCntr posnLngBal m CrtPosLng posnShtBal m CrtPosSht abdnQty m AbndPos cntrTotItmAmnt m Total ITM Amount sumClasCntrTotItmAmnt m Total Class sumSecuCntrTotItmAmnt m Total Per Pr...

Page 349: ...te TickValue Underlying UnderlyingClose XXXX PRODUCT LONG NAME 31 12 09 9999 9999 XXXX XXXXXXXXXXXXXXXXXXXXXXXX 9999 99999 Class Contract ITM OTM AmntPerUnt UntPerCntr CrtPosLng CrtPosSht AbndPos Total ITM Amount XXXX X XXXX XXX 9999 999999 9 999 999 99999 9 999 9999 9 999 999 999 9 999 999 999 999 999 999 999 999 999 999 99 Total Class 999 999 999 999 99 Total Per Product 999 999 999 999 99 Total...

Page 350: ...CC Members Frequency Expiration date of options Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading ce035 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ce035Grp repeated 0 variable times ce035KeyGrp membClgIdCod m Clearing Member ce035Grp1 repeated 1 var...

Page 351: ... sumClasPosnLngBal m Total Class sumClasPosnShtBal m sumSecuAcctLngPst m Total Product sumSecuAcctShtPst m sumCurrAcctLngPst m Total Member sumCurrAcctShtPst m Text Report Structure Clearing Member Exchange Member XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME Currency Expiration Date Account Product Type XXX 31 12 09 XX XXXXXXXXXXXXXXXXXXXXXX Product Class Contract Expired PosLng Expired PosSht PR...

Page 352: ...displayed for deliverable securities expiring this month This report is produced when a contract expires and another contract month is listed The report is available for EUREX ECAG Members and EEX ECC Members Frequency Daily Availability This report is available for all members CRE Area Public XML Report Structure M O Text Report Heading ce038 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKe...

Page 353: ...feYr m RemLife secuRemaLifeMth m convFact m ConvFact acrInt m AccruedInt invcAmnt o Invoice Amount Text Report Structure Product Type Product Currency XXXX XXXXXXXXXXXXXXXXXXXXXX XXXX PRODUCT LONG NAME XXX Contract LstSetlPrc XXXX XXX 9999 9999 99999 SecurityId Security Name Maturity CpnRat LastCouponDate RemLife ConvFact AccruedInt Invoice Amount XXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31 12 ...

Page 354: ...ding members XML Report Structure M O Text Report Heading ce050 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ce050Grp repeated 0 variable times ce050KeyGrp membClgIdCod m Clearing Member ce050Grp1 repeated 1 variable times ce050KeyGrp1 dlvCurrTypCod m DlvCurr currTypCod m Currency ce050Grp2 repeated 1 variable times...

Page 355: ...nt m DlvCurrAmnt dlvSetlmtAmnt m DlvSettlAmnt trnValDat m ValueDat cshRefId m cshRefId sumCurrDlvCurrAmntOpt m Total per Curr Options sumCurrDlvSetlmtAmntOpt m sumCurrDlvCurrAmntFut m Total per Curr Futures sumCurrDlvSetlmtAmntFut m ce050SumMbrLvlRecOpt repeated 0 variable times currTypCod m Totals per Currency per Member Options sumCurrDlvPayAmnt m DlvPayAmnt sumCurrDlvRcvAmnt m DlvRcvAmnt sumCur...

Page 356: ...0 variable times currTypCod m Totals per Currency Futures sumCurrDlvPayAmnt m DlvPayAmnt sumCurrDlvRcvAmnt m DlvRcvAmnt sumCurrDlvTotAmnt m DlvTotAmnt ce050SumRecOptUsd repeated 0 variable times currTypCod m Totals In USD Options sumCurrDlvPayAmnt m DlvPayAmnt sumCurrDlvRcvAmnt m DlvRcvAmnt sumCurrDlvTotAmnt m DlvTotAmnt ce050SumRecFutUsd repeated 0 variable times currTypCod m Totals In USD Future...

Page 357: ...99 999 999 999 99 999 999 999 999 99 Totals per Currency per Member Options XXX 999 999 999 999 99 999 999 999 999 99 999 999 999 999 99 Totals per Currency per Member Futures XXX 999 999 999 999 99 999 999 999 999 99 999 999 999 999 99 Totals per Currency Options DlvPayAmnt DlvRcvAmnt DlvTotAmnt XXX 999 999 999 999 99 999 999 999 999 99 999 999 999 999 99 Totals per Currency Futures DlvPayAmnt Dl...

Page 358: ...for EUREX ECAG Members and EEX ECC Members Frequency Daily Availability This report is available for clearing members only XML Report Structure M O Text Report Heading ce051 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ce051Grp repeated 0 variable times ce051KeyGrp membClgIdCod m Clearing Member ce051Grp10 repeated ...

Page 359: ...eated 0 variable times descr1 o FX INSTRUCTIONS ce051Grp21 repeated 0 variable times Date o Trn Date trnValDat o Val Date currTypCod o Cur baseFxAmnt o Base Amount settlCurr o Sttl Cur exchRat5 o Rate settlFxAmnt o Settlement Amount buyCod o B S instSts o Ins Sts transRef o Reference intrnlTranId o Tran Id senderRef o Sender Reference alignText o alignValue o bicClr o BIC Codes Clearer Third Party...

Page 360: ... X XXXX XXX 9 999 99999 999999999999 99 999999999999 99 999999999999 99 999999999999 99 FX INSTRUCTIONS XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Trn Date Val Date Cur Base Amount Sttl Cur Rate Settlement Amount B S Ins Sts Reference Tran Id Sender Reference BIC Codes Clearer Third Party ECAG Third party ECAG ...

Page 361: ...projected settlement amounts are held against the settlement limits Only short settlement amounts i e settlement amounts that the Clearing Member has to pay are considered The report is available for EUREX ECAG Members and EEX ECC Members Frequency Daily Availability This report is available for clearing members only XML Report Structure M O Text Report Heading ce055 rptHdr exchNam m envText m rpt...

Page 362: ...UR o sumAmntUsd o sumAmntGBP o sumAmntCHF o sumAmntJPY o sumAmntAud o sumAmntNzd o sumEURAmntInEUR o EUR in EUR sumUSDAmntInEUR o USD in EUR sumGBPAmntInEUR o GBP in EUR sumCHFAmntInEUR o CHF in EUR sumJPYAmntInEUR o JPY in EUR sumAUDAmntInEUR o AUD in EUR sumNZDAmntInEUR o NZD in EUR optStlmtDtlsRec repeated 0 variable times prodId o Product Id noOfCntrcts o No Of Contracts indCallOrPut o Call Pu...

Page 363: ...ec repeated 1 variable times limitAmntInCcyRec repeated 0 1 times indivLimitAmntEURinEUR o EUR in EUR indivLimitAmntUSDinEUR o USD in EUR indivLimitAmntGBPinEUR o GBP in EUR indivLimitAmntCHFinEUR o CHF in EUR indivLimitAmntJPYinEUR o JPY in EUR indivLimitAmntAUDinEUR o AUD in EUR indivLimitAmntNZDinEUR o NZD in EUR indivLimitOverAllinEUR1 o Overall One EUR indivLimitOverAllinEUR2 o Overall Two EU...

Page 364: ...64 indivGrossShortOverAllInEUR2 o limitUsageRec repeated 0 1 times limitUsageAmntEURInEUR o limitUsageAmntUSDInEUR o limitUsageAmntGBPInEUR o limitUsageAmntCHFInEUR o limitUsageAmntJPYInEUR o limitUsageAmntAUDInEUR o limitUsageAmntNZDInEUR o limitUsageOverAllInEUR1 o limitUsageOverAllInEUR2 o ...

Page 365: ...EUR in EUR USD in EUR GBP in EUR CHF in EUR JPY in EUR AUD in EUR NZD in EUR 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 Product Id No Call Strike Settlement Base Settlement Quote Of Put Amounts in Ccy Amounts in Ccy Contracts Base Ccy Quote Ccy XXXX 999999999 X 9999 999 999999999999 99 XXX 999999999999 99 XXX EUR USD GBP CHF JPY ...

Page 366: ... EUR AUD in EUR NZD in EUR 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 999999999999 99 Limit 1 Limit 2 Overall EUR Overall EUR 999999999999 99 999999999999 99 999999999999 99 999999999999 99 ...

Page 367: ...Structure M O Text Report Heading ce056 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ce056Grp repeated 0 variable times ce056KeyGrp clgHseInd2 m Clearing House clearingHouse m Clearing House ce056Grp1 repeated 1 variable times ce056KeyGrp1 participant m Participant partLngName m Participant Long Name ce056Grp2 repea...

Page 368: ...05 04 2017 XML Report Descriptions Page 368 settlLocat m Settlement Location netPayinAmount m Netted Payin Amount per Currency netPayoutAmount m Netted Payout Amount per Currency Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CE056 ...

Page 369: ... sorted by exchange member and underlying Cash settlement only contains an amount when the payment is made in cash The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading ce070 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptP...

Page 370: ...m ISIN undrDecCodGrp undrIdCod m Underlying undrIdLngNam m ctpyAcct o CtpyAcct ce070Grp6 repeated 1 variable times ce070KeyGrp6 recTypCod m XML only ce070Rec2ExAs repeated 0 variable times prelimFlg o Prel exerQty o Exerc asgnQty o Assg dlvClgHseTrnNo o DlvIdNo setlmtSecuQty o UnitsRec Del dlvSetlmtAmnt o SettlAmnt cshSetlmtAmnt o CashSettlAmnt settlDat o Settl Date trdUnt o XML only ce070Rec3Csh ...

Page 371: ...XXXX 9999 99999 ExMbr Ac Contract StlC ISIN Underlying CtpyAcct XXXXX XX X XXXX XXX 9999 999999 9 XXX XXXXXXXXXXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXX XXXXXX Prel Exerc Assg DlvIdNo UnitsRec Del SettlAmnt CashSettlAmnt Settl Date X 99999999 99999999 9999999 99 999 999 999 999 999 999 999 99 999 999 999 999 99 31 12 09 Prel Cash DlvIdNo UnitsRec Del SettlAmnt CashSettlAmnt Settl Date X 9999999 9999999 99...

Page 372: ...bers Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading ce071 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ce071Grp repeated 0 variable times ce071KeyGrp membClgIdCod m Clearing Member ce071Grp1 repeated 1 variable times ce071KeyGrp1 me...

Page 373: ...ExpDat m flxOptCntrExerPrc o cntrVersNo o exerStylTyp o setlTypCod m cntrIdGrp repeated 0 1 times cntrClasCod o prodId m cntrDtlGrp cntrExpMthDat m cntrExpYrDat m cntrExerPrc o cntrVersNo o flxCntrTrnIdNo o FlxTrnNo trnIdSfxNo o SfxNo buyCod o B exerQty o Exerc asgnQty o Assg undrLngQty o FuturesCreationLong undrShtQty o FuturesCreationShort sumSrsSrsExerQty o Total per Class sumSrsSrsAsgnQty o su...

Page 374: ...G NAME Currency ProductType Account UnderlyingFutContract TradUnit LstSetlPrc XXX XXXXXXXXXXXXXXXXXXXXXX XX XXXX XXX 9999 9 999 9999 9999 99999 Contract FlxTrnNo SfxNo B Exerc Assg FuturesCreationLong FuturesCreationShort X XXXX 31 12 09 99999 9999 9 X X 999999999 99999 X 999 999 999 999 999 999 999 999 Total per Class 999 999 999 999 999 999 999 999 Total per Underlying 999 999 999 999 ...

Page 375: ...ist it supports the CSD concerning the release of deliveries and serves as a basis for internal deliveries to the CSD Frequency Settlement date of physically settled futures Availability This report is available for clearing members only XML Report Structure M O Text Report Heading ce075 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o...

Page 376: ...llc o Ac trnQtyAllc o Contracts netQty o NetQty faceAmnt o Face Amount invcAmnt o Invoice Amount dlvTrnNo o DlvTrnNo Text Report Structure Clearing Member Currency XXXXX MEMBER LONG NAME XXX Product Type Contract Deliverable Security CtpyAcct XXXXXXXXXXXXXXXXXXXXXX XXXX XXX 9999 XXXXXXXXXXXX ISIN LONG NAME XXXXXX NotifMbr Ac Contracts AllocMbr Ac Contracts NetQty Face Amount Invoice Amount DlvTrnN...

Page 377: ...Hdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ce120Grp repeated 0 variable times ce120KeyGrp membClgIdCod m Clearing Member ce120Grp1 repeated 1 variable times ce120KeyGrp1 currTypCod m Currency ce120Grp2 repeated 1 variable times ce120KeyGrp2 membExchIdCod m Exchange Member ce120Grp3 repeated 1 variable times ce120KeyG...

Page 378: ... Rcv Pay ccpDlvTrnId o CCPDvId sumAcctCshRcvPayAmnt m Totals per Account sumAcctVatAmnt m sumAcctTotRcvPayAmnt m sumMembCshRcvPayAmnt o Totals per Member sumMembVatAmnt o sumMembTotRcvPayAmnt o sumCurrCshRcvPayAmnt o Totals per Clearing Member Cur rency sumCurrVatAmnt o sumCurrTotRcvPayAmnt o ce120SumGrp repeated 0 1 times ce120SumRec repeated 0 variable times currTypCod m Totals per Curr exchNam ...

Page 379: ...DvId XX XXXX XXX 9999 999 999 99 0 99999 9 999 999 999 9 999 999 999 999 999 L 9 999 999 999 99 99 99 9 999 999 999 99 99 999 999 999 99 9999999 Totals per Account 9 999 999 999 99 9 999 999 999 99 99 999 999 999 99 Totals per Member 99 999 999 999 99 9 999 999 999 99 99 999 999 999 99 Totals per Clearing Member Currency 99 999 999 999 99 9 999 999 999 99 99 999 999 999 99 Totals per Curr Exch Del...

Page 380: ...ount are listed On the expiration day the final position after automatic exercises but before contract expiration is shown The report is available in xml and csv format In addition the report contains information on flexible contracts The report is available for EUREX ECAG Members Frequency Two weeks before expiration date through the expiration date Availability This report is available for clear...

Page 381: ...pDat m ExpireDate cntrClasCod m Contract Class ce710Rec repeated 1 variable times cntrIdGrpSC7 cntrClasCod o prodId m cntrDtlGrpC7 cntrExpMthDat o cntrExpYrDat o cntrExpDat o cntrExercisePrice o flxCntrSynProdId o cntrVersNo o exerStylTyp o settlTyp o cntrPerUntInAmnt m ITM OTM Amount per unit trdUntVal m Trad Unit posnLngBal o CurLng posnShtBal o CurSht abdnQty o AbanPos itmLngAmnt o In the money...

Page 382: ...rence Manual Version V 3 1 3 05 04 2017 XML Report Descriptions Page 382 sumProdPosnShtBal o sumProdAbdnQty o sumProdItmLngAmnt o sumProdItmShtAmnt o Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CE710 ...

Page 383: ...tion the report contains information on flexible contracts The report is available for EUREX ECAG Members Frequency Expiration date of options Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading ce735 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ce735Gr...

Page 384: ...hDat o cntrExpYrDat o cntrExpDat o cntrExercisePrice o flxCntrSynProdId o cntrVersNo o exerStylTyp o settlTyp o posnLngBal m Expired PosLng posnShtBal m Expired PosSht sumClasPosnLngBal m Total long position per Class sumClasPosnShtBal m Total short position per Class sumSecuAcctLngPst m Total long position per Product sumSecuAcctShtPst m Total short position per Product sumCurrAcctLngPst m Total ...

Page 385: ...ncy Expiration date of FX Derivatives Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading ce750 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ce750Grp repeated 0 variable times ce750KeyGrp membClgIdCod m Clearing Member ce750Grp1 repeated 1 variable time...

Page 386: ...CurrDlvCurrAmntOpt m Total per Curr Options sumCurrDlvSetlmtAmntOpt m sumCurrDlvCurrAmntFut m Total per Curr Futures sumCurrDlvSetlmtAmntFut m ce750SumMbrLvlRecOpt repeated 0 variable times currTypCod m Totals per Currency per Member Options sumCurrDlvPayAmnt m DlvPayAmnt sumCurrDlvRcvAmnt m DlvRcvAmnt sumCurrDlvTotAmnt m DlvTotAmnt ce750SumMbrLvlRecFut repeated 0 variable times currTypCod m Total...

Page 387: ...urrDlvRcvAmnt m DlvRcvAmnt sumCurrDlvTotAmnt m DlvTotAmnt ce750SumRecOptUsd repeated 0 variable times currTypCod m Totals In USD Options sumCurrDlvPayAmnt m DlvPayAmnt sumCurrDlvRcvAmnt m DlvRcvAmnt sumCurrDlvTotAmnt m DlvTotAmnt ce750SumRecFutUsd repeated 0 variable times currTypCod m Totals In USD Futures sumCurrDlvPayAmnt m DlvPayAmnt sumCurrDlvRcvAmnt m DlvRcvAmnt sumCurrDlvTotAmnt m DlvTotAmn...

Page 388: ...r and underlying Cash settlement only contains an amount when the payment is made in cash The report is available in xml and csv format In addition the report contains information on flexible contracts The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading ce770 rptHdr exchNa...

Page 389: ...rSynProdId o cntrVersNo o exerStylTyp o settlTyp o ce770Grp5 repeated 1 variable times ce770KeyGrp5 stlCurrTypCod m StlC undrIsin m ISIN undrDecCodGrp undrIdCod m Underlying undrIdLngNam m ctpyAcct o CtpyAcct ce770Grp6 repeated 1 variable times ce770KeyGrp6 recTypCod m XML only ce770Rec2ExAs repeated 0 variable times exerQty o Exerc asgnQty o Assg dlvClgHseTrnNo o DlvIdNo setlmtSecuQty o UnitsRec ...

Page 390: ...mtAmnt o CashSettlAmnt settlDat o Settl Date trdUnt o XML only sumAcctSetlmtSecuQty m Account Total sumAcctDlvSetlmtAmnt m sumAcctCshSetlmtAmnt m sumMembSetlmtSecuQty o Member Total sumMembDlvSetlmtAmnt o sumMembCshSetlmtAmnt o sumProdSetlmtSecuQty o Product Total sumProdDlvSetlmtAmnt o sumProdCshSetlmtAmnt o Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CE770 ...

Page 391: ...xible contracts The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading ce771 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ce771Grp repeated 0 variable times ce771KeyGrp membClgIdCod m Clearing ...

Page 392: ...Price o flxCntrSynProdId m cntrVersNo o exerStylTyp o settlTyp m cntrIdGrpSetlC7 repeated 0 1 times cntrClasCod o prodId m cntrDtlGrpSetlC7 cntrExpMthDat m cntrExpYrDat m cntrExercisePrice o cntrVersNo o buyCod o B exerQty o Exerc asgnQty o Assg undrLngQty o FuturesCreationLong undrShtQty o FuturesCreationShort sumSrsSrsExerQty o Total per Class sumSrsSrsAsgnQty o sumSrsUndrLngQty o sumSrsUndrShtQ...

Page 393: ...elease of deliv eries and serves as a basis for internal deliveries to the CSD The report is available in xml and csv format In addition the report contains information on flexible contracts The report is available for EUREX ECAG Members Frequency Expiration date of physically settled futures Availability This report is available for clearing members only XML Report Structure M O Text Report Headi...

Page 394: ...Grp3 isinCod m Deliverable Security ctpyAcct o CtpyAcct ce775Rec repeated 1 variable times membExchIdCodNotif o NotifMbr accountNameNotif o Ac trnQtyNotif o Contracts membExchIdCodAllc o AllocMbr accountNameAllc o Ac trnQtyAllc o Contracts netQty o NetQty faceAmnt o Face Amount invcAmnt o Invoice Amount dlvTrnNo o DlvTrnNo Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CE775 ...

Page 395: ...is report is available for clearing and trading members XML Report Structure M O Text Report Heading ce780 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ce780Grp repeated 0 variable times ce780KeyGrp membClgIdCod m Clearing Member ce780Grp1 repeated 1 variable times ce780KeyGrp1 membExchIdCod m Exchange Member ce780G...

Page 396: ...xerStylTyp o settlTyp o ce780Rec repeated 1 variable times accountName m Ac trnTim m Trn Time trdr o Trader membExchIdCodObo o OnBehalf Member partIdCodObo o OnBehalf User abdnTrnQty m Abandoned Qty totAbdnTrnQty m Total Qty Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CE780 ...

Page 397: ...eport is available for clearing and trading members XML Report Structure M O Text Report Heading ce790 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ce790Grp repeated 0 variable times ce790KeyGrp clgHseInd2 m Clearing House ce790Grp1 repeated 0 variable times ce790KeyGrp1 membClgIdCod m Clearing Member ce790Grp2 repe...

Page 398: ... 05 04 2017 XML Report Descriptions Page 398 membId o Member partIdCod o User ID updDat m Upd Date updTim m Upd Time maintOperation m Operation itmAmntConfig m itmAmntConfigbef m Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CE790 ...

Page 399: ...ng members XML Report Structure M O Text Report Heading ci042 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ci042Grp repeated 0 variable times ci042KeyGrp membClgIdCodFrom m XML only ci042Grp10 repeated 0 variable times membClgIdCod m Clearing Member clgMembCurrTypCod m Currency ci042KeyGrp10 poolId m Pool ID ci042Gr...

Page 400: ...s ci042RecB repeated 0 variable times poolId m Pool ID poolType m Pool Type poolOwner o Pool Owner poolSrplShfl m Surplus Shortfall poolUsedSrplShfl m Used Surplus Shortfall segMgnReqUncov o Uncovered Segregated Margin Requirement ci042Grp31 repeated 1 variable times ci042RecC repeated 0 variable times poolId m Pool ID poolType m Pool Type poolOwner o Pool Owner poolDefltSrplShfl m Surplus Shortfa...

Page 401: ...Heading ci050 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ci050Grp repeated 0 variable times ci050KeyGrp membClgIdCod m Clearing Member ci050Grp1 repeated 1 variable times ci050KeyGrp1 membExchIdCod m Exchange Member ci050Grp2 repeated 1 variable times ci050KeyGrp2 currTypCod m Currency ci050Grp3 repeated 1 variabl...

Page 402: ...7 XML Report Descriptions Page 402 unadjMgnReq m Unad Mgn Reqr sumAcctMgnPremiumAmnt o Account Total sumAcctMgnLiqDlvAmnt o sumAcctMgnSprdAmnt o sumAcctMgnAddlAmnt o summAcctUnadjMgnReq o Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CI050 ...

Page 403: ... Structure M O Text Report Heading ci056 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ci056Grp repeated 0 variable times ci056KeyGrp clgHseInd2 m Clearing House clearingHouse m Clearing House ci056Grp1 repeated 1 variable times ci056KeyGrp1 participant m Participant partLngName m Participant Long Name ci056Grp2 repe...

Page 404: ...05 04 2017 XML Report Descriptions Page 404 settlLocat m Settlement Location netPayinAmount m Netted Payin Amount per Currency netPayoutAmount m Netted Payout Amount per Currency Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CI056 ...

Page 405: ... rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ci060Grp repeated 0 variable times ci060KeyGrp membClgIdCod m Clearing Member clgCurrTypCod m ClrCurr ci060Grp1 repeated 1 variable times ci060KeyGrp1 poolId m Pool ID currTypCod m Currency ci060Grp3 repeated 1 variable times ci060KeyGrp3 membExchIdCod m ExMbr ci060Rec r...

Page 406: ...05 04 2017 XML Report Descriptions Page 406 sumPoolIdTotal o Pool ID Total sumPoolIdClgCurr o Overall Pool ID Total Clg Curr sumClgMbrTotMgnClgCurr o Overall Total Margin Clr Curr Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CI060 ...

Page 407: ...mbers XML Report Structure M O Text Report Heading cn042 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cn042Grp repeated 0 variable times cn042KeyGrp membClgIdCodFrom m XML only cn042Grp10 repeated 0 variable times membClgIdCod m Clearing Member clgMembCurrTypCod m Currency cn042KeyGrp10 poolId m Pool ID cn042Grp11 r...

Page 408: ...s cn042RecB repeated 0 variable times poolId m Pool ID poolType m Pool Type poolOwner o Pool Owner poolSrplShfl m Surplus Shortfall poolUsedSrplShfl m Used Surplus Shortfall segMgnReqUncov o Uncovered Segregated Margin Requirement cn042Grp31 repeated 1 variable times cn042RecC repeated 0 variable times poolId m Pool ID poolType m Pool Type poolOwner o Pool Owner poolDefltSrplShfl m Surplus Shortfa...

Page 409: ...n050 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cn050Grp repeated 0 variable times cn050KeyGrp membClgIdCod m Clearing Member cn050Grp1 repeated 1 variable times cn050KeyGrp1 membExchIdCod m Exchange Member cn050Grp2 repeated 1 variable times cn050KeyGrp2 currTypCod m Currency cn050Grp3 repeated 1 variable times c...

Page 410: ...7 XML Report Descriptions Page 410 unadjMgnReq m Unad Mgn Reqr sumAcctMgnPremiumAmnt o Account Total sumAcctMgnLiqDlvAmnt o sumAcctMgnSprdAmnt o sumAcctMgnAddlAmnt o summAcctUnadjMgnReq o Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CN050 ...

Page 411: ...xchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cn060Grp repeated 0 variable times cn060KeyGrp membClgIdCod m Clearing Member clgCurrTypCod m ClrCurr cn060Grp1 repeated 1 variable times cn060KeyGrp1 poolId m Pool ID currTypCod m Currency cn060Grp3 repeated 1 variable times cn060KeyGrp3 membExchIdCod m ExMbr cn060Rec repeated 1...

Page 412: ...05 04 2017 XML Report Descriptions Page 412 sumPoolIdTotal o Pool ID Total sumPoolIdClgCurr o Overall Pool ID Total Clg Curr sumClgMbrTotMgnClgCurr o Overall Total Margin Clr Curr Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR CN060 ...

Page 413: ...s do not receive these reports Frequency Monthly Availability This report is available for clearing members only XML Report Structure M O Text Report Heading cr010 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m cr010Grp repeated 0 variable times cr010KeyGrp membClgIdCod m ClearingMember cr010Grp1 repeated 1 variable t...

Page 414: ...Shr rnk o Rank rnkOf o Of trdCnt o NoTrd exerVol o ExerciseVol exerShr o ExrShr rnkExer o Rank rnkExerOf o Of asgnVol o AssignmentVol notifVol o NotificationVol totProdVol o Total totTakUpVol o totMktShr o totTrdrRnk o totTrdrRnkOf o totTrdCnt o totExrVol o totExrShr o totTrdrRnkExer o totTrdrRnkExerOf o totAsgnVol o totNotifVol o totClgRnk o Clearing Rank totClgRnkOf o totClgRnkExer o totClgRnkEx...

Page 415: ...d Date XXXXXXXXXXXXXXXXXXXXXXXX 31 12 09 31 12 09 Ac Prod RT Volume TakeUpVol MktShr Rank Of NoTrd ExerciseVol ExrShr Rank Of AssignmentVol NotificationVol XXX XXXX XXX 99 999 999 999 999 999 999 99 99999 99999 9 999 999 99 999 999 999 99 99999 99999 999 999 999 999 999 999 Total 99 999 999 999 999 999 999 99 99999 99999 9 999 999 99 999 999 999 99 99999 99999 999 999 999 999 999 999 Clearing Rank...

Page 416: ...ly maintainable by Eurex Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading rd110 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m rd110Grp repeated 0 variable times rd110KeyGrp participantGrp participant m Participant partLngName m Participant Lon...

Page 417: ...audtValAfter o New Value rd110Rec2 repeated 0 variable times secuAdminCod m SecuAdmin updCod m UpdCod updDat m Upd Date updTim m Upd Time prvUpdDat o PrvUpdDat mktGrpNam m MktGrp entRole o Role totUserUpdCodAdd o Total User Add totUserUpdCodChg o Total User Change totUserUpdCodDel o Total User Delete totBUUpdCodAdd m Total Business Unit Add totBUUpdCodChg m Total Business Unit Change totBUUpdCodDe...

Page 418: ...alue XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX 31 12 09 23 59 59 31 12 09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX SecuAdmin UpdCod Upd Date Upd Time PrvUpdDat MktGrp Role XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX 31 12 09 23 59 59 31 12 09 XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Total User Add 99 999 Total User Change 99 999 Total User Delete 99 999...

Page 419: ...use the resource Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading rd115 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m rd115Grp repeated 0 variable times rd115KeyGrp participantGrp participant m Participant partLngName m Participant Long Name r...

Page 420: ...p3 mktGrpNam o MktGrp rd115Rec repeated 1 variable times entRole m Role Text Report Structure Participant Participant Long Name BU BU Long Name BU Identifier XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 Trader Trader Id XXXXXX 999999 Category Grp Lvl Login US EffSts DelProtected XXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX X XXXXXXXXXXX X X 9 MktGrp R...

Page 421: ...ates that the changes of quantities and or product assignments are applied to the participant Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading rd120 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m rd120Grp repeated 0 variable times rd120KeyGrp p...

Page 422: ...ame audtValBefore o Previous Value audtValAfter o New Value totUserUpdCodAdd o Total User Add totUserUpdCodChg o Total User Change totUserUpdCodDel o Total User Delete totBUUpdCodAdd m Total Business Unit Add totBUUpdCodChg m Total Business Unit Change totBUUpdCodDel m Total Business Unit Delete totParticipantUpdCodAdd o Total Participant Add totParticipantUpdCodChg o Total Participant Change totP...

Page 423: ...Prod UpdCod Upd Date Upd Time SecuAdmin PrvUpdDat FieldName Previous Value New Value XXXXXXXX XXXX XXXXXX 31 12 09 23 59 59 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31 12 09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Total User Add 99 999 Total User Change 99 999 Total User Delete 99 999 Total Business Unit Add 99 999 Total Business Unit Change 99 999 To...

Page 424: ...tion about the effective transaction size limits of the trader Assignments and quantities applying to the business unit overall are indicated by leaving the user blank Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading rd125 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrn...

Page 425: ...xCalSprdQty m EffMaxCalSprdQty effMaxTESQty m EffMaxTESQty totUserProd o Total Assigned Products Text Report Structure Participant Participant Long Name BU BU Long Name BU Identifier XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 Trader Trader Id MktGrp Prod MaxOrdQty MaxCalSprdQty Max TES Qty EffMaxOrdQty EffMaxCalSprdQty EffMaxTESQty XXXXX...

Page 426: ...eport is available for trading members only XML Report Structure M O Text Report Heading rd130 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m rd130Grp repeated 0 variable times rd130KeyGrp participantGrp participant m Participant partLngName m Participant Long Name rd130Grp1 repeated 1 variable times rd130KeyGrp1 busi...

Page 427: ...ipantUpdCodDel o totParticipantUpdCodDel Text Report Structure Participant Participant Long Name BU BU Long Name BU Identifier Rule ID XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 99999 UpdCod Upd Date Upd Time SecuAdmin PrvUpdDat Field Name Previous value New value XXXXXX 31 12 09 23 59 59 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31 12 09 XXXXXXXXX...

Page 428: ...ext Report Heading rd135 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m rd135Grp repeated 0 variable times rd135KeyGrp participantGrp participant m Participant partLngName m Participant Long Name rd135Grp1 repeated 1 variable times rd135KeyGrp1 businessUnitGrp businessUnit m BU busUntLngName m BU Long Name businessUni...

Page 429: ...ary totBURules o Total Defined Rules Text Report Structure Participant Participant Long Name BU BU Long Name BU Identifier Rule ID XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 99999 Valid Ac Account Name Text1 Text2 Text3 O TakeUpMbr Coop Part Ext Memb Beneficiary X XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX...

Page 430: ...t is available for trading members only XML Report Structure M O Text Report Heading rd140 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m rd140Grp repeated 0 variable times rd140KeyGrp participant m Participant rd140Grp1 repeated 0 variable times rd140KeyGrp1 businessUnitGrp businessUnit m BU busUntLngName m BU Long N...

Page 431: ...epeated 0 variable times updCod m UpdCod updDat m Upd Date updTim m Upd Time secuAdminCod m SecuAdmin prvUpdDat o PrvUpdDat updtFldNam m FieldName audtValBefore o Previous value audtValAfter o New value rd140Grp4 repeated 0 variable times rd140KeyGrp4 product o Product rd140Rec4 updCod m UpdCod updDat m Upd Date updTim m Upd Time secuAdminCod m SecuAdmin prvUpdDat o PrvUpdDat updtFldNam m FieldNam...

Page 432: ...Eurex XML Report Reference Manual Version V 3 1 3 05 04 2017 XML Report Descriptions Page 432 totParticipantUpdCodChg o Total Participant Change totParticipantUpdCodDel o Total Participant Delete ...

Page 433: ...31 12 09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Session ID 99999999 UpdCod Upd Date Upd Time SecuAdmin PrvUpdDat FieldName Previous value New value XXXXXX 31 12 09 23 59 59 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31 12 09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Product UpdCod Upd Date Upd Time...

Page 434: ...for trading members only XML Report Structure M O Text Report Heading rd145 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m rd145Grp repeated 0 variable times rd145KeyGrp participant m Participant rd145Grp1 repeated 1 variable times rd145KeyGrp1 businessUnit m Business Unit rd145Rec1 maxNoBookOrdersPerFutureBu o All Fu...

Page 435: ...rd145Grp4 repeated 0 variable times rd145KeyGrp4 product o Product rd145Rec4 maxNoBookOrdersSes o Product Specific Session Text Report Structure Participant XXXXX Business Unit All Futures BU All Options BU XXXXXXXX 999999 999999 Product Product Specific BU XXXXXXXX 999999 Session ID All Futures Session All Options Session 99999999 999999 999999 Product Product Specific Session XXXXXXXX 999999 ...

Page 436: ...his report is available for clearing members only XML Report Structure M O Text Report Heading rd155 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m rd155Grp repeated 0 variable times rd155KeyGrp clearingParticipant m Participant rd155Grp1 repeated 1 variable times rd155KeyGrp1 tradingParticipant m TrdPart tradPartLngN...

Page 437: ...05 04 2017 XML Report Descriptions Page 437 Text Report Structure Participant XXXXX TrdPart Trading Participant Name All Futures BU All Options BU XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 999999 Product Product Specific BU XXXXXXXX 999999 ...

Page 438: ...d or deleted or have expired Frequency Daily Availability This report is available for all members CRE Area Public XML Report Structure M O Text Report Heading ta110 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ta110Grp repeated 0 variable times ta110KeyGrp prodId m Product ta110Rec repeated 1 variable times prodExc...

Page 439: ...cntrMtnCod m Mc cntrStsOldCod o StatusOld cntrStsNewCod m StatusNew partIdCod m Participant time m Time Text Report Structure Product XXXX PRODUCT LONG NAME Contract ValorenNumber Mc StatusOld StatusNew Participant Time X XXXX XXX 9999 999999 9 XXXXXXXXXXXXXXXXXXXXXXXXX X X X XXXXXX 23 59 59 99 ...

Page 440: ...M O Text Report Heading ta111 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ta111Grp repeated 0 variable times ta111KeyGrp prodId m Product prodLngNam m XML only prodTypId m ProdType productMIC o ProductMIC uniqueProdId m UniqueProdId ta111ProdRec repeated 1 variable times prodExchAff o XML only isinCod m ISIN undrIs...

Page 441: ...m XML only trdSysCod m XML only preliminaryTradesAllowed o Preliminary Trades supported ta111QuoteSpreadRec repeated 0 variable times spreadDaysMonth m XML only spreadTimeToExp o XML only spreadUndGrp spreadUndGrpTbl repeated 1 6 times spreadBidPrice o XML only spreadTickValue o XML only spreadAbsPcntCode o XML only ta111PriceStepRec repeated 0 variable times priceStepTbl repeated 1 9 times priceS...

Page 442: ...at m ExpDat valorNum m Valoren Number lepoFlg o Lepo trdUnt m TradUnit strkPrcM o StrikePrcM trdUntShares o TradingUnitShares trdUntCsh o TradingUnitCash uniqueCntrId m UniqueCntrId ta111SpinOffRec repeated 0 variable times legNo m LegNo prodId o Prod cntrIdGrp repeated 0 1 times cntrClasCod o Contract prodId m cntrDtlGrp cntrExpMthDat m cntrExpYrDat m cntrExerPrc o cntrVersNo o isinCod m NewISIN ...

Page 443: ...inary Trades supported XXXXXXXXXXXX XXXXXXXXXXXX XXX XXX X X X 23 59 59 X X X 999 999 999 9999 9999 999 99999 9999 9999 XXX Contract Sts ExpDat Valoren Number Lepo TradUnit StrikePrcM TradingUnitShares TradingUnitCash UniqueCntrId X XXXX XXX 9999 999999 9 X 31 12 09 XXXXXXXXXXXXXXXXXXXXXXXXX X 9 999 9999 9 999 9999 9 999 9 999 9999 9999999999 LegNo Prod Contract NewISIN Shares CashSettled DT Under...

Page 444: ...or Option Volatility Strategies the underlying leg underlying product side ratio and mnemonic and the underlying price are additionally listed For Flexible Instruments a distinction is done between flexible Futures and flexible Options for which the full instrument definition is provided Frequency Daily Availability This report is available for all members CRE Area Public XML Report Structure M O ...

Page 445: ...m Leg Mnemonic buyCod m B S ratio m Ratio underlyingLegGrp repeated 0 variable times product o Und Prod instrumentId o Und Leg ID instrumentMnemonic o Und Leg Mnemonic buyCod o B S ratio o Ratio undPrice o undLegPrice flxInstrGrp repeated 0 variable times flxCntrIdGrpT7 cntrClasCod o FlxContract prodId m cntrExpDat m flxOptCntrExerPrc o cntrVersNo o exerStylTyp o settlTyp m flxCntrSynProdId o SynP...

Page 446: ...trument Mnemonic Legs 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99 Leg ID Leg Mnemonic B S Ratio 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX X 999 Und Prod Und Leg ID Und Leg Mnemonic B S Ratio undLegPrice XXXXXXXX 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX X 999 9999 99999 FlxContract SynP X XXXX 31 12 09 99999 9999 9 X X XXXX ...

Page 447: ...t level Frequency Daily Availability This report is available for all members CRE Area Public XML Report Structure M O Text Report Heading ta114 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m ta114Grp repeated 0 variable times ta114KeyGrp product m Product nextTradDat m Next Trading Date prodHistoryGrp repeated 1 vari...

Page 448: ...scFactor armvm m ARMVM settlementVol m Sett Vol settlementPrc m Settlement Prc instManual m IM Text Report Structure Product Next Trading Date XXXXXXXX 31 12 09 Prod Date Default Offset VegaUn Ann UndClsPrc OvnRat PM 31 12 09 999999 999999 999999999 999 9 999 99999 99 9999 X Instrument ID Instrument Mnemonic Expiration Date 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31 12 09 Ins...

Page 449: ...arameters used on the previous day have been modified afterwards the most recent values will be regularly displayed with the business date corresponding to the previous business date and the former values will be displayed on an additional line with an empty business date Frequency Daily Availability This report is available for all members CRE Area Public XML Report Structure M O Text Report Head...

Page 450: ...at prelimIndex m Prelim Index finalIndex m Final Index settlSpread m Settl Spread settlBasis m Settl Basis settlClgPrc m Settl Price Text Report Structure Product Next Business Date XXXXXXXX 31 12 09 Prod Date Ann BDO Settl Date FD Funding Rate Day Funding Acc Funding Distri Index Day Distribu Acc Distribu Under Index 31 12 09 999 99 31 12 09 99 999999 999999 999999 999999 999999 999999 999999 999...

Page 451: ...ort is available for trading members only XML Report Structure M O Text Report Heading tc541 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tc541Grp repeated 0 variable times tc541KeyGrp membExchIdCod m Exchange Member tc541Grp1 repeated 1 variable times tc541KeyGrp1 partIdCod m Trader tc541Grp2 repeated 1 variable ti...

Page 452: ... stratUndrPrc o stratUndrPrc tc541Rec repeated 1 variable times time m Time seqId o XML only ordrMtnCod m MaintCode ordrNo o OrderNumber partIdCodObo o TraderBehalf buyCod o B opnClsCod o O acctTypGrp o Ac ordrQty o Size ordrExePrc o OrdrPrc trdMtchPrc o MatchPrc ordrResCod o Res ordrGtcInd o G membClgIdCod o TuMbr cust o Customer usrOrdrNum o UsrOrdrNmbr ordrPersInd o P text o Text membExchIdCodO...

Page 453: ... C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V stratUndrPrc XXXXXXX X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 9999 99999 Time MaintCode OrderNumber TraderBehalf B O Ac Size OrdrPrc MatchPrc Res G TuMbr Customer UsrOrdrNmbr P Text ExMbrObo 23 59 59 XXXXXXX XXXXXXXXX XXXXXX X X XX 999 999 9999 99999 9999 99999 XXX X XX...

Page 454: ...e an add event TESOrdrMtnCod 1 A will be reported on TC545 2 When the counterpart of the last unapproved trade approves finally approve the EBI generated block trade additional an ratify event TESOrdrMtnCod 4 R will be reported on TC545 The listed information is separated per trader and options series or futures contract Frequency Daily Availability This report is available for trading members onl...

Page 455: ...ersNo o tc545Rec repeated 1 variable times time m Time TESOrdrMtnCod m Mc ordrTypCod o XML only trdTyp m TrT trnIdNo o TrnNo partIdCodObo o TrdBhf buyCod m B S opnClsCod m O acctTypGrp m Ac ordrQty m Size ordrExePrc o OrdrPrc isinCod o ISIN optTrnIdNo o TrnNo membClgIdCod o TuMbr cust o Customer usrOrdrNum o UsrOrdrNmbr text o Text ctrPtyId m CtrPty audtOccNo o XML only trdMtchPrc o XML only dispD...

Page 456: ...xchange Member Trader Contract XXXXX XXXXXX X XXXX XXX 9999 999999 9 Time Mc TrT TrnNo TrdBhf B S O Ac Size OrdrPrc ISIN TrnNo TuMbr Customer UsrOrdrNmbr Text CtrPty ExMbrObo ProcAsEBI 23 59 59 X XXX XXXXXX XXXXXX X X XX 999 999 9999 99999 XXXXXXXXXXXX XXXXXX XXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXX XXXXX X ...

Page 457: ...rades Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading tc546 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tc546Grp repeated 0 variable times tc546KeyGrp membExchIdCod m Exchange Member tc546Grp1 repeated 1 variable times tc546KeyGrp1 partIdCo...

Page 458: ... ISIN tc546Rec repeated 1 variable times time m Time ordrMtnCod m Mc ordrTypCod o XML only trdTyp m TrT trnIdNo m TrnNo ebiTrdRefNo o MTRNo partIdCodObo o TrdBhf buyCod m B opnClsCod m O acctTypGrp m Ac ordrQty m Size ordrExePrc m OrdrPrc membClgIdCod o TuMbr cust o Customer usrOrdrNum o UsrOrdrNmbr text o Text ctrPtyId m CtrPty audtOccNo o XML only trdMtchPrc o XML only dispDcml o XML only undrDi...

Page 459: ...xercP V B C Prod ExpM ExpY ExercP V stratUndrPrc B Qty ISIN XXXXXXX X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 9999 99999 X 999999 XXXXXXXXXXXX Time Mc TrT TrnNo MTRNo TrdBhf B O Ac Size OrdrPrc TuMbr Customer UsrOrdrNmbr Text CtrPty ExMbrObo ProcAsEBI 23 59 59 XXXXXXX XXX XXXXXX XXXXXX XXXXXX X X XX 999 999 9999 99999 XXXXX ...

Page 460: ... for Physicals Financials EFS Exchange for Swaps EFPI Exchange for Physicals Index Futures Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading tc549 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tc549Grp repeated 0 variable times tc549KeyGrp memb...

Page 461: ... stratIdGrp stratTyp o stratTyp stratLegGrp repeated 1 4 times stratLegInfo buyCod m B C stratLegVol m cntrClasCod o prodId m Prod cntrExpMthDat m ExpM cntrExpYrDat m ExpY cntrExerPrc o ExercP cntrVersNo o V stratUndrPrc o stratUndrPrc buyCod o B stratEquLegVol o Qty isinCod o ISIN tc549Rec3Eff repeated 0 variable times futCntrIdGrp prodId m FutContract cntrExpMthDat m cntrExpYrDat m cntrCurrTypCo...

Page 462: ...dg exchRat o ExchRat currTypCod o Curr nomVal o Nominal settlDat o Settl Date fixRat o Rate cpnVarRef o CpnVarRef cpnVarOfs o CpnOfs strtDat o Start Date endDat o End Date cpnFreq o Frq tc549Rec5Efx repeated 0 variable times futCntrIdGrp prodId m FutContract cntrExpMthDat m cntrExpYrDat m cntrCurrTypCod m Fut Curr hdgTyp o Hdg cshBsktRefId o ReferenceId nomVal o Nominal settlInst o SI tc549RecGrp ...

Page 463: ...XML Report Descriptions Page 463 buyCod m B S ordrQty m Size ordrExePrc1 m OrdrPrc ctrPtyId m CtrPty ctrPtySubGrpCod m Grp audtOccNo o XML only membExchIdCodObo o ExMbrObo opnClsCod o O acctTypGrp o Ac txtGrp cust m Customer userOrdrNum m UserOrderNo text m Text ...

Page 464: ...t Fut Curr Hdg SecurityIsin Nominal Settl Date CshPrc Security Name Coupon Rate Mtrty Date ExchRat Frq Curr SI XXXX XXX 9999 XXX XXX XXXXXXXXXXXX 999 999 999 31 12 09 9999 9999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99 9999 31 12 09 9999999 999999999 99 XXX XX FutContract Fut Curr Hdg ExchRat Curr Nominal Settl Date Rate CpnVarRef CpnOfs Start Date End Date Frq XXXX XXX 9999 XXX XXX 9999999 999999999 XXX ...

Page 465: ...requency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading tc810 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tc810Grp repeated 0 variable times tc810KeyGrp membExchIdCod m Exchange Member tc810Grp1 repeated 1 variable times tc810KeyGrp1 partIdCod m Tra...

Page 466: ...o OcT ordrTypCod m Typ ordrResCod o Res membClgIdCod m ClMbr cust m Customer usrOrdrNum m UsrOrdrNmbr text m Text trdTyp m TrT origTrnDat m XML only origTrnTim m XML only origOrdrNo o XML only origTrnId m XML only origTrnDatCet m XML only origTrnTimCet m XML only membExchIdCodObo o ExMbrObo origRpdOrdrNo o OrigRpdOrdNo sumTotBuyOrdr m Total Buy Trades sumTotCntrBuy m sumTotSellOrdr m Total Sell Tr...

Page 467: ...9 9 XX Time TrnNo OrdrNo B O MtchQty F MatchPrc OcT Typ Res ClMbr Customer UsrOrdrNmbr Text TrT ExMbrObo OrigRpdOrdNo 23 59 59 XXXXXX XXXXXXXXX X X 999999 X 9999 99999 XXXXXXX XXX XXX XXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXX XXXXX 99999999999999999999 Total Buy Trades 999 999 999 999 999 999 Total Sell Trades 999 999 999 999 999 999 Product Total Buy Trades 999 999 999 999 999 999 Product ...

Page 468: ...ity Frequency Daily Availability This report is available for all members CRE Area Public XML Report Structure M O Text Report Heading td930 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m td930Grp repeated 0 variable times td930KeyGrp prodId m Product undrPrvClsPrc o PreviousClose undrLstClsPrc o UnderClose td930Grp1 ...

Page 469: ...pnIntQty sumClasOpnIntQty m Total per Class sumProdOpnIntQty m Total per Product Text Report Structure Product PreviousClose UnderClose XXXX PRODUCT LONG NAME 9 999 99999 9999 99999 CP Contract LstSetlPrc OpnPrc DlyHghPrc DlyLowPrc LstTrdPrc SettlmPrc Volume MtdVolume OpnIntQty X XXX 9999 999999 9 9999 99999 9999 99999 9999 99999 9999 99999 9999 99999 9999 99999 9 999 999 999 999 999 9 999 999 Tot...

Page 470: ...rt is available for trading members only XML Report Structure M O Text Report Heading td940 rptHd exchNam m envText m rptCod m rptNam m rptPrntEffDat m rptPrntRunDat m td940Grp repeated 0 variable times td940KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m td940Rec repeated 1 variable times prodId o PRODUCT dCutLim o DAY CUT LIMIT quoReqTot o QUOTE REQUESTS TOTAL goodQuoReqResp o GOOD QUOTE ...

Page 471: ...MEMBER MEMBER LONG NAME QUOTE DAY GOOD PERCENT VALID VALID VALID GOOD PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT XXXX 9999999999 9999999999 9999999999 9999999999 999 99 9999999999 9999999999 9999999999 999 99 ...

Page 472: ...port is available for trading members only XML Report Structure M O Text Report Heading td941 rptHd exchNam m envText m rptCod m rptNam m rptPrntEffDat m rptPrntRunDat m td941Grp repeated 0 variable times td941KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m td941Rec repeated 1 variable times prodId o PRODUCT dCutLim o DAY CUT LIMIT quoReqTot o QUOTE REQUESTS TOTAL goodQuoReqResp o GOOD QUOT...

Page 473: ...MEMBER MEMBER LONG NAME QUOTE DAY GOOD PERCENT VALID VALID VALID GOOD PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT XXXX 9999999999 9999999999 9999999999 9999999999 999 99 9999999999 9999999999 9999999999 999 99 ...

Page 474: ...ers only XML Report Structure M O Text Report Heading td942 rptHd exchNam m envText m rptCod m rptNam m rptPrntEffDat m rptPrntRunDat m td942Grp repeated 0 variable times td942KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m td942Grp1 repeated 1 variable times td942KeyGrp1 packCod m PACKAGE td942Rec repeated 1 variable times prodId o PRODUCT dCutLim o DAY CUT LIMIT quoReqTot o QUOTE REQUESTS...

Page 475: ...MEMBER LONG NAME PACKAGE XXXXX QUOTE DAY GOOD PERCENT VALID VALID VALID GOOD PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT XXXX 9999999999 9999999999 9999999999 9999999999 999 99 9999999999 9999999999 9999999999 999 99 ...

Page 476: ...member Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading td943 rptHd exchNam m envText m rptCod m rptNam m rptPrntEffDat m rptPrntRunDat m td943Grp repeated 0 variable times td943KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m td943Rec repeated 0 variable times time18 m TIME prodId m PRODUCT ID instrumentMnemonic m IN...

Page 477: ... This report is available for trading members only XML Report Structure M O Text Report Heading td944 rptHd exchNam m envText m rptCod m rptNam m rptPrntEffDat m rptPrntRunDat m td944Grp repeated 0 variable times td944KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m td944Grp1 repeated 0 variable times td944KeyGrp1 packCod m PACKAGE td944Rec repeated 1 variable times time18 m TIME prodId m PR...

Page 478: ...ily Availability This report is available for trading members only XML Report Structure M O Text Report Heading td945 rptHd exchNam m envText m rptCod m rptNam m rptPrntEffDat m rptPrntRunDat m td945Grp repeated 0 variable times td945KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m repPerFromDat m REPORTING PERIOD repPerToDat m td945Rec repeated 1 variable times prodId o PRODUCT quoReqTot o ...

Page 479: ...NAME REPORTING PERIOD 2009 12 31 to 2009 12 31 QUOTE MTD GOOD PERCENT VALID VALID VALID GOOD PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT XXXX 99999 9999999999 9999999999 9999999999 999 99 9999999999 9999999999 9999999999 999 99 ...

Page 480: ... Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading td946 rptHd exchNam m envText m rptCod m rptNam m rptPrntEffDat m rptPrntRunDat m td946Grp repeated 0 variable times td946KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m repPerFromDat m REPORTING PERIOD repPerToDat m td946Rec repeated 1 variable times prodId o PRODUCT...

Page 481: ...NAME REPORTING PERIOD 2009 12 31 to 2009 12 31 QUOTE MTD GOOD PERCENT VALID VALID VALID GOOD PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT XXXX 99999 9999999999 9999999999 9999999999 999 99 9999999999 9999999999 9999999999 999 99 ...

Page 482: ... report is available for trading members only XML Report Structure M O Text Report Heading td947 rptHd exchNam m envText m rptCod m rptNam m rptPrntEffDat m rptPrntRunDat m td947Grp repeated 0 variable times td947KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m repPerFromDat m REPORTING PERIOD repPerToDat m td947Grp1 repeated 1 variable times td947KeyGrp packCod m PACKAGE td947Rec repeated 1...

Page 483: ...PORTING PERIOD 2009 12 31 to 2009 12 31 PACKAGE XXXXX QUOTE MTD GOOD PERCENT VALID VALID VALID GOOD PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT XXXX 99999 9999999999 9999999999 9999999999 999 99 9999999999 9999999999 9999999999 999 99 ...

Page 484: ... This report is available for trading members only XML Report Structure M O Text Report Heading td948 rptHd exchNam m envText m rptCod m rptNam m rptPrntEffDat m rptPrntRunDat m td948Grp repeated 0 variable times td948KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m repPerFromDat o REPORTINF PERIOD repPerToDat o td948Grp1 repeated 0 variable times td948KeyGrp1 prodId m PRODUCT ID td948Rec re...

Page 485: ...LMENT INDICATOR Text Report Structure EXCHANGE MEMBER MEMBER LONG NAME PRODUCT XXXX QUOTE DAY GOOD PERCENT VALID VALID VALID GOOD DAY REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT XX XX XXXX 99999 9999999999 9999999999 9999999999 999 99 9999999999 9999999999 9999999999 999 99 TOTALS 99999 99...

Page 486: ...ly Availability This report is available for trading members only XML Report Structure M O Text Report Heading td949 rptHd exchNam m envText m rptCod m rptNam m rptPrntEffDat m rptPrntRunDat m td949Grp repeated 0 variable times td949KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m repPerFromDat o REPORTINF PERIOD repPerToDat o td949Grp1 repeated 0 variable times td949KeyGrp1 packCod m PACKAG...

Page 487: ...eq m MONTHLY REQUIREMENT fulfilled m FULFILLMENT INDICATOR Text Report Structure EXCHANGE MEMBER MEMBER LONG NAME PACKAGE XXXXX PRODUCT XXXX QUOTE DAY GOOD PERCENT VALID VALID VALID GOOD DAY REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT XX XX XXXX 99999 9999999999 9999999999 9999999999 999 9...

Page 488: ...is obligations Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading td956 rptHd exchNam m envText m rptCod m rptNam m rptPrntEffDat m rptPrntRunDat m td956Grp repeated 0 variable times td956KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m membClgIdCod m CLEARING MEMBER membClgIdNam m td956Grp1 repeated 1 variable times td...

Page 489: ...Tim o COVERED TIME violInd o VIOLATION prodVolM o VOLUME quoReqViolPct o QR VIOL PERC Text Report Structure CLEARING MEMBER MEMBER LONG NAME EXCHANGE MEMBER MEMBER LONG NAME PRODUCT XXXX PROGRAM XXXXX COVERAGE REQUIREMENT 999 99 EXPIRATIONS TO BE QUOTED 99999 STRIKES TO BE QUOTED 99999 TOLERATED DAYS WITH VIOLATIONS 99999 REQUIRED MONTHLY VOLUME 99999 DAY PROD TIME ACCUM TIME REQUIREMENT COVERED T...

Page 490: ...is obligations Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading td957 rptHd exchNam m envText m rptCod m rptNam m rptPrntEffDat m rptPrntRunDat m td957Grp repeated 0 variable times td957KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m membClgIdCod m CLEARING MEMBER membClgIdNam m td957Grp1 repeated 1 variable times td...

Page 491: ...S sumReqTim o TOTALS sumCovTim o TOTALS sumViol o TOTALS sumProdVolM o TOTALS totQuoReqViolPct o TOTALS mthReqCovTim o MONTHLY REQUIREMENT mthReqViol o MONTHLY REQUIREMENT mthReqVol o MONTHLY REQUIREMENT mthReqQuoReqViolP o MONTHLY REQUIREMENT fulfCovTimInd o FULFILLED fulfViolInd o FULFILLED fulfVolInd o FULFILLED fulfQuoReqViolPct o FULFILLED td957Rec repeated 1 variable times factDat o DAY prod...

Page 492: ...99 99999 FULFILLED X X PRODUCT XXXX COVERAGE REQUIREMENT 999 99 EXPIRATIONS TO BE QUOTED 99999 STRIKES TO BE QUOTED 99999 TOLERATED DAYS WITH VIOLATIONS 99999 REQUIRED MONTHLY VOLUME 99999 DAY PROD TIME ACCUM TIME REQUIREMENT COVERED TIME VIOLATION VOLUME QR VIOL PERC 2009 12 31 9999 59 59 99 9999 59 59 99 9999 59 59 99 9999 59 59 99 99999 99999 999 99 TOTALS 9999 59 59 99 9999 59 59 99 9999 59 59...

Page 493: ...PrntRunDat m td959Grp repeated 0 variable times td959KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m membClgIdCod m CLEARING MEMBER membClgIdNam m td959Grp1 repeated 1 variable times td959KeyGrp1 packCod m PACKAGE prodId m PRODUCT td959Grp2 repeated 1 variable times td959KeyGrp2 packCod m PACKAGE covReq o COVERAGE REQUIREMENT expToBeQuot o EXPIRATIONS TO BE QUOTED nbrExrPrcToBeQuot o STRIKE...

Page 494: ...REMENT mthReqVol o MONTHLY REQUIREMENT mthReqQuoReqViolP o MONTHLY REQUIREMENT fulfCovTimInd o FULFILLED fulfViolInd o FULFILLED fulfVolInd o FULFILLED fulfQuoReqViolPct o FULFILLED td959Rec repeated 1 variable times factDat o DAY prodTim o PROD TIME accumTim o ACCUM TIME reqTim o REQUIREMENT covTim o COVERED TIME violInd o VIOLATION prodVolM o VOLUME quoReqViolPct o QR VIOL PERC ...

Page 495: ...99 99999 FULFILLED X X PRODUCT XXXX COVERAGE REQUIREMENT 999 99 EXPIRATIONS TO BE QUOTED 99999 STRIKES TO BE QUOTED 99999 TOLERATED DAYS WITH VIOLATIONS 99999 REQUIRED MONTHLY VOLUME 99999 DAY PROD TIME ACCUM TIME REQUIREMENT COVERED TIME VIOLATION VOLUME QR VIOL PERC 2009 12 31 9999 59 59 99 9999 59 59 99 9999 59 59 99 9999 59 59 99 99999 99999 999 99 TOTALS 9999 59 59 99 9999 59 59 99 9999 59 59...

Page 496: ... all violations is just to provide precise information about the potential ESU Fee that will have to be paid by a Participant in case the limit violation turns out to be a systematic one Frequency Daily Availability This report is available for all members XML Report Structure M O Text Report Heading td980 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDa...

Page 497: ...on o CLASSIFICATION excessTxn o EXCESS TRANSACTIONS headroom o Headroom feeEUR o FEE_EUR Text Report Structure Participant Participant Long Name XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Product XXXX TRADING DAY TRADED VOLUME 31 12 09 999999999999 TRADING DAY LIMIT TYPE GRACE FACTOR MM BASE VOL FACTOR FLOOR TYPE FLOOR MM PROGRAM MM PACKAGE MM REQ QUOTE PERFORMANCE SPREAD QUALITY TRANSACTION L...

Page 498: ...eport Heading td981 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m td981Grp repeated 0 variable times td981KeyGrp participantGrp participant m Participant partLngName m Participant Long Name td981Rec1 repeated 1 variable times totTrdDays m Total trading days in the current month mtdDays m Trading Days Month to Date td...

Page 499: ... RATIO MtD Text Report Structure Participant Participant Long Name XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Total trading days in the current month Trading Days Month to Date 99 99 Product XXXX TRADING DAY MM PROGRAM MM PACKAGE MM REQ GRACE FACTOR MM BASE TRADED VOLUME VOL FACTOR QUOTE PERFORMANCE QUOTE SIZE QUALITY SPREAD QUALITY FLOOR TYPE FLOOR VOLUME LIMIT VOLUME LIMIT MtD ORDERED VOLUME...

Page 500: ...y Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading td982 rptHd exchNam m envText m rptCod m rptNam m rptPrntEffDat m rptPrntRunDat m td982Grp repeated 0 variable times td982KeyGrp membExchIdCod m EXCHANGE MEMBER membExchIdNam m membClgIdCod m CLEARING MEMBER membClgIdNam m td982Grp1 repeated 1 variable times td982KeyGrp1 prodId m PRO...

Page 501: ...UOTED 99999 STRIKES TO BE QUOTED 99999 DAY PROD TIME ACCUM TIME REQUIREMENT COVERED TIME VIOLATION COVERED TIME in 2009 12 31 9999 59 59 99 9999 59 59 99 9999 59 59 99 9999 59 59 99 99999 999 99 TOTALS 9999 59 59 99 9999 59 59 99 9999 59 59 99 9999 59 59 99 99999 999 99 MONTHLY REQUIREMENT 9999 59 59 99 DISCLAIMER XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX...

Page 502: ...nd sorted per Product Instrument Type Instrument ID and Request Time Note that RFQ requests automatically generated by the Matching Engine are not listed on this report Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading te535 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPr...

Page 503: ...InstType instrumentId m Instrument Id instrumentMnemonic m Instrument Mnemonic te535Rec repeated 1 variable times reqTime m Time buyCod o B S reqQty o Quantity Text Report Structure Participant Participant Long Name BU BU Long Name BU Identifier Trader Type XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 XXXXXX XXX Product InstType Instrument...

Page 504: ...port is available for trading members only XML Report Structure M O Text Report Heading te540 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m te540Grp repeated 0 variable times te540KeyGrp participantGrp participant m Participant partLngName m Participant Long Name te540Grp1 repeated 1 variable times te540KeyGrp1 busin...

Page 505: ...LimPrc stopPrice o TrgPrc execQty o ExecQty execPrc o ExecPrc triggered o Trg inactivated o I pendingDeletion o D persistent o P tradingRestriction o Res entryDate o Entry Date entryTime o Entry Time priorityDate o Priority Date priorityTime o Prority Time timeValidity o Exp expiryDate o Expiry Date businessUnit o BU Obo busUntLngName o BU Obo Long Name enteringUser o Trader Obo clientRef o Client...

Page 506: ... Compliance Info complianceId o Compliance ID originCountryCode o OCC flexAcctInfo o Flex Account Info freeText1 o Text 1 freeText2 o Text 2 freeText3 o Text 3 legClearingGrp leg1Grp account o Leg 1 opnClsCod o leg2Grp account o Leg 2 opnClsCod o leg3Grp account o Leg 3 opnClsCod o leg4Grp account o Leg 4 opnClsCod o leg5Grp account o Leg 5 opnClsCod o ...

Page 507: ...ntry Date Entry Time Priority Date Prority Time Exp Expiry Date BU Obo BU Obo Long Name Trader Obo ClientRef TC SMP ID Crossed Rule Id Take Up Mbr OrgFirm Beneficia C Compliance Info Compliance ID OCC Flex Account Info Text 1 Text 2 Text 3 Leg 1 Leg 2 Leg 3 Leg 4 Leg 5 XXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXX X 999999 X XXX 999 999 9999 99999 9999 99999 999999 9999 99999 XXX X X X XXX ...

Page 508: ...h the options block trade references The initiating user of a TES trade can see all sides activities but without the corresponding Clearing info which is only disclosed to the approving traders Market Supervision can see everything The listed information is split per user product and instrument and sorted per time Frequency Daily Availability This report is available for trading members only XML R...

Page 509: ...nemonic m Instrument Mnemonic te545Rec repeated 1 variable times time18 m Time tesId m TES ID tesType m Type tesActivity m Act tesInitiatorBU m Initiator tesInitiatorUser m User isBroker o B isDisclosed o D tesDescription o Description execPrc o Price closTime o Clos Time entryTime m Entry Time execTime o Exec Time OnBehalfGrp businessUnit o BU Obo busUntLngName o BU Obo Long Name enteringUser o T...

Page 510: ...Frq fixedRat o Rate couponVarRef o CpnVarRef couponVarOfs o CpnVarOfs swapCust1 o Swap Payer swapCust2 o Swap Receiver strtDat m Start Date endDat m End Date settlDat o Settl Date settlInst o SI hdgTyp m Hdg currTypCod o Curr volaReferenceGrp repeated 0 variable times OptionsContract product m Product instrumentId m Instrument Id instrumentMnemonic m Instrument Mnemonic optTrnIdNo m TrnNo optUsedQ...

Page 511: ...deClearingInfo opnClsCod o OC account o AC flexAcctInfo o Flex Account Info tradingCapacity o TC clearingTakeUpMember o Take Up Mbr ordOriginFirm o OrgFirm beneficiary o Beneficia customerInstr o C complianceInfo o Compliance Info complianceId o Compliance ID originCountryCode o OCC freeText1 o Text 1 freeText2 o Text 2 freeText3 o Text 3 ...

Page 512: ...Date security Name Coupon Rate CshPrc Coupon Frq Settl Date SI Hdg Curr XXXXXXXXXXXX 999 999 999 31 12 09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 9999 9999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31 12 09 XX XXX XXX ReferenceId Nominal SI Hdg Curr XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999 999 999 XX XXX XXX Nominal Coupon Frq Rate CpnVarRef CpnVarOfs Swap Payer Swap Receiver Start Date...

Page 513: ... 2017 XML Report Descriptions Page 513 XXXXXXXXXXXXXXXXXXXX 999999 X XXXXXXXX XXXXXX X XXXXXXXXXXXXXXXXXX X XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XX XXXXX XXXXXXX XXXXXXXXX X XXXXXXXXXXXXXXXXXXXX 99999999999999999999 XX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX ...

Page 514: ...sponding remaining quantities are given Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading te550 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m te550Grp repeated 0 variable times te550KeyGrp participantGrp participant m Participant partLngName m ...

Page 515: ... TrgPrc execQty o ExecQty triggered o Trg tradingRestriction o Res entryDate m Entry Date entryTime m Entry Time priorityDate m Priority Date priorityTime m Prority Time timeValidity m Exp expiryDate o Expiry Date clientRef o ClientRef tradingCapacity m TC MatchInstCrossId o SMP ID clearingData1 commonClearingData1 clearingTakeUpMember o Take Up Mbr ordOriginFirm o OrgFirm beneficiary o Beneficia ...

Page 516: ...strument Mnemonic XXXXXXXX XXXXXXXX 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Order ID Order No B Typ Size LimPrc TrgPrc ExecQty Trg Res Entry Date Entry Time Priority Date Prority Time Exp Expiry Date ClientRef TC SMP ID Take Up Mbr OrgFirm Beneficia Compliance Info Flex Account Info Text 1 Text 2 Text 3 Leg 1 Leg 2 Leg 3 Leg 4 Leg 5 XXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXX X XXX 999...

Page 517: ...and per product at the end of the report This report is similar to report TC810 that is based on clearing positions In contrast report TE810 is based on trade information directly obtained from T7 For variance futures and total return futures it contains both trading and clearing notations Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text ...

Page 518: ...nt Mnemonic tradingCapacity m TC te810Rec repeated 1 variable times time18 m Time tradeType m Type matchEvent o Event matchStep m Step matchDeal m Deal parentDeal o Parent Deal dealItem m Item exchangeOrderId m Order ID alphaOrderNo m Order No buyCod m B S opnClsCod m O C ordrPrtFilCod o P F execQty m Quantity execPrc m Trade Prc clearingQty o Clearing Qty clearingPrc o Clearing Prc instrumentType...

Page 519: ...l tesStatsGrp sumTESTotBuy m Total Buy TES Trades sumTESVolBuy m sumTESClgBuy o Clg Buy sumTESTotSell m Total Sell TES Trades sumTESVolSell m sumTESClgSell o Clg Sell productStatsGrp onExchProdStatsGrp sumProdTotBuyOrdr m Product Buy On Exch Trades sumProdTotCntrBuy m sumProdTotClgBuy o Clg Buy sumProdTotSellOrdr m Product Sell On Exch Trades sumProdTotCntrSell m sumProdTotClgSell o Clg Sell tesPr...

Page 520: ...StraType Strategy Id Strategy Mnemonic Typ TES LimPrc Exp Res ClMbr Customer UsrOrdrNmbr Text Account Account Name XXXXXXXXXXXXXXXXXX XXXX 9999999999 9999999999 9999999999 9999999999 9999999999 XXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXX X X X 999999 9999 99999 999999999 9999 99999 XXXXXXXX 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX X 9999 99999 XXX XXX XXXXX XXXXXXXXXXXX XXXXXXXXXXXX...

Page 521: ... XML Report Descriptions Page 521 Clg Buy 999 999 999 Product Sell On Exch Trades 999 999 999 999 999 999 Clg Sell 999 999 999 Product Buy TES Trades 999 999 999 999 999 999 Clg Buy 999 999 999 Product Sell TES Trades 999 999 999 999 999 999 Clg Sell 999 999 999 ...

Page 522: ...ell prevented self matches and the corresponding accumulated quantities are provided at the end of the report Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading te812 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m te812Grp repeated 0 variable tim...

Page 523: ...derNo m Order No MatchInstCrossId m SMP ID buyCod m B S smpDeletedQty m Smp Deleted Qty deletedQty m Deleted Qty execPrc m Trade Prc ordrTyp m Typ limOrdrPrc o LimPrc timeValidity m Exp tradingRestriction o Res membClgIdCod o ClMbr cust o Customer usrOrdrNum o UsrOrdrNmbr text o Text tradingCapacity o TC sumTotBuyOrdr m Total Buy Prevented Self Matches sumTotCntrBuy m sumTotSellOrdr m Total Sell P...

Page 524: ...9999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Time Type Order ID Order No SMP ID B S Smp Deleted Qty Deleted Qty Trade Prc Typ LimPrc Exp Res ClMbr Customer UsrOrdrNmbr Text TC XXXXXXXXXXXXXXXXXX XXXX XXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXX 9999999999 X 999999 999999 9999 99999 XXX 9999 99999 XXX XXX XXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XX Total Buy Prevented Self Matches 999 999 999 999 9...

Page 525: ... and sell orders It gives also for each on exchange match step the accumulated trade quantity per instrument since the start of day and the relative higher and lower trade prices at the trade time Frequency Daily Availability This report is available for all members CRE Area Public XML Report Structure M O Text Report Heading te910 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o...

Page 526: ...olume sumNonDisclTrades m ND Trades sumNonDisclVolume m ND Volume Text Report Structure Product InstType Instrument Id Instrument Mnemonic XXXXXXXX XXXXXXXX 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Time MatchStep Type D Aggressor Nb Buy Nb Sell Quantity Trade Price AccumQty Higher Price Lower Price XXXXXXXXXXXXXXXXXX 9999999999 XXXX X XXXX 999999999 999999999 999999 9999 99999...

Page 527: ...ined from T7 For Variance Futures and Total Return Futures the report TE930 is based only on trading notations Frequency Daily Availability This report is available for all members CRE Area Public XML Report Structure M O Text Report Heading te930 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m te930Grp repeated 0 vari...

Page 528: ...MtdTotVol m sumProdMtdTesVol m sumProdOpnIntQty m Text Report Structure Product PreviousClose UnderClose XXXXXXXX 9 999 99999 9999 99999 CP Instrument Id Instrument Mnemonic LstSetlPrc OpnPrc DlyHghPrcSignd DlyLowPrcSignd LstTrdPrc SettlmPrc Volume TES Vol MtdVolume MtdTesVol OpnIntQty X 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 9999 99999 9999 99999 9999 99999 9999 99999 9999 ...

Page 529: ...arket maker positions This evaluation is available monthly Report is available on demand for EEX members only Frequency Monthly Availability This report is available for trading members only XML Report Structure M O Text Report Heading tr010 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tr010Grp repeated 0 variable t...

Page 530: ...prodVolM o MktMkrVolume mktShrM o MktShare rnkM o Rank Text Report Structure ExchangeMember Start Date End Date XXXXX MEMBER LONG NAME 31 12 09 31 12 09 Product Volume MktShare Rank AgentVolume MktShare Rank PrincipalVolume MktShare Rank MktMkrVolume MktShare Rank XXXX 99 999 999 999 99 99999 99 999 999 999 99 99999 99 999 999 999 99 99999 99 999 999 999 99 99999 ...

Page 531: ...y This report is available for all members XML Report Structure M O Text Report Heading tr900 rptHdr exchNam envText rptCod rptNam rptFlexKey membId membLglNam rptPrntEffDat rptPrntEffTim rptPrntRunDat tr900Grp repeated 0 variable times tr900KeyGrp participantGrp participant Participant partLngName Participant Long Name tr900Grp1 repeated 1 variable times tr900KeyGrp1 businessUnitGrp businessUnit ...

Page 532: ...Participant Participant Long Name XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX BU BU Long Name BU Identifier Report Date Starting date of 250 Mov AVG excl report date Starting date of 250 Mov AVG incl report date XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 XX XX XXXX XX XX XXXX XX XX XXXX Account Transactions Report Date 249 D Mov AVG excl report date 250 D Mov AVG incl report date ...

Page 533: ...Members and EEX ECC Members Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading tt110 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt110Grp repeated 0 variable times tt110KeyGrp membExchIdCod m Exchange Member tt110Grp1 repeated 1 variable times...

Page 534: ...umMembUpdCodAdd o Total Member Add sumMembUpdCodChg o Total Member Change sumMembUpdCodDel o Total Member Delete Text Report Structure Exchange Member Trader XXXXX MEMBER LONG NAME XXXXXX UpdCod Upd Time Secu Coord PrvUpdDat Resource RAL Before RAL After XXXXXX 23 59 59 XXXXX XXXXXX 31 12 09 999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 9 9 Total Trader Add 99 999 Total Trader Change 99 999 T...

Page 535: ...Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading tt115 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt115Grp repeated 0 variable times tt115KeyGrp membExchIdCod m Exchange Member tt115Grp1 repeated 1 variable times tt115KeyGrp1 partIdCod o Trader tt115...

Page 536: ... applying to the exchange member overall are indicated by leaving the participant ID blank Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading tt120 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt120Grp repeated 0 variable times tt120KeyGrp memb...

Page 537: ...hange sumMembUpdCodGrpChg o Total Member Grp Change sumMembUpdCodDel o Total Member Delete Text Report Structure Exchange Member XXXXX MEMBER LONG NAME Trader PrdGrp Prod MaxOrdQty MaxTESQty MaxCalSprdQty UpdCod Time Secu Coord PrvUpdDat XXXXXX XXXXXX XXXX PRODUCT LONG NAME 999999 999999 999999 XXXXXX 23 59 59 99 XXXXX XXXXXX 31 12 09 Total Trader Add 99 999 Total Trader Change 99 999 Total Trader...

Page 538: ...roduct group This report only includes member specific data of the related NCMs but not of the clearer itself Frequency Daily Availability This report is available for clearing members only XML Report Structure M O Text Report Heading tt121 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt121Grp repeated 0 variable ti...

Page 539: ...umMembUpdCodGrpChg o Total Member Grp Change sumMembUpdCodDel o Total Member Delete Text Report Structure Clearing Member XXXXX MEMBER LONG NAME Member PrdGrp Prod MaxOrdQty MaxTESQty MaxCalSprdQty UpdCod Upd Time Secu Coord PrvUpdDat XXXXX XXXXXX XXXX PRODUCT LONG NAME 999999 999999 999999 XXXXXX 23 59 59 XXXXX XXXXXX 31 12 09 Total Member Add 99 999 Total Member Change 99 999 Total Member Grp Ch...

Page 540: ...roduct Assignments and quantities applying to the exchange member overall are indicated by leaving the participant ID blank Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading tt125 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt125Grp repeated ...

Page 541: ...05 04 2017 XML Report Descriptions Page 541 Text Report Structure Exchange Member XXXXX MEMBER LONG NAME Trader PrdGrp Product Max Ord Qty Max TES Qty MaxCalSprdQty XXXXXX XXXXXX XXXX PRODUCT LONG NAME 999999 999999 999999 Total Assigned Products 9999 ...

Page 542: ... product group This report only includes member specific data of the related NCMs but not of the clearer itself Frequency Daily Availability This report is available for clearing members only XML Report Structure M O Text Report Heading tt126 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt126Grp repeated 0 variable ...

Page 543: ... 05 04 2017 XML Report Descriptions Page 543 Text Report Structure Clearing Member XXXXX MEMBER LONG NAME Member PrdGrp Product Max Ord Qty Max TES Qty MaxCalSprdQty XXXXX XXXXXX XXXX PRODUCT LONG NAME 999999 999999 999999 Total Assigned Products 9999 ...

Page 544: ...xchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt130Grp repeated 0 variable times tt130KeyGrp membClgIdCod m Clearing Member tt130Grp1 repeated 1 variable times tt130KeyGrp1 membExchIdCod m Exchange Member tt130Grp2 repeated 1 variable times tt130KeyGrp2 prodId o Prod acctTypGrp o Ac tt130StButtGrp repeated 0 variable times d...

Page 545: ...m Set Trig volLimQty o VolLim deltaLimQty o DeltaLim vegaLimQty o VegaLim timIntvlSec o TimI tt130PTRGrp repeated 0 variable times descr1 o Pre Trading Risk Limits tt130PTRRec repeated 1 variable times trnTim m Time rskLimTyp m Typ prodTrdStsCod m P rskEvntTyp m E volLimQty o VolLim deltaLngLimQty o DeltaLo deltaShtLimQty o DeltaSh vegaLngLimQty o VegaLo vegaShtLimQty o VegaSh timIntvlSec o TimI t...

Page 546: ...ed 0 variable times descr1 o Order Quote Delete in consequence of Risk Limit processing tt130RskDelRec repeated 1 variable times trnTim m Time blkAuctInd o BAR delOrdrCnt m DelOrdrCnt delQuoCnt m DelQuoCnt rskLimRsltMsg o Success Failure Msg tt130SlowButtGrp repeated 0 variable times descr1 o Manual Member Slowdown tt130SlowButtRec repeated 1 variable times trnTim m Time membSlowRlseInd m Action u...

Page 547: ...XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Market Maker Protection XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Time Set Trig VolLim DeltaLim VegaLim TimI 23 59 59 X 999 999 999 999 999 999 999 999 999 99999 Pre Trading Risk Limits XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX...

Page 548: ...XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Time BAR DelOrdrCnt DelQuoCnt Success Failure Msg 23 59 59 X 999 999 999 999 999 999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Manual Member Slowdown XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Time Action Initiator Confirmer ExMbrObo Delay...

Page 549: ... rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt131Grp repeated 0 variable times tt131KeyGrp membExchIdCod m Exchange Member tt131Grp1 repeated 1 variable times tt131KeyGrp1 partIdCod o Trader tt131Grp2 repeated 1 variable times tt131KeyGrp2 prodId o Prod acctTypGrp o Ac tt131StButtGrp repeated 0 variable times desc...

Page 550: ...m Set Trig volLimQty o VolLim deltaLimQty o DeltaLim vegaLimQty o VegaLim timIntvlSec o TimI tt131PTRGrp repeated 0 variable times descr1 o Pre Trading Risk Limits tt131PTRRec repeated 1 variable times trnTim m Time rskLimTyp m Typ prodTrdStsCod m P rskEvntTyp m E volLimQty o VolLim deltaLngLimQty o DeltaLo deltaShtLimQty o DeltaSh vegaLngLimQty o VegaLo vegaShtLimQty o VegaSh timIntvlSec o TimI t...

Page 551: ...ed 0 variable times descr1 o Order Quote Delete in consequence of Risk Limit processing tt131RskDelRec repeated 1 variable times trnTim m Time blkAuctInd o BAR delOrdrCnt m DelOrdrCnt delQuoCnt m DelQuoCnt rskLimRsltMsg o Success Failure Msg tt131SlowButtGrp repeated 0 variable times descr1 o Manual Member Slowdown tt131SlowButtRec repeated 1 variable times trnTim m Time membSlowRlseInd m Action u...

Page 552: ...XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Market Maker Protection XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Time Set Trig VolLim DeltaLim VegaLim TimI 23 59 59 X 999 999 999 999 999 999 999 999 999 99999 Pre Trading Risk Limits XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX...

Page 553: ...XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Time BAR DelOrdrCnt DelQuoCnt Success Failure Msg 23 59 59 X 999 999 999 999 999 999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Manual Member Slowdown XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Time Action Initiator Confirmer ExMbrObo Delay...

Page 554: ...ch quote inactivation manual or due to a mmp limit break and for each manual reactivation two records are generated with the same time one with the mmp limits and the quote inactivation status one with the corresponding mmp counters which are reset when quotes are reactivated Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading...

Page 555: ... InstType activationType o QuoAct mmpVolume o Volume mmpPercent o Percent mmpDelta o Delta mmpVega o Vega mmpTimeWindow o TimeWin Text Report Structure Participant Participant Long Name BU BU Long Name BU Identifier Product XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 XXXXXXXX Time Act Reason Session InstType QuoAct Volume Percent Delta Ve...

Page 556: ...ts TT130 resp TT131 Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading tt133 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt133Grp repeated 0 variable times tt133KeyGrp participantGrp participant m Participant partLngName m Participant Long Nam...

Page 557: ...icipant Risk Events Text Report Structure Participant Participant Long Name BU BU Long Name BU Identifier XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 Trader Entered by Approved by Update Date Update Time Market Action Executed By XXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31 12 09 23 59 59 XXXXXXXX XXXXXXXXXXXXXX...

Page 558: ... the change is shown Frequency Daily Availability This report is available for trading members only XML Report Structure M O Text Report Heading tt150 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt150Grp repeated 0 variable times tt150KeyGrp membExchIdCod m ExMbr membClgIdCod m ClMbr tt150Grp1 repeated 1 variable t...

Page 559: ...times trnTim m TrnTime trnQty m Quantity usrIdFourEyeInit m Initiator usrIdFourEyeAppr m Approver Text Report Structure ExMbr ClMbr XXXXX MEMBER LONG NAME XXXXX MEMBER LONG NAME Approval Action XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX Ac Contract Detail TrnTime Quantity Initiator Approver XX X XXXX XXX 9999 31 12 09 999999 99999 9999 9 X X 23 59 59 99 999 999 999 XXXXXXXXXXX XXXXXXXXXXX ...

Page 560: ...rmat The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading tt750 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt750Grp repeated 0 variable times tt750KeyGrp membClgIdCod m Clearing Member tt75...

Page 561: ...Id o AllocationID fourEyesStatus m 4 EP Status trnQty o Transaction Quantity trnLngQty o Transfer Long Quantity trnShtQty o Transfer Short Quantity membExchIdCodTo o CpExc initiatorGrp repeated 1 times usrIdFourEyeInit m Initiator trnDat m Approval Date trnTim m Approval Time approverGrp repeated 1 times usrIdFourEyeAppr m Approver partIdCodObo o On Behalf of Participant ID membExchIdCodObo o On B...

Page 562: ... Structure M O Text Report Heading tt760 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt760Grp repeated 0 variable times tt760KeyGrp clgHseSmbl m Clearing House Symbol tt760Grp1 repeated 1 variable times tt760KeyGrp1 mktSmbl m Market Symbol asOnDat m Transaction Date asOnTim m Transaction Time tt760Grp2 repeated 1 v...

Page 563: ...ilege ID privlgeDescrptn o Privilege Description entitlmntLvl o Entitlement Level accntOwnr o Account Owner accntName o Account Name ownrshipIndictr o Ownership Indicator lastPrivUpdDat o Last Privilege Update Date tt760UserRec3 repeated 1 times qcFlag m Qualified Clearer Flag lastQcUpdDat o Last QC Flag Update Date Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR TT760 ...

Page 564: ...ort is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading tt761 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt761Grp repeated 0 variable times tt761KeyGrp clgHseSmbl m Clearing House Symbol tt761Grp1 re...

Page 565: ...pant Symbol usrResnForChang m Reason For Change related to User tt761UserRec1 repeated 0 variable times rolDescrptn o Role Description activityTyp o Activity Type tt761UserRec2 repeated 0 variable times privlgeId o Privilege ID privlgeDescrptn o Privilege Description entitlmntLvl o Entitlement Level accntOwnr o Account Owner accntName o Account Name ownrshipIndictr o Ownership Indicator tt761UserR...

Page 566: ...ng tt762 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt762Grp repeated 0 variable times tt762KeyGrp clgHseSmbl m Clearing House Symbol tt762Grp1 repeated 1 variable times tt762KeyGrp1 mktSmbl m Market Symbol asOnDat m Transaction Date asOnTim m Transaction Time tt762Grp2 repeated 1 variable times tt762KeyGrp2 partS...

Page 567: ...Page 567 privlgeDescrptn o Privilege Description entitlmntLvl o Entitlement Level accntOwnr o Account Owner accntName o Account Name ownrshipIndictr o Ownership Indicator lastPrivUpdDat o Last Privilege Update Date Text Report Structure NOTE NO TEXT VERSION OF REPORT AVAILABLE FOR TT762 ...

Page 568: ...y This report is available for clearing and trading members XML Report Structure M O Text Report Heading tt763 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt763Grp repeated 0 variable times tt763KeyGrp clgHseSmbl m Clearing House Symbol tt763Grp1 repeated 1 variable times tt763KeyGrp1 mktSmbl m Market Symbol tt763G...

Page 569: ...d 0 variable times rolDescrptn o Role Description activityTyp o Activity Type tt763PartRec2 repeated 0 variable times privlgeId o Privilege ID privlgeDescrptn o Privilege Description entitlmntLvl o Entitlement Level accntOwnr o Account Owner accntName o Account Name ownrshipIndictr o Ownership Indicator tt763PartRec3 repeated 1 times entPartStatus o Entitlement Particpant Status Text Report Struct...

Page 570: ...v format The report is available for EUREX ECAG Members Frequency Daily Availability This report is available for clearing and trading members XML Report Structure M O Text Report Heading tt764 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt764Grp repeated 0 variable times tt764KeyGrp clgHseSmbl m Clearing House Sym...

Page 571: ...nitiator User Login Name onBhalfUsrLgn o On Behalf User Login Name onBhalfPartSmbl o On Behalf Participant Symbol tt764Rec1 repeated 0 variable times rolDescrptn o Role Description activityTyp o Activity Type tt764Rec2 repeated 0 variable times privlgeId o Privilege ID privlgeDescrptn o Privilege Description entitlmntLvl o Entitlement Level accntOwnr o Account Owner accntName o Account Name ownrsh...

Page 572: ...eport is available for trading members only XML Report Structure M O Text Report Heading tt770 rptHdr exchNam m envText m rptCod m rptNam m rptFlexKey o membId o membLglNam o rptPrntEffDat m rptPrntEffTim o rptPrntRunDat m tt770Grp repeated 0 variable times tt770KeyGrp membExchIdCod m Exchange Member tt770Grp1 repeated 1 variable times tt770KeyGrp1 partIdCod m User ID tt770Rec repeated 1 variable ...

Page 573: ...Eurex XML Report Reference Manual Version V 3 1 3 05 04 2017 XML Report Descriptions Page 573 ...

Page 574: ...on Example alphanumeric n Text of maximal length n stored as string A tag with format alphanumeric 6 may contain the values TRD001 or ABC or numeric n m Number with n significant digits and if given precision m The number is stored as a string containing the decimal point if applicable A tag with format numeric 5 2 might contain the values 314 15 or 3 14 or 0 00 numeric signed n m Signed number wi...

Page 575: ...Eurex XML Report Reference Manual Version V 3 1 3 05 04 2017 Introduction to Report Tag Descriptions Page 575 Where used A reference to the XML reports which contain this tag in their structure ...

Page 576: ...ns Y Yes N No Where used CB011 Std and Flx Cntr Dly Transactn CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions 6 2 abdnQty Description This field contains abandoned quantity which is the number of contracts excluded from automatic exercise for the repective option series Format numeric 9 Where used CE010 In the money Advisory CE030 Member Expiration CE710 Contract Expiration 6 3...

Page 577: ...count group on which the privilege is applicable Format alphanumeric 32 Where used TT760 User Entitlement Status TT761 User Entitlement Changes TT762 Participant Entitlement Status TT763 Participant Entitlement Changes TT764 Four eye Request Processing Entitlement 6 6 accntOwnr Description This field specifies the participant symbol of the account owner Format alphanumeric 5 Where used TT760 User ...

Page 578: ...countDescr Description This field indicates the account description Format alphanumeric 255 Where used CA770 Account Maintenance 6 9 accountName Description This field contains the descriptive name of the account defined by the account owner Format alphanumeric 32 Where used CA752 Capital Adjustment Positions Overview CA770 Account Maintenance CB012 Account Statement CB702 Cash Settled Contracts O...

Page 579: ...untNameAllc Description This field contains the descriptive name of the account defined by the account owner who will receive the allocated contracts Format alphanumeric 32 Where used CE775 Notification Allocation Information 6 11 accountNameNotif Description This field contains the descriptive name of the account defined by the account owner who will deliver the notified contracts Format alphanum...

Page 580: ...Market Maker Market Maker Proprietary Proprietary Where used CA770 Account Maintenance 6 14 accountType Description This field describes the account type Format alphanumeric 10 Valid Values Decodes Descriptions Root Root House House Client Client Where used CA770 Account Maintenance 6 15 accruedDistribution Description This field represents the Accrued Distribution amount of the previous business ...

Page 581: ... signed 12 6 Where used TA115 Total Return Futures Parameters 6 17 acctGrpCod Description This field contains the account group code which is the member s account in which the transaction is executed For valid values refer to section acctTypGrp Format alphanumeric 2 Where used CA052 Capital Adjustment Positions CC040 Liquidating Values CC055 Daily Margin Offset CE120 ECC Delivery Report 6 18 acctN...

Page 582: ...CCP Fee Statement CB187 Monthly Rebates Overview CB191 Monthly TES Late Entry Fine CB192 Monthly Fee Statement CB196 Daily Overall Fee Summary CB320 Daily Clearing Fees Equities 6 20 acctTypCod Description This field contains the account type code which gives the type of trading account in which the transaction is executed Format alphanumeric 1 Valid Values Decodes Descriptions A Agent account G G...

Page 583: ...rrent Liquidating Margin CC720 Futures Spread Margin CC740 Liquidating Values CC745 Additional Margin CC750 Daily Margin CC755 Daily Margin Offset CC760 Daily Margin Summary CC780 Security Cash Risk Position CD015 Detailed Account Statement CI050 Daily Margin CI060 Daily Margin Summary CN050 Nightly Margin CN060 Nightly Margin Summary 6 22 acctTypGrp Description This field contains the account typ...

Page 584: ...arket Maker Account M1 M2 M2 Market Maker Account M2 P P Proprietary Accounts P1 P1 Proprietary Account P1 P2 P2 Proprietary Account P2 PP PP Proprietary Accounts TT Tot Total Accounts Where used CA054 Capital Adjustment Orders CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB020 Position Summary CB021 Position Active Trd Summary CB031 Settling Futures Positions CB063 Flx Cntr Transact...

Page 585: ... Fut ExerAssign Summary CR010 Clearing Ranking TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance TC810 Daily Trade Confirmation TT130 Risk Event Report TT131 Risk Event Trader Report TT150 Optional Four Eye Principle 6 23 acctTypGrpAllc Description This field indicates the account type group of the member who will rece...

Page 586: ... contracts For valid values refer to section acctTypGrp Format alphanumeric 2 Where used CE075 Notification Allocation Summ 6 26 acctTypGrpTo Description This field contains the account type group of the receiving member which is a member s transaction account For valid values refer to section acctTypGrp Format alphanumeric 2 Where used CB030 Position Transfer Overview CB110 Account Transfer Excep...

Page 587: ... the accumulated trade quantity since start of Trading Format numeric 9 Where used TE910 T7 Daily Trade Activity 6 29 accumTim Description This field indicates the accumulated time with valid quotes in relevant series It is also known as basis quotation time and used to calculate the quotation coverage Format TimeFormat Where used TD956 Permanent Market Making Measurement TD957 Advanced Market Mak...

Page 588: ...opUser releaseUser stopUserMarketSupervision releaseUserMar ketSupervision Format alphanumeric 40 Where used TT133 Trading Risk Events 6 32 activationType Description This field contains the activation type Format alphanumeric 1 Valid Values Decodes Descriptions 0 INACTI Quotes are inactivated 1 ACTIVE Quotes are activated Where used TT132 Market Maker Protection 6 33 activDat Description This fie...

Page 589: ...uote Side Delete 4 F Order Quote Side Full Match 5 P Order Quote Side Partial Match 6 R Market Reset Where used TE540 Daily Order Maintenance 6 35 activityTyp Description This field indicates the operation performed during Role De Assignment Format alphanumeric 20 Valid Values Decodes Descriptions Assign Assign De assign De assign Where used TT761 User Entitlement Changes TT763 Participant Entitle...

Page 590: ...amount in margin class currency for price down volatility down 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 39 addMgnAmntPdVn Description This field contains the additional margin amount in margin class currency for price ...

Page 591: ...argin CC745 Additional Margin 6 41 addMgnAmntPuVd Description This field contains the additional margin amount in margin class currency for price up volatility down 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 42 addMgnAmn...

Page 592: ...ed 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 1 U 2 D 3 Where used CC040 Liquidating V...

Page 593: ... 47 adjAddAmntPdVd Description This field contains the adjusted additional margin amount for the price down volatility down scenario Adjustment is done using the offset factor Format numeric signed 13 2 Where used CC045 Additional Margin CC745 Additional Margin 6 48 adjAddAmntPdVn Description This field contains the adjusted additional margin amount for the price down volatility neutral scenario A...

Page 594: ... amount for the price up volatility down scenario Adjustment is done using the offset factor Format numeric signed 13 2 Where used CC045 Additional Margin CC745 Additional Margin 6 51 adjAddAmntPuVn Description This field contains the adjusted additional margin amount for the price up volatility neutral scenario Adjustment is done using the offset factor Format numeric signed 13 2 Where used CC045...

Page 595: ...C055 Daily Margin Offset CC755 Daily Margin Offset CD042 Daily Settlement Statement CI042 Margin Call CN042 Night Margin Call 6 54 adjMgn Description This field contains the adjusted margin requirement based on the current liquidating value of member s cash and security position Format numeric signed 13 2 Where used CC011 Current Liquidating Margin CC711 Current Liquidating Margin 6 55 affMbr Desc...

Page 596: ...s Decodes Descriptions B Buy Incoming order was a Buy order S Sell Incoming order was a Sell order Where used TE910 T7 Daily Trade Activity 6 58 aggRsrvdAmnt Description This field contains the aggregated reservation amount that is displayed in clearing member currency and is assigned to the default pool of the clearing member Format numeric signed 13 2 Where used CD235 Reservation amount 6 59 ali...

Page 597: ...Format numeric 9 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 61 alignCalcUndPrcPdVu Description This field is never displayed on report It serves only internally for text alignment Format numeric 9 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 62 alignCalcUndPrcPuVd Description This field is never displayed on report It serves only internally for text alignm...

Page 598: ...cription This field is never displayed on report It serves only internally for text alignment Format numeric 9 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 65 alignLiquValuePdVd Description This field is never displayed on report It serves only internally for text alignment Format numeric signed 14 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 66 alignLiquVal...

Page 599: ...ic signed 14 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 68 alignLiquValuePuVd Description This field is never displayed on report It serves only internally for text alignment Format numeric signed 14 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 69 alignLiquValuePuVn Description This field is never displayed on report It serves only internally for text alig...

Page 600: ...t they are constants but as we need both column names and row names we have to implement the row names like variables Format alphanumeric 11 Valid Values Decodes Descriptions Liqu Value Liqu Value row name Where used CC040 Liquidating Values CC740 Liquidating Values 6 72 alignRiskRowName7 Description Row name for CC040 report used only to align bottom risk row Format alphanumeric 7 Where used CC04...

Page 601: ...ignment Format numeric 5 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 75 alignScenarioVolaPdVu Description This field is never displayed on report It serves only internally for text alignment Format numeric 5 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 76 alignScenarioVolaPuVd Description This field is never displayed on report It serves only internally for...

Page 602: ...ignScenarioVolaPuVu Description This field is never displayed on report It serves only internally for text alignment Format numeric 5 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 79 alignText Description This field is used as placeholder for alignment Format alphanumeric 15 Where used CD091 ISA Direct Mem Asset Summary CE051 FX Transactions Instructions 6 80 alignTextKRX Descri...

Page 603: ...is field is used as placeholder for alignment Format alphanumeric 52 Where used CE051 FX Transactions Instructions 6 83 allocationId Description Unique process ID of the allocation Format alphanumeric 19 Where used CB730 Position Transfer Summary CB750 Give Up Trades Overview CB751 Take Up Trades Overview TT750 Clearing Four Eye Principle 6 84 alphaOrderNo Description This field indicates the uniq...

Page 604: ... field contains the amount in AUD Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 86 amntCHF Description This field contains the amount in CHF Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 87 amntClvCsh Description This field contains the current liquidating value of the member s cash risk position It is rounded to single digit after decimal Format numeric sig...

Page 605: ...ting Margin CC711 Current Liquidating Margin 6 89 amntCrd Description Amount to be credited to the CM for the trade A CM can be credited with fines over dividend payment Format numeric 12 4 Where used CB225 Daily Eurex Fines 6 90 amntDbt Description Amount to be debited from the CM for the trade Format numeric 12 4 Where used CB225 Daily Eurex Fines 6 91 amntEUR Description This field contains the...

Page 606: ...93 amntJPY Description This field contains the amount in JPY Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 94 amntNzd Description This field contains the amount in NZD Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 95 amntType Description Contains information about type of funding which needs to be provided by a member Format alphanumeric 19 Where used CD091 ...

Page 607: ...eric signed 17 2 Where used CE056 End of Day CLS Settlement Report CI056 Preliminary CLS Settlement Report 6 98 annualisationFactor Description This field indicates the annualisation factor i e the average number of trading days during one year Format numeric 3 Where used TA114 Variance Futures Parameter TA115 Total Return Futures Parameters 6 99 approvalTime Description This field contains the ti...

Page 608: ...hanges 6 101 apprUserLgn Description This field indicates the user who approved the entitlement setting changes Format alphanumeric 11 Where used TT761 User Entitlement Changes TT763 Participant Entitlement Changes 6 102 appStatus Description This field indicates the status of the allocation request for the party with the respective party role Format alphanumeric 12 Valid Values Decodes Descriptio...

Page 609: ...s field contains the Approval time of the seller Format TimeFormat Where used CB191 Monthly TES Late Entry Fine 6 105 armvm Description This field indicates the Accumulated Return on Modified Variation Margin Format numeric signed 12 6 Where used TA114 Variance Futures Parameter 6 106 artCrdAmnt Description This field contains the Artificial Cash Call amount for corresponding Credit Format numeric...

Page 610: ... 6 108 asgnQty Description This field contains the number of assigned contracts Format numeric 9 Where used CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign Overview 6 109 asgnVol Description This field contains the volume of assigned contracts Format numeric 9 Where used CR010 Clearing Ranking 6 110 asiaLongText Des...

Page 611: ...D090 Overall Asset Summary 6 112 asiaShortText Description This field contains the free format text comment for short term contri bution Format alphanumeric 20 Where used CD090 Overall Asset Summary 6 113 asOnDat Description This field indicates the date on which snapshot was taken Format DateFormat Where used TT760 User Entitlement Status TT762 Participant Entitlement Status 6 114 asOnTim Descrip...

Page 612: ... Summary 6 116 audtApprId Description This field indicates the login name of the user who approved the trading risk event Format alphanumeric 30 Where used TT133 Trading Risk Events 6 117 audtEntId Description This field indicates the login name of the user who entered the trading risk event Format alphanumeric 30 Where used TT133 Trading Risk Events 6 118 audtExecId Description This field indicat...

Page 613: ...alAfter Description This field indicates the Audit Trail Data After change Format alphanumeric 32 Where used RD110 User Profile Maintenance RD120 User Transaction Size Limit Maintenance RD130 Trade Enrichment Rule Maintenance RD140 Pre trade Limits Maintenance Trading Participant 6 121 audtValBefore Description This field indicates the Audit Trail Data Before change Format alphanumeric 32 Where us...

Page 614: ...Of249Days Description This field contains the average number of relevant order and quote transactions of the preceeding 249 days Format numeric 12 Where used TR900 Daily Order and Quote Transactions 6 124 avgOf250Days Description This field contains the average number of relevant order and quote transactions of 250 predeeding days includiung the report date Format numeric 12 Where used TR900 Daily...

Page 615: ...ettlement Limit Report 6 127 baseFxAmnt Description This field contains base transaction amount Format numeric signed 14 2 Where used CE051 FX Transactions Instructions 6 128 bckMthNetLngBal Description This field contains the back months total net long position of the margin class Format numeric 9 Where used CC020 Futures Spread Margin CC720 Futures Spread Margin 6 129 bckMthNetShtBal Description...

Page 616: ...d CC020 Futures Spread Margin CC720 Futures Spread Margin 6 131 bckMthSpdPos Description This field contains back month spread position which is the net spread position applied on all back month futures spread pair positions Format numeric signed 9 Where used CC020 Futures Spread Margin CC720 Futures Spread Margin 6 132 bckMthSpdRat Description This field contains the back month spread rate which ...

Page 617: ...t short position on contracts of the margin class Format numeric 9 Where used CC020 Futures Spread Margin CC720 Futures Spread Margin 6 135 beneficiary Description This field contains a reference number agreed between the Eurex exchange participant and its external cooperation partner from different exchange used in selected cooperation links such as with KRX Format alphanumeric 9 Where used CB012...

Page 618: ...sed CA770 Account Maintenance 6 137 bfrAfrDec Description This field contains before after decode which indicates whether the given transaction details are before or after the capital adjustment Format alphanumeric 6 Valid Values Decodes Descriptions BEFORE Before AFTER After Where used CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA752 Capital Adjustment Positions Overview 6...

Page 619: ...tion This field indicates Billing Month on which the service was actually provided Format DateFormat Where used CB350 Monthly Fee Statement 6 141 billTyp Description This field displays the billing type Format alphanumeric 4 Valid Values Decodes Descriptions CASH for trades of surplus gross INFO for trades of offsetting block Where used CB225 Daily Eurex Fines 6 142 blkAuctInd Description This fie...

Page 620: ... Inactive Series 6 144 businessDay Description This field contains current business day Format alphanumeric 10 Where used TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request Performance 6 145 businessDayOffset Description This field represents the Business Date Offset i e the number of business days subtracted when negative f...

Page 621: ...ote Requests TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches TR900 Daily Order and Quote Transactions TT132 Market Maker Protection TT133 Trading Risk Events 6 147 businessUnitId Description This field indicates numeric identifier of the business unit Format numeric 6 Where used CB069 Transaction...

Page 622: ... User Profile Status RD120 User Transaction Size Limit Maintenance RD125 User Transaction Size Limit Status RD130 Trade Enrichment Rule Maintenance RD135 Trade Enrichment Rule Status RD140 Pre trade Limits Maintenance Trading Participant TE535 Cross and Quote Requests TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE812 Daily Pre...

Page 623: ... CB185 Daily OTC CCP Fee Statement CB191 Monthly TES Late Entry Fine CB715 Average Pricing CB740 TAIFEX Position Information CB741 KRX Position Information CB750 Give Up Trades Overview CB751 Take Up Trades Overview CE050 Expiration Payment vs Payment CE051 FX Transactions Instructions CE071 OptOn Fut ExerAssign Summary CE750 Expiration Payment vs Payment Overview CE771 OptOn Fut ExerAssign Overvi...

Page 624: ...ast closing price of the underlying for the price down volatility down scenario with 5 decimals at most Format numeric 9 5 Where used CC040 Liquidating Values CC740 Liquidating Values 6 152 calcUndPrcPdVn Description This field contains the last closing price of the underlying for the price down volatility neutral scenario with 5 decimals at most Format numeric 9 5 Where used CC040 Liquidating Val...

Page 625: ...here used CC040 Liquidating Values CC740 Liquidating Values 6 155 calcUndPrcPuVn Description This field contains the last closing price of the underlying for the price up volatility neutral scenario with 5 decimals at most Format numeric 9 5 Where used CC040 Liquidating Values CC740 Liquidating Values 6 156 calcUndPrcPuVu Description This field contains the last closing price of the underlying for...

Page 626: ... the free format note specific to capital adjustment Format alphanumeric 40 Where used CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders 6 159 capAdjMtnTyp Description This field contains the capital adjustment maintenance code which indicates whether it is a change in contract specifications of existing regular LEPO series or a new series added aft...

Page 627: ...ctive C Inactive E Expired Where used CA051 Capital Adjustment Series 6 161 capAdjTrnTyp Description This field contains capital adjustment transaction code for the type of the capital adjustment transaction Currently it is 594 for all types of capital adjustments Format alphanumeric 3 Where used CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders 6 1...

Page 628: ...e field contains the textual specification for the cash basket reference ID which is a unique reference ID of the equity cash basket linked to the transaction Format alphanumeric 32 Where used TE545 Daily TES Maintenance 6 165 cashCollAmntClear Description This field contains the Cash collateral amount in clearing currency Format numeric 14 2 Where used CB235 Daily Security Collateral Fee Statemen...

Page 629: ...RecTypCod Description This field contains the record type code which indicates the modified or rejected position transactions Format alphanumeric 1 Valid Values Decodes Descriptions 1 Trades posted with closing errors 2 Rejected position transfers Where used CB120 Member Exception Positions 6 168 cCorpFlag Description This field indicates whether the report contains only data of CCorp members Form...

Page 630: ...tr Dly Transactn CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CE120 ECC Delivery Report 6 170 ccyPair Description This field contains the Currency Pair Format alphanumeric 6 Where used CE055 FX Settlement Limit Report 6 171 clasGrpCod Description This field indicates the option class group code call or put Format alphanumeric 1 Valid Values Decodes Descriptions C Call P Put ...

Page 631: ... Description This field contains the long name of the Clearing House ID ie ECAG Format alphanumeric 30 Where used CE056 End of Day CLS Settlement Report CI056 Preliminary CLS Settlement Report 6 174 clearingParticipant Description Clearing Member of the exchange that has a specific Clearing Business Unit which receives trade information for the trades of all own trading business units as well as f...

Page 632: ...rice offset of the variance futures contract Format numeric 12 6 Where used TA114 Variance Futures Parameter 6 177 clearingQty Description This field contains the clearing quantity when it differs from the order executed quantity Format numeric 9 Where used TE810 T7 Daily Trade Confirmation 6 178 clearingSystemLicense Description This field indicates the assigned clearing licenses for all standard...

Page 633: ...ail 6 180 clgCurrTypCod Description This field contains the clearing currency type code of the currency which is used by the clearing house for clearing of all the positions The currency code is based on the ISO standard Format alphanumeric 3 Where used CC045 Additional Margin CC055 Daily Margin Offset CC060 Daily Margin Summary CC745 Additional Margin CC755 Daily Margin Offset CC760 Daily Margin ...

Page 634: ...ney Configuration CI056 Preliminary CLS Settlement Report 6 182 clgHseSmbl Description This field indicates to which clearing house the entitlement related data for the participant user belong to Format alphanumeric 4 Valid Values Decodes Descriptions 1 ECAG 2 ECAL Where used TT760 User Entitlement Status TT761 User Entitlement Changes TT762 Participant Entitlement Status TT763 Participant Entitle...

Page 635: ...hanumeric 20 Where used TE540 Daily Order Maintenance TE550 Open Order Detail 6 185 closTime Description This field contains the Closure Time entered by the initiating user of the TES trade and corresponds to the original trader agreement time Format TimeFormat18 Where used TE545 Daily TES Maintenance 6 186 clrCurrTypCod Description This field specifies the Clearing currency type according to the ...

Page 636: ...t Summary 6 188 clrFunMin Description This field contains the minimum clearing fund usage of the clearing member if calculated clearing fund requirements are smaller Format numeric 12 Where used CD090 Overall Asset Summary CD091 ISA Direct Mem Asset Summary 6 189 clrFunPctOfMgnReq Description This field contains the percentage of the average margin requirement which gives the minimum clearing fund...

Page 637: ... Where used CD090 Overall Asset Summary CD091 ISA Direct Mem Asset Summary 6 192 clsAdjQty Description This field contains closing adjustment quantity which is the number of position close adjustments exceeding the zero cost quantity A late closing fee is levied on these Format numeric signed 9 Where used CB167 Late Closing Fees 6 193 clvCpnAdjInd Description This field indicates the coupon adjust...

Page 638: ...ve Trd Summary CB030 Position Transfer Overview CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CB102 Cash Settled Contracts CB110 Account Transfer Exception CB120 Member Exception Positions CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades CB165 Eurex Fee Statement CB167 Late Closing Fees CB702 Cash Settled Co...

Page 639: ...TA111 All Active Inactive Series TA113 Complex and Flexible Instrument Definition TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance TC810 Daily Trade Confirmation TD930 Daily Trade Statistics TE930 T7 Daily Trade Statistics TT150 Optional Four Eye Principle TT750 Clearing Four Eye Principle 6 195 cntrCshAmnt Descriptio...

Page 640: ...tment Positions Overview CB012 Account Statement CB702 Cash Settled Contracts Overview CB715 Average Pricing CB730 Position Transfer Summary CB740 TAIFEX Position Information CB741 KRX Position Information CB750 Give Up Trades Overview CB751 Take Up Trades Overview CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment vs Payment Overview CE770 Exercise And Assign Over...

Page 641: ...ed Take Up Trades CC010 Premium Margin CC040 Liquidating Values CC710 Premium Margin CC740 Liquidating Values CE010 In the money Advisory CE030 Member Expiration CE035 Expired Series CE050 Expiration Payment vs Payment CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary TA110 Contract Maintenance TA111 All Active Inactive Series TC541 Dly Strategy Order Maintenance TC545 TES Trade...

Page 642: ...age Pricing CB730 Position Transfer Summary CB731 Settling Futures Positions Overview CB750 Give Up Trades Overview CB751 Take Up Trades Overview CC010 Premium Margin CC020 Futures Spread Margin CC040 Liquidating Values CC710 Premium Margin CC720 Futures Spread Margin CC740 Liquidating Values CE010 In the money Advisory CE030 Member Expiration CE050 Expiration Payment vs Payment CE071 OptOn Fut Ex...

Page 643: ...contract Format numeric 2 Valid Values Decodes Descriptions 1 JAN 2 FEB 3 MAR 4 APR 5 MAY 6 JUN 7 JUL 8 AUG 9 SEP 10 OCT 11 NOV 12 DEC Where used CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CA752 Capital Adjustment Positions Overview CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB020 Position Summary CB021...

Page 644: ...remium Margin CC020 Futures Spread Margin CC040 Liquidating Values CC710 Premium Margin CC720 Futures Spread Margin CC740 Liquidating Values CE010 In the money Advisory CE030 Member Expiration CE035 Expired Series CE038 Deliverable Bonds CE050 Expiration Payment vs Payment CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE075 Notification Allocation Summ CE120 ECC Delivery Rep...

Page 645: ...Summary CB021 Position Active Trd Summary CB030 Position Transfer Overview CB031 Settling Futures Positions CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception Positions CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades CB165 Eurex Fee Statement CB167 Late Closing Fees C...

Page 646: ...n Fut ExerAssign Overview CE775 Notification Allocation Information CE780 Exercise Abandon Daily Maintenance Overview TA110 Contract Maintenance TA111 All Active Inactive Series TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance TC810 Daily Trade Confirmation TD930 Daily Trade Statistics TT150 Optional Four Eye Principl...

Page 647: ...or out of the money negative amount per unit Format numeric signed 11 5 Where used CE030 Member Expiration CE710 Contract Expiration 6 208 cntrSecAmnt Description Contains securities funding amount Format numeric signed 12 Where used CD091 ISA Direct Mem Asset Summary 6 209 cntrShrQty Description This field contains the quantity of shares per contract before or after a spin off Format numeric 9 Wh...

Page 648: ...ve Inactive Series 6 211 cntrStsNewCod Description This field indicates new status of a contract It is recorded only if the status of the contract undergoes any change in the trading day Format alphanumeric 1 Valid Values Decodes Descriptions A Active E Expired R Reporting P Pending Where used TA110 Contract Maintenance 6 212 cntrStsOldCod Description This field indicates the previous status of a ...

Page 649: ...money amount for the contracts held in the option series Format numeric signed 14 2 Where used CE030 Member Expiration 6 214 cntrTypCod Description This field contains the contract type code Format alphanumeric 1 Where used CB315 Daily Clearing Fees Bonds 6 215 cntrVersNo Description This field indicates the contract version number This field is valid for options only The version number of the con...

Page 650: ...02 Cash Settled Contracts Overview CB715 Average Pricing CB730 Position Transfer Summary CB750 Give Up Trades Overview CB751 Take Up Trades Overview CC010 Premium Margin CC020 Futures Spread Margin CC040 Liquidating Values CC710 Premium Margin CC720 Futures Spread Margin CC740 Liquidating Values CE010 In the money Advisory CE030 Member Expiration CE035 Expired Series CE050 Expiration Payment vs Pa...

Page 651: ...er of the contract is increased by 1 for each capital adjustment on the product Format alphanumeric 5 Where used CB165 Eurex Fee Statement CB167 Late Closing Fees 6 217 collAmnt Description This field contains the collateral amount which is the value in euro of the cash or securities such as bonds and shares pledged by the member to cover for margin requirements determined by Eurex clearing Format...

Page 652: ...g them for fulfilling margin requirement Limit factor depends on the security group and its volatility Format numeric 8 2 Where used CD033 Collateral Composition 6 220 collPropEcm Description Collateral assigned of a Clearer on Account PP together with ICM Format numeric 14 2 Where used CD043 ECM Value Based Alloc Method 6 221 collStsCod Description This field indicates the status of the collatera...

Page 653: ...ejected EX Expired CP Complete IC Incomplete ER Pending Error SC Sent to Cash Location PX Pending Approval CSD BX Blocked CSD GC BC Blocked CSD CL Where used CD100 Audit Trail Coll Transactions 6 222 collVal Description This field contains the collateral value of the given security types Format numeric 12 2 Where used CD033 Collateral Composition 6 223 collValBond Description This field contains t...

Page 654: ...ription This field contains the value of collateral deposits of given security type calculated in clearing member currency Format numeric 12 2 Where used CD033 Collateral Composition 6 226 collValEff Description This field contains the effective value of collateral deposits which is the minimum of the limit and the actual collateral deposits Format numeric 12 2 Where used CD033 Collateral Composit...

Page 655: ...ing license of Eurex The requirement depends on the daily risk taken by the member through its positions in the market Format numeric 12 Where used CD090 Overall Asset Summary 6 230 compCaptMin Description This field contains the minimum company capital usage of the clearing member if calculated company capital requirements are smaller Format numeric 12 Where used CD090 Overall Asset Summary 6 231...

Page 656: ...erall Asset Summary 6 233 complianceId Description This field electronically identifies orders generated automatically and indicates to the compliance authorities the corresponding algorithm used by traders Format numeric 20 Where used TE540 Daily Order Maintenance TE545 Daily TES Maintenance 6 234 complianceInfo Description This field contains free format text used by traders to indicate to the c...

Page 657: ...ggregation 6 237 convFact Description This field contains the conversion factor which is used to equalize for the difference in issue terms between the notional bond and the real bond eligible for delivery It is used to calculate the final delivery price Format numeric 7 6 Where used CE038 Deliverable Bonds 6 238 cooperationPartner Description This field denotes the MIC code for the market associa...

Page 658: ...Where used TE545 Daily TES Maintenance 6 240 couponRat Description This field contains the textual specification for the coupon rate which is the yearly rate of interest a bond receives on its face value Format alphanumeric 32 Where used TE545 Daily TES Maintenance 6 241 couponVarOfs Description This field contains the textual specification for the variable offset rate which is expressed as n basi...

Page 659: ...tribution Format numeric 3 Where used CD092 Asset Summary Aggregation 6 244 covReq Description This field contains coverage requirement which is the percentage of trading period required to be covered by good quotes for a member registered under advanced or permanent market maker program Format numeric 5 Where used TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement ...

Page 660: ... 6 246 covTimPercent Description This field contains the COVERED TIME per day in percentages Format numeric 6 2 Where used TD982 Special Report French Equity Options 6 247 cpnAdj Description This field contains the coupon adjustment expressed as a percentage per annum Format numeric signed 13 3 Where used CC031 Theoretical Values II 6 248 cpnDat Description This field contains the coupon date on w...

Page 661: ...terest a bond receives on its face value Format numeric 6 4 Where used CE038 Deliverable Bonds TC549 EBI Trade Maintenance 6 251 cpnVarOfs Description This field contains the variable offset rate which is expressed as n basis points reference rate It is applicable for EFS transactions only Format numeric signed 6 4 Where used TC549 EBI Trade Maintenance 6 252 cpnVarRef Description This field indic...

Page 662: ...here used TE540 Daily Order Maintenance 6 254 csdId Description This field contains the Central Securities Depository CSD ID Format alphanumeric 6 Where used CD020 Collateral Movement Coverage CD030 Security Expiration CD031 Daily Collateral Valuation CD037 Claim Amount Based Collaterals CD080 Monthly Collateral Movement CD100 Audit Trail Coll Transactions 6 255 cshAcctCod Description This field c...

Page 663: ...ent CD100 Audit Trail Coll Transactions 6 256 cshAcctNo2 Description This field indicates the cash account number Format alphanumeric 22 Where used CD010 Daily Cash Account CM CD011 Daily Cash Account AH CD015 Detailed Account Statement CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH 6 257 cshBalAmnt Description This field contains the cash balance at the start and at the end of the da...

Page 664: ...ption This field contains the cash collateral amount pledged against any margin requirements Format numeric signed 13 2 Where used CD042 Daily Settlement Statement CI042 Margin Call CN042 Night Margin Call 6 260 cshInstId Description This field indicates the cash instruction ID Format alphanumeric 15 Where used CD010 Daily Cash Account CM CD011 Daily Cash Account AH CD070 Monthly Cash Account CM C...

Page 665: ...10 Daily Cash Account CM CD011 Daily Cash Account AH CD015 Detailed Account Statement CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH 6 263 cshPosNet Description This filed contains the member s net cash risk position of the security Format numeric signed 13 2 Where used CC011 Current Liquidating Margin CC711 Current Liquidating Margin 6 264 cshPrcConv Description This field contains t...

Page 666: ...6 266 cshRcvPayAmnt Description This field contains the cash amount receivable payable of a physically settled delivery per account and futures contract Format numeric signed 12 2 Where used CE120 ECC Delivery Report 6 267 cshRefCod Description This field contains the cash reference code for the transaction in the cash account Format alphanumeric 15 Where used CD010 Daily Cash Account CM CD011 Dai...

Page 667: ... contains the cash settlement amount to be credited positive or debited negative amount due to exercise or assignment of positions Format numeric signed 14 2 Where used CE070 Exercise And Assign Summary CE770 Exercise And Assign Overview 6 270 cshStlRun Description This field indicates the cash settlement run Format alphanumeric 4 Valid Values Decodes Descriptions NTP Night time processing ADD1 Ad...

Page 668: ...tions of the member As Eurex Clearing is the central counterparty to every transaction it s Eurex CSD number that appears here Format alphanumeric 6 Where used CE070 Exercise And Assign Summary CE075 Notification Allocation Summ CE770 Exercise And Assign Overview CE775 Notification Allocation Information 6 272 ctribTypText Description This field contains the contribution type text which indicates ...

Page 669: ... TC549 EBI Trade Maintenance 6 275 culi Description This field contains CULI Premium Margin Current Liquidating Margin Variation Margin Option Premium Format numeric signed 16 2 Where used CC100 Risk Values History for Limits 6 276 currentVola Description This field contains liquidating value for a single price dir vola dir Format numeric 5 2 Where used CC040 Liquidating Values CC740 Liquidating V...

Page 670: ...1 Position Active Trd Summary CB063 Flx Cntr Transactn Overview 6 279 currSetlmtPrc_1 Description This field contains the current settlement price of a contract Format numeric 9 5 Where used CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB102 Cash Settled Contracts TD930 Daily Trade Statistics TE930 T7 Daily Trade Statistics 6 280 currTypCod Description This fi...

Page 671: ...ted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades CB165 Eurex Fee Statement CB167 Late Closing Fees CB169 MM Fee Refund CB172 Credit Futures Separation CB179 Monthly Rebate Report CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement CB186 Monthly Rebates TDP CB187 Monthly Rebates Overview CB191 Monthly TES Late Entry Fine CB192 Monthly Fee Statement CB1...

Page 672: ... Daily Cash Account AH CD012 Daily Cash Account NCM RC CD015 Detailed Account Statement CD020 Collateral Movement Coverage CD030 Security Expiration CD031 Daily Collateral Valuation CD032 Daily Guarantee CD033 Collateral Composition CD040 Monthly Guarantee Expiration CD042 Daily Settlement Statement CD043 ECM Value Based Alloc Method CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD07...

Page 673: ... Daily Margin CI056 Preliminary CLS Settlement Report CI060 Daily Margin Summary CN042 Night Margin Call CN050 Nightly Margin CN060 Nightly Margin Summary TA111 All Active Inactive Series TC549 EBI Trade Maintenance TE545 Daily TES Maintenance TT130 Risk Event Report TT131 Risk Event Trader Report TT750 Clearing Four Eye Principle 6 281 currTypCod_1 Description This field indicates the currency in...

Page 674: ...mber Exception Positions TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance TC810 Daily Trade Confirmation TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches 6 284 custFrom Description This field contains the customer related information for the transfer transaction which was entered by the delivering ...

Page 675: ...ily TES Maintenance 6 286 customIndex Description This field represents the Custom Index to be applied to the trading to clearing price conversion Format numeric signed 12 6 Where used TE545 Daily TES Maintenance 6 287 custText Description This field contains the free format text provided by the member which is used for the member internal usage to refer to their customer Format alphanumeric 12 Wh...

Page 676: ...y CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades 6 290 dailyDistribution Description This field represents the Distribution amount calculated for the day from the Distribution Index difference between the business day and the previous business day Format numeric signed 12 6 Where used TA115 Total Return Futures Parameters 6 291 dailyFunding Description Thi...

Page 677: ... generic date format Format DateFormat Where used CD010 Daily Cash Account CM CD011 Daily Cash Account AH CD012 Daily Cash Account NCM RC CD015 Detailed Account Statement CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD072 Monthly Cash Account NCM RC CD230 Monthly Interest Report CE051 FX Transactions Instructions 6 294 dayAvgText Description This field contains the day average text ...

Page 678: ...tion Days to maturity referring the number of days between maturity date and the greater of the novation or effective start date Format numeric 5 Where used CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6 297 dayNo Description This field indicates the number of days between the contractual settlement date of the front and the term leg of the Repo Format numeric 7 Where used...

Page 679: ...tains the company capital requirement on a daily level Format numeric signed 12 Where used CD091 ISA Direct Mem Asset Summary 6 301 daySettlDate Description This field represents the Day Settlement Date i e the Business Date plus the Business Day Offset Format DateFormat Where used CE056 End of Day CLS Settlement Report CI056 Preliminary CLS Settlement Report TA115 Total Return Futures Parameters ...

Page 680: ...ol Description This field contains the total volume of the current day Format numeric 9 Where used TD930 Daily Trade Statistics TE930 T7 Daily Trade Statistics 6 305 dCutLim Description This field contains the daily cut limit which is the maximum number of quote requests used for calculating the daily violation percentage Format numeric 10 Where used TD940 Daily Regular Market Making Quote Request...

Page 681: ...2 6 Where used TA114 Variance Futures Parameter 6 308 deletedQty Description In case of SMP Self Match Prevention this field contains the total deleted quantity due to SMP For incoming orders quote sides this is the sum of the smpDeletedQty and any other cancelled quantity according to the Self Match Prevention rule For resting orders quote sides deletedQty is identical to smpDeletedQty Format num...

Page 682: ...tions 0 F FALSE 1 T TRUE Where used RD115 User Profile Status 6 311 delQuoCnt Description This field contains delete quote count which is the number of open quotes deleted in consequence to a stop button risk event Format numeric 9 Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 312 deltaLimQty Description This field contains the market maker protection delta limit quantity whi...

Page 683: ...ell orders for puts Format numeric 9 Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 314 deltaShtLimQty Description This field contains the delta short limit quantity which is the accumu lated quantity of sell orders for calls and buy orders for puts Format numeric 9 Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 315 descr Description This field contains th...

Page 684: ...ansactions Instructions CI042 Margin Call CN042 Night Margin Call TT130 Risk Event Report TT131 Risk Event Trader Report 6 317 discFactor Description This field indicates the discount factor calculated from the interest till expiration Format numeric 10 9 Where used TA114 Variance Futures Parameter 6 318 disclaimer Description This field contains the disclaimer of the report Format alphanumeric 30...

Page 685: ...utures Parameters 6 321 dlvClgHseTrnNo Description This field contains the delivery clearing house transaction number Format numeric 7 Where used CE070 Exercise And Assign Summary CE770 Exercise And Assign Overview 6 322 dlvCurrAmnt Description This field contains the delivery amount in the delivery currency Format numeric signed 14 2 Where used CE050 Expiration Payment vs Payment CE750 Expiration...

Page 686: ...saction is entered or modified in the current day Format DateFormat Where used CD100 Audit Trail Coll Transactions 6 325 dlvInd Description This field indicates the delivery instruction code Format alphanumeric 3 Valid Values Decodes Descriptions DVP Delivery Versus Payment FOP Free Of Payment Where used TA111 All Active Inactive Series 6 326 dlvSetlmtAmnt Description This field contains the deliv...

Page 687: ...settled open deliveries Format numeric 8 2 Where used CE120 ECC Delivery Report 6 328 dlvTrnNo Description This field indicates the delivery transaction number which is a reference number assigned for deliveries resulting from notification or allocation Format numeric 6 Where used CE075 Notification Allocation Summ CE775 Notification Allocation Information 6 329 dlyHghPrc Description This field in...

Page 688: ...interest earned by a member on its cash collateral deposits exceeding the interest free limit Format numeric signed 13 2 Where used CD230 Monthly Interest Report 6 332 dlyLowPrc Description This field indicates the lowest trade price of the contract or external underlying recorded in the current day Format numeric 9 5 Where used TD930 Daily Trade Statistics 6 333 dlyLowPrcSignd Description This fi...

Page 689: ...ed interest rate which is the rate used to discount member s positive cash position to get the current liquidating value Format numeric signed 13 4 Where used CC011 Current Liquidating Margin CC711 Current Liquidating Margin 6 336 dummyColumn1 Description This field is used as a placeholder for an empty column Format alphanumeric 11 Where used CD091 ISA Direct Mem Asset Summary 6 337 dummyColumn2 ...

Page 690: ...ormat numeric 12 5 Where used CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6 340 effContribution Description This field shows effective contribution amount Format numeric 12 Where used CD092 Asset Summary Aggregation 6 341 effExpDat Description This field contains the effective expiry date For standard contracts effExpDat is the exact expiry day of the contract DD MM YYYY ...

Page 691: ...ansaction Size Limit Status 6 343 effMaxOrdrQty Description This field contains the effective maximum quantity of regular order which is allowed to the trader in the given product Format numeric 9 Where used RD125 User Transaction Size Limit Status 6 344 effMaxTESQty Description This field contains the effective maximum quantity of a TES trade which is allowed to the trader in the given product Fo...

Page 692: ...since the contract introduction Format numeric 4 Where used TA114 Variance Futures Parameter 6 347 endDat Description This field indicates the end date up to which the member s transac tions are considered while generating the report Format DateFormat Where used CR010 Clearing Ranking TC549 EBI Trade Maintenance TE545 Daily TES Maintenance TR010 Trading Ranking 6 348 entActivity Description This f...

Page 693: ...mntLvl Description This field specifies to which extend the assigned privilege can be executed by the participant user Format alphanumeric 1 Valid Values Decodes Descriptions no entitlement level defined meaning entitlement level of parent account group applies if applicable 0 explicitly no entitlement to execute the specific privilege 1 entitlement to execute the specific privilege is given to a ...

Page 694: ...ntains the changed entitlement specific status of the participant for which entitlement settings have been changed Format alphanumeric 1 Valid Values Decodes Descriptions A Active I Inactive Where used TT763 Participant Entitlement Changes 6 352 entRole Description This field contains the entitlement role Format alphanumeric 30 Where used RD110 User Profile Maintenance RD115 User Profile Status 6 ...

Page 695: ...ntenance TE550 Open Order Detail 6 355 entTimDatCet Description This field indicates the Date when the trade was entered or when substantial changes exist It is the time of the last change in the Eurex system in Central European Time CET Format DateFormat Where used CB191 Monthly TES Late Entry Fine 6 356 entTimTimCet Description This field contains the Time when the trade was entered or when subs...

Page 696: ... alphanumeric 1 Valid Values Decodes Descriptions A Acceptance S Simulation P Production Where used CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CA752 Capital Adjustment Positions Overview CA770 Account Maintenance CB001 Product and Price Report CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB020 Position Su...

Page 697: ...DP CB187 Monthly Rebates Overview CB191 Monthly TES Late Entry Fine CB192 Monthly Fee Statement CB193 Monthly Connections and Services CB196 Daily Overall Fee Summary CB197 Excessive System Usage Fee CB225 Daily Eurex Fines CB235 Daily Security Collateral Fee Statement CB315 Daily Clearing Fees Bonds CB320 Daily Clearing Fees Equities CB325 Daily Service Fees CB330 Daily Settlement Fees CB350 Mont...

Page 698: ...Cash Account NCM RC CD015 Detailed Account Statement CD020 Collateral Movement Coverage CD030 Security Expiration CD031 Daily Collateral Valuation CD032 Daily Guarantee CD033 Collateral Composition CD037 Claim Amount Based Collaterals CD040 Monthly Guarantee Expiration CD042 Daily Settlement Statement CD043 ECM Value Based Alloc Method CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD...

Page 699: ...Status RD120 User Transaction Size Limit Maintenance RD125 User Transaction Size Limit Status RD130 Trade Enrichment Rule Maintenance RD135 Trade Enrichment Rule Status RD140 Pre trade Limits Maintenance Trading Participant RD145 Pre trade Limits Status Trading Participant RD155 Pre trade Limits Status Clearing Participant TA110 Contract Maintenance TA111 All Active Inactive Series TA113 Complex a...

Page 700: ...enance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches TE910 T7 Daily Trade Activity TE930 T7 Daily Trade Statistics TR010 Trading Ranking TR900 Daily Order and Quote Transactions TT110 User Security Maintenance TT115 User Security Status TT120 Trader Underlying Maintenance TT121 Member Underlying Maintenance TT125 Trader Underlying Status TT126 Member ...

Page 701: ... fund requirements are smaller Format numeric 12 Where used CD091 ISA Direct Mem Asset Summary 6 361 eqCaptPctOfMgnReq Description This field contains the percentage of the average margin requirement which gives the minimum company capital requirement of the member Format numeric 5 2 Where used CD091 ISA Direct Mem Asset Summary 6 362 eqCaptPerPoolTotal Description This field contains maximum from...

Page 702: ...his field contains excess transactions above the transaction limit Format numeric 12 Where used TD980 Excessive System Usage Report 6 365 exchangeOrderId Description This field indicates the unique order ID stamped at the exchange or the order identification number assigned to an order by the Eurex classic exchange Format alphanumeric 20 Where used TE540 Daily Order Maintenance TE550 Open Order De...

Page 703: ...ange XTAF Taiwan Exchange MKTW MarkitWire XEUM Eurex Repo SecLend Market PIRM Pirum Systems Limited SLXT SL x Trading Europe Ltd Where used CB001 Product and Price Report CB165 Eurex Fee Statement CB167 Late Closing Fees CB169 MM Fee Refund CB179 Monthly Rebate Report CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement CB186 Monthly Rebates TDP CB187 Monthly Rebates Overview CB19...

Page 704: ...ns CB065 System Transaction Overview CB068 Transaction Mix CB069 Transaction Report CB080 Premium Summary CB090 Premium Overall Summary CB095 Variation Mgn Overall Summary CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception Positions CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Ta...

Page 705: ...um Margin CC011 Current Liquidating Margin CC020 Futures Spread Margin CC031 Theoretical Values II CC033 Theoretical Values III CC034 Theoretical Prices CC040 Liquidating Values CC045 Additional Margin CC050 Daily Margin CC055 Daily Margin Offset CC060 Daily Margin Summary CC080 Security Cash Risk Position CC100 Risk Values History for Limits CC710 Premium Margin CC711 Current Liquidating Margin C...

Page 706: ...51 FX Transactions Instructions CE055 FX Settlement Limit Report CE056 End of Day CLS Settlement Report CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE075 Notification Allocation Summ CE120 ECC Delivery Report CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment vs Payment Overview CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign ...

Page 707: ... Market Making Strategy Quote Request Performance TD944 Daily Advanced Market Making Strategy Quote Request Perfor mance TD945 MTD Regular Market Making Quote Request Performance TD946 MTD Permanent Market Making Quote Request Performance TD947 MTD Advanced Market Making Quote Request Performance TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making ...

Page 708: ...s TT761 User Entitlement Changes TT762 Participant Entitlement Status TT763 Participant Entitlement Changes TT764 Four eye Request Processing Entitlement TT770 Password Change 6 368 exchRat Description This field indicates the exchange rate with the clearing house currency Format numeric 16 9 Where used CC060 Daily Margin Summary CC760 Daily Margin Summary CI060 Daily Margin Summary CN060 Nightly ...

Page 709: ...on This field contains the adjusted exchange rate for the price down volatility neutral scenario Format numeric signed 15 6 Where used CC045 Additional Margin CC745 Additional Margin 6 372 exchRatPdVu Description This field contains the adjusted exchange rate for the price down volatility up scenario Format numeric signed 15 6 Where used CC045 Additional Margin CC745 Additional Margin 6 373 exchRa...

Page 710: ...lity 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 ...

Page 711: ...Maintenance TE545 Daily TES Maintenance TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches TE910 T7 Daily Trade Activity 6 378 execQty Description This field contains the order executed quantity which is the matched quantity as a result of a trade Format numeric 9 Where used TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Con...

Page 712: ...ormat numeric 9 Where used CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign Overview 6 382 exerShr Description This field contains exercised share which is the member s percentage share out of the total exercised positions on a product Format numeric 5 2 Where used CR010 Clearing Ranking 6 383 exerStylTyp Description...

Page 713: ...gin CC020 Futures Spread Margin CC040 Liquidating Values CC710 Premium Margin CC720 Futures Spread Margin CC740 Liquidating Values CE050 Expiration Payment vs Payment CE071 OptOn Fut ExerAssign Summary CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment vs Payment Overview CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign Overview CE780 Exercise Abandon ...

Page 714: ...Inactive Series TA114 Variance Futures Parameter TA115 Total Return Futures Parameters 6 386 expiryDate Description This field contains the expiration date of the order applied by the partic ipant The order remains valid until this date Format DateFormat Where used TE540 Daily Order Maintenance TE550 Open Order Detail 6 387 expRat Description This field indicates the interpolated interest rate til...

Page 715: ...mat numeric 5 Where used TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement TD982 Special Report French Equity Options 6 390 extTrdNum Description This field contains the trade number which is provided from the trading location This is applicable for gross positions only Format alphanumeric 10 Where used CC011 Current Liqui...

Page 716: ...king Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement TD982 Special Report French Equity Options 6 393 fastMarketQuotePcnt Description This field contains the maximum quote spread increase during fast market as opposed to continuous trading or auction Format numeric 3 Where used TA111 All Active Inactive Series 6 394 fastMktQuoteMinQty Description Thi...

Page 717: ... This field indicates whether the fee adjustment is manually entered Format alphanumeric 1 Valid Values Decodes Descriptions Y Manually entered N Origin X Manually entered Where used CB165 Eurex Fee Statement CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6 397 feeAftGivSavReb Description This field contains the fee after given savings rebates Format numeric 15 2 Where used ...

Page 718: ... 400 feeByUnt Description This field contains the fee amount per trading unit Format numeric signed 9 2 Where used CB010 Position Detail 6 401 feeCalcTim Description This field contains the time from when the positions of the previous day are subject to late closing fee Currently the value of this field is 13 30 1 30 p m CET Format TimeFormat Where used CB167 Late Closing Fees 6 402 feeCalcTimLG D...

Page 719: ...bate amount Format numeric 11 2 Where used CB169 MM Fee Refund 6 404 feeEUR Description This column is supposed to display the Excessive System Usage Fee in Euro Format numeric 7 2 Where used TD980 Excessive System Usage Report 6 405 feeGrp Description Name of the fee group Format alphanumeric 40 Where used CB350 Monthly Fee Statement 6 406 feeIndCatAmnt Description This field contains the sum of ...

Page 720: ...408 feeIndTyp Description This field contains the fee name Format alphanumeric 30 Where used CB001 Product and Price Report CB165 Eurex Fee Statement CB167 Late Closing Fees CB169 MM Fee Refund CB179 Monthly Rebate Report CB187 Monthly Rebates Overview CB191 Monthly TES Late Entry Fine CB196 Daily Overall Fee Summary CB225 Daily Eurex Fines CB330 Daily Settlement Fees 6 409 feeMmAmnt Description T...

Page 721: ...eb Description This field contains the transaction fee per record manual adjusted fee of rebate incentives or manually entered Format numeric 11 2 Where used CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6 412 feeStrMmAmnt Description This field contains the Monthly rebate per product regarding Strategy Market Making Format numeric 11 2 Where used CB169 MM Fee Refund 6 413 ...

Page 722: ...s field contains the Fee Type Text Format alphanumeric 15 Where used CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6 415 feeTypNam Description This field contains the fee type name Format alphanumeric 40 Where used CB315 Daily Clearing Fees Bonds CB320 Daily Clearing Fees Equities 6 416 feeVar Description This field contains the fee variable Format numeric 10 4 Where used C...

Page 723: ...ily Underlying Index and used for the Preliminary to Final price conversion Format numeric signed 12 6 Where used TA115 Total Return Futures Parameters 6 419 finSetlmtAmnt Description This field contains the final settlement amount per option series futures contract per account Format numeric signed 12 2 Where used CB102 Cash Settled Contracts CB702 Cash Settled Contracts Overview 6 420 finSetlmtP...

Page 724: ...active Series 6 422 fixedRat Description This field contains the textual specification for the rate of interest appli cable on the fixed leg of the swap exchange trade Format alphanumeric 32 Where used TE545 Daily TES Maintenance 6 423 fixRat Description This field contains the rate of interest applicable on the fixed leg of the swap exchange trade Format numeric 6 4 Where used TC549 EBI Trade Mai...

Page 725: ...acts ID Format alphanumeric 12 Where used CB165 Eurex Fee Statement 6 426 floor Description This field contains month floor which is used to calculate volume component Format numeric 12 Where used TD980 Excessive System Usage Report TD981 Month to Date OTR 6 427 floorType Description This field indicates whether member was qualified for MM Base possible values are MM Floor non MM Floor Format alph...

Page 726: ...d Description This field contains the flexible contract give up status code Format alphanumeric 1 Valid Values Decodes Descriptions P Predesignated G Designated C Complete Where used CB011 Std and Flx Cntr Dly Transactn CB064 Flx Cntr Daily Transactions 6 430 flxCntrInd Description This field contains the flexible contract indicator code which indicates that the trade was performed on the member d...

Page 727: ...Up D Delete Trade E Enter Trade F Full Position Transfer G Enter Give Up H Cash Settlement I Assignment J Capital Adjustment K Position Transfer Take up L Delete Give Up M Modify Trade N Delete Position Transfer O Enter Position Transfer P Pending Delivery Q Accept Position Transfer R Expired Trade S Settlement Complete T Enter Take Up U Close Out V Variation Margin W Trade Separation X Exercise Y...

Page 728: ...ummary CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CB702 Cash Settled Contracts Overview CB715 Average Pricing CB730 Position Transfer Summary CB731 Settling Futures Positions Overview CB750 Give Up Trades Overview CB751 Take Up Trades Overview CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment vs Payment Overview CE770 Exercise And Assign O...

Page 729: ...mber of the flexible contract Format numeric 9 Where used CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CB102 Cash Settled Contracts CC010 Premium Margin CC020 Futures Spread Margin CC040 Liquidating Values CE050 Expiration Payment vs Payment CE071 OptOn Fut ExerAssign Summary 6 435 flxCntrTrnStsCod Description This field indicates the flexible contract transaction status For...

Page 730: ...tr Transactn Overview CB064 Flx Cntr Daily Transactions 6 436 flxOptCntrExerPrc Description This field contains the flexible option contract exercise price which is defined by the participant It is the price at which the underlying will be received or delivered when the contract is exercised Format numeric 9 4 Where used CB011 Std and Flx Cntr Dly Transactn CB021 Position Active Trd Summary CB063 ...

Page 731: ...ric 50 Where used TT150 Optional Four Eye Principle TT750 Clearing Four Eye Principle 6 438 fourEyesIndictr Description This field is a system generated field corresponding to every pending activity which is entered in the pending table Format alphanumeric 10 Where used TT761 User Entitlement Changes TT763 Participant Entitlement Changes TT764 Four eye Request Processing Entitlement 6 439 fourEyes...

Page 732: ...ing Four Eye Principle TT764 Four eye Request Processing Entitlement 6 441 freeText1 Description This field contains the text entered by the participant For Eurex Classic this fields displays the content of the Text field Format alphanumeric 12 Where used RD135 Trade Enrichment Rule Status TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail 6 442 freeText2 Description...

Page 733: ...m field Format alphanumeric 12 Where used RD135 Trade Enrichment Rule Status TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail 6 444 fulfCovTimInd Description This field indicates whether quotes are provided for the minimum coverage time required as per the market maker package obligations Format alphanumeric 3 Valid Values Decodes Descriptions YES Yes NO No Where u...

Page 734: ...mance TD949 MTD Advanced Market Making Strategy Quote Request Performance 6 446 fulfillId Description This field indicates fulfilment of market maker obligations If fulfilled it contains the type of obligation also Format alphanumeric 6 Valid Values Decodes Descriptions AMM Advanced Market Making ADM Advanced Designated Market Making DMM Designated Market Making RMM Regular Market Making PMM Perma...

Page 735: ...7 Advanced Market Making Measurement 6 448 fulfPackIdxInd Description This field indicates whether the market maker package requirement for the minimum number of quotes on index based option products is fulfilled Format alphanumeric 1 Valid Values Decodes Descriptions Y Yes N No Where used TD957 Advanced Market Making Measurement 6 449 fulfQuoReqViolPct Description This field indicates whether the...

Page 736: ...m number of tolerated violation days Format alphanumeric 3 Valid Values Decodes Descriptions YES Yes NO No Where used TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement 6 451 fulfVolInd Description This field indicates whether the sum of market maker volume is greater than or equal to the required monthly volume Format alph...

Page 737: ...he calendar day difference between the current and the previous Day Settlement date Format numeric 2 Where used TA115 Total Return Futures Parameters 6 454 fundingRate Description This field represents the Funding Rate entered on that business day and used for the Daily Funding calculation i e the periodic or the overnight interest rate determined on the previous evening Format numeric signed 12 6...

Page 738: ...ted by the give up member s clearing member Format alphanumeric 1 Valid Values Decodes Descriptions Y Yes N No Where used CB011 Std and Flx Cntr Dly Transactn CB064 Flx Cntr Daily Transactions 6 457 givUpFeeAmnt Description This field contains the give up fee amount charged on the accepted give ups Format numeric signed 5 2 Where used CB140 Accepted Give Up Trades 6 458 givUpSts Description This f...

Page 739: ...uote request responses which is the unadjusted number of good answered quote requests provided by the member as obligatory to a market maker agreement with Eurex Format numeric 10 Where used TD940 Daily Regular Market Making Quote Request Performance TD941 Daily Permanent Market Making Quote Request Performance TD942 Daily Advanced Market Making Quote Request Performance TD945 MTD Regular Market M...

Page 740: ...61 grpId Description This field contains the Group ID for TDP Format numeric 1 Where used CB186 Monthly Rebates TDP 6 462 grpOffSet Description This field contains the group offset which is the degree of correlation between margin classes of a margin group It is used to adjust the negative additional margin amounts before they are used to calculate the additional margin of the margin class Format ...

Page 741: ...ntee Format numeric 9 Where used CD032 Daily Guarantee CD040 Monthly Guarantee Expiration 6 465 guarExpDat Description This field contains the expiration date of the guarantee Format DateFormat Where used CD032 Daily Guarantee CD040 Monthly Guarantee Expiration 6 466 guarFct Description This field contains the guarantee factor which is used to evaluate the current liquidated value of the guarantee...

Page 742: ...me Format alphanumeric 40 Where used CD032 Daily Guarantee CD040 Monthly Guarantee Expiration 6 469 guarNo Description This field indicates the guarantee number which is provided by Eurex Format alphanumeric 4 Where used CD032 Daily Guarantee CD040 Monthly Guarantee Expiration 6 470 guarStrtDat Description This field contains the guarantee start date which is the date on which it becomes effective...

Page 743: ... guarantee amount maintained by the member to cover for its margin requirements in the margin class currency Format numeric signed 9 Where used CD042 Daily Settlement Statement CI042 Margin Call CN042 Night Margin Call 6 473 guarTypCod Description This field contains the guarantee type code which indicates the purpose for which the guarantee will be used Format alphanumeric 1 Valid Values Decodes ...

Page 744: ...hedge type used in the off book trade Format alphanumeric 3 Valid Values Decodes Descriptions DUR Duration Hedge PF Price Factor Hedge PFC Price Factor Hedge NOM Nominal Hedge Where used TC549 EBI Trade Maintenance TE545 Daily TES Maintenance 6 476 headroom Description This field contains available headroom before the excessive limit is reached Format numeric 5 4 Where used TD980 Excessive System ...

Page 745: ...f trading Format numeric signed 9 5 Where used TE910 T7 Daily Trade Activity 6 479 inactivated Description This field contains the information of the order inactive active status Format alphanumeric 1 Valid Values Decodes Descriptions 0 Active 1 I Inactive Where used TE540 Daily Order Maintenance 6 480 indCallOrPut Description This field contains the Call Put Indicator Format alphanumeric 1 Where ...

Page 746: ...ption This field contains the individual Gross Short Amount in CHF converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 483 indivGrossShortAmntEURinEUR Description This field contains the individual Gross Short Amount in EUR converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 484 indivGrossShortAmntGBPinEUR Description This field con...

Page 747: ...on This field contains the individual Gross Short Amount in NZD converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 487 indivGrossShortAmntUSDinEUR Description This field contains the individual Gross Short Amount in USD converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 488 indivGrossShortOverAllInEUR1 Description This field conta...

Page 748: ...AUDinEUR Description This field contains the individual Limit Amount in AUD converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 491 indivLimitAmntCHFinEUR Description This field contains the individual Limit Amount in CHF converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 492 indivLimitAmntEURinEUR Description This field contains t...

Page 749: ...Description This field contains the individual Limit Amount in JPY converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 495 indivLimitAmntNZDinEUR Description This field contains the individual Limit Amount in NZD converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 496 indivLimitAmntUSDinEUR Description This field contains the indivi...

Page 750: ...ontains the Individual Limit two overall amount converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 499 initrPartSmbl Description This field indicates the participant of user who had initiated the entitlement setting changes Format alphanumeric 5 Where used TT761 User Entitlement Changes TT763 Participant Entitlement Changes TT764 Four eye Request Processing Entitl...

Page 751: ...hich the following TRF Instrument Parameters apply Format DateFormat Where used TA115 Total Return Futures Parameters 6 502 instManual Description This field indicates when some manual entries overwrite the variance futures instrument parameters Format alphanumeric 1 Valid Values Decodes Descriptions 0 F False Automatic Calculation 1 T True Manual Update Where used TA114 Variance Futures Parameter...

Page 752: ...ent mnemonic Format alphanumeric 40 Where used TA113 Complex and Flexible Instrument Definition TA114 Variance Futures Parameter TA115 Total Return Futures Parameters TD943 Daily Permanent Market Making Strategy Quote Request Performance TD944 Daily Advanced Market Making Strategy Quote Request Perfor mance TE535 Cross and Quote Requests TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE...

Page 753: ...lity Strategy 5 F SPREAD Futures Spread 6 IPS Inter Product Spread 7 F STRAT Standard Futures Strategy 8 PCK BNDL Pack and Bundle 9 STRIP Strip F FLEXIBLE Flexible Instrument Where used TA113 Complex and Flexible Instrument Definition TE535 Cross and Quote Requests TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE812 Daily Preven...

Page 754: ...instrument parameters Format DateFormat Where used TA114 Variance Futures Parameter 6 510 instTypCod Description This field contains the instrument type code Format alphanumeric 3 Where used CB225 Daily Eurex Fines CB315 Daily Clearing Fees Bonds 6 511 intFreeLimAmnt Description This field contains the interest free limit amount which is the minimum limit of cash collateral deposits required to ea...

Page 755: ...d CD230 Monthly Interest Report 6 513 intrnlTranId Description This field contains the internal FX transaction ID Format alphanumeric 7 Where used CE051 FX Transactions Instructions 6 514 invcAmnt Description This field contains the amount receivable positive number or payable negative number Format numeric signed 16 2 Where used CE038 Deliverable Bonds CE075 Notification Allocation Summ CE775 Not...

Page 756: ... TES trade is not a broker trade 1 T True The TES trade is a broker trade Where used TE545 Daily TES Maintenance 6 517 isDisclosed Description This field indicates when the TES trade is published or not intraday Format alphanumeric 1 Valid Values Decodes Descriptions 0 F False 1 T True Where used TE545 Daily TES Maintenance TE910 T7 Daily Trade Activity 6 518 isinCod Description This field contain...

Page 757: ...urity Expiration CD031 Daily Collateral Valuation CD037 Claim Amount Based Collaterals CD080 Monthly Collateral Movement CD100 Audit Trail Coll Transactions CE038 Deliverable Bonds CE075 Notification Allocation Summ CE775 Notification Allocation Information TA111 All Active Inactive Series TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance TE545 Daily TES ...

Page 758: ... Format numeric 6 2 Where used CE790 In the money Configuration 6 522 itmAmntConfigbef Description The field shows the previous In the Money amount configuration for a combination of product and account groups Format numeric 6 2 Where used CE790 In the money Configuration 6 523 itmLngAmnt Description This field contains the in the money amount of the long position in the respective option series T...

Page 759: ...s are also included in calculating the in the money amount Format numeric signed 11 2 Where used CE010 In the money Advisory CE710 Contract Expiration 6 526 KRXContribLink Description This field contains final KRX clearing fund contribution for the member as maximum from KRXContribMax and KRXContribMin Result will be added to standard total clearing fund Format numeric 12 Where used CD090 Overall ...

Page 760: ...RXContribMid Description This field contains Quarterly 99 percentile from sum of Additional Margin and Spread Margin for the Korean member Format numeric 12 Where used CD090 Overall Asset Summary 6 530 KRXContribMin Description This field contains the minimum KRX clearing fund contribution for the member Format numeric 12 Where used CD090 Overall Asset Summary 6 531 KRXContribShort Description Thi...

Page 761: ...ge participant and its KRX member Format alphanumeric 9 Where used CB741 KRX Position Information 6 533 krxMbrCod Description This field contains the member name at KRX Format numeric 3 Where used CB741 KRX Position Information 6 534 krxTrdStsCod Description This field contains the processing state of a trade send to KRX Format alphanumeric 1 Valid Values Decodes Descriptions A Accepted P Pending ...

Page 762: ...ilege entry were last changed for the Participant User Format DateFormat Where used TT760 User Entitlement Status TT762 Participant Entitlement Status 6 537 lastQcUpdDat Description This field indicates the date at which QC flag of the user was last updated Format DateFormat Where used TT760 User Entitlement Status 6 538 lastRolUpdDat Description This field indicates the date at which the Role was...

Page 763: ...g Fees Bonds TA111 All Active Inactive Series 6 540 lepoFlg Description This field indicates whether the option series belongs to a Low Exercise Price Option LEPO series Format alphanumeric 1 Where used TA111 All Active Inactive Series 6 541 level Description This field contains the level which determines if the user is allowed to act on behalf of other users in his user group or business unit For...

Page 764: ...d Values Decodes Descriptions Y Yes N No Where used CB068 Transaction Mix 6 543 limitTypExcLimit Description This field contains the Limit type of exceeded limit Format alphanumeric 1 Valid Values Decodes Descriptions S Standard N All Transactions Where used CB197 Excessive System Usage Fee 6 544 limitUsageAmntAUDInEUR Description This field contains the limit Usage Amount in AUD converted into EU...

Page 765: ...nEUR Description This field contains the limit Usage Amount in EUR converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 547 limitUsageAmntGBPInEUR Description This field contains the limit Usage Amount in GBP converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 548 limitUsageAmntJPYInEUR Description This field contains the limit Usage...

Page 766: ...escription This field contains the limit Usage Amount in USD converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 551 limitUsageOverAllInEUR1 Description This field contains the limit one Usage overall amount converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 552 limitUsageOverAllInEUR2 Description This field contains the limit two ...

Page 767: ...r Detail TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches 6 554 limProdExc Description This field contains the product transaction limit defined by Eurex Format numeric 8 Where used CB068 Transaction Mix 6 555 limProdExcInd Description This field contains the number by which the member has exceeded the transaction limit in the product Format numeric 8 Where used CB068 Transacti...

Page 768: ...Id Format numeric 20 Where used CB193 Monthly Connections and Services 6 558 liquValuePdVd Description This field contains liquidating value for the price down volatility down scenario Format numeric signed 12 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 559 liquValuePdVn Description This field contains liquidating value for the price down volatility neutral scenario Format num...

Page 769: ...Description This field contains liquidating value for the price up volatility down scenario Format numeric signed 12 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 562 liquValuePuVn Description This field contains liquidating value for the price up volatility neutral scenario Format numeric signed 12 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 563 liquValuePu...

Page 770: ...to implement the row names like variables Format alphanumeric 11 Valid Values Decodes Descriptions Liqu Value Liqu Value row name Where used CC040 Liquidating Values CC740 Liquidating Values 6 565 lngShtExerAllcInd Description This field contains the Long Short Exercise Allocation Undefined indicator for the position Format alphanumeric 1 Valid Values Decodes Descriptions L Long S Short E Exercise...

Page 771: ...d Contracts Overview CC010 Premium Margin CC710 Premium Margin CE120 ECC Delivery Report 6 567 lngTermAvgText Description This field contains the long term average text which describes the duration over which the margin requirement is averaged Format alphanumeric 20 Where used CD090 Overall Asset Summary CD091 ISA Direct Mem Asset Summary 6 568 lngTermReqClrFun Description This field contains the ...

Page 772: ...y 6 570 lngTermReqEqCapt Description This field contains the member s average company capital requirement Format numeric signed 12 Where used CD091 ISA Direct Mem Asset Summary 6 571 logNam Description This field indicates the login name of the user Format alphanumeric 11 Where used RD115 User Profile Status 6 572 lowPrc Description This field contains the lower price since start of trading Format...

Page 773: ...in CE038 Deliverable Bonds CE071 OptOn Fut ExerAssign Summary CE771 OptOn Fut ExerAssign Overview 6 574 lstSetlmtPrc_1 Description This field contains the last settlement price Format numeric 9 5 Where used CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB102 Cash Settled Contracts TD930 Daily Trade Statistics TE930 T7 Daily Trade Statistics 6 575 lstTrdPrc Desc...

Page 774: ...In the money Configuration TT770 Password Change 6 577 matchDeal Description This field contains match Deal ID sequential number Format numeric 10 Where used TE810 T7 Daily Trade Confirmation 6 578 matchEvent Description This field contains match Event ID sequential number Format numeric 10 Where used TE810 T7 Daily Trade Confirmation 6 579 MatchInstCrossId Description This field contains the opti...

Page 775: ...tains match step ID sequential number Format numeric 10 Where used TE810 T7 Daily Trade Confirmation TE910 T7 Daily Trade Activity 6 581 matchTypeCode Description This field indicates the matching algorithm used on the Eurex system Format alphanumeric 1 Valid Values Decodes Descriptions P Pro Rata Matching T Price Time Matching Where used TA111 All Active Inactive Series 6 582 matDatType Descripti...

Page 776: ...le Bonds 6 584 maxCalSprdQty Description This field contains the maximum allowed future spread quantity for a trader in a given product Format numeric 9 Where used RD125 User Transaction Size Limit Status TT120 Trader Underlying Maintenance TT121 Member Underlying Maintenance TT125 Trader Underlying Status TT126 Member Underlying Status 6 585 maxCollValSecuGrp Description This field contains the m...

Page 777: ...contains the Maximum number of open orders and quote sides on trading business unit level for all futures Format numeric 6 Where used RD145 Pre trade Limits Status Trading Participant RD155 Pre trade Limits Status Clearing Participant 6 588 maxNoBookOrdersPerFutureSes Description This field contains the Maximum number of open orders and quote sides on single session level for all futures Format nu...

Page 778: ...e Limits Status Trading Participant 6 591 maxNoBookOrdersSes Description This field contains the Maximum number of open orders and quote sides on single session level for a specific product Format numeric 6 Where used RD145 Pre trade Limits Status Trading Participant 6 592 maxOrdrQty Description This field contains the maximum quantity of regular order which is allowed to the trader in the given p...

Page 779: ...currency that the member can trade while entering an off book transaction Format numeric 9 Where used RD125 User Transaction Size Limit Status TT120 Trader Underlying Maintenance TT121 Member Underlying Maintenance TT125 Trader Underlying Status TT126 Member Underlying Status 6 595 membClgConfCodFrom Description This field contains the clearing member confirmation code which indicates the approval...

Page 780: ...1 Position Active Trd Summary CB030 Position Transfer Overview CB031 Settling Futures Positions CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CB065 System Transaction Overview CB080 Premium Summary CB090 Premium Overall Summary CB095 Variation Mgn Overall Summary CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception P...

Page 781: ...tion Information CB741 KRX Position Information CB750 Give Up Trades Overview CB751 Take Up Trades Overview CB790 Premium Information CB795 Variation Margin Information CC010 Premium Margin CC011 Current Liquidating Margin CC020 Futures Spread Margin CC040 Liquidating Values CC045 Additional Margin CC050 Daily Margin CC055 Daily Margin Offset CC060 Daily Margin Summary CC080 Security Cash Risk Pos...

Page 782: ...r Expiration CE035 Expired Series CE050 Expiration Payment vs Payment CE051 FX Transactions Instructions CE055 FX Settlement Limit Report CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE075 Notification Allocation Summ CE120 ECC Delivery Report CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment vs Payment Overview CE770 Exercise And Assign Ov...

Page 783: ...TT750 Clearing Four Eye Principle 6 598 membClgIdCod_1 Description This field indicates the general clearing member or direct clearing member Format alphanumeric 5 Where used CD091 ISA Direct Mem Asset Summary 6 599 membClgIdCod_2 Description This field indicates the general clearing member or direct clearing member Format alphanumeric 5 Where used CD092 Asset Summary Aggregation 6 600 membClgIdCo...

Page 784: ...2 Night Margin Call 6 602 membClgIdCodTo Description This field indicates the clearing member ID of the receiving member Format alphanumeric 5 Where used CB030 Position Transfer Overview CB120 Member Exception Positions CD033 Collateral Composition 6 603 membClgIdNam Description This field contains the full name of clearing institution of the member Format alphanumeric 50 Where used TD956 Permanen...

Page 785: ... Coll Transactions 6 605 membExchConfCodFrom Description This field contains the exchange member confirmation code which indicates the approval disapproval of the delivering member institution that initiated the give up or position transfer transaction Format alphanumeric 1 Where used CB120 Member Exception Positions 6 606 membExchConfCodTo Description This field contains the exchange member confi...

Page 786: ...n Overall Summary CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception Positions CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades CB165 Eurex Fee Statement CB167 Late Closing Fees CB169 MM Fee Refund CB172 Credit Futures Separation CB179 Monthly Rebate Report CB186 Month...

Page 787: ... CD009 Daily Cash Transactions CD010 Daily Cash Account CM CD011 Daily Cash Account AH CD012 Daily Cash Account NCM RC CD015 Detailed Account Statement CD031 Daily Collateral Valuation CD033 Collateral Composition CD037 Claim Amount Based Collaterals CD042 Daily Settlement Statement CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD072 Monthly Cash Account NCM RC CD091 ISA Direct Mem A...

Page 788: ...944 Daily Advanced Market Making Strategy Quote Request Perfor mance TD945 MTD Regular Market Making Quote Request Performance TD946 MTD Permanent Market Making Quote Request Performance TD947 MTD Advanced Market Making Quote Request Performance TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request Performance TD956 Permanent M...

Page 789: ...re in the context of the Exchange Member Format alphanumeric 5 Where used CE075 Notification Allocation Summ CE775 Notification Allocation Information 6 610 membExchIdCodCpty Description This field indicates the name of the exchange member who acts as the counterparty in transactions of give up take up or position Transfer Format alphanumeric 5 Where used CB730 Position Transfer Summary 6 611 memb...

Page 790: ... Up Trades CB751 Take Up Trades Overview CD012 Daily Cash Account NCM RC CD072 Monthly Cash Account NCM RC 6 613 membExchIdCodISA Description This field indicates ISA Direct Member Format alphanumeric 5 Where used CD092 Asset Summary Aggregation 6 614 membExchIdCodNotif Description This field contains the code of the exchange member for the notified contracts It indicates the name of the member in...

Page 791: ...2 Cash Settled Contracts Overview CB730 Position Transfer Summary CB750 Give Up Trades Overview CB751 Take Up Trades Overview CE780 Exercise Abandon Daily Maintenance Overview TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance TC810 Daily Trade Confirmation TT130 Risk Event Report TT131 Risk Event Trader Report TT750 Cl...

Page 792: ... the context of the exchange member Format alphanumeric 50 Where used TD940 Daily Regular Market Making Quote Request Performance TD941 Daily Permanent Market Making Quote Request Performance TD942 Daily Advanced Market Making Quote Request Performance TD943 Daily Permanent Market Making Strategy Quote Request Performance TD944 Daily Advanced Market Making Strategy Quote Request Perfor mance TD945...

Page 793: ...sactn Overview CB064 Flx Cntr Daily Transactions CB065 System Transaction Overview CB068 Transaction Mix CB069 Transaction Report CB080 Premium Summary CB090 Premium Overall Summary CB095 Variation Mgn Overall Summary CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception Positions CB130 Give Up Trades History CB140 Accepted Give Up Trades ...

Page 794: ...m Information CB795 Variation Margin Information CC010 Premium Margin CC011 Current Liquidating Margin CC020 Futures Spread Margin CC031 Theoretical Values II CC033 Theoretical Values III CC034 Theoretical Prices CC040 Liquidating Values CC045 Additional Margin CC050 Daily Margin CC055 Daily Margin Offset CC060 Daily Margin Summary CC080 Security Cash Risk Position CC100 Risk Values History for Li...

Page 795: ...ries CE038 Deliverable Bonds CE050 Expiration Payment vs Payment CE051 FX Transactions Instructions CE055 FX Settlement Limit Report CE056 End of Day CLS Settlement Report CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE075 Notification Allocation Summ CE120 ECC Delivery Report CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment vs Payment Ove...

Page 796: ...TD980 Excessive System Usage Report TD981 Month to Date OTR TE535 Cross and Quote Requests TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches TE910 T7 Daily Trade Activity TE930 T7 Daily Trade Statistics TR010 Trading Ranking TR900 Daily Order and Quote Transactions TT110 User Security Maintenance T...

Page 797: ...ttling Futures Positions CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CB065 System Transaction Overview CB068 Transaction Mix CB069 Transaction Report CB080 Premium Summary CB090 Premium Overall Summary CB095 Variation Mgn Overall Summary CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception Positions CB130 Give Up T...

Page 798: ...ve Up Trades Overview CB751 Take Up Trades Overview CB790 Premium Information CB795 Variation Margin Information CC010 Premium Margin CC011 Current Liquidating Margin CC020 Futures Spread Margin CC031 Theoretical Values II CC033 Theoretical Values III CC034 Theoretical Prices CC040 Liquidating Values CC045 Additional Margin CC050 Daily Margin CC055 Daily Margin Offset CC060 Daily Margin Summary CC...

Page 799: ...E010 In the money Advisory CE030 Member Expiration CE035 Expired Series CE038 Deliverable Bonds CE050 Expiration Payment vs Payment CE051 FX Transactions Instructions CE055 FX Settlement Limit Report CE056 End of Day CLS Settlement Report CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE075 Notification Allocation Summ CE120 ECC Delivery Report CE710 Contract Expiration CE735...

Page 800: ... Trade Maintenance TC549 EBI Trade Maintenance TC810 Daily Trade Confirmation TD930 Daily Trade Statistics TD980 Excessive System Usage Report TD981 Month to Date OTR TE535 Cross and Quote Requests TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches TE910 T7 Daily Trade Activity TE930 T7 Daily Trade ...

Page 801: ...or the flexible contract transaction Format alphanumeric 5 Where used CB011 Std and Flx Cntr Dly Transactn CB064 Flx Cntr Daily Transactions CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6 622 membSlowRlseInd Description This field indicates the manual member slowdown action Format alphanumeric 1 Valid Values Decodes Descriptions D Slowed down Where used TT130 Risk Event Re...

Page 802: ...umeric 4 Where used CB068 Transaction Mix 6 625 mgnAddlAmnt Description This field contains the additional margin amount to cover for the worst case loss that could occur during the subsequent trading day consid ering upside in the price of the underlying If negative it is adjusted using the offset factor Format numeric signed 13 2 Where used CC050 Daily Margin CC750 Daily Margin CI050 Daily Margi...

Page 803: ... Asset Summary 6 628 mgnCalcPrc Description This field contains the margin calculation prices which are the theoret ically expected upside and downside prices due to volatility Format numeric signed 13 5 Where used CC033 Theoretical Values III 6 629 mgnClsCod Description This field indicates the margin class code which is a group of instru ments carrying similar risks Format alphanumeric 5 Where u...

Page 804: ...I050 Daily Margin CN050 Nightly Margin 6 630 mgnClsCurr Description This field contains the margin class currency Format alphanumeric 3 Where used CC040 Liquidating Values CC045 Additional Margin CC055 Daily Margin Offset CC740 Liquidating Values CC745 Additional Margin CC755 Daily Margin Offset 6 631 mgnClsCurrAdjRow Description This field contains the margin class currency Format alphanumeric 3 ...

Page 805: ...anumeric 3 Where used CC040 Liquidating Values CC045 Additional Margin CC740 Liquidating Values CC745 Additional Margin 6 634 mgnClsCurrTotRow Description This field contains the margin class currency Format alphanumeric 3 Where used CC045 Additional Margin CC745 Additional Margin 6 635 mgnClsExchRat Description This field indicates the margin class exchange rate which is used to convert the origi...

Page 806: ... Decodes Descriptions 1 JAN 2 FEB 3 MAR 4 APR 5 MAY 6 JUN 7 JUL 8 AUG 9 SEP 10 OCT 11 NOV 12 DEC Where used CC040 Liquidating Values CC045 Additional Margin CC740 Liquidating Values CC745 Additional Margin 6 637 mgnClsExpYrDat Description This field indicates the expiration year of the margin class Format numeric 4 Where used CC040 Liquidating Values CC045 Additional Margin CC740 Liquidating Value...

Page 807: ...This field indicates the margin group which is a group of margin classes Underlying instruments of same risk structure are combined in a margin group Format alphanumeric 5 Where used CC040 Liquidating Values CC045 Additional Margin CC050 Daily Margin CC080 Security Cash Risk Position CC740 Liquidating Values CC745 Additional Margin CC750 Daily Margin CC780 Security Cash Risk Position CI050 Daily M...

Page 808: ... balance which is the number of open allocated long contracts Format numeric 9 Where used CC020 Futures Spread Margin CC720 Futures Spread Margin 6 642 mgnMajCurr Description This field contains the margin major currency Format alphanumeric 3 Where used CC055 Daily Margin Offset CC755 Daily Margin Offset 6 643 mgnMinCurr Description This field contains the margin minor currency Format alphanumeric...

Page 809: ...set 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 ca...

Page 810: ...amount for positions on option products subject to traditional style premium posting Long positions lead to margin credit negative amounts while short positions lead to margin debit positive amounts Format numeric signed 13 2 Where used CC010 Premium Margin CC050 Daily Margin CC710 Premium Margin CC750 Daily Margin CI050 Daily Margin CN050 Nightly Margin 6 649 mgnReqClientEcm Description Margin Re...

Page 811: ...ring 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 mgnSprdAm...

Page 812: ...c 1 Where used TA111 All Active Inactive Series 6 655 mgnVola Description This field contains margin volatility which is the percentage price varia tions of the underlying arising between consecutive trading days Format numeric signed 8 2 Where used CC034 Theoretical Prices 6 656 midTermAvgText Description This field contains the mid term average text which describes the duration over which the ma...

Page 813: ...cription This field contains the mid term requirement company capital which is the member s average company capital requirement over a specified short time interval Format numeric signed 12 Where used CD090 Overall Asset Summary 6 659 midTermReqEqCapt Description This field contains the mid term requirement company capital which is the member s average equity capital requirement over a specified s...

Page 814: ...s currency to clearing currency Format numeric 10 6 Where used CC055 Daily Margin Offset CC755 Daily Margin Offset 6 662 minMaxInd Description This field contains the Minimum Maximum indicator for Risk Values Format alphanumeric 1 Valid Values Decodes Descriptions 0 Zero 1 Min 2 Max Where used CC100 Risk Values History for Limits 6 663 mkrTkrCod Description This field contains the Make Taker Flag ...

Page 815: ...ric 8 Where used RD110 User Profile Maintenance RD115 User Profile Status RD120 User Transaction Size Limit Maintenance RD125 User Transaction Size Limit Status TT133 Trading Risk Events 6 666 mkToMktTick Description This field contains the mark to market tick which is the number of minimal price movements between trading price of the position and the day s settlement price It is used in evaluatin...

Page 816: ... percentage share out of the total contract volume on a product through agent account Format numeric 5 2 Where used TR010 Trading Ranking 6 669 mktShrLngPct Description This field contains the market share long percentage which is the percentage of the members market share based on the total number of long positions in a contract Format numeric 5 2 Where used CB020 Position Summary CB021 Position ...

Page 817: ...tary account Format numeric 5 2 Where used TR010 Trading Ranking 6 672 mktShrShtPct Description This field contains the market share short percentage which is the percentage of the members market share based on the total number of short positions in a contract Format numeric 5 2 Where used CB020 Position Summary CB021 Position Active Trd Summary 6 673 mktSmbl Description This field indicates to wh...

Page 818: ...contains Market Maker Base value on that day which applies to the spread quality on this day Format numeric 12 Where used TD980 Excessive System Usage Report TD981 Month to Date OTR 6 675 mmPackCod Description This field contains the Market Maker Package on that trading day if applicable depends on the product Format alphanumeric 5 Where used TD980 Excessive System Usage Report TD981 Month to Date...

Page 819: ...re used TT132 Market Maker Protection 6 677 mmpDelta Description This field contains the market marker protection delta Format numeric 10 Where used TT132 Market Maker Protection 6 678 mmpPercent Description This field contains the market marker protection percent Format numeric 10 Where used TT132 Market Maker Protection 6 679 mmpReason Description This field contains the mmp reason Format alphan...

Page 820: ... 6 680 mmPrgrmCod Description This field contains the information on the MM program on that trading day if applicable Format alphanumeric 4 Where used TD980 Excessive System Usage Report TD981 Month to Date OTR 6 681 mmpTimeWindow Description This field contains the market marker protection time window Format numeric 10 Where used TT132 Market Maker Protection 6 682 mmpVega Description This field ...

Page 821: ...nt to be fulfilled on that trading day to be eligible for Market Maker fee structure for that Month Format numeric 6 4 Where used TD980 Excessive System Usage Report TD981 Month to Date OTR 6 685 mnthlyReq Description This field contains the monthly required violation percentage Format numeric 6 2 Where used TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Ma...

Page 822: ...the starting date of the 250 day average calculation excl The report date Format alphanumeric 10 Where used TR900 Daily Order and Quote Transactions 6 688 movAvgTransRepDate Description This field contains the starting date of the 250 day average calculation incl the report date Format alphanumeric 10 Where used TR900 Daily Order and Quote Transactions 6 689 mrtyDat Description This field contains...

Page 823: ...uote Request Performance TD947 MTD Advanced Market Making Quote Request Performance 6 691 mtdDays Description This field contains the total trading days till date Format numeric 2 Where used TD981 Month to Date OTR 6 692 mtdOrderedVol Description This field contains the cumulated ordered volume on this trading day and all previous days of the month which is divided by volume limit to get the order...

Page 824: ...ption This field contains the monthly total contract volume in the current month Format numeric 9 Where used TD930 Daily Trade Statistics TE930 T7 Daily Trade Statistics 6 696 mtdVolLim Description This field contains the sum of Volume Limits of this trading day and all previous trading days of the month which is required to calculate order to trade ratio Format numeric 12 Where used TD981 Month t...

Page 825: ...Format numeric 5 Where used TD957 Advanced Market Making Measurement 6 699 mthPackReqIdx Description This field containes the number of equity index options that must be fulfilled within the respective market maker program package in order to fulfill the whole package This is less or equal to the number of index products within the package Format numeric 5 Where used TD957 Advanced Market Making M...

Page 826: ... the valid quote requests in the respective market maker program package that must not be exceeded Format numeric 6 2 Where used TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement 6 702 mthReqViol Description This field conatins the number of maximum tolerated days with violation and is equal to nbrTolViolDays Format numeri...

Page 827: ...rformed Format alphanumeric 1 Valid Values Decodes Descriptions A Approve Trade B Delivered to CCP C Accept Give Up D Delete Trade E Enter Trade F Full Position Transfer G Enter Give Up H Cash Settlement I Assignment J Capital Adjustment K Position Transfer Take up L Delete Give Up M Modify Trade N Delete Position Transfer O Enter Position Transfer P Pending Delivery Q Accept Position Transfer R E...

Page 828: ... equity products on which the members have to place quotes as an obligation to a market maker program Format numeric 5 Where used TD957 Advanced Market Making Measurement 6 707 nbrExrPrcToBeQuot Description This field contains the number of exercise price around the current underlying price at which the member has to place quotes as an obligation to market maker program Format numeric 5 Where used...

Page 829: ...ription This field contains the number of maximum tolerated days with violation in the market maker program Format numeric 5 Where used TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement 6 710 ndm Description This field contains NDM Additional Margin Future Spread Margin Format numeric signed 16 2 Where used CC100 Risk Valu...

Page 830: ...d contains the netted futures position of the member Format numeric signed 8 Where used CC040 Liquidating Values CC740 Liquidating Values 6 714 netPayinAmount Description This field contains Settlement Obligation after netting payin or payout Format numeric 18 2 Where used CE056 End of Day CLS Settlement Report CI056 Preliminary CLS Settlement Report 6 715 netPayoutAmount Description This field co...

Page 831: ...lx Cntr Dly Transactn CB012 Account Statement CB102 Cash Settled Contracts CB702 Cash Settled Contracts Overview CB740 TAIFEX Position Information CB741 KRX Position Information CE075 Notification Allocation Summ CE775 Notification Allocation Information 6 717 netRskPos Description This field contains the net long positive or short negative risk position Format numeric signed 13 3 Where used CC040...

Page 832: ... using option pricing models based on the projected under lying prices Format numeric 10 4 Where used CA051 Capital Adjustment Series CA052 Capital Adjustment Positions 6 720 nextBusDate Description This field indicates the next business date of the product Format DateFormat Where used TA115 Total Return Futures Parameters 6 721 nextExpDat Description This field contains the next FX upcoming expir...

Page 833: ...ed TA114 Variance Futures Parameter 6 724 nomQty Description This field contains accumulated nominal amount of the executed order Format numeric signed 15 2 Where used CB315 Daily Clearing Fees Bonds CB320 Daily Clearing Fees Equities 6 725 nomVal Description This field contains the nominal face value of the security Format numeric 9 Where used TC549 EBI Trade Maintenance TE545 Daily TES Maintenan...

Page 834: ...ams for the product Format numeric 2 Where used TA111 All Active Inactive Series 6 728 notifVol Description This field contains the volume of notified contracts Format numeric 9 Where used CR010 Clearing Ranking 6 729 novDat Description This field indicates the Novation Date Format DateFormat Where used CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6 730 numberOfBuy Descrip...

Page 835: ...ible Instrument Definition 6 732 numberOfSell Description This field contains the number of traded sell orders Format numeric 9 Where used TE910 T7 Daily Trade Activity 6 733 numOfDaysLt Description This field indicates for late delivery fines LDF how many days the trade is late for interest of delay IoD the number of days of interest calculation Format numeric 9 Where used CB225 Daily Eurex Fines...

Page 836: ...tions Description This field contains the number of relevant order and quote transactions for the report date Format numeric 12 Where used TR900 Daily Order and Quote Transactions 6 737 numOfTransExcTransLim Description This field contains the Number of transactions which exceed the trans action limit Format numeric 15 Where used CB197 Excessive System Usage Fee 6 738 onBhalfPartSmbl Description T...

Page 837: ...quest was initiated on behalf of Format alphanumeric 11 Where used TT761 User Entitlement Changes TT764 Four eye Request Processing Entitlement 6 740 oneSideQuoteAlwdFlg Description This field indicates if one sided quotes are allowed for the product Format alphanumeric 1 Valid Values Decodes Descriptions Y Yes N No Where used TA111 All Active Inactive Series 6 741 openBuyOrders Description This f...

Page 838: ...s field indicates total number of open sell orders Format numeric 9 Where used TE550 Open Order Detail 6 744 openSellVolume Description This field indicates total remaining quantity of open sell orders Format numeric 9 Where used TE550 Open Order Detail 6 745 opnClsCod Description This field contains the open close flag which indicates whether the transaction is placed to open a new position or to...

Page 839: ...nt CB750 Give Up Trades Overview CB751 Take Up Trades Overview RD135 Trade Enrichment Rule Status TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance TC810 Daily Trade Confirmation TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation 6 746 opnIntQty Descripti...

Page 840: ...g option Format numeric signed 12 Where used CC040 Liquidating Values CC740 Liquidating Values 6 749 optiGatewayLocId Description This field indicates the optimal performance gateway location for trading the respective product Format numeric 1 Valid Values Decodes Descriptions 0 optimal gateway location 0 1 optimal gateway location 1 Where used TA111 All Active Inactive Series 6 750 optTrnIdNo Des...

Page 841: ...y TES Maintenance 6 752 orderVol Description This field shows either n a or a natural number indicating the ordered volume Format alphanumeric 13 Where used CB069 Transaction Report 6 753 ordOriginFirm Description This field contains external cooperation partner ID used in selected cooperation links such as with KRX Format alphanumeric 7 Where used CB012 Account Statement CB750 Give Up Trades Over...

Page 842: ...urex XML Report Reference Manual Version V 3 1 3 05 04 2017 XML Report Tag Descriptions Page 842 6 754 ordrCmbTypCod Description This field contains the order combination type code Format alphanumeric 1 ...

Page 843: ... COMBO Combo K STG Strangle l CLAD Call Ladder L PLAD Put Ladder p STDT Straddle Calendar Spread P DIASTD Diagonal Straddle Calendar Spread R CNV Conversion Reversal S STD Straddle w CCOND Call Condor W PCOND Put Condor X BOX Box y BUL P Call Spread versus Put Y BER C Call Spread versus Put z STD C Straddle versus Call Z STD P Straddle versus Put n CALL U Call Volatility Trade N PUT U Put Volatili...

Page 844: ...U Strangle versus Short U L Q STG U Strangle versus Long U L x CNV U Conversion Reversal versus Short U L c JR Jelly Roll r RBER U 2x1 Ratio Put Spread versus Short U L s RBUL U 2x1 Ratio Call Spread versus Long U L 0 Standard options strategies 1 Non standard options strategies 2 Volatility strategies 6 Standard futures strategies 7 Packs and bundles Where used CB010 Position Detail CB011 Std and...

Page 845: ...eric signed 9 5 Where used CA054 Capital Adjustment Orders TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance 6 757 ordrExePrc1 Description This field contains the limit price of the order Format numeric signed 9 5 Where used TC549 EBI Trade Maintenance 6 758 ordrExeQty Description This field contains the order executed quantity which is the match...

Page 846: ...stment Orders 6 760 ordrGtcInd Description This field indicates the good till type restriction code which the member assigned to the order Format alphanumeric 1 Valid Values Decodes Descriptions Good for day D Good till date R Good till market reset X Good till cancel Where used TC541 Dly Strategy Order Maintenance 6 761 ordrMtnCod Description This field contains the order maintenance code which i...

Page 847: ...LDel Delete All By Risk Limit Event M Mtch Matched N MResRea Market Reset or Market Reallocation O RLDel Deletion due to Risk Limit Breach P PMtch Partially Matched Q TIMDel Trade Interrupt Delete Member R STrg Trigger S PChg Time Priority Change T HBDel Heartbeat Delete U Uncs Uncrossed V MMDel Market Makter Protection Delete W Start Start X Cncl Deleted by Eurex Y STDel Stop Button Delete Z MRes...

Page 848: ... Strategy Order Maintenance TC810 Daily Trade Confirmation 6 763 ordrNo1 Description This field indicates the order identification number assigned to an order by the exchange Format numeric 16 Where used CC080 Security Cash Risk Position CC780 Security Cash Risk Position 6 764 ordrNoX Description This field indicates the order identification number assigned to an order by the exchange Format alpha...

Page 849: ...ric 1 Where used TC810 Daily Trade Confirmation TE810 T7 Daily Trade Confirmation 6 767 ordrQty Description This field contains the remaining order quantity of the transaction which has not been executed yet Format numeric 9 Where used CA054 Capital Adjustment Orders TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance TE...

Page 850: ...sed CA054 Capital Adjustment Orders TC541 Dly Strategy Order Maintenance TC810 Daily Trade Confirmation 6 769 ordrTyp Description This field contains the order type Format alphanumeric 1 Valid Values Decodes Descriptions 1 REG Regular Order 2 STP Stop Order 4 OCO One Cancels Other 5 QUO Quote Side Where used TE540 Daily Order Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE...

Page 851: ...STP Stop Order V TES Vola Trade W TES EFS Trade X STN STORNO Z BAR Block Auction Request Where used CA054 Capital Adjustment Orders CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB120 Member Exception Positions CB165 Eurex Fee Statement TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance TC810 Daily Trade Confirmation 6 771 origClOrdId Descript...

Page 852: ...Active Trd Summary CB110 Account Transfer Exception CB120 Member Exception Positions CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades 6 773 origCurrTypCod Description This field contains the original currency code of the cash amount only if different from settlement currency Format alphanumeric 3 Where used CC080 Security Cash Ri...

Page 853: ...ation 6 775 originCountryCode Description This field indicates the code of the country where the order has been entered using the internationally accepted origin country code given by ISO 3166 1 alpha 2 Format alphanumeric 2 Where used TE540 Daily Order Maintenance TE545 Daily TES Maintenance 6 776 origMLegRptTyp Description This field contains the information if the trade resulted from a single o...

Page 854: ...779 origOrdrNo Description This field indicates the original order number which is assigned by the exchange where the trade is originated Format alphanumeric 12 Where used CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB120 Member Exception Positions CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades TC810 Daily Trade ...

Page 855: ...x Cntr Dly Transactn CB012 Account Statement CB750 Give Up Trades Overview CB751 Take Up Trades Overview TC810 Daily Trade Confirmation 6 782 origStrategyLinkId Description This field contains the original reported identifier that links all trades resulting from a match step of a strategy order in the trading venue Format alphanumeric 15 Where used CB012 Account Statement 6 783 origStratInstrTyp D...

Page 856: ...ement 6 785 origTradeId Description This field contains the original reported trade item identifier from the trading venue Format alphanumeric 12 Where used CB012 Account Statement 6 786 origTrdDat Description This field contains the original trade date when the trade was executed Format DateFormat Where used CB012 Account Statement 6 787 origTrdDatCet Description This field contains the original ...

Page 857: ...eld shows the original trade price entered during the position transfer Format numeric signed 8 5 Where used CB030 Position Transfer Overview CB730 Position Transfer Summary 6 790 origTrdTim Description This field contains the original trade time when the trade was performed Format TimeFormat Where used CB012 Account Statement 6 791 origTrdTimCet Description This field contains the original trade ...

Page 858: ... date In the context of historical trade transfer it indicates the date on which the trade was executed Format DateFormat Where used CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB110 Account Transfer Exception CB120 Member Exception Positions CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades CB165 Eurex Fee Statemen...

Page 859: ... Position Detail CB011 Std and Flx Cntr Dly Transactn CB110 Account Transfer Exception CB120 Member Exception Positions CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades TC810 Daily Trade Confirmation 6 796 origTrnTim Description This field contains the original time when the transaction was performed Format TimeFormat Where used ...

Page 860: ...d CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6 799 ovnRat Description This field indicate the overnigth interest rate EONIA for instance given in percentage Format numeric signed 6 4 Where used TA114 Variance Futures Parameter 6 800 ovrUndrCovAmnt Description This field contains the difference between the cover value and the margin requirement A negative amount means cov...

Page 861: ...e collateral pool Format alphanumeric 5 Where used CD009 Daily Cash Transactions CD020 Collateral Movement Coverage CD030 Security Expiration CD037 Claim Amount Based Collaterals CD080 Monthly Collateral Movement CD100 Audit Trail Coll Transactions 6 803 ownrshipIndictr Description This field contains additional information in case the account name represents an account group ALL Client House Form...

Page 862: ...Format alphanumeric 5 Where used TD942 Daily Advanced Market Making Quote Request Performance TD944 Daily Advanced Market Making Strategy Quote Request Perfor mance TD947 MTD Advanced Market Making Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request Performance TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement TD982 Special Report Fre...

Page 863: ...Account Statement 6 808 parRole Description Indicates the acting party Format alphanumeric 1 Valid Values Decodes Descriptions 1 Give up Trading Firm 2 Give up Clearing Firm 3 Take up Trading Firm 4 Take up Clearing Firm 5 Position Transfer from Exchange participant 6 Position Transfer from Clearing participant 7 Position Transfer to Exchange participant 8 Position Transfer to Clearing participant...

Page 864: ...ce Trading Participant RD145 Pre trade Limits Status Trading Participant TD980 Excessive System Usage Report TD981 Month to Date OTR TE535 Cross and Quote Requests TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches TR900 Daily Order and Quote Transactions TT132 Market Maker Protection TT133 Trading ...

Page 865: ...Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance TC810 Daily Trade Confirmation TT110 User Security Maintenance TT115 User Security Status TT120 Trader Underlying Maintenance TT125 Trader Underlying Status TT131 Risk Event Trader Report TT770 Password Change 6 811 partIdCodFrom Description This field contains the user ID of the exchange member initiating the transaction...

Page 866: ...code of the trader for whom the quote order was made modified Format alphanumeric 6 Where used CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB064 Flx Cntr Daily Transactions CB730 Position Transfer Summary CB750 Give Up Trades Overview CB751 Take Up Trades Overview CE780 Exercise Abandon Daily Maintenance Overview TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC5...

Page 867: ...Transfer Overview 6 817 partIdCodSec Description This field contains the participant ID who performed the maintenance activity Format alphanumeric 6 Where used TT110 User Security Maintenance TT120 Trader Underlying Maintenance TT121 Member Underlying Maintenance 6 818 partLastModDat Description This field indicates the date at which last update was made on a Partic ipant Format DateFormat Where u...

Page 868: ...port TD981 Month to Date OTR TE535 Cross and Quote Requests TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches TR900 Daily Order and Quote Transactions TT132 Market Maker Protection TT133 Trading Risk Events 6 820 partResnForChang Description This field indicates the reason for the change in the Ent...

Page 869: ...itlement Changes TT762 Participant Entitlement Status TT763 Participant Entitlement Changes TT764 Four eye Request Processing Entitlement 6 822 paymDat Description This field contains the coupon payment date Format DateFormat Where used CC031 Theoretical Values II 6 823 pendingAmnt Description This field contains the pending amount Format numeric signed 14 2 Where used CE051 FX Transactions Instru...

Page 870: ...eric 1 Valid Values Decodes Descriptions 0 N Non persistent 1 P Persistent Where used TE540 Daily Order Maintenance 6 826 persOrdOnl Description This field contains a flag to indicate if only persistent orders are allowed after a limit breach with order deletion Format alphanumeric 1 Valid Values Decodes Descriptions Y Only persistent orders are allowed after the limit breach Action level 1 and 2 ...

Page 871: ...ere used CD042 Daily Settlement Statement CI042 Margin Call CN042 Night Margin Call 6 829 poolId Description This field contains the unique identification of a collateral pool Format alphanumeric 15 Where used CA770 Account Maintenance CB235 Daily Security Collateral Fee Statement CC060 Daily Margin Summary CC760 Daily Margin Summary CD009 Daily Cash Transactions CD010 Daily Cash Account CM CD012 ...

Page 872: ...on This field contains the name of the member that is the owner of a particular collateral pool Format alphanumeric 5 Where used CD015 Detailed Account Statement CD033 Collateral Composition CD042 Daily Settlement Statement CD230 Monthly Interest Report CI042 Margin Call CN042 Night Margin Call 6 831 poolSrplShfl Description This field contains the amount of surplus shortfall of the pool Format nu...

Page 873: ...tement CI042 Margin Call CN042 Night Margin Call 6 833 poolUsedSrplShfl Description This field contains the amount of used surplus shortfall of the pool Format numeric signed 13 2 Where used CD042 Daily Settlement Statement CI042 Margin Call CN042 Night Margin Call 6 834 posDescLevl2 Description This field contains the Product Hierarchy Level 2 Format alphanumeric 40 Where used CB193 Monthly Conne...

Page 874: ...es 6 837 positionId Description Unique identifier of the position Position ID remains unchanged as long as account and instrument are the same In case the position is closed out and re establlished later on it stays unchanged as well Format alphanumeric 11 Where used CB012 Account Statement CB730 Position Transfer Summary 6 838 posMovInd Description This field Position Movement Indicator indicates...

Page 875: ...rmat numeric signed 9 Where used CE050 Expiration Payment vs Payment CE750 Expiration Payment vs Payment Overview 6 841 posnCurVal Description This field contains the current liquidating value of the risk position for the related underlying or the security price of the underlying The premium margin or current liquidating margin for the risk position will be equal to this value Format numeric signe...

Page 876: ... field contains the long positions after the adjustment made as a result of the credit futures separation event Format numeric 9 Where used CB172 Credit Futures Separation 6 845 posnLngBal Description This field contains the long position in the respective option series and transaction account per exchange member It includes any positions designated as pending give up trades Format numeric 10 Wher...

Page 877: ...n account per exchange member Format numeric 10 Where used CB020 Position Summary CB021 Position Active Trd Summary 6 847 posnLngBefore Description This field contains the long positions before the adjustment made as a result of credit futures separation event Format numeric 9 Where used CB172 Credit Futures Separation 6 848 posnNetBal Description This field indicates the long or short net positio...

Page 878: ...eld contains the number of net short position of the member for the contract Format numeric 9 Where used CC010 Premium Margin CC710 Premium Margin 6 851 posnNonSpread Description This field indicates the number of net non spread long positive or short negative positions of the member for the contract Format numeric signed 9 Where used CC020 Futures Spread Margin CC720 Futures Spread Margin 6 852 p...

Page 879: ...nShtBal Description This field contains the short position in the respective option series and transaction account per exchange member It includes any positions designated as pending give up trades Format numeric 10 Where used CB020 Position Summary CB021 Position Active Trd Summary CB031 Settling Futures Positions CB115 EEX Position Transfer CB120 Member Exception Positions CB731 Settling Futures...

Page 880: ...mary CB021 Position Active Trd Summary 6 856 posnShtBefore Description This field contains the short positions before the adjustment made as a result of credit futures separation event Format numeric 9 Where used CB172 Credit Futures Separation 6 857 posnTrnGivUpVol Description This field contains the give up volume Format numeric signed 9 Where used CB167 Late Closing Fees 6 858 posnTrnOthVol Des...

Page 881: ...l Description This field contains the trade adjustment volume Format numeric signed 9 Where used CB167 Late Closing Fees 6 861 posnTypNam Description This field indicates the position type name Format alphanumeric 1 Valid Values Decodes Descriptions N Net Delivery S Gross Sell R Gross Buy O Other P Price Differences I Income Event B Buy In Payment C Cash Settlement U Coupon Compensation L Net Cash...

Page 882: ...tion transfer Where used CB030 Position Transfer Overview CB730 Position Transfer Summary 6 863 posTrfPrc Description This field shows the position transfer price i e the price at which the position transfer is executed This is the previous night s settlement price for future styled products and zero for premium styled products Format numeric signed 8 5 Where used CB030 Position Transfer Overview ...

Page 883: ...relimFlg Description This field indicates whether the current data record is preliminary data which might be object of change later on Format alphanumeric 1 Valid Values Decodes Descriptions X X Where used CB012 Account Statement CB750 Give Up Trades Overview CB751 Take Up Trades Overview CE070 Exercise And Assign Summary 6 867 preliminaryTradesAllowed Description Information if preliminary trades...

Page 884: ...t numeric signed 12 6 Where used TA115 Total Return Futures Parameters 6 869 prgId Description This field contains the Program ID for TDP Format numeric 3 Where used CB186 Monthly Rebates TDP 6 870 priceStep Description This field contains the price step used in a price step table Each price must be a multiple of the corresponding price step Format numeric signed 9 5 Where used TA111 All Active In...

Page 885: ...tenance TE550 Open Order Detail 6 873 priorityTime Description This field contains the priority time of the given order which is in generic time format Format TimeFormat18 Where used TE540 Daily Order Maintenance TE550 Open Order Detail 6 874 privlgeDescrptn Description This field provides the description of the privilege Format alphanumeric 100 Where used TT760 User Entitlement Status TT761 User ...

Page 886: ...escription This field contains the net premium month to date balance which is the net premium received positive or paid negative per account per product in the current month Format numeric signed 12 2 Where used CB080 Premium Summary CB090 Premium Overall Summary CB790 Premium Information 6 877 prmNetBal Description This field contains the premium net balance which is the net premium receivable po...

Page 887: ... balance received positive amount or paid negative amount in the previous month Format numeric signed 12 2 Where used CB090 Premium Overall Summary CB790 Premium Information 6 880 prmRcvBal Description This field contains the premium receivable balance per account per product for the current day Format numeric signed 12 2 Where used CB080 Premium Summary CB090 Premium Overall Summary CB790 Premium...

Page 888: ...ate balance which is the net premium received positive amount or paid negative amount per account per product accumulated for the current year Format numeric signed 13 2 Where used CB080 Premium Summary CB090 Premium Overall Summary CB790 Premium Information 6 883 prntfourEyesIndictr Description This field indicates the old parent four eye indicator which existed before modification Format alphanu...

Page 889: ...This field represents the Business Date on which the following TRF Product Parameters apply Format DateFormat Where used TA115 Total Return Futures Parameters 6 886 prodExchAff Description This field identifies the cooperation partner to which a given product is assigned Format alphanumeric 1 Valid Values Decodes Descriptions Eurex E EEX I ISE H Helsinki Exchange K Korean Exchange O Osaka Exchange...

Page 890: ...Daily OTC CCP Fee Statement CB187 Monthly Rebates Overview TT120 Trader Underlying Maintenance TT121 Member Underlying Maintenance TT125 Trader Underlying Status TT126 Member Underlying Status 6 888 prodId Description This field contains the product ID Format alphanumeric 4 Where used CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CA752 Capital A...

Page 891: ... Monthly Rebates TDP CB187 Monthly Rebates Overview CB192 Monthly Fee Statement CB196 Daily Overall Fee Summary CB197 Excessive System Usage Fee CB702 Cash Settled Contracts Overview CB715 Average Pricing CB730 Position Transfer Summary CB731 Settling Futures Positions Overview CB740 TAIFEX Position Information CB741 KRX Position Information CB750 Give Up Trades Overview CB751 Take Up Trades Overv...

Page 892: ...aily Regular Market Making Quote Request Performance TD941 Daily Permanent Market Making Quote Request Performance TD942 Daily Advanced Market Making Quote Request Performance TD943 Daily Permanent Market Making Strategy Quote Request Performance TD944 Daily Advanced Market Making Strategy Quote Request Perfor mance TD945 MTD Regular Market Making Quote Request Performance TD946 MTD Permanent Mark...

Page 893: ...C CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6 890 prodLngNam Description This field contains the long name of the product Format alphanumeric 35 Where used CB001 Product and Price Report CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement TA111 All Active Inactive Series 6 891 prodManual Description This field indicates when some manual entries overwrite the variance fu...

Page 894: ...te Report CB187 Monthly Rebates Overview 6 893 prodRebGrpIdName Description This field contains the long name of the product rebate group Format alphanumeric 30 Where used CB179 Monthly Rebate Report CB187 Monthly Rebates Overview 6 894 prodRebGrpVol Description This field contains the volume of the product rebate group Format numeric signed 9 Where used CB179 Monthly Rebate Report 6 895 prodSeg D...

Page 895: ...port 6 897 prodSegName Description This field contains the long name of the product segment Format alphanumeric 30 Where used CB001 Product and Price Report CB179 Monthly Rebate Report 6 898 prodTim Description This field indicates the accumulated time the product was available in the trading period trading or fast market Format TimeFormat Where used TD956 Permanent Market Making Measurement TD957...

Page 896: ...eFormat Where used TA114 Variance Futures Parameter 6 900 prodTrdStsCod Description This field indicates the trading phase of the product Format alphanumeric 1 Valid Values Decodes Descriptions N N F F Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 901 prodTypId Description This field indicates the product type ID which is the combination of product line and product type code ...

Page 897: ...ansactn CB012 Account Statement CB020 Position Summary CB021 Position Active Trd Summary CB030 Position Transfer Overview CB031 Settling Futures Positions CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CB065 System Transaction Overview CB080 Premium Summary CB102 Cash Settled Contracts CB120 Member Exception Positions CB702 Cash Settled Contracts Overview CB730 Position Transf...

Page 898: ...86 Monthly Rebates TDP CB187 Monthly Rebates Overview CB191 Monthly TES Late Entry Fine CB192 Monthly Fee Statement CB196 Daily Overall Fee Summary CB197 Excessive System Usage Fee 6 903 product Description This field indicates the product Format alphanumeric 8 Where used RD140 Pre trade Limits Maintenance Trading Participant RD145 Pre trade Limits Status Trading Participant RD155 Pre trade Limits...

Page 899: ...tes the product MIC Market Identification Code Format alphanumeric 4 Where used CB010 Position Detail TA111 All Active Inactive Series TC810 Daily Trade Confirmation 6 905 prodVol Description This field contains the product volume Format numeric signed 8 Where used CR010 Clearing Ranking TR010 Trading Ranking 6 906 prodVolA Description This field contains the product volume of transactions from th...

Page 900: ...king Measurement TR010 Trading Ranking 6 908 prodVolP Description This field contains the product volume of transactions from the propri etary account Format numeric signed 8 Where used TR010 Trading Ranking 6 909 projPrc Description This field contains the projected price of the underlying Format numeric signed 13 5 Where used CC034 Theoretical Prices 6 910 prtMgnReqt Description This field conta...

Page 901: ...rgin Summary CI060 Daily Margin Summary CN060 Nightly Margin Summary 6 912 prvUpdDat Description This field contains the date of the previous update Format DateFormat Where used RD110 User Profile Maintenance RD120 User Transaction Size Limit Maintenance RD130 Trade Enrichment Rule Maintenance RD140 Pre trade Limits Maintenance Trading Participant TT110 User Security Maintenance TT120 Trader Under...

Page 902: ... quoReqTot Description This field contains the total quote requests submitted for a product in the reporting period Format numeric 5 Where used TD940 Daily Regular Market Making Quote Request Performance TD941 Daily Permanent Market Making Quote Request Performance TD942 Daily Advanced Market Making Quote Request Performance TD945 MTD Regular Market Making Quote Request Performance TD946 MTD Perma...

Page 903: ...e Request Performance TD946 MTD Permanent Market Making Quote Request Performance TD947 MTD Advanced Market Making Quote Request Performance TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request Performance 6 917 quoReqViolPct Description This field contains the quote request violation percentage which is the valid quote reques...

Page 904: ...te Performance of a Market Maker on that trading day Format numeric 5 4 Where used TD980 Excessive System Usage Report TD981 Month to Date OTR 6 921 quoteSizeQuality Description This field contains Quote Size Quality on that trading day which is the average size number of contracts quoted per product for a given period Format numeric 12 Where used TD981 Month to Date OTR 6 922 rateIdentifier Descr...

Page 905: ...ible Instrument Definition 6 924 realisedVar Description This field indicates the realised variance calculated from the underlying closing prices since the contract introduction Format numeric 12 6 Where used TA114 Variance Futures Parameter 6 925 realisedVol Description This field indicates the realised volatility defined as the squared root of the realised variance Format numeric 5 2 Where used ...

Page 906: ...Eurex XML Report Reference Manual Version V 3 1 3 05 04 2017 XML Report Tag Descriptions Page 906 ...

Page 907: ...ANGE INSTRUMENT STATE 23 ProdSt CHANGE PRODUCT STATE 26 DataLd REFERENCE DATA LOAD 27 ImUp IMAGE START UP 28 ImDown IMAGE SHUT DOWN 30 IncReq INCOMING REQUEST 34 QuoCrs QUOTE SIDES CROSSING 35 MktTrg MARKET ORDER TRIGGERED 36 AddTrg ORDER ADDED AND TRIGGERED 37 ChgTrg ORDER REPLACED AND TRIGGERED 44 IntraD INTRADAY STARTUP PROCESSING 45 SOD START OF DAY PROCESSING 46 EOD END OF DAY PROCESSING 47 E...

Page 908: ...5 ReaQuo QUOTE REACTIVATION 76 DataCh REFERENCE DATA UPDATE 77 IBBO IBBO UPDATE 78 DataCh REFERENCE DATA UPDATE ADD 79 DataCh REFERENCE DATA UPDATE CHANGE 80 DataCh REFERENCE DATA UPDATE DELETE 82 PAPChk POTENTIAL AUCTION PRICE CHECK 83 Susp INSTRUMENT SUSPENSION 84 MMPar MARKET MAKER PARAMETER UPDATE REQUEST 85 InsStp INSTRUMENT STOP 86 RPrcUp REFERENCE PRICE UPDATE 88 ImFail IMAGE FAILOVER 89 Ti...

Page 909: ...MUM QTY 138 RecPrc RECOV INVALID LIMIT PRICE 139 RecBU RECOV NONEXISTENT OWNING BUID 141 RecUsr RECOV NONEXISTENT OWNING USERID 142 RecSes RECOV NONEXISTENT OWNING SESSIONID 143 RecStp RECOV INVALID STOP PRICE 144 RecDel RECOV MARKED FOR DELETE 145 RecIns RECOV NONEXISTENT INSTRUMENT 146 RecREv RECOV BUSINESS UNIT RISK EVENT 147 RecPrc RECOV INVALID NET CHANGE LIMIT PRICE 148 PDlOrd RECOV PENDING ...

Page 910: ...B SLOW BUTTON HIT 178 RelSlw SLOW BUTTON RELEASE 179 MbSts MEMBER STATUS CHANGE 180 Feed FEED AFTER UNCROSSING 181 Owner ORDER CHANGE OWNERSHIP 182 DataEr AUTO DELETED COMPLEX INSTRUMENT MISSING LEG 183 Halt SET ALL PRODUCTS HALT 184 SloPrt CHECK SLOW PARTITION 185 SloPrt RESOLVE SLOW PARTITION 186 ErrPrt CHECK SLOW PARTITION TIMER EXPIRED 187 ErrPrt RESOLVE SLOW PARTITION TIMER EXPIRED 191 CorAct...

Page 911: ...s per product group executed in the order book Format numeric signed 9 2 Where used CB179 Monthly Rebate Report 6 928 rebAmntX Description This field contains the rebate amount Format numeric 11 2 Where used CB186 Monthly Rebates TDP 6 929 rebLevInPerc Description Rebate level in percent Format numeric 3 Where used CB182 Monthly OTC CCP Fee Statement 6 930 rebQty Description This field contains th...

Page 912: ...erview 6 932 rebTyp Description This field indicates the type of rebate given to the member Format alphanumeric 30 Valid Values Decodes Descriptions Revenue Sharing Programs Product Group Rebates TDP Champions Group Trader Development Program Trader Development Rebate Trader Develop Reb 2010 Where used CB179 Monthly Rebate Report CB186 Monthly Rebates TDP 6 933 recDat Description This field contai...

Page 913: ...meric 4 Where used TA111 All Active Inactive Series 6 935 recTypCod Description This field contains the record type code which is a sequence number used to technically distinguish between several different layout struc tures in the same report Format alphanumeric 1 Where used CE070 Exercise And Assign Summary CE770 Exercise And Assign Overview RD110 User Profile Maintenance TC549 EBI Trade Mainten...

Page 914: ...here used CB320 Daily Clearing Fees Equities 6 939 rejQty Description This field contains the number of order rejected per member and contract Format numeric signed 8 Where used CB740 TAIFEX Position Information 6 940 relatedTransactionId Description This is a transaction ID of the newly created average price transaction This will be filled for all the individual transactions that form the average...

Page 915: ...9 MTD Advanced Market Making Strategy Quote Request Performance 6 942 repPerToDat Description This field contains reporting period to date which is the last day included in the reporting period Format DateFormat Where used TD945 MTD Regular Market Making Quote Request Performance TD946 MTD Permanent Market Making Quote Request Performance TD947 MTD Advanced Market Making Quote Request Performance ...

Page 916: ...E535 Cross and Quote Requests 6 945 reqrAmntClear Description This field contains the requirement of a clearing member in clearing currency Format numeric 14 2 Where used CB235 Daily Security Collateral Fee Statement 6 946 reqrFeeCalcMinusCashColl Description This field contains the requirement for fee calculation minus cash collateral amount Format numeric 14 2 Where used CB235 Daily Security Col...

Page 917: ...on This field contains the request time Format TimeFormat18 Where used TE535 Cross and Quote Requests 6 949 reqType Description This field contains the type or request Valid Values are RFC for cross request and RFQ for quote request Format alphanumeric 3 Valid Values Decodes Descriptions 1 CTA Cross Trade Announcement 2 RFQ Request for Quote Where used TE535 Cross and Quote Requests 6 950 rescAccL...

Page 918: ...5 User Security Status 6 951 rescAccLvlNoAfter Description This field indicates the new Resource Access Level RAL set for the userID Format numeric 1 Valid Values Decodes Descriptions 0 Access not allowed 1 Only inquiry 2 Inquiry add change and approve allowed 3 Inquiry add change approve and delete allowed Where used TT110 User Security Maintenance 6 952 rescAccLvlNoBefore Description This field ...

Page 919: ...es Descriptions 0 Access not allowed 1 Only inquiry 2 Inquiry add change and approve allowed 3 Inquiry add change approve and delete allowed Where used TT110 User Security Maintenance 6 953 rescAccLvlPos Description This field contains the number of the resource which indicates the exchange function Format numeric 3 ...

Page 920: ...aintenance 19 Four Eye Principle 20 Stop Button Slowdown Button Risk Limit Release 21 Interest Rate Update 22 Currency and Exchange Rate 23 Inquire Security 24 Guarantor Maintenance 26 Capital Adjustment Entry 27 Batch Request Maintenance 29 House Inquiry Menu 32 Series Inquiry 34 Energy Product Parameters 35 Delivery Margin 37 Exch Sec Coordinator Menu Screen 39 All Order Quote Inquiry 40 Trade I...

Page 921: ...Member User Device Select 73 Member User Device Update 74 Report ID Description Select 75 Report ID Description Update 76 Fee Discount Select 77 Fee Discount Update 78 Series Expiration Dates Select 79 Series Expiration Dates Update 80 Price Steps Select 81 Price Steps Update 82 Forced Delivery Maintenance 83 Forced Delivery Entry 84 Late Delivery Storno 87 General Trader Authorisation 88 Trade Re...

Page 922: ...ges 137 All Trade Inquiry 138 Own Trade Inquiry 140 Ticker Inquiry 142 Historical Position Transaction Inquiry 143 Market Supervision Information 145 Product State 146 Time and Sales Sheet 147 Change Password 148 Login 149 Reset Password 150 EFP Trade Entry 152 Trader Product Assignment 153 Product Groups 154 Maintain Expiration Dates 157 Clearing Main Menu 159 Settlement Prices 160 Position Menu ...

Page 923: ...193 Zero Cost Quantities Inquiry 194 Member List Inquiry 195 Non Clearing Member List Inquiry 196 Notification Inquiry 197 Notification Allocation Inquiry 199 Exercise Inquiry 200 Exercise Assignment Inquiry 205 Product Overview 206 Contract Overview 208 Basis Trade Entry 209 Block Trade Entry 210 Strategy Block Trade Approve 211 EFP Fin Index Futures Trade Entry 212 EFS Trade Entry 213 EBI Trade ...

Page 924: ...te Entry 263 Options Quote Delete 264 Options Quote Request 269 Options Mass Quote Delete 271 Options Delete All Orders Quotes 272 Options Mass Quote Entry 273 Heartbeat 274 PIN Procedure 275 Market Maker Quote Limit 276 Block Auction Request 277 Strategy Block Auction Request 280 Change Subgroup 281 Cross Request 284 Futures Combination Cross Request 285 Order Mass Delete 286 Combination Order Ma...

Page 925: ...nter Final Settlement Price 335 Notification Entry Maintenance 337 Futures Deliverable Position Inquiry 338 Unnotified Future Positions 339 Allocation Inquiry 340 Deliverable Bond Maintenance 341 Credit Default Event 344 Options Margin Parameters 345 Maintain Security 347 Inquire VAT Parameter 348 Maintain VAT Parameter 399 Password Changed Where used TT110 User Security Maintenance TT115 User Sec...

Page 926: ...5 Where used CB012 Account Statement CB715 Average Pricing 6 956 residualBal Description This field contains the residual balance which is the residual receivable positive or payable negative per account per product on the current day Format numeric signed 12 2 Where used CB790 Premium Information CB795 Variation Margin Information 6 957 resZerCstQty Description This field contains the result zero...

Page 927: ... reuseSecCollFeeRate Description This field contains the daily reuse security collateral fee rate in basis points Format numeric 3 1 Where used CB235 Daily Security Collateral Fee Statement 6 961 revProgNam Description This field indicates long name of the revenue program under which the rebate is given to the member Format alphanumeric 24 Where used CB179 Monthly Rebate Report 6 962 revRef Descri...

Page 928: ... 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 volatili...

Page 929: ...idation value for the price up volatility down scenario All figures are displayed in the product currency Format numeric signed 14 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 968 riskPuVn Description This field contains the difference between the current liquidation value and the evaluated liquidation value for the price up volatility neutral scenario All figures are displayed...

Page 930: ...ames we have to implement the row names like variables Format alphanumeric 8 Valid Values Decodes Descriptions Risk Risk row name Where used CC045 Additional Margin CC745 Additional Margin 6 971 rmngTrdUntNo Description This field contains the remaining trade unit number Format numeric 8 2 Where used CE120 ECC Delivery Report 6 972 rnk Description This field contains the member s rank among other ...

Page 931: ...meric 5 Where used TR010 Trading Ranking 6 974 rnkExer Description This field contains the member s rank related to total number of positions exercised on the product Ranks are given per product basis Format numeric 5 Where used CR010 Clearing Ranking 6 975 rnkExerOf Description This field contains the number of members considered in the ranking for number of positions exercised on the product For...

Page 932: ...e product Format numeric 5 Where used CR010 Clearing Ranking 6 978 rnkP Description This field contains the trading member s ranking for the total contracts traded on the product from principal account Ranks are given per product basis Format numeric 5 Where used TR010 Trading Ranking 6 979 rnkTyp Description This field contains rank type which indicates whether the member is a clearing or a non c...

Page 933: ...es Descriptions Y Yes N No Where used TT760 User Entitlement Status TT762 Participant Entitlement Status 6 981 rolDescrptn Description This field provides the description of the role Format alphanumeric 100 Where used TT760 User Entitlement Status TT761 User Entitlement Changes TT762 Participant Entitlement Status TT763 Participant Entitlement Changes TT764 Four eye Request Processing Entitlement ...

Page 934: ...090 Premium Overall Summary CB095 Variation Mgn Overall Summary CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception Positions CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades CB165 Eurex Fee Statement CB167 Late Closing Fees CB169 MM Fee Refund CB172 Credit Futures Sepa...

Page 935: ...ating Values CC045 Additional Margin CC050 Daily Margin CC055 Daily Margin Offset CC060 Daily Margin Summary CC080 Security Cash Risk Position CC100 Risk Values History for Limits CC710 Premium Margin CC711 Current Liquidating Margin CC720 Futures Spread Margin CC740 Liquidating Values CC745 Additional Margin CC750 Daily Margin CC755 Daily Margin Offset CC760 Daily Margin Summary CC780 Security Ca...

Page 936: ...llocation Summ CE120 ECC Delivery Report CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment vs Payment Overview CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign Overview CE775 Notification Allocation Information CE780 Exercise Abandon Daily Maintenance Overview CE790 In the money Configuration CI042 Margin Call CI050 Daily Margin CI056 Preliminary CLS ...

Page 937: ...TD Permanent Market Making Quote Request Performance TD947 MTD Advanced Market Making Quote Request Performance TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request Performance TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement TD980 Excessive System Us...

Page 938: ...y labeled S x where x is number of days before S Format numeric 10 Where used CE055 FX Settlement Limit Report 6 984 rptFlexKey Description This field contains the report flexible key Format alphanumeric 14 Where used CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CA752 Capital Adjustment Positions Overview CA770 Account Maintenance CB001 Product...

Page 939: ...CB185 Daily OTC CCP Fee Statement CB186 Monthly Rebates TDP CB187 Monthly Rebates Overview CB191 Monthly TES Late Entry Fine CB192 Monthly Fee Statement CB193 Monthly Connections and Services CB196 Daily Overall Fee Summary CB197 Excessive System Usage Fee CB225 Daily Eurex Fines CB235 Daily Security Collateral Fee Statement CB315 Daily Clearing Fees Bonds CB320 Daily Clearing Fees Equities CB325 ...

Page 940: ...Daily Cash Account CM CD011 Daily Cash Account AH CD012 Daily Cash Account NCM RC CD015 Detailed Account Statement CD020 Collateral Movement Coverage CD030 Security Expiration CD031 Daily Collateral Valuation CD032 Daily Guarantee CD033 Collateral Composition CD037 Claim Amount Based Collaterals CD040 Monthly Guarantee Expiration CD042 Daily Settlement Statement CD043 ECM Value Based Alloc Method ...

Page 941: ...N050 Nightly Margin CN060 Nightly Margin Summary CR010 Clearing Ranking RD110 User Profile Maintenance RD115 User Profile Status RD120 User Transaction Size Limit Maintenance RD125 User Transaction Size Limit Status RD130 Trade Enrichment Rule Maintenance RD135 Trade Enrichment Rule Status RD140 Pre trade Limits Maintenance Trading Participant RD145 Pre trade Limits Status Trading Participant RD15...

Page 942: ...T133 Trading Risk Events TT150 Optional Four Eye Principle TT750 Clearing Four Eye Principle TT760 User Entitlement Status TT761 User Entitlement Changes TT762 Participant Entitlement Status TT763 Participant Entitlement Changes TT764 Four eye Request Processing Entitlement TT770 Password Change 6 985 rptNam Description This field contains the report name Format alphanumeric 30 Where used CA051 Ca...

Page 943: ...CB179 Monthly Rebate Report CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement CB186 Monthly Rebates TDP CB187 Monthly Rebates Overview CB191 Monthly TES Late Entry Fine CB192 Monthly Fee Statement CB193 Monthly Connections and Services CB196 Daily Overall Fee Summary CB197 Excessive System Usage Fee CB225 Daily Eurex Fines CB235 Daily Security Collateral Fee Statement CB315 Dai...

Page 944: ...urity Cash Risk Position CD009 Daily Cash Transactions CD010 Daily Cash Account CM CD011 Daily Cash Account AH CD012 Daily Cash Account NCM RC CD015 Detailed Account Statement CD020 Collateral Movement Coverage CD030 Security Expiration CD031 Daily Collateral Valuation CD032 Daily Guarantee CD033 Collateral Composition CD037 Claim Amount Based Collaterals CD040 Monthly Guarantee Expiration CD042 D...

Page 945: ...Margin Call CN050 Nightly Margin CN060 Nightly Margin Summary CR010 Clearing Ranking RD110 User Profile Maintenance RD115 User Profile Status RD120 User Transaction Size Limit Maintenance RD125 User Transaction Size Limit Status RD130 Trade Enrichment Rule Maintenance RD135 Trade Enrichment Rule Status RD140 Pre trade Limits Maintenance Trading Participant RD145 Pre trade Limits Status Trading Par...

Page 946: ...ate OTR TD982 Special Report French Equity Options TE535 Cross and Quote Requests TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches TE910 T7 Daily Trade Activity TE930 T7 Daily Trade Statistics TR010 Trading Ranking TR900 Daily Order and Quote Transactions TT110 User Security Maintenance TT115 User...

Page 947: ...field contains the report print effective date of the XML and generic text report Format DateFormat Where used CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CA752 Capital Adjustment Positions Overview CA770 Account Maintenance CB001 Product and Price Report CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CB020 ...

Page 948: ...onthly Fee Statement CB193 Monthly Connections and Services CB196 Daily Overall Fee Summary CB197 Excessive System Usage Fee CB225 Daily Eurex Fines CB235 Daily Security Collateral Fee Statement CB315 Daily Clearing Fees Bonds CB320 Daily Clearing Fees Equities CB325 Daily Service Fees CB330 Daily Settlement Fees CB350 Monthly Fee Statement CB702 Cash Settled Contracts Overview CB715 Average Prici...

Page 949: ...30 Security Expiration CD031 Daily Collateral Valuation CD032 Daily Guarantee CD033 Collateral Composition CD037 Claim Amount Based Collaterals CD040 Monthly Guarantee Expiration CD042 Daily Settlement Statement CD043 ECM Value Based Alloc Method CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD072 Monthly Cash Account NCM RC CD080 Monthly Collateral Movement CD090 Overall Asset Summa...

Page 950: ...ade Enrichment Rule Status RD140 Pre trade Limits Maintenance Trading Participant RD145 Pre trade Limits Status Trading Participant RD155 Pre trade Limits Status Clearing Participant TA110 Contract Maintenance TA111 All Active Inactive Series TA113 Complex and Flexible Instrument Definition TA114 Variance Futures Parameter TA115 Total Return Futures Parameters TC541 Dly Strategy Order Maintenance ...

Page 951: ...ches TE910 T7 Daily Trade Activity TE930 T7 Daily Trade Statistics TR010 Trading Ranking TR900 Daily Order and Quote Transactions TT110 User Security Maintenance TT115 User Security Status TT120 Trader Underlying Maintenance TT121 Member Underlying Maintenance TT125 Trader Underlying Status TT126 Member Underlying Status TT130 Risk Event Report TT131 Risk Event Trader Report TT132 Market Maker Pro...

Page 952: ...um Summary CB090 Premium Overall Summary CB095 Variation Mgn Overall Summary CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception Positions CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades CB165 Eurex Fee Statement CB167 Late Closing Fees CB169 MM Fee Refund CB172 Credit...

Page 953: ...heoretical Prices CC040 Liquidating Values CC045 Additional Margin CC050 Daily Margin CC055 Daily Margin Offset CC060 Daily Margin Summary CC080 Security Cash Risk Position CC100 Risk Values History for Limits CC710 Premium Margin CC711 Current Liquidating Margin CC720 Futures Spread Margin CC740 Liquidating Values CC745 Additional Margin CC750 Daily Margin CC755 Daily Margin Offset CC760 Daily Ma...

Page 954: ...gn Summary CE075 Notification Allocation Summ CE120 ECC Delivery Report CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment vs Payment Overview CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign Overview CE775 Notification Allocation Information CE780 Exercise Abandon Daily Maintenance Overview CE790 In the money Configuration CI042 Margin Call CI050 Dail...

Page 955: ...de Confirmation TE812 Daily Prevented Self Matches TE910 T7 Daily Trade Activity TE930 T7 Daily Trade Statistics TR010 Trading Ranking TR900 Daily Order and Quote Transactions TT110 User Security Maintenance TT115 User Security Status TT120 Trader Underlying Maintenance TT121 Member Underlying Maintenance TT125 Trader Underlying Status TT126 Member Underlying Status TT130 Risk Event Report TT131 R...

Page 956: ...n Mix CB069 Transaction Report CB080 Premium Summary CB090 Premium Overall Summary CB095 Variation Mgn Overall Summary CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception Positions CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades CB165 Eurex Fee Statement CB167 Late Clo...

Page 957: ...in CC031 Theoretical Values II CC033 Theoretical Values III CC034 Theoretical Prices CC040 Liquidating Values CC045 Additional Margin CC050 Daily Margin CC055 Daily Margin Offset CC060 Daily Margin Summary CC080 Security Cash Risk Position CC100 Risk Values History for Limits CC710 Premium Margin CC711 Current Liquidating Margin CC720 Futures Spread Margin CC740 Liquidating Values CC745 Additional...

Page 958: ...Day CLS Settlement Report CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE075 Notification Allocation Summ CE120 ECC Delivery Report CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment vs Payment Overview CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign Overview CE775 Notification Allocation Information CE780 Exercise Abandon Dail...

Page 959: ...aking Strategy Quote Request Perfor mance TD945 MTD Regular Market Making Quote Request Performance TD946 MTD Permanent Market Making Quote Request Performance TD947 MTD Advanced Market Making Quote Request Performance TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request Performance TD956 Permanent Market Making Measurement TD...

Page 960: ...itlement Status TT763 Participant Entitlement Changes TT764 Four eye Request Processing Entitlement TT770 Password Change 6 990 rqmntType Description Contains information about type of requirement needed to be fulfilled by ISA Direct Member Format alphanumeric 26 Where used CD091 ISA Direct Mem Asset Summary 6 991 rskEvntTyp Description This field indicates the risk event type used by the member f...

Page 961: ...es Decodes Descriptions 1 Action level 1 Warning 2 Action level 2 Slowdown 3 Action level 3 Stop Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 993 rskLimMtnCod Description This field contains the risk limit maintenance code Format alphanumeric 1 Valid Values Decodes Descriptions A Add Limit added B Breach Limit breach C Change Limit changed D Delete Limit deleted R Rlse Limit...

Page 962: ...ns risk limit type Format alphanumeric 1 Valid Values Decodes Descriptions T TIL Time Interval Limit W WOL Working Order Limit 1 TMR Total margin requirement 2 CULI Premium Margin Current Liquidating Margin Variation Margin Option Premium 3 CASH Variation margin Option premium 4 NDM Additional margin Future spread margin Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 996 savRe...

Page 963: ...here used CB235 Daily Security Collateral Fee Statement 6 999 secCollFeeRate Description This field contains the daily security collateral fee rate in basis points Format numeric 3 1 Where used CB235 Daily Security Collateral Fee Statement 6 1000 secuAdminCod Description This field uniquely identifies the modifying user Format alphanumeric 30 Where used RD110 User Profile Maintenance RD120 User Tr...

Page 964: ... cash collateral is deposited Additionally movements in deposited collaterals are displayed Format numeric signed 12 2 Where used CD020 Collateral Movement Coverage CD031 Daily Collateral Valuation CD037 Claim Amount Based Collaterals CD080 Monthly Collateral Movement CD100 Audit Trail Coll Transactions 6 1003 secuCntrCovQty Description This field contains the security quantity which is used for c...

Page 965: ... 13 3 Where used CC011 Current Liquidating Margin CC031 Theoretical Values II CC711 Current Liquidating Margin 6 1006 secuCurClsPrc Description This field contains the last closing price of the security pledged as collateral Format numeric signed 8 2 Where used CC031 Theoretical Values II 6 1007 secuEvalPct Description This field contains the collateral evaluation percent haircut of the security w...

Page 966: ...6 1009 secuGrpCod Description This field contains the security group code which indicates the type of the security provided as collateral Format alphanumeric 1 Valid Values Decodes Descriptions B Bonds S Stocks C Cash Where used CD033 Collateral Composition 6 1010 secuId Description This field contains the security ID Format alphanumeric 4 Where used CB110 Account Transfer Exception CD020 Collater...

Page 967: ...s CC040 Liquidating Values CC711 Current Liquidating Margin CC740 Liquidating Values 6 1012 secuLstClsPrc Description This field contains the security last closing price at the last market closing Format numeric signed 9 5 Where used CC010 Premium Margin CC011 Current Liquidating Margin CC710 Premium Margin CC711 Current Liquidating Margin CD031 Daily Collateral Valuation TA114 Variance Futures Pa...

Page 968: ...is field contains the maximum percentage upside in the security price from the current price For bonds it is the expected clean price Format numeric signed 11 2 Where used CC031 Theoretical Values II 6 1016 secuMktVal Description This field contains the security market value per collateral Format numeric 10 Where used CD031 Daily Collateral Valuation 6 1017 secuPos Description This field contains ...

Page 969: ...g life year of the security which is the years component of time remaining for the expiration of the security Format numeric 2 Where used CE038 Deliverable Bonds 6 1020 secuRFac Description This field indicates the capital adjustment ratio which is also known as R factor used to modify the contract size and or exercise price Format numeric 10 8 Where used CA051 Capital Adjustment Series CA052 Capi...

Page 970: ...edged for margin coverage requirements Format numeric signed 10 Where used CD042 Daily Settlement Statement CI042 Margin Call CN042 Night Margin Call 6 1023 secuTrdUntNo Description This field contains the trading unit Format numeric 8 4 Where used CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 Account Statement CE030 Member Expiration 6 1024 secValueAmnt Description This field c...

Page 971: ...26 senderRef Description This field displays the reference number of the sender Format alphanumeric 16 Where used CE051 FX Transactions Instructions 6 1027 seqId Description The seqId is used to make events unique that are reported at the same time rptPrntEffTim Format alphanumeric 10 Where used TC541 Dly Strategy Order Maintenance 6 1028 serId Description This field indicates the Series of the pr...

Page 972: ...and Services 6 1030 servGrp Description Name of the service group Format alphanumeric 40 Where used CB350 Monthly Fee Statement 6 1031 servMod Description Name of the service model Format alphanumeric 1 Where used CB320 Daily Clearing Fees Equities CB325 Daily Service Fees 6 1032 servNam Description This field indicates the name of the service Format alphanumeric 40 Where used CB325 Daily Service ...

Page 973: ... Service Fees 6 1034 servTyp Description This field indicates the type of the service Format alphanumeric 5 Where used CB325 Daily Service Fees 6 1035 servVol Description This field indicates the Volume of usages of the service settlement amount Format numeric 12 3 Where used CB325 Daily Service Fees CB350 Monthly Fee Statement 6 1036 sessionId Description This field contains the session ID Format...

Page 974: ...d settlement amount of the executed order Format numeric signed 15 2 Where used CB315 Daily Clearing Fees Bonds CB320 Daily Clearing Fees Equities 6 1038 setlmtSecuQty Description This field indicates the quantity of underlying securities which the member has to receive positive number or deliver negative number as a result of exercising the option contract Format numeric signed 11 3 Where used CE...

Page 975: ...102 Cash Settled Contracts CB165 Eurex Fee Statement CC010 Premium Margin CC020 Futures Spread Margin CC040 Liquidating Values CC710 Premium Margin CC720 Futures Spread Margin CC740 Liquidating Values CE050 Expiration Payment vs Payment CE071 OptOn Fut ExerAssign Summary TA111 All Active Inactive Series TT150 Optional Four Eye Principle 6 1040 settlAcct Description This field contains the settleme...

Page 976: ... calculated in index points from the Daily Settlement TRF Spread basis points Format numeric signed 12 6 Where used TA115 Total Return Futures Parameters 6 1043 settlClgPrc Description This field represents the Daily Settlement Price calculated in Clearing Notation index points from the Settlement TRF spread Format numeric signed 12 6 Where used TA115 Total Return Futures Parameters 6 1044 settlCu...

Page 977: ... 6 1046 settlDat Description This field contains the settlement date on which the delivery trans action will be completed Format DateFormat Where used CC040 Liquidating Values CC080 Security Cash Risk Position CC740 Liquidating Values CC780 Security Cash Risk Position CE070 Exercise And Assign Summary CE770 Exercise And Assign Overview TC549 EBI Trade Maintenance TE545 Daily TES Maintenance 6 1047...

Page 978: ...ansaction Format numeric signed 15 2 Where used CE051 FX Transactions Instructions 6 1050 settlInst Description This field indicates settlement institution which performs the collateral management and delivery transactions for the member Format alphanumeric 2 Where used CB225 Daily Eurex Fines CB315 Daily Clearing Fees Bonds CB320 Daily Clearing Fees Equities CB325 Daily Service Fees CB330 Daily S...

Page 979: ...B325 Daily Service Fees CB330 Daily Settlement Fees CB350 Monthly Fee Statement CE056 End of Day CLS Settlement Report CI056 Preliminary CLS Settlement Report 6 1053 settlSpread Description This field represents the Daily Settlement TRF Spread entered in basis points as the Settlement Price in Trading Notation used to calculate the Daily Settlement Price in Clearing Notation index points Format nu...

Page 980: ...ake Up Trades Overview CE710 Contract Expiration CE735 Expired Series Information CE750 Expiration Payment vs Payment Overview CE770 Exercise And Assign Overview CE771 OptOn Fut ExerAssign Overview CE775 Notification Allocation Information CE780 Exercise Abandon Daily Maintenance Overview TA113 Complex and Flexible Instrument Definition TT750 Clearing Four Eye Principle 6 1055 setTrigCod Descripti...

Page 981: ...ated U Used for Coverage for price up scenario D Used for Coverage for price down scenario Where used CC040 Liquidating Values CC740 Liquidating Values 6 1057 shtOptMinCompIndPdVd Description This field indicates whether the liquidation value is compensated by short option adjustment for the price down volatility down scenario Format alphanumeric 1 Valid Values Decodes Descriptions Indicates posit...

Page 982: ...rio Where used CC040 Liquidating Values CC740 Liquidating Values 6 1059 shtOptMinCompIndPdVu Description This field indicates whether the liquidation value is compensated by short option adjustment for the price down volatility up scenario Format alphanumeric 1 Valid Values Decodes Descriptions Indicates position is neither compensated nor compensating Indicates position is Compensated U Used for ...

Page 983: ...ion This field indicates whether the liquidation value is compensated by short option adjustment for the price up volatility neutral scenario Format alphanumeric 1 Valid Values Decodes Descriptions Indicates position is neither compensated nor compensating Indicates position is Compensated U Used for Coverage for price up scenario D Used for Coverage for price down scenario Where used CC040 Liquid...

Page 984: ...CompQty Description This field contains the number of short option positions embedded in complex option portfolios which are balanced by long options positions or by corresponding futures positions Format numeric 9 Where used CC040 Liquidating Values CC740 Liquidating Values 6 1064 shtOptMinCompTxt Description This field indicates whether the position is compensated short position or a long positi...

Page 985: ...5 MTD Regular Market Making Quote Request Performance TD946 MTD Permanent Market Making Quote Request Performance TD947 MTD Advanced Market Making Quote Request Performance TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request Performance 6 1066 sideBU Description This field indicates the Business Unit of the approving trader f...

Page 986: ...uted Where used TE545 Daily TES Maintenance 6 1069 sideTrader Description This field indicates the user name of the approving trader for which a TES side has been entered Format alphanumeric 6 Where used TE545 Daily TES Maintenance 6 1070 smpDeletedQty Description This field contains the prevented self match quantity Format numeric 9 Where used TE812 Daily Prevented Self Matches 6 1071 sndRcvText ...

Page 987: ...lphanumeric 4 Where used CB165 Eurex Fee Statement CB167 Late Closing Fees CB169 MM Fee Refund CB179 Monthly Rebate Report CB186 Monthly Rebates TDP CB187 Monthly Rebates Overview CB192 Monthly Fee Statement CB196 Daily Overall Fee Summary 6 1073 spreadAbsPcntCode Description This field indicates whether the allowed quote spread is calculated on an absolute or percentage basis of the reference pri...

Page 988: ... month to expiration for which the related quote spreads are applied Format alphanumeric 3 Where used TA111 All Active Inactive Series 6 1076 spreadQuality Description This field contains Spread Quality on that trading day which is a perfor mance measure based on the average spread of all series quoted in the strike price window of a Market Maker in a product for a day Format numeric 5 4 Where use...

Page 989: ...position on futures spread contracts in the delivery month Format numeric signed 8 Where used CC020 Futures Spread Margin CC720 Futures Spread Margin 6 1080 sptMthSpdMgn Description This field contains the spot month spread margin for the net spread position of the margin class applied at spot month spread rate Format numeric signed 11 2 Where used CC020 Futures Spread Margin CC720 Futures Spread ...

Page 990: ...nth position Format numeric 9 Where used CC020 Futures Spread Margin CC720 Futures Spread Margin 6 1083 sptMthTotBal Description This field contains the spot month total balance which is the total net spot month futures spread position in contracts of the margin class Format numeric signed 8 Where used CC020 Futures Spread Margin CC720 Futures Spread Margin 6 1084 standardVar Description This fiel...

Page 991: ...on This field contains the standard Fee Format numeric 7 2 Where used CB001 Product and Price Report 6 1087 stlCurrTypCod Description This field indicates the settlement currency of the product according to the ISO standard Format alphanumeric 3 Where used CE070 Exercise And Assign Summary CE770 Exercise And Assign Overview TA111 All Active Inactive Series 6 1088 stlmtAmntBaseCcy Description This ...

Page 992: ...e order stop price which is limit price provided by the participant Format numeric signed 9 5 Where used TE540 Daily Order Maintenance TE550 Open Order Detail 6 1091 stopRsltMsg Description This field contains the stop button result message Format alphanumeric 80 Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 1092 stratEquLegVol Description This field contains the volume of a ...

Page 993: ...y TES Trade Maintenance TC549 EBI Trade Maintenance 6 1094 stratMatchCode Description This field indicates the strategy matching type for options product Format alphanumeric 1 Valid Values Decodes Descriptions I Implied strategy Matching O Outright strategy Matching N No strategy Matching Where used TA111 All Active Inactive Series 6 1095 stratTyp Description This field indicates the type of strat...

Page 994: ...t Ladder STDT Straddle Calendar Spread DIASTD Diagonal Straddle Calendar Spread CNV Conversion Reversal STD Straddle CCOND Call Condor PCOND Put Condor BOX Box BUL P Call Spread versus Put BER C Put Spread versus Call STD C Straddle versus Call STD P Straddle versus Put CALL U Call Volatility Trade PUT U Put Volatility Trade BUL U Call Spread versus Underlying BER U Put Spread versus Underlying ST...

Page 995: ...angle versus Short U L STG U Strangle versus Long U L CNV U Conversion Reversal versus Short U L JR Jelly Roll RBER U 2x1 Ratio Put Spread versus Short U L RBUL U 2x1 Ratio Call Spread versus Long U L Where used TC541 Dly Strategy Order Maintenance TC546 Strategy TES Trade Maintenance TC549 EBI Trade Maintenance 6 1096 stratUndrPrc Description This field contains the strategy underlying price at w...

Page 996: ...Format alphanumeric 15 Where used TA111 All Active Inactive Series 6 1099 streamPort Description This field contains the port where the Enhanced Broadcast Solution and Market Data Interface data is disseminated Format numeric 5 Where used TA111 All Active Inactive Series 6 1100 streamService Description This field indicates the Enhanced Broadcast Solution service class of the address Format alphan...

Page 997: ...roadcast Solution 2 Delta Incremental Enhanced Broadcast Solution 3 Netted stream Market Data Interface Where used TA111 All Active Inactive Series 6 1102 strFulfillId Description This field Indicates fulfilment of Strategy Market Making Y yes N no Format alphanumeric 1 Valid Values Decodes Descriptions Y Yes N No Where used CB169 MM Fee Refund CB187 Monthly Rebates Overview 6 1103 strkPrc Descrip...

Page 998: ...om which member s transactions are considered for generation of the report Format DateFormat Where used CR010 Clearing Ranking TC549 EBI Trade Maintenance TE545 Daily TES Maintenance TR010 Trading Ranking 6 1106 subsPerEndDat Description This field contains the subscription period end date by which a stock holder must subscribe to the rights issue Format DateFormat Where used CC034 Theoretical Pri...

Page 999: ...rice Format numeric signed 10 5 Where used CC034 Theoretical Prices 6 1109 subsRtio Description This field contains the subscription ratio which is the number of rights required to purchase a single share of the underlying security in a rights offering Format numeric signed 8 5 Where used CC034 Theoretical Prices 6 1110 sumAcctCrdAmnt Description This field contains the total credit amount per acc...

Page 1000: ...mat numeric signed 14 2 Where used CE070 Exercise And Assign Summary CE770 Exercise And Assign Overview 6 1113 sumAcctDebAmnt Description This field contains the total debit amount per account Format numeric 15 2 Where used CD015 Detailed Account Statement 6 1114 sumAcctDlvSetlmtAmnt Description This field contains the sum of the delivery settlement amount on account level Format numeric signed 14...

Page 1001: ...Description This field contains the sum of the fee amount per account Format numeric 15 2 Where used CB187 Monthly Rebates Overview 6 1117 sumAcctFeeCrtDayAmnt Description This field contains the fee sum of the current day per account Format numeric signed 11 2 Where used CB196 Daily Overall Fee Summary 6 1118 sumAcctFeeCrtMthAmnt Description This field contains the fee sum of the current month pe...

Page 1002: ...his field contains the fee sum of the previous month per account Format numeric signed 11 2 Where used CB196 Daily Overall Fee Summary 6 1121 sumAcctFeeYtdAmnt Description This field contains the year to date fee sum per account Format numeric signed 11 2 Where used CB196 Daily Overall Fee Summary 6 1122 sumAcctFinSetlmtAmnt Description This field contains the sum of the final settlement amounts p...

Page 1003: ...umAcctMgnLiqDlvAmnt Description This field contains the sum of liquidation margins per account Format numeric signed 13 2 Where used CC050 Daily Margin CC750 Daily Margin CI050 Daily Margin CN050 Nightly Margin 6 1125 sumAcctMgnOfstClgCurr Description This field contains the Sum Margin Offset Clearing Currency Format numeric signed 13 2 Where used CC055 Daily Margin Offset CC755 Daily Margin Offse...

Page 1004: ...s the sum of futures spread margin per account Format numeric signed 13 2 Where used CC050 Daily Margin CC750 Daily Margin CI050 Daily Margin CN050 Nightly Margin 6 1128 sumAcctPctSav Description This field contains the sum of the savings in percent per account Format numeric 5 2 Where used CB187 Monthly Rebates Overview 6 1129 sumAcctPrmMtdBal Description This field contains the net premium month...

Page 1005: ...umAcctPrmPayBal Description This field contains the premium payable balance per account for the current day Format numeric signed 12 2 Where used CB080 Premium Summary 6 1132 sumAcctPrmRcvBal Description This field contains the premium receivable balance per account for the current day Format numeric signed 12 2 Where used CB080 Premium Summary 6 1133 sumAcctPrmVmarAmnt Description This field cont...

Page 1006: ...s the net premium received positive amount or paid negative amount per account accumulated for the current year Format numeric signed 13 2 Where used CB080 Premium Summary 6 1135 sumAcctSavFeeAmnt Description This field contains the sum of the savings of the fee amount per account Format numeric 15 2 Where used CB187 Monthly Rebates Overview 6 1136 sumAcctSetlmtSecuQty Description This field conta...

Page 1007: ...tains the total receivable or payable amount including VAT per account Format numeric signed 13 2 Where used CE120 ECC Delivery Report 6 1139 sumAcctTotSpdMgn Description This field contains the Sum Account Total Spread Margin Format numeric signed 12 2 Where used CC020 Futures Spread Margin CC720 Futures Spread Margin 6 1140 sumAcctTotSpdMgnFctr Description This field contains the Sum Account Tot...

Page 1008: ...nFeeAmntX Description This field contains the total of Transaction Fee Amount per account Format numeric signed 12 2 Where used CB165 Eurex Fee Statement CB191 Monthly TES Late Entry Fine 6 1143 sumAcctTrnQtyTakUp Description This field contains the taken up trade quantity per member per account Format numeric 9 Where used CB160 Accepted Take Up Trades 6 1144 sumAcctUnadjMgnReqClgCurr Description ...

Page 1009: ...ription This field indicates the sum of the accumulated time Format TimeFormat Where used TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement TD982 Special Report French Equity Options 6 1147 sumAggQty Description This field contains the sum of the Aggregation quantity Format numeric 4 Where used CB315 Daily Clearing Fees Bo...

Page 1010: ...rades Format numeric 11 Where used TE910 T7 Daily Trade Activity 6 1150 sumAmntAud Description This field contains the Sum of AUD Amounts Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 1151 sumAmntCHF Description This field contains the Sum of CHF Amounts Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 1152 sumAmntEUR Description This field contains the Sum of ...

Page 1011: ... numeric 14 2 Where used CE055 FX Settlement Limit Report 6 1154 sumAmntJPY Description This field contains the Sum of JPY Amounts Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 1155 sumAmntNzd Description This field contains the Sum of NZD Amounts Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 1156 sumAmntUsd Description This field contains the Sum of USD Amo...

Page 1012: ...on This field contains the total credit amount per clearer currency Holder Reference and cash run Format numeric 15 2 Where used CD012 Daily Cash Account NCM RC CD072 Monthly Cash Account NCM RC 6 1159 sumCashRunDebAmnt Description This field contains the total debit amount per clearer currency Holder Reference and cash run Format numeric 15 2 Where used CD012 Daily Cash Account NCM RC CD072 Month...

Page 1013: ...E010 In the money Advisory CE710 Contract Expiration 6 1162 sumClasCntrTotItmAmnt Description This field contains the sum of the in the money amounts per option class Format numeric signed 14 2 Where used CE030 Member Expiration 6 1163 sumClasDayTesVol Description This field contains the accumulated TES Volume on the class code level Format numeric 11 Where used TE930 T7 Daily Trade Statistics 6 1...

Page 1014: ...mat numeric signed 11 2 Where used CE010 In the money Advisory CE710 Contract Expiration 6 1166 sumClasItmShtAmnt Description This field contains the in the money amount of the option series which is negative for the writer of the option Format numeric signed 11 2 Where used CE010 In the money Advisory CE710 Contract Expiration 6 1167 sumClasMtdTesVol Description This field contains the accumulate...

Page 1015: ...ed TD930 Daily Trade Statistics TE930 T7 Daily Trade Statistics 6 1170 sumClasPosnLngBal Description This field contains the total long position balance of the contract class per transaction account and exchange member Format numeric 10 Where used CB020 Position Summary CB021 Position Active Trd Summary CE010 In the money Advisory CE035 Expired Series CE710 Contract Expiration CE735 Expired Series...

Page 1016: ...tion Summary CB021 Position Active Trd Summary CE010 In the money Advisory CE035 Expired Series CE710 Contract Expiration CE735 Expired Series Information 6 1173 sumClasPosnShtBalPrv Description This field contains the total short position balance per contract class per transaction account and exchange member of the previous day Format numeric 10 Where used CB020 Position Summary CB021 Position Ac...

Page 1017: ...TrnLngQty Description This field contains the change in the long position per contract class transaction account and exchange member Format numeric signed 8 Where used CB020 Position Summary CB021 Position Active Trd Summary 6 1177 sumClasTrnShtQty Description This field contains the change in the short position per contract class transaction account and exchange member Format numeric signed 8 Whe...

Page 1018: ...e Statement 6 1179 sumClgFee Description This field contains the sum of the Total Fees per Clearing Member Format numeric 10 4 Where used CB330 Daily Settlement Fees 6 1180 sumClgMbrFeeAmnt Description This field contains the sum of the fee amount per clearing member Format numeric 15 2 Where used CB187 Monthly Rebates Overview CB191 Monthly TES Late Entry Fine 6 1181 sumClgMbrPctSav Description T...

Page 1019: ...n Clearing Currency per clearing member Format numeric signed 17 2 Where used CC060 Daily Margin Summary CC760 Daily Margin Summary CI060 Daily Margin Summary CN060 Nightly Margin Summary 6 1184 sumClgSetlmtInstAmnt Description Total daily clearing fee per CM per settlement institution Format numeric 12 4 Where used CB225 Daily Eurex Fines CB315 Daily Clearing Fees Bonds CB320 Daily Clearing Fees ...

Page 1020: ... numeric signed 14 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 1187 sumCntrCurrUp Description This field contains the immediate liquidating costs or proceeds per margin class Format numeric signed 14 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 1188 sumCntrFinSetlmtAmnt Description This field contains the final settlement total amount per account and per co...

Page 1021: ...Description This field contains the short position balance per contract per clearing member Format numeric 10 Where used CB031 Settling Futures Positions CB731 Settling Futures Positions Overview 6 1191 sumCntrPrmVmarAmnt Description This field contains the sum of Premium Variation Margin per contract Format numeric signed 12 2 Where used CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn ...

Page 1022: ...s Overview 6 1194 sumCntrTrnQtyPend Description This field contains the sum of all contracts in an option series futures contract which are not yet taken up pre designated given up undes ignated and rejected trades at the end of the day Format numeric 9 Where used CB130 Give Up Trades History CB150 Take Up Trades History CB750 Give Up Trades Overview CB751 Take Up Trades Overview 6 1195 sumCntrTrn...

Page 1023: ...ry CB160 Accepted Take Up Trades CB750 Give Up Trades Overview CB751 Take Up Trades Overview 6 1197 sumCollAmnt Description This field contains the Sum Guard Guard Gross Amount Format numeric 11 Where used CD032 Daily Guarantee 6 1198 sumCollValBond Description This field contains the summary value of bond collateral deposits per pool ID Format numeric 12 2 Where used CD033 Collateral Composition ...

Page 1024: ... Sum of covered time active good quote times on all relevant series Format TimeFormat Where used TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement TD982 Special Report French Equity Options 6 1202 sumCovTimPercent Description This field contains the sum of COVERED TIME per day in percentages Format numeric 6 2 Where used T...

Page 1025: ...racts per exchange member Format numeric 10 Where used CE035 Expired Series CE735 Expired Series Information 6 1205 sumCurrAllAmnt Description This field contains the sum of all amounts per currency Format numeric signed 12 2 Where used CD010 Daily Cash Account CM 6 1206 sumCurrAsstTot Description This field contains the asset total Format numeric 15 Where used CD090 Overall Asset Summary 6 1207 s...

Page 1026: ...e used CE030 Member Expiration 6 1209 sumCurrCompCaptAmnt Description This field contains the company capital amount Format numeric 13 Where used CD090 Overall Asset Summary 6 1210 sumCurrCrdAmnt Description This field contains the total credit amount per clearer currency value date and transaction type Format numeric 15 2 Where used CD009 Daily Cash Transactions 6 1211 sumCurrCshRcvPayAmnt Descri...

Page 1027: ...nt per currency Format numeric signed 12 2 Where used CD010 Daily Cash Account CM 6 1213 sumCurrDebAmnt Description This field contains the total debit amount per clearer currency value date and transaction type Format numeric 15 2 Where used CD009 Daily Cash Transactions 6 1214 sumCurrDlvCurrAmnt Description This field contains the sum of the delivery currency amount per delivery currency Format ...

Page 1028: ...ontains the sum of the delivery currency amount per delivery currency for Options product Format numeric signed 14 2 Where used CE050 Expiration Payment vs Payment CE750 Expiration Payment vs Payment Overview 6 1217 sumCurrDlvPayAmntFut Description This field contains the sum of the payed delivered amount per currency for Futures Product Format numeric signed 14 2 Where used CE050 Expiration Payme...

Page 1029: ...ion Payment vs Payment CE750 Expiration Payment vs Payment Overview 6 1220 sumCurrDlvRcvAmntOpt Description This field contains the sum of the received delivered amount per currency for Options Product Format numeric signed 14 2 Where used CE050 Expiration Payment vs Payment CE750 Expiration Payment vs Payment Overview 6 1221 sumCurrDlvSetlmtAmntFut Description This field contains the sum of the d...

Page 1030: ...ription This field contains the sum of the total delivered amount per currency for Futures product Format numeric signed 14 2 Where used CE050 Expiration Payment vs Payment CE750 Expiration Payment vs Payment Overview 6 1224 sumCurrDlvTotAmntOpt Description This field contains the sum of the total delivered amount per currency for Options product Format numeric signed 14 2 Where used CE050 Expirat...

Page 1031: ...re used CB196 Daily Overall Fee Summary 6 1227 sumCurrFeeAmnt Description This field contains the Sum Currency Fee Per Series Time Format numeric signed 11 2 Where used CB167 Late Closing Fees 6 1228 sumCurrFeeAmntX Description This field contains the sum of the fee amount per currency Format numeric 15 2 Where used CB187 Monthly Rebates Overview 6 1229 sumCurrFeeCapAmnt Description This field con...

Page 1032: ...FeeCrtMthAmnt Description This field contains the fee sum of the current month per currency Format numeric signed 11 2 Where used CB196 Daily Overall Fee Summary 6 1232 sumCurrFeeMmAmnt Description This field contains the Sum of Market Making rebate per currency Format numeric 11 2 Where used CB169 MM Fee Refund 6 1233 sumCurrFeePrvDayAmnt Description This field contains the fee sum of the previou...

Page 1033: ...tion This field contains the Sum of Strategy Market Making rebate per currency Format numeric 11 2 Where used CB169 MM Fee Refund 6 1236 sumCurrFeeYtdAmnt Description This field contains the year to date fee sum per currency Format numeric signed 11 2 Where used CB196 Daily Overall Fee Summary 6 1237 sumCurrFinSetlmtAmnt Description This field contains the sum of the final settlement amounts per c...

Page 1034: ...t 6 1239 sumCurrGuarAmnt Description This field contains the sum of Guard Amount per currency Format numeric 12 Where used CD040 Monthly Guarantee Expiration 6 1240 sumCurrList Description This field contains the sum of the delivery amounts and the VAT per currency and exchange Format numeric signed 13 2 Where used CE120 ECC Delivery Report 6 1241 sumCurrMgnAmnt Description This field contains the...

Page 1035: ...ontains the sum of the savings in percent per Account Format numeric 5 2 Where used CB187 Monthly Rebates Overview 6 1244 sumCurrPosTrnAmnt Description This field contains the sum of the position transfer amount per currency Format numeric signed 12 2 Where used CD010 Daily Cash Account CM 6 1245 sumCurrPrmMtdBal Description This field contains the net premium month to date amount per clearing mem...

Page 1036: ...rPrmPayBal Description This field contains the premium payable balance per clearing member and per currency for the current day Format numeric signed 12 2 Where used CB090 Premium Overall Summary CB790 Premium Information 6 1248 sumCurrPrmPrvMthBal Description This field contains the net premium amount per clearing member and per currency for the previous month Format numeric signed 12 2 Where use...

Page 1037: ...ere used CB020 Position Summary CB021 Position Active Trd Summary CB064 Flx Cntr Daily Transactions CD010 Daily Cash Account CM 6 1251 sumCurrPrmYtdBal Description This field contains the net premium year to date balance per clearing member and per currency accumulated for the current year Format numeric signed 13 2 Where used CB090 Premium Overall Summary CB790 Premium Information 6 1252 sumCurrP...

Page 1038: ...er currency Format numeric 9 Where used CB169 MM Fee Refund 6 1255 sumCurrResidualBal Description This field contains the residual net amount which is the net residual receivable positive or payable negative per clearing member and per currency for the current day Format numeric signed 12 2 Where used CB790 Premium Information CB795 Variation Margin Information 6 1256 sumCurrRevRefAmnt Description...

Page 1039: ... field contains the sum of all security collateral values per currency Format numeric 11 Where used CD031 Daily Collateral Valuation 6 1259 sumCurrSecuMktVal Description This field contains the sum of all security market values per currency Format numeric 11 Where used CD031 Daily Collateral Valuation 6 1260 sumCurrTotRcvPayAmnt Description This field contains the total of the receivable payable a...

Page 1040: ...tains the Sum Security Transaction Fee Amount Format numeric signed 9 2 Where used CB020 Position Summary 6 1263 sumCurrTrnFeeAmntX Description This field contains the Sum Security Transaction Fee Amount Format numeric signed 12 2 Where used CB165 Eurex Fee Statement 6 1264 sumCurrTrnQtyDel Description This field contains the total deleted trade quantity per member Format numeric 9 Where used CB13...

Page 1041: ... Description This field contains the total rejected trade quantity per member Format numeric 9 Where used CB150 Take Up Trades History 6 1267 sumCurrTrnQtyTakUp Description This field contains the taken up trade quantity per member Format numeric 9 Where used CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB750 Give Up Trades Overview CB751 Take Up Trades O...

Page 1042: ...onthly Rebates TDP 6 1270 sumCurrTypCodRebAmnt Description This field contains the sum of the rebate amount per currency Format numeric 11 2 Where used CB186 Monthly Rebates TDP 6 1271 sumCurrTypCodRebQty Description This field contains the sum of the rebate quantity per currency Format numeric 12 Where used CB186 Monthly Rebates TDP 6 1272 sumCurrTypCodTotMthFeeAmnt Description This field contain...

Page 1043: ...Amnt Description This field contains the sum of the VAT amount per currency Format numeric signed 12 2 Where used CD010 Daily Cash Account CM CE120 ECC Delivery Report 6 1275 sumCurrVmarAmnt Description This field contains the sum of the variation margin amount per currency Format numeric signed 12 2 Where used CD010 Daily Cash Account CM 6 1276 sumCurrVmarMtdBal Description This field contains th...

Page 1044: ...c signed 12 2 Where used CB095 Variation Mgn Overall Summary CB795 Variation Margin Information 6 1278 sumCurrVmarPayBal Description This field contains the variation margin payable amount per clearing member and per currency Format numeric 13 2 Where used CB095 Variation Mgn Overall Summary CB795 Variation Margin Information 6 1279 sumCurrVmarPrvMthBal Description This field contains the net vari...

Page 1045: ...tains the net variation margin amount positive received or negative paid per clearing member and per currency accumulated for the current year Format numeric signed 13 2 Where used CB095 Variation Mgn Overall Summary CB795 Variation Margin Information 6 1282 sumDayCutLim Description This field contain the sum of day cut off limit Format numeric 10 Where used TD948 MTD Permanent Market Making Strat...

Page 1046: ...igned 12 2 Where used CE120 ECC Delivery Report 6 1285 sumEURAmntInEUR Description This field contains the Sum of EUR Amounts converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 1286 sumExchFeeAmnt Description This field contains the sum of the fee amount per exchange Format numeric signed 12 2 Where used CB165 Eurex Fee Statement CB167 Late Closing Fees CB169 MM F...

Page 1047: ...ary CN060 Nightly Margin Summary 6 1288 sumExchMbrFeeAmntGros Description This field contains the gross sum of the fee amount per exchange member Format numeric 13 2 Where used CB193 Monthly Connections and Services 6 1289 sumExchMbrFeeAmntNet Description This field contains the net sum of the fee amount per exchange member Format numeric 13 2 Where used CB193 Monthly Connections and Services 6 12...

Page 1048: ...Daily Clearing Fees Bonds CB320 Daily Clearing Fees Equities CB325 Daily Service Fees 6 1292 sumFeeAcctTypGrp Description This field contains the sum of the total fee per Account Type Format numeric signed 11 2 Where used CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6 1293 sumFeeCrtMthAmnt Description This field contains the fee sum per clearing member Format numeric 12 2 ...

Page 1049: ...sharing day per product segment Format numeric signed 11 2 Where used CB192 Monthly Fee Statement 6 1296 sumFeeGrpServGrp Description Total daily clearing fee per fee and service group Format numeric 12 4 Where used CB350 Monthly Fee Statement 6 1297 sumFeeIndTypAmntX Description This field contains the total amount per fee type Format numeric signed 12 2 Where used CB165 Eurex Fee Statement 6 129...

Page 1050: ...trading location Format numeric 9 2 Where used CB225 Daily Eurex Fines 6 1300 sumFeeIndTypFeeCapAmnt Description This field contains Sum of rebate per fee type Format numeric 11 2 Where used CB169 MM Fee Refund 6 1301 sumFeeIndTypFeeMmAmnt Description This field contains the Sum of Market Making rebate per fee type Format numeric 11 2 Where used CB169 MM Fee Refund 6 1302 sumFeeIndTypFeeStrMmAmnt ...

Page 1051: ...fee type Format numeric 9 Where used CB169 MM Fee Refund 6 1304 sumFeeIndTypRebQty Description This field contains the rebate quantity per fee type Format numeric 9 Where used CB169 MM Fee Refund 6 1305 sumFeeIndTypTrdQty Description This field contains the trade quantity per fee type Format numeric 9 Where used CB169 MM Fee Refund 6 1306 sumFeeProdId Description This field contains the sum of the...

Page 1052: ...Bonds CB320 Daily Clearing Fees Equities CB325 Daily Service Fees 6 1308 sumFeeTotalFeeTyp Description This field contains the sum of the Total Fees per Fee Type Format numeric 10 4 Where used CB330 Daily Settlement Fees 6 1309 sumFeeTotalMonth Description This field contains the Total fee month to date Format numeric 16 4 Where used CB235 Daily Security Collateral Fee Statement 6 1310 sumFeeTotal...

Page 1053: ...ttlement Fees 6 1312 sumFeeTypAdjCrtDayAmnt Description This data field shows the total daily manual fee adjustments Format numeric signed 12 2 Where used CB196 Daily Overall Fee Summary 6 1313 sumFeeTypFeeCrtDayAmnt Description This field contains the fee sum of the current day per fee type Format numeric signed 12 2 Where used CB196 Daily Overall Fee Summary 6 1314 sumFeeTypFeeCrtMthAmnt Descrip...

Page 1054: ...ere used CB196 Daily Overall Fee Summary 6 1316 sumFeeTypFeePrvMthAmnt Description This field contains the fee sum of the previous month per fee type Format numeric signed 12 2 Where used CB196 Daily Overall Fee Summary 6 1317 sumFeeTypFeeYtdAmnt Description This field contains the year to date fee sum per fee type Format numeric signed 12 2 Where used CB196 Daily Overall Fee Summary 6 1318 sumFee...

Page 1055: ...mit Report 6 1320 sumGoodQuoReqResp Description This field contains the sum of good quote request responses which is the unadjusted number of good answered quote requests provided by the member as obligatory to a market maker agreement with Eurex Format numeric 10 Where used TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request...

Page 1056: ...t numeric 14 2 Where used CE055 FX Settlement Limit Report 6 1324 summAcctUnadjMgnReq Description This field contains the Partial Unadjusted Margin Request Format numeric signed 13 2 Where used CC050 Daily Margin CC750 Daily Margin CI050 Daily Margin CN050 Nightly Margin 6 1325 sumMbrLvlDlvPayAmntFut Description This field contains the member level sum of the payed delivered amount per currency fo...

Page 1057: ...er level sum of the received delivered amount per currency for Futures for Futures Product Format numeric signed 14 2 Where used CE050 Expiration Payment vs Payment CE750 Expiration Payment vs Payment Overview 6 1328 sumMbrLvlDlvRcvAmntOpt Description This field contains the member level sum of the received delivered amount per currency for Options for Options Product Format numeric signed 14 2 Wh...

Page 1058: ...duct Format numeric signed 14 2 Where used CE050 Expiration Payment vs Payment CE750 Expiration Payment vs Payment Overview 6 1331 sumMembClgIdCodRebAmnt Description This field contains the sum of the rebate amount per clearing member Format numeric signed 10 2 Where used CB186 Monthly Rebates TDP 6 1332 sumMembCollValEff Description This field contains the accumulated collateral value per pool ID...

Page 1059: ... signed 14 2 Where used CE070 Exercise And Assign Summary CE770 Exercise And Assign Overview 6 1335 sumMembDlvSetlmtAmnt Description This field contains the sum of the delivery settlement amount on a member level Format numeric signed 14 2 Where used CE070 Exercise And Assign Summary CE770 Exercise And Assign Overview 6 1336 sumMembExchIdCodRebAmnt Description This field contains the sum of the re...

Page 1060: ...ontains the sum of the fee amount per member Format numeric signed 12 2 Where used CB165 Eurex Fee Statement CB167 Late Closing Fees CB169 MM Fee Refund CB187 Monthly Rebates Overview CB191 Monthly TES Late Entry Fine 6 1339 sumMembFeeCrtDayAmnt Description This field contains the fee sum of the current day per clearing member Format numeric signed 11 2 Where used CB196 Daily Overall Fee Summary 6...

Page 1061: ...2 Where used CB196 Daily Overall Fee Summary 6 1342 sumMembFeePrvMthAmnt Description This field contains the fee sum of the previous month per clearing member Format numeric signed 11 2 Where used CB196 Daily Overall Fee Summary 6 1343 sumMembFeeYtdAmnt Description This field contains the year to date fee sum per currency Format numeric signed 11 2 Where used CB196 Daily Overall Fee Summary 6 1344...

Page 1062: ...ance per exchange member and per currency Format numeric signed 12 2 Where used CB090 Premium Overall Summary CB790 Premium Information 6 1347 sumMembPrmNetBal Description This field contains the premium net amount which is the net premium receivable positive or payable negative including residual per currency and per exchange member for the current day Format numeric signed 12 2 Where used CB090 ...

Page 1063: ... numeric signed 12 2 Where used CB090 Premium Overall Summary CB790 Premium Information 6 1350 sumMembPrmRcvBal Description This field contains the premium receivable balance per exchange member and per currency for the current day Format numeric signed 12 2 Where used CB090 Premium Overall Summary CB790 Premium Information 6 1351 sumMembPrmVmarAmnt Description This field contains the sum of the o...

Page 1064: ...al Description This field contains the residual net amount which is the net residual receivable positive or payable negative per currency and per exchange member for the current day Format numeric signed 12 2 Where used CB790 Premium Information CB795 Variation Margin Information 6 1354 sumMembSavFeeAmnt Description This field contains the sum of the savings of the fee amount per member Format num...

Page 1065: ...t numeric signed 12 2 Where used CD033 Collateral Composition 6 1357 sumMembTotRcvPayAmnt Description This field contains the total receivable payable amount including VAT per member Format numeric signed 13 2 Where used CE120 ECC Delivery Report 6 1358 sumMembTxnCnt Description This field contains the sum of the transactions Format numeric 9 Where used CB068 Transaction Mix 6 1359 sumMembUpdCodAd...

Page 1066: ... TT110 User Security Maintenance TT120 Trader Underlying Maintenance TT121 Member Underlying Maintenance 6 1361 sumMembUpdCodDel Description This field contains the number of deleted records per member Format numeric 5 Where used TT110 User Security Maintenance TT120 Trader Underlying Maintenance TT121 Member Underlying Maintenance 6 1362 sumMembUpdCodGrpChg Description This field contains the num...

Page 1067: ...member and per currency for the current month Format numeric signed 12 2 Where used CB095 Variation Mgn Overall Summary CB795 Variation Margin Information 6 1365 sumMembVmarNetBal Description This field contains the net variation margin amount positive received or negative paid including residual per exchange member and per currency Format numeric signed 12 2 Where used CB095 Variation Mgn Overall...

Page 1068: ...B095 Variation Mgn Overall Summary CB795 Variation Margin Information 6 1368 sumMembVmarRcvBal Description This field contains the variation margin receivable amount per exchange member and per currency Format numeric 13 2 Where used CB095 Variation Mgn Overall Summary CB795 Variation Margin Information 6 1369 sumMembVmarYtdBal Description This field contains the net variation margin amount positi...

Page 1069: ...ntains the total adjusted additional margin amount for the price down volatility neutral scenario Format numeric signed 13 2 Where used CC045 Additional Margin CC745 Additional Margin 6 1372 sumMgnAdjAddAmntPdVu Description This field contains the total adjusted additional margin amount for the price down volatility up scenario Format numeric signed 13 2 Where used CC045 Additional Margin CC745 Ad...

Page 1070: ...Where used CC045 Additional Margin CC745 Additional Margin 6 1375 sumMgnAdjAddAmntPuVu Description This field contains the total adjusted additional margin amount for the price up volatility up scenario Format numeric signed 13 2 Where used CC045 Additional Margin CC745 Additional Margin 6 1376 sumMgnMgnPremiumAmnt Description This field contains the total margin amount per margin class Format num...

Page 1071: ...nsidered Format numeric signed 13 2 Where used CD042 Daily Settlement Statement CI042 Margin Call CN042 Night Margin Call 6 1378 sumNetQty Description This field contains the total net Quantity per contract Format numeric signed 8 Where used CB740 TAIFEX Position Information CB741 KRX Position Information 6 1379 sumNodeTxnCnt Description This field contains the sum of transaction count per node Fo...

Page 1072: ...meric 11 Where used TE910 T7 Daily Trade Activity 6 1382 sumNonDisclVolume Description Accumulated traded Volume of Non Disclosed trades Format numeric 11 Where used TE910 T7 Daily Trade Activity 6 1383 sumNZDAmntInEUR Description This field contains the Sum of NZD Amounts converted into EUR Format numeric 14 2 Where used CE055 FX Settlement Limit Report 6 1384 sumOfTransFeePerClgMmb Description T...

Page 1073: ...gCurr Description This field contains the total amount of surplus or shortage in clearing member currency Format numeric signed 13 2 Where used CD042 Daily Settlement Statement CI042 Margin Call CN042 Night Margin Call 6 1387 sumPartIdCodMthDlyAvgVol Description This field contains the sum of daily average contract volume in the current month per participant ID Format numeric 12 Where used CB186 M...

Page 1074: ...s TDP 6 1390 sumPartIdCodRebQty Description This field contains the sum of the rebate quantity per participant ID Format numeric 12 Where used CB186 Monthly Rebates TDP 6 1391 sumPartIdCodTotMthFeeAmnt Description This field contains the sum of the total fee amount for the contract per participant ID Format numeric 11 2 Where used CB186 Monthly Rebates TDP 6 1392 sumPartIdCodTotVol Description Thi...

Page 1075: ...IdUpdCodAdd Description This field contains the number of added records per userID trader Format numeric 5 Where used TT110 User Security Maintenance TT120 Trader Underlying Maintenance 6 1395 sumPartIdUpdCodChg Description This field contains the number of changed records per userID trader Format numeric 5 Where used TT110 User Security Maintenance TT120 Trader Underlying Maintenance 6 1396 sumPa...

Page 1076: ...userID trader Format numeric 5 Where used TT120 Trader Underlying Maintenance 6 1398 sumPoolCrdAmnt Description This field contains the total credit amount per clearer currency and pool Format numeric 15 2 Where used CD009 Daily Cash Transactions CD015 Detailed Account Statement 6 1399 sumPoolDebAmnt Description This field contains the total debit amount per clearer currency and pool Format numeri...

Page 1077: ...1 sumPoolIdTotal Description This field contains the sum of the effective margin requirement per pool Format numeric 17 2 Where used CC060 Daily Margin Summary CC760 Daily Margin Summary CI060 Daily Margin Summary CN060 Nightly Margin Summary 6 1402 sumPosnLngBal Description This field contains the total long position per contract per exchange member Format numeric 10 Where used CB031 Settling Fut...

Page 1078: ...xercise for the respective product Format numeric 11 Where used CE010 In the money Advisory CE710 Contract Expiration 6 1405 sumProdCshSetlmtAmnt Description This field contains the sum of the cash settlement amount on a product level Format numeric signed 14 2 Where used CE070 Exercise And Assign Summary CE770 Exercise And Assign Overview 6 1406 sumProdDayTesVol Description This field contains th...

Page 1079: ...e delivery settlement amount on a product level Format numeric signed 14 2 Where used CE070 Exercise And Assign Summary CE770 Exercise And Assign Overview 6 1409 sumProdFeeAdjCrtDayAmnt Description This field contains the fee adjustment sum of the current day per product Format numeric signed 12 2 Where used CB196 Daily Overall Fee Summary 6 1410 sumProdFeeAmnt Description This field contains the ...

Page 1080: ...sumProdFeeCapAmnt Description This field contains the Sum of rebate per product Format numeric 11 2 Where used CB169 MM Fee Refund 6 1413 sumProdFeeCrtDayAmnt Description This field contains the fee sum of the current day per product Format numeric signed 12 2 Where used CB196 Daily Overall Fee Summary 6 1414 sumProdFeeCrtMthAmnt Description This field contains the fee sum of the current month per...

Page 1081: ...cription This field contains the fee sum of the previouse day per product Format numeric signed 12 2 Where used CB196 Daily Overall Fee Summary 6 1417 sumProdFeePrvMthAmnt Description This field contains the fee sum of the previous month per product Format numeric signed 11 2 Where used CB196 Daily Overall Fee Summary 6 1418 sumProdFeeStrMmAmnt Description This field contains the Sum of Strategy M...

Page 1082: ...tains the final settlement amount per account and per product Format numeric signed 12 2 Where used CB102 Cash Settled Contracts CB702 Cash Settled Contracts Overview 6 1421 sumProdFullRebVol Description This field contains the Sum of fully rebated quantity per product Format numeric 9 Where used CB169 MM Fee Refund 6 1422 sumProdGrp Description This field contains the sum of the total fee per Pro...

Page 1083: ...tions in the respective product are in the money Format numeric signed 11 2 Where used CE010 In the money Advisory CE710 Contract Expiration 6 1425 sumProdItmShtAmnt Description This field contains the in the money amount of the respective product which is negative for the writer of the option Format numeric signed 11 2 Where used CE010 In the money Advisory CE710 Contract Expiration 6 1426 sumPro...

Page 1084: ...tatistics 6 1428 sumProdOpnIntQty Description This field contains the Grand Interest Display Format numeric 11 Where used TD930 Daily Trade Statistics TE930 T7 Daily Trade Statistics 6 1429 sumProdPctSav Description This field contains the sum of the savings in percent per product Format numeric 5 2 Where used CB187 Monthly Rebates Overview 6 1430 sumProdPosnLngBal Description This field contains ...

Page 1085: ...t Format numeric 10 Where used CB020 Position Summary CB021 Position Active Trd Summary 6 1432 sumProdPosnShtBal Description This field contains the sum of the short position balance per product Format numeric 10 Where used CB020 Position Summary CB021 Position Active Trd Summary CE010 In the money Advisory CE710 Contract Expiration 6 1433 sumProdPosnShtBalPrv Description This field contains the s...

Page 1086: ...contains the net premium balance per account per product type for the current day Format numeric signed 12 2 Where used CB080 Premium Summary 6 1436 sumProdPrmPayBal Description This field contains the premium payable balance per account per product type for the current day Format numeric signed 12 2 Where used CB080 Premium Summary 6 1437 sumProdPrmRcvBal Description This field contains the premi...

Page 1087: ... Trd Summary CB064 Flx Cntr Daily Transactions 6 1439 sumProdPrmYtdBal Description This field contains the net premium year to date balance per account per product type accumulated for the current year Format numeric signed 13 2 Where used CB080 Premium Summary 6 1440 sumProdRebGrpIdFullRebVol Description This field contains the sum of rebated volume per product group Format numeric 9 Where used C...

Page 1088: ... Monthly Rebate Report 6 1443 sumProdRebGrpIdQty Description This field indicates the sum of the rebate quantity per product rebate group Format numeric 10 Where used CB179 Monthly Rebate Report 6 1444 sumProdRebGrpIdRebAmnt Description This field indicates the sum of the rebate amount per product rebate group Format numeric signed 9 2 Where used CB179 Monthly Rebate Report 6 1445 sumProdRebGrpIdR...

Page 1089: ...used CB179 Monthly Rebate Report 6 1447 sumProdRebQty Description This field contains the Sum of rebate quantity per product Format numeric 9 Where used CB169 MM Fee Refund 6 1448 sumProdSavFeeAmnt Description This field contains the sum of the savings of the fee amount per product Format numeric 15 2 Where used CB187 Monthly Rebates Overview 6 1449 sumProdSegFeeAmnt Description This field indicat...

Page 1090: ...hly Rebate Report 6 1451 sumProdSegNetFeeAmnt Description This field indicates the sum of the net fee amount per product segment Format numeric signed 12 2 Where used CB179 Monthly Rebate Report 6 1452 sumProdSegQty Description This field indicates the sum of the quantity per product segment Format numeric 10 Where used CB179 Monthly Rebate Report 6 1453 sumProdSegRebAmnt Description This field in...

Page 1091: ...cription This field contains the fee sum of the revenue sharing day per product segment Format numeric signed 12 2 Where used CB179 Monthly Rebate Report 6 1456 sumProdSetlmtSecuQty Description This field contains the sum of the underlying securites which is to be delivered or received per product Format numeric signed 11 3 Where used CE070 Exercise And Assign Summary CE770 Exercise And Assign Ove...

Page 1092: ...9 Where used TE810 T7 Daily Trade Confirmation 6 1459 sumProdTESTotBuy Description This field contains the total number of buy TES trades Format numeric 9 Where used TE810 T7 Daily Trade Confirmation 6 1460 sumProdTESTotSell Description This field contains the total number of sell TES trades Format numeric 9 Where used TE810 T7 Daily Trade Confirmation 6 1461 sumProdTESVolBuy Description This fiel...

Page 1093: ...1463 sumProdTim Description This field indicates the sum of the product time Format TimeFormat Where used TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement TD982 Special Report French Equity Options 6 1464 sumProdTotBuyOrdr Description This field contains the total number of buy deal items for on exchange trades Format num...

Page 1094: ... field contains the accumulated clearing qty of sell deal item for on exchange trades Format numeric 9 Where used TE810 T7 Daily Trade Confirmation 6 1467 sumProdTotCntrBuy Description This field contains the accumulated qty of buy deal item for on exchange trades Format numeric 9 Where used TC810 Daily Trade Confirmation TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches 6 1468 ...

Page 1095: ...meric 9 Where used TC810 Daily Trade Confirmation TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches 6 1470 sumProdTrdQty Description This field contains the trade quantity per product Format numeric 9 Where used CB169 MM Fee Refund 6 1471 sumProdTrnFeeAmnt Description This field contains the total Transaction Fee Amount per product Format numeric signed 8 2 Where used CB010 Posi...

Page 1096: ...rent business day Format numeric signed 8 Where used CB020 Position Summary CB021 Position Active Trd Summary 6 1474 sumProdTrnShtQty Description This field displays the short position balance including all short transac tions in the related series of the current business day Format numeric signed 8 Where used CB020 Position Summary CB021 Position Active Trd Summary 6 1475 sumProdTxnCnt Descriptio...

Page 1097: ...ld contains the fee sum of the product type Format numeric signed 8 2 Where used CB179 Monthly Rebate Report 6 1478 sumProdTypFeeAmntX Description This field contains the fee sum of the product type Format numeric signed 12 2 Where used CB165 Eurex Fee Statement CB191 Monthly TES Late Entry Fine CB192 Monthly Fee Statement CB197 Excessive System Usage Fee 6 1479 sumProdTypFeeCrtDayAmnt Description...

Page 1098: ...mnt Description This field contains the fee sum of the previous day per product type Format numeric signed 11 2 Where used CB196 Daily Overall Fee Summary 6 1482 sumProdTypFeePrvMthAmnt Description This field contains the fee sum of the previous month per product type Format numeric signed 11 2 Where used CB196 Daily Overall Fee Summary 6 1483 sumProdTypFeeYtdAmnt Description This field contains t...

Page 1099: ... TDP 6 1485 sumProdTypIdNetFeeAmnt Description This field contains the sum of the net fee payable per Product Type Format numeric 11 2 Where used CB186 Monthly Rebates TDP 6 1486 sumProdTypIdRebAmnt Description This field contains the sum of the rebate amount per Product Type Format numeric 11 2 Where used CB186 Monthly Rebates TDP 6 1487 sumProdTypIdRebQty Description This field contains the sum ...

Page 1100: ...n This field contains the sum of the total number of contracts per Product Type Format numeric 12 Where used CB186 Monthly Rebates TDP 6 1490 sumProdVolM Description This field indicates the sum of market maker volume Format numeric 9 Where used TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement 6 1491 sumQuoReqTot Descript...

Page 1101: ...answered correctly within the rules of market maker obligations This is the unadjusted number of quote request violations Format numeric 10 Where used TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request Performance 6 1493 sumRebQty Description This field contains the suf of the rebate quantity Format numeric 9 Where used CB16...

Page 1102: ...king Measurement TD982 Special Report French Equity Options 6 1496 sumReuseFeeTotalMonth Description This field contains the Total reuse fee month to date Format numeric 16 4 Where used CB235 Daily Security Collateral Fee Statement 6 1497 sumSecuAcctLngPst Description This field contains the sum of the expired long contracts per product Format numeric 10 Where used CE035 Expired Series CE735 Expir...

Page 1103: ...on 6 1500 sumSecuAgtToAgtSht Description This field indicates the total short position that is transferred from agent account to agent account Format numeric signed 8 Where used CB110 Account Transfer Exception 6 1501 sumSecuAgtToMmLng Description This field indicates the total long position that is transferred from agent account to market maker account Format numeric signed 8 Where used CB110 Acc...

Page 1104: ...6 1504 sumSecuAgtToPropSht Description This field indicates the total short position that is transferred from agent account to proprietary account Format numeric signed 8 Where used CB110 Account Transfer Exception 6 1505 sumSecuBlkCollQty Description This field contains the sum of the bulk collateral quantity including collateral movements per end of day Format numeric signed 12 2 Where used CD02...

Page 1105: ...llValClgCurr Description This field contains the total amount of the collateral values per currency and in case of security collaterals per security group Format numeric 12 2 Where used CD033 Collateral Composition 6 1509 sumSecuMgnPremiumAmnt Description This field contains the Sum Account Margin Premium Amount Format numeric signed 13 2 Where used CC011 Current Liquidating Margin CC711 Current L...

Page 1106: ...unt Format numeric signed 8 Where used CB110 Account Transfer Exception 6 1512 sumSecuMmToMmLng Description This field indicates the total long position that is transferred from market maker account to market maker account Format numeric signed 8 Where used CB110 Account Transfer Exception 6 1513 sumSecuMmToMmSht Description This field indicates the total short position that is transferred from ma...

Page 1107: ...ld indicates the total short position that is transferred from market maker account to proprietary account Format numeric signed 8 Where used CB110 Account Transfer Exception 6 1516 sumSecuPos Description This field contains the Security Position Format numeric signed 17 3 Where used CC080 Security Cash Risk Position CC780 Security Cash Risk Position 6 1517 sumSecuPropToAgtLng Description This fie...

Page 1108: ...position that is transferred from propri etary account to market maker account Format numeric signed 8 Where used CB110 Account Transfer Exception 6 1520 sumSecuPropToMmSht Description This field indicates the total short position that is transferred from proprietary account to market maker account Format numeric signed 8 Where used CB110 Account Transfer Exception 6 1521 sumSecuPropToPropLng Desc...

Page 1109: ... Description This field contains the total amount of the nominal values of the pledged securities deposited as cover expiring on the same expiry date Format numeric 12 2 Where used CD030 Security Expiration 6 1524 sumServGrp Description Total daily clearing fee per service group Format numeric 12 4 Where used CB350 Monthly Fee Statement 6 1525 sumSetlAmnt Description This field contains the sum of...

Page 1110: ...Description This field contains the sum of short quote percentage which is the percentage of the violations caused by quotes that were not active throughout the minimum time span Format numeric 6 2 Where used TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request Performance 6 1528 sumSrsSrsAsgnQty Description This field contain...

Page 1111: ...ndrLngQty Description This field contains the sum of the futures long quantity which was created per option class Format numeric 9 Where used CE071 OptOn Fut ExerAssign Summary CE771 OptOn Fut ExerAssign Overview 6 1531 sumSrsUndrShtQty Description This field contains the sum of the futures short quantity which was created per option class Format numeric 9 Where used CE071 OptOn Fut ExerAssign Sum...

Page 1112: ...10 T7 Daily Trade Activity 6 1534 sumTESClgBuy Description This field contains the accumulated clearing qty of buy volume for TES trades Format numeric 9 Where used TE810 T7 Daily Trade Confirmation 6 1535 sumTESClgSell Description This field contains the accumulated clearing qty of sell volume for TES trades Format numeric 9 Where used TE810 T7 Daily Trade Confirmation 6 1536 sumTESTotBuy Descrip...

Page 1113: ...rmation 6 1538 sumTesTrades Description Accumulated number of TES trades included Non Disclosed trades Format numeric 11 Where used TE910 T7 Daily Trade Activity 6 1539 sumTESVolBuy Description This field contains the accumulated qty of buy volume for TES trades Format numeric 9 Where used TE810 T7 Daily Trade Confirmation 6 1540 sumTESVolSell Description This field contains the accumulated qty of...

Page 1114: ...ce down volatility down scenario Format numeric signed 14 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 1543 sumTheoValPdVn Description This field contains the projected liquidating costs or proceeds for the risk value per margin class for the price down volatility neutral scenario Format numeric signed 14 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 1544 sum...

Page 1115: ...C040 Liquidating Values CC740 Liquidating Values 6 1546 sumTheoValPuVn Description This field contains the projected liquidating costs or proceeds for the risk value per margin class for the price up volatility neutral scenario Format numeric signed 14 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 1547 sumTheoValPuVu Description This field contains the projected liquidating cost...

Page 1116: ...evented Self Matches 6 1549 sumTotClgBuy Description This field contains the accumulated Clearing qty of Buy deal item for on exchange trades Format numeric 9 Where used TE810 T7 Daily Trade Confirmation 6 1550 sumTotClgSell Description This field contains the accumulated Clearing qty of Sell deal item for on exchange trades Format numeric 9 Where used TE810 T7 Daily Trade Confirmation 6 1551 sumT...

Page 1117: ...trades Format numeric 9 Where used TC810 Daily Trade Confirmation TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches 6 1553 sumTotSellOrdr Description This field contains the total number of sell deal items for on exchange trades Format numeric 9 Where used TC810 Daily Trade Confirmation TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches 6 1554 sumTrdFeeAmntX De...

Page 1118: ...CB320 Daily Clearing Fees Equities CB325 Daily Service Fees CB330 Daily Settlement Fees CB350 Monthly Fee Statement 6 1556 sumTrdPrmVmarAmnt Description This field contains the sum of the option premium and variation margin amount per trade Format numeric signed 12 2 Where used CB064 Flx Cntr Daily Transactions 6 1557 sumTrdQtyX Description This field contains the sum of the trade quantity Format ...

Page 1119: ...here used CD020 Collateral Movement Coverage 6 1560 sumTrnCrdAmnt Description This field contains the totel credit amount per clearer and currency Format numeric 15 2 Where used CD009 Daily Cash Transactions 6 1561 sumTrnCshAmnt Description This field contains the Transaction Cash Amount Format numeric signed 13 2 Where used CC080 Security Cash Risk Position CC780 Security Cash Risk Position 6 156...

Page 1120: ...Transactn CB012 Account Statement 6 1564 sumTrnQtyFeeTyp Description This field contains the sum of the total number of gross transactions and net transactions per Fee Type Format numeric 9 Where used CB330 Daily Settlement Fees 6 1565 sumTrnShtQty Description This field contains the total short positions per contract Format numeric signed 8 Where used CB010 Position Detail CB011 Std and Flx Cntr ...

Page 1121: ...ed CB065 System Transaction Overview 6 1568 sumTxnFee100 Description This field contains the Sum Currency Transaction Fee Format numeric signed 8 2 Where used CB065 System Transaction Overview 6 1569 sumTxnFee50 Description This field contains the Sum Currency Transaction Fee Format numeric signed 8 2 Where used CB065 System Transaction Overview 6 1570 sumTxnFeeDay Description This field contains ...

Page 1122: ...count Format numeric 9 Where used CE071 OptOn Fut ExerAssign Summary CE771 OptOn Fut ExerAssign Overview 6 1572 sumUndrUndrShtQty Description This field contains the total futures short quantity which was created per underlying and account Format numeric 9 Where used CE071 OptOn Fut ExerAssign Summary CE771 OptOn Fut ExerAssign Overview 6 1573 sumUSDAmntInEUR Description This field contains the Su...

Page 1123: ... Rebates TDP 6 1575 sumUserIdNetFeeAmnt Description This field contains the sum of the net fee payable per user ID Format numeric 11 2 Where used CB186 Monthly Rebates TDP 6 1576 sumUserIdRebAmnt Description This field contains the sum of the rebate amount per user ID Format numeric 11 2 Where used CB186 Monthly Rebates TDP 6 1577 sumUserIdRebQty Description This field contains the sum of the reba...

Page 1124: ... number of contracts per user ID Format numeric 12 Where used CB186 Monthly Rebates TDP 6 1580 sumValGoodQuoReqResp Description This field contains the sum of the number of valid good quote request responses after the cut limit adjustment Format numeric 10 Where used TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request Perform...

Page 1125: ...ions on the basis of the valid quote requests after cut limit adjustment Format numeric 10 Where used TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request Performance 6 1583 sumVatCoop Description This field contains the total VAT Value Added Tax amount for COOP Format numeric signed 12 2 Where used CE120 ECC Delivery Report 6...

Page 1126: ...he sum of violation percentage based on the quote request violations in proportion to the valid quote requests Format numeric 6 2 Where used TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request Performance 6 1587 swapCust1 Description This field contains the ID of the first customer involved in the trade for exchange for physi...

Page 1127: ...lid Values Decodes Descriptions Y Yes N No Where used CB011 Std and Flx Cntr Dly Transactn CB064 Flx Cntr Daily Transactions 6 1590 takUpApprInd Description This field indicates whether a take up trade has been approved by the take up member s clearing member Format alphanumeric 1 Valid Values Decodes Descriptions Y Yes N No Where used CB011 Std and Flx Cntr Dly Transactn CB064 Flx Cntr Daily Tran...

Page 1128: ...sed CR010 Clearing Ranking 6 1593 tesActivity Description This field indicates the reported T7 Entry Service activity Format alphanumeric 1 Valid Values Decodes Descriptions 1 ENT TES Entry 2 MOD TES Modification 3 DEL TES Deletion 4 APP TES Approve 5 EXE TES Execution 6 UPL TES Upload Where used TE545 Daily TES Maintenance 6 1594 tesDescription Description This field contains the free description...

Page 1129: ...esInitiatorBU Description This field indicates the Business Unit of the initiating user who entered the TES trade Format alphanumeric 8 Where used TE545 Daily TES Maintenance 6 1597 tesInitiatorUser Description This field indicates the initiating user who entered the TES trade Format alphanumeric 6 Where used TE545 Daily TES Maintenance 6 1598 TESOrdrMtnCod Description This field contains the off ...

Page 1130: ...vice TES type code Format alphanumeric 1 Valid Values Decodes Descriptions 1 BLK BLOCK TRADE 2 EFF EFP FINANCIAL TRADE 3 EFI EFP INDEX TRADE 4 EFS EXCHANGE FOR SWAP TRADE 5 VOL VOLA TRADE 6 BAS BASIS TRADE 7 TAM BLOCK TRADE AT MARKET Where used TE545 Daily TES Maintenance TE810 T7 Daily Trade Confirmation 6 1600 TEXContribLink Description This field contains final TEX clearing fund contribution fo...

Page 1131: ...sed CD090 Overall Asset Summary 6 1602 TEXContribMax Description This field contains maximum TEX clearing fund contribution for the member Format numeric 12 Where used CD090 Overall Asset Summary 6 1603 TEXContribMid Description This field contains Quarterly 99 percentile from sum of Additional Margin and Spread Margin for the Taifex member Format numeric 12 Where used CD090 Overall Asset Summary ...

Page 1132: ...d contains the free format text comment entered by trader for a transaction Format alphanumeric 12 Where used CA054 Capital Adjustment Orders CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB030 Position Transfer Overview CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CB120 Member Exception Positions CD009 Daily Cash Transactions TC541 Dly Strategy Order Maintenanc...

Page 1133: ...w CB751 Take Up Trades Overview 6 1608 Text2 Description This field contains a free format text provided by the member Format alphanumeric 36 Where used CB012 Account Statement CB730 Position Transfer Summary CB750 Give Up Trades Overview CB751 Take Up Trades Overview 6 1609 Text3 Description This field contains a free format text provided by the member Format alphanumeric 36 Where used CB012 Acco...

Page 1134: ...ke Up Trades History CB160 Accepted Take Up Trades 6 1611 textSegInpX Description This field contains a free text for describing the manual adjustment of transaction fees Format alphanumeric 60 Where used CB165 Eurex Fee Statement 6 1612 textTo Description This field contains the free format text for the order or trade of transfer transaction which was entered by the receiving member It is meant f...

Page 1135: ...iIdNo Description This field contains a reference number agreed upon between the exchange participant and its TAIFEX member Format alphanumeric 7 Where used CB740 TAIFEX Position Information 6 1615 tfxMbrBrnCod Description This field contains the member branch code at TAIFEX Format alphanumeric 3 Where used CB740 TAIFEX Position Information 6 1616 tfxMbrCod Description This field contains the memb...

Page 1136: ...epted P Pending R Rejected T Partially Rejected Where used CB740 TAIFEX Position Information 6 1618 thresHold Description This field contains the treshold Format numeric 10 Where used CB001 Product and Price Report 6 1619 thresHold2 Description This field contains the second treshold Format numeric 10 Where used CB001 Product and Price Report 6 1620 thresHoldX Description This field contains the t...

Page 1137: ...CB064 Flx Cntr Daily Transactions CB102 Cash Settled Contracts CB702 Cash Settled Contracts Overview CE710 Contract Expiration TA111 All Active Inactive Series 6 1622 ticVal Description This field indicates the tick value of the product which is the monetary value of one tick movement in the price of the product Format numeric 8 4 Where used CB010 Position Detail CB011 Std and Flx Cntr Dly Transac...

Page 1138: ... Confirmation TT120 Trader Underlying Maintenance 6 1624 time18 Description This field contains the time of the given transaction which is in generic time format Format TimeFormat18 Where used TD943 Daily Permanent Market Making Strategy Quote Request Performance TD944 Daily Advanced Market Making Strategy Quote Request Perfor mance TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE810 T...

Page 1139: ...ntvlMaxViol Description This field contains the maximum number of violations allowed in the given time interval Format numeric 10 Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 1627 timIntvlOrdrCnt Description This field contains the time interval order count which is the number of orders entered in the time interval defined by the member for pre trade risk protection Format n...

Page 1140: ...val Format numeric 10 Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 1630 timIntvlVol Description This field contains the time interval volume which is the total pre trading quotes volume in the given time interval Format numeric 10 Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 1631 tmr Description This field contains Total Margin Requirement Format numer...

Page 1141: ...g days of the variance futures contract Format numeric 4 Where used TA114 Variance Futures Parameter 6 1634 totalReq Description This field displays total requirement Format numeric signed 12 Where used CD092 Asset Summary Aggregation 6 1635 totAsgnVol Description This field contains the sum of assigned contracts Format numeric 9 Where used CR010 Clearing Ranking 6 1636 totBURules Description This...

Page 1142: ...ntains the number of added records per business unit Format numeric 5 Where used RD110 User Profile Maintenance RD120 User Transaction Size Limit Maintenance RD130 Trade Enrichment Rule Maintenance RD140 Pre trade Limits Maintenance Trading Participant 6 1639 totBUUpdCodChg Description This field contains the number of changed records per business unit Format numeric 5 Where used RD110 User Profil...

Page 1143: ...tenance RD140 Pre trade Limits Maintenance Trading Participant 6 1641 totClgRnk Description This field contains the Rank in the Clearing Ranking Format numeric 5 Where used CR010 Clearing Ranking 6 1642 totClgRnkExer Description This field contains the Rank in the Ranking for exercises on a clearer level Format numeric 5 Where used CR010 Clearing Ranking 6 1643 totClgRnkExerOf Description This fie...

Page 1144: ...amounts Format numeric signed 12 Where used CD091 ISA Direct Mem Asset Summary 6 1646 totCshAmnt Description This field contains the total cash amount that is transferred along with the corresponding position transfer A positive amount represents a credit a negative amount a debit for the recipient of the report Format numeric signed 13 2 Where used CB030 Position Transfer Overview CB730 Position ...

Page 1145: ...on GCM all of his NCMs Format numeric signed 8 Where used CR010 Clearing Ranking 6 1649 totItemFee Description This field contains the Total Item Fee Format numeric 10 2 Where used CB193 Monthly Connections and Services 6 1650 totMgnClgCurr Description This field contains the Total Margin in the Clearing Currency Format numeric signed 13 2 Where used CC055 Daily Margin Offset CC060 Daily Margin Su...

Page 1146: ...gin Offset CC755 Daily Margin Offset 6 1652 totMktShr Description This field contains the Market Share Percent Format numeric 5 2 Where used CR010 Clearing Ranking 6 1653 totMthFeeAmnt Description This field contains the total fee amount for the contract per month Format numeric 11 2 Where used CB186 Monthly Rebates TDP 6 1654 totNotifVol Description This field contains the sum of notified contrac...

Page 1147: ...ile Maintenance RD120 User Transaction Size Limit Maintenance RD130 Trade Enrichment Rule Maintenance RD140 Pre trade Limits Maintenance Trading Participant 6 1657 totParticipantUpdCodChg Description This field contains the number of changed records per perticipant Format numeric 5 Where used RD110 User Profile Maintenance RD120 User Transaction Size Limit Maintenance RD130 Trade Enrichment Rule M...

Page 1148: ...king 6 1660 totQuoReqViolPct Description This field indicates the violation percentage based on the valid quote request violations in proportion to the valid quote requests in the respective market maker program package Format numeric 6 2 Where used TD956 Permanent Market Making Measurement TD957 Advanced Market Making Measurement TD959 Designated Market Making Measurement 6 1661 totRcvPayAmnt Des...

Page 1149: ...1663 totSpdMgnFctr Description This field contains the Total Spread Margin multiplied with the Margin Factor Format numeric signed 11 2 Where used CC020 Futures Spread Margin CC720 Futures Spread Margin 6 1664 totTakUpVol Description This field contains the Total Take Up Volume Format numeric 9 Where used CR010 Clearing Ranking 6 1665 totTrdCnt Description This field contains the Total Transaction...

Page 1150: ...ed TD981 Month to Date OTR 6 1667 totTrdrRnk Description This field contains the trading member ranking Format numeric 5 Where used CR010 Clearing Ranking 6 1668 totTrdrRnkExer Description This field contains the trading member ranking Format numeric 5 Where used CR010 Clearing Ranking 6 1669 totTrdrRnkExerOf Description This field contains the trading member ranking Format numeric 5 Where used CR...

Page 1151: ...vt Description This field indicates the total users Format numeric 5 Where used TT133 Trading Risk Events 6 1672 totUserProd Description This field contains the number assigned products Format numeric 5 Where used RD125 User Transaction Size Limit Status 6 1673 totUserUpdCodAdd Description This field contains the number of added records per user Format numeric 5 Where used RD110 User Profile Maint...

Page 1152: ...tains the number of deleted records per user Format numeric 5 Where used RD110 User Profile Maintenance RD120 User Transaction Size Limit Maintenance 6 1676 totVol Description This field contains the total quantity of contracts per month Format numeric 12 Where used CB186 Monthly Rebates TDP 6 1677 tradeEnrichmentRuleId Description This field gives the index of the trade enrichment rule linked to ...

Page 1153: ...ction Trade Order Book Uncrossing 3 REV On Exchange Trade Reversal 4 PREL Preliminary On Exchange Trade 5 FINA Final On Exchange Trade 6 PAUC Preliminary Auction Trade 7 FAUC Final Auction Trade 8 SMP Self Match Prevented On Exchange Trade 9 TES Off Book Trade T7 Entry Service A RTES Off Book Trade Reversal B PTES Preliminary Off Book Trade C FTES Final Off Book Trade Where used TE810 T7 Daily Tra...

Page 1154: ...Daily Prevented Self Matches 6 1680 tradingParticipant Description This field contains the trading participants Format alphanumeric 5 Where used RD155 Pre trade Limits Status Clearing Participant 6 1681 tradingRestriction Description This field contains the trading restriction Format alphanumeric 1 Valid Values Decodes Descriptions 1 CAO Closing Auction Only 2 BOC Book or Cancel Where used TE540 D...

Page 1155: ...meric 12 Where used TD980 Excessive System Usage Report TD981 Month to Date OTR 6 1684 TransactionId Description This field contains the C7 transaction identification Transac tionId TransactionIdSuffix uniquely identify clearing transactions Format alphanumeric 19 Where used CB012 Account Statement CB702 Cash Settled Contracts Overview CB715 Average Pricing CB730 Position Transfer Summary CB750 Gi...

Page 1156: ...contains the report date Format alphanumeric 10 Where used CE056 End of Day CLS Settlement Report CI056 Preliminary CLS Settlement Report TR900 Daily Order and Quote Transactions 6 1687 transRef Description This field contains the reference ID of the transaction Format alphanumeric 9 Where used CE051 FX Transactions Instructions 6 1688 trDay Description This field contains Trading Day one row per ...

Page 1157: ... Format numeric signed 7 Where used CB065 System Transaction Overview CR010 Clearing Ranking 6 1690 trdDat Description This field contains the date when the trade was performed Format alphanumeric 8 Where used CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement CB225 Daily Eurex Fines CB315 Daily Clearing Fees Bonds CB320 Daily Clearing Fees Equities CB750 Give Up Trades Overview...

Page 1158: ...eld indicates the Trade ID Format alphanumeric 20 Where used CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6 1694 trdIdNo Description This field indicates the sequential number assigned by the Exchange to uniquely identify a trade Format alphanumeric 16 Where used CB225 Daily Eurex Fines 6 1695 trdLatQty Description Quantity of trade that is late and has to be considered Fo...

Page 1159: ...011 Current Liquidating Margin CC711 Current Liquidating Margin 6 1697 trdMemb Description Member ID of the trading member or empty depending on aggregation level Format alphanumeric 5 Where used CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement CB225 Daily Eurex Fines CB315 Daily Clearing Fees Bonds CB320 Daily Clearing Fees Equities CB325 Daily Service Fees CB330 Daily Settle...

Page 1160: ...TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC810 Daily Trade Confirmation 6 1699 trdMtchPrc1 Description This field indicates the price at which the trade was conducted matching price i e the price per unit of the contract traded Format numeric signed 9 5 Where used CB063 Flx Cntr Transactn Overview 6 1700 trdMtchPrcX Description This fiel...

Page 1161: ...e NCA trade type Format alphanumeric 4 Where used CB165 Eurex Fee Statement 6 1703 trdNo Description This field contains the trade number Format alphanumeric 16 Where used CB315 Daily Clearing Fees Bonds 6 1704 trdNomVal Description This field contains the Trade Nominal value Format numeric 17 2 Where used CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement 6 1705 trdQty Descript...

Page 1162: ...ription This field contains the name of the member and participant who performed the transaction Format alphanumeric 11 Where used CB068 Transaction Mix CE780 Exercise Abandon Daily Maintenance Overview 6 1708 trdStlDat Description This field indicates the settlement date of the risk positions Format DateFormat Where used CC011 Current Liquidating Margin CC711 Current Liquidating Margin 6 1709 trd...

Page 1163: ... Average Pricing Trade B Bas Basis Trade E EFP EFP Trade F FLX Flexible Contract Trade N EFI EFP Index Futures Trade O Blk Block Trade P EFF EFP Fin Trade V Vol Vola Trade W EFS EFS Trade C PCT Prevented Cross Trade 1 AP Average Pricing Regular Trade 2 APB Average Price TES Bilateral Trade 3 APF Average Price TES Bilateral FLEX Trade 4 APM Average Price TES Multilateral Trade M TM TES Multilateral...

Page 1164: ...ily Trade Confirmation 6 1711 trdUnt Description This field contains the trading unit Format numeric 8 4 Where used CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA752 Capital Adjustment Positions Overview CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CE070 Exercise And Assign Summary CE071 OptOn Fut ExerAssign Summary CE770 Exercise And Assign Overview C...

Page 1165: ...trading unit value which is the quantity of under lying represented by one contract Format numeric 10 4 Where used CC010 Premium Margin CC040 Liquidating Values CC710 Premium Margin CC740 Liquidating Values CE010 In the money Advisory CE710 Contract Expiration 6 1715 trdVol Description This field shows either n a or a natural number indicating the traded volume Format alphanumeric 13 Where used CB...

Page 1166: ...her Where used TE540 Daily Order Maintenance TE550 Open Order Detail 6 1718 trnAdjStsCod Description This field indicates whether the transaction has been adjusted or reversed by the system when processing an adjustment Format alphanumeric 1 Valid Values Decodes Descriptions A Adjusted I Inverse N Not Adjusted R Reversed Where used CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB012 A...

Page 1167: ...nCrdAmnt Description This field contains the credit amount of the transaction Format numeric 13 2 Where used CD009 Daily Cash Transactions CD010 Daily Cash Account CM CD011 Daily Cash Account AH CD012 Daily Cash Account NCM RC CD015 Detailed Account Statement CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD072 Monthly Cash Account NCM RC 6 1721 trnCshAmnt Description In context of a ...

Page 1168: ...CB150 Take Up Trades History CB160 Accepted Take Up Trades CB165 Eurex Fee Statement CB167 Late Closing Fees CB197 Excessive System Usage Fee CB730 Position Transfer Summary CB750 Give Up Trades Overview CB751 Take Up Trades Overview CC080 Security Cash Risk Position CC100 Risk Values History for Limits CC780 Security Cash Risk Position CD020 Collateral Movement Coverage CD080 Monthly Collateral M...

Page 1169: ...Cash Account AH CD012 Daily Cash Account NCM RC CD015 Detailed Account Statement CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD072 Monthly Cash Account NCM RC 6 1725 trnDelay Description This field contains the risk limit action level 2 delay in milliseconds Format numeric 4 Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 1726 trnFeeAdjAmnt Description This fiel...

Page 1170: ...re used CB165 Eurex Fee Statement CB191 Monthly TES Late Entry Fine CB197 Excessive System Usage Fee 6 1729 trnHistAdjInd Description This field indicates whether the transaction has been subjected to a historical trade transfer at any point of its adjustment history Format alphanumeric 1 Where used CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB110 Account Transfer Exception CB130 G...

Page 1171: ...saction ID number provided to a trade by the exchange Format alphanumeric 6 Where used CA051 Capital Adjustment Series CA052 Capital Adjustment Positions CA054 Capital Adjustment Orders CB010 Position Detail CB030 Position Transfer Overview CB102 Cash Settled Contracts CB110 Account Transfer Exception CB120 Member Exception Positions CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150...

Page 1172: ...tes the unique transaction ID assigned to a transaction by the exchange Format alphanumeric 9 Where used CB011 Std and Flx Cntr Dly Transactn CB191 Monthly TES Late Entry Fine CB740 TAIFEX Position Information CB741 KRX Position Information CD020 Collateral Movement Coverage CD080 Monthly Collateral Movement CD100 Audit Trail Coll Transactions 6 1734 trnIdNoP Description This field indicates the p...

Page 1173: ...o a trade by the exchange Format alphanumeric 19 Where used CB165 Eurex Fee Statement 6 1738 trnIdSfxNo Description This field indicates the unique suffix number assigned to a trade adjustment transaction which allows the exchange to associate an adjustment to the original trade It helps to identify a transaction among the set of transactions originating from the same trade Format numeric 5 Where ...

Page 1174: ...t numeric 5 Where used CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB064 Flx Cntr Daily Transactions CB130 Give Up Trades History CB150 Take Up Trades History 6 1740 trnIdSfxNoPntX Description This field contains the parent transaction ID suffix number Format numeric 10 Where used CB165 Eurex Fee Statement 6 1741 trnIdSfxNoX Description This field indicates the unique suffix number ...

Page 1175: ...Cntr Dly Transactn CB012 Account Statement CB020 Position Summary CB021 Position Active Trd Summary CB030 Position Transfer Overview CB063 Flx Cntr Transactn Overview CB102 Cash Settled Contracts CB110 Account Transfer Exception CB115 EEX Position Transfer CB120 Member Exception Positions CB702 Cash Settled Contracts Overview CB730 Position Transfer Summary TT750 Clearing Four Eye Principle 6 1743...

Page 1176: ... transaction Format numeric 9 Where used CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades CB330 Daily Settlement Fees CB715 Average Pricing CB750 Give Up Trades Overview CB751 Take Up Trades Overview TT150 Optional Four Eye Principle TT750 Clearing Four Eye Principle 6 1746 trnQtyAllc Description This field contains the allocated...

Page 1177: ...at numeric 1 Valid Values Decodes Descriptions 1 Base 2 Sttl Where used CE051 FX Transactions Instructions 6 1749 trnShtQty Description This field contains the change in the short quantity of an option series which is the increase positive number or decrease negative number in the short position of the member for the current day as compared to the last recorded position Format numeric signed 8 Whe...

Page 1178: ...lid Values Decodes Descriptions 0 N NEW 2 P INSTRUCTION CREATED PENDING 5 C CONFIRMED fully 6 A ABORTED fully 7 B ABORTED partially Where used CE051 FX Transactions Instructions 6 1751 trnTim Description This field contains the transaction time Format TimeFormat Where used CB012 Account Statement CB130 Give Up Trades History CB150 Take Up Trades History CB165 Eurex Fee Statement CB715 Average Pric...

Page 1179: ...ye Request Processing Entitlement 6 1752 trnTimCet Description This field contains the transaction adjustment time in central European time CET CEST Format TimeFormat Where used CB012 Account Statement 6 1753 trnTsfText Description This field contains the free format text associated with a modified or rejected transaction Format alphanumeric 15 Where used CB120 Member Exception Positions 6 1754 tr...

Page 1180: ... 013 FINAL PRICE ADJUSTMENTS 015 MATCHED ORDER 020 CGU TRD SND 021 HGU TRD SND 030 CGU TRD REC 031 HGU TRD REC 035 CGU CLS ERROR 036 HGU CLS ERROR 040 TES TRADE 042 TES CLS ERR 043 TES GU SEND 044 TES HGU SEND 045 TES GU REC 046 TES HGU REC 047 TES GU REC CER 048 TES HGU REC CER 050 ORD ADD CONFIRMATION 052 ORD DEL CONFIRMATION 054 ORD CHG CONFIRMATION 056 ORD EXE CONFIRMATION 058 ORD DEL MKT RESE...

Page 1181: ...XPI STL 117 POSITION CONVERSION 118 POS CAPITAL ADJUST 120 NOTIFICATION 122 NOTIF ADJ 124 ALLOCATION 126 POS FUT CREATION 128 FINAL CASH STL 129 AUTOMATIC CLOSEOUT 130 ADJ UNCONF ASS OCC 150 TOT TXN 0 50 152 TOT TXN 50 100 154 TOT TXN 100 160 PRD TXN 0 50 162 PRD TXN 50 100 164 PRD TXN 100 170 MQP TXN 0 50 172 MQP TXN 50 100 174 MQP TXN 100 180 MMQ TXN 0 50 182 MMQ TXN 50 100 184 MMQ TXN 100 190 I...

Page 1182: ...D 283 VAT PAID 285 DLVRY AMNT PAID 287 DLVRY AMNT RCVD 294 CASH SETTLEMENT PAID 296 CASH SETTLEMENT RCV 297 MISC MEMBER CASH DEB 298 MISC MEMBER CASH CRD 300 SECURITY DEPOSIT 302 SECURITY WITHDRAWAL 304 COVERAGE ASSIGNMENT 306 REAL TIME POS TRANSF 307 REAL TIM POS TSF CSH 308 SECURITY MAN DEPOSIT 310 CAPITAL ADJUSTMENT 312 SECURITY EXPIRATION 316 CAPITAL CSH CALL 317 CAPITAL CSH WDL 318 CAPITAL SE...

Page 1183: ...F SEND 422 END OF ASSIGNMENT 424 END OF BATCH BOF 426 PRODUCT IN HOLIDAY 427 START OF UPLOAD 428 END OF UPLOAD 502 PARTIAL TRANSFER REQ 504 MEMBER DELETION 506 CURRENCY ADD 507 CHANGE EUX CUR FLAG 508 CURRENCY DELETE 510 REPORT ADD 511 REPORT CHANGE 512 REPORT DELETE 514 ADD NEW CONTRACT 515 DELETE CONTRACT 516 EXC MBR TYPE CHANGE 518 CLG MBR TYPE CHANGE 520 MBR POS TSF NO FEE 522 BOF NODE NUMBER ...

Page 1184: ...LASS DELETE 606 MARGIN PROD ADD 608 MARGIN PROD CHANGE 610 MARGIN GROUP CHANGE 612 MARGIN GROUP ADD 614 MARGIN GROUP DELETE 616 MARGIN PROD DELETE 622 ACCOUNT TRANSFER REQ 624 FULL TRANSFER REQ 626 FULL TO AGENT REQ 630 PATTERN ASSIGN CHG 632 EXPIRATION CYCLE CHG 638 THEO MODEL CHANGE 639 THEO UNDER CHANGE 646 CHG MMQUO LIMIT 650 END OF TRANSMISSION 660 DELETE ORDERS 661 CLAIM AMNT DEP GC 662 CLAI...

Page 1185: ...tled Contracts CB110 Account Transfer Exception CB120 Member Exception Positions CB165 Eurex Fee Statement CB702 Cash Settled Contracts Overview CB715 Average Pricing CD009 Daily Cash Transactions CD020 Collateral Movement Coverage CD080 Monthly Collateral Movement CD100 Audit Trail Coll Transactions CE051 FX Transactions Instructions 6 1755 trnTyp2 Description This field indicates the Carmen Cash...

Page 1186: ...rawal 210 Cash Collateral Deposit 211 Cash Collateral Withdrawal 212 Intraday Cash Deposit 214 Intraday Cash Withdrawal 224 Premium Paid 226 Premium Received 230 Interest Rate Received 232 Interest Rate Charged 235 Variation Margin Received 236 Variation Margin Paid 241 OTC Premium Paid 242 OTC Premium Received 243 OTC Variation Margin Paid 244 OTC Variation Margin Received 245 OTC Cash Settlement...

Page 1187: ... Company Capital Cash Withdrawal 320 Clearing Fund Cash Call 321 Clearing Fund Cash Withdrawal 324 Position Transfer With Cash Amount Debit 325 Position Transfer With Cash Amount Credit 410 Eurex ISE Cash Compensation rcv 412 Eurex ISE Cash Compensation paid 414 Eurex ISE Cash Compensation Cancel Received 416 Eurex ISE Cash Compensation Cancel Paid 422 Payment EC IS Paid 424 Payment EC IS Received...

Page 1188: ...ity Fine IOD Paid 480 Coupon Compensation Received 482 Coupon Compensation Paid 484 Coupon Compensation Cancel Received 486 Coupon Compensation Cancel Paid 487 Redemption compensation received 488 Redemption compensation paid 490 Delivery Instruction Deviation Cash Amount Received 491 Delivery Instruction Deviation Cash Amount Paid 492 Delivery Return Settlement Amount Received 493 Delivery Return...

Page 1189: ...coll received 523 Return princ coll paid 900 Manufactured Dividend received 901 Manufactured Dividend paid 902 Manufactured Dividend CA Cancel received 903 Manufactured Dividend CA Cancel paid 904 Manufactured Coupon received 905 Manufactured Coupon paid 906 Manufactured Coupon CA Cancel received 907 Manufactured Coupon CA Cancel paid 908 AWV dividend compensation EC IS received 910 AWV dividend c...

Page 1190: ...pensation Cancel Paid 980 Coupon Compensation Received 982 Coupon Compensation Paid 984 Coupon Compensation Cancel Received 986 Coupon Compensation Cancel Paid 988 Future Compensation Received 990 Future Compensation Paid 992 Future Compensation Cancel Received 994 Future Compensation Cancel Paid Where used CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP Fee Statement CD010 Daily Cash Acco...

Page 1191: ...r Overview CB715 Average Pricing CB730 Position Transfer Summary 6 1758 trnTypText Description This field contains the transaction type text Format alphanumeric 20 Where used CD010 Daily Cash Account CM CD011 Daily Cash Account AH CD012 Daily Cash Account NCM RC CD015 Detailed Account Statement CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD072 Monthly Cash Account NCM RC 6 1759 trn...

Page 1192: ...Cash Account NCM RC CD015 Detailed Account Statement CD070 Monthly Cash Account CM CD071 Monthly Cash Account AH CD072 Monthly Cash Account NCM RC CE050 Expiration Payment vs Payment CE051 FX Transactions Instructions CE750 Expiration Payment vs Payment Overview 6 1761 txnClas Description This field contains the class of the transaction done by the member Format alphanumeric 2 Valid Values Decodes...

Page 1193: ...T and 1 5 times the LOT Format numeric signed 8 2 Where used CB065 System Transaction Overview 6 1764 txnFee100 Description This field contains the transaction fee for synchronous transactions whose volumes are exceeding twice the limit of transactions LOT Format numeric signed 8 2 Where used CB065 System Transaction Overview 6 1765 txnFee50 Description This field contains the transaction fee for ...

Page 1194: ...txnIdNo Description This field contains the technical ID of a transaction Format alphanumeric 6 Where used CB068 Transaction Mix 6 1768 txnLim Description This field contains the transaction limit which is the number of synchronous transactions a member is allowed per day per product without any extra charge Format numeric 8 Where used CB065 System Transaction Overview 6 1769 txnLimit Description ...

Page 1195: ...ct Format alphanumeric 15 Valid Values Decodes Descriptions OTC FX XCCY SWAP LISTED FX Where used CE056 End of Day CLS Settlement Report CI056 Preliminary CLS Settlement Report 6 1772 unadjMgnReq Description This field contains the unadjusted margin requirement per margin class or group It is the collateral which the clearing member has to provide to protect Eurex Clearing against his potential de...

Page 1196: ...class or group in the major currency This may be a shortfall positive amount or a surplus negative amount Format numeric signed 13 2 Where used CC055 Daily Margin Offset CC755 Daily Margin Offset 6 1775 unadjMgnReqMgnCurr Description This field indicates the unadjusted margin requirement per margin class or group in margin class currency This may be a shortfall positive amount or a surplus negativ...

Page 1197: ... used TA111 All Active Inactive Series 6 1778 underlyingIndex Description This field represents the daily Underlying Index entered at the end of the trading session for the product used as Final Index on the instrument level for the business day and as Preliminary Index for the next business day Format numeric signed 12 6 Where used TA115 Total Return Futures Parameters 6 1779 underlyingPrice Desc...

Page 1198: ...13 Complex and Flexible Instrument Definition 6 1781 undrDispDcml Description This field contains the number of displayed decimals for the underlying Format numeric 4 Where used TC546 Strategy TES Trade Maintenance 6 1782 undrFutExpMthDat Description This field contains the expiration month of underlying future of the contract Format numeric 2 Valid Values Decodes Descriptions 1 JAN 2 FEB 3 MAR 4 ...

Page 1199: ...mmary CE771 OptOn Fut ExerAssign Overview 6 1784 undrFutProdId Description This field contains the ID code of the underlying futures product Format alphanumeric 4 Where used CE071 OptOn Fut ExerAssign Summary CE771 OptOn Fut ExerAssign Overview 6 1785 undrIdCod Description This field contains the ID code of the underlying Format alphanumeric 4 Where used CA051 Capital Adjustment Series CA052 Capit...

Page 1200: ...E070 Exercise And Assign Summary CE710 Contract Expiration CE770 Exercise And Assign Overview 6 1787 undrIsin Description This field contains the International Security Identification Number ISIN of the underlying instrument Format alphanumeric 12 Where used CC034 Theoretical Prices CC040 Liquidating Values CC740 Liquidating Values CE070 Exercise And Assign Summary CE770 Exercise And Assign Overvi...

Page 1201: ...y CE030 Member Expiration CE070 Exercise And Assign Summary CE710 Contract Expiration CE770 Exercise And Assign Overview TA111 All Active Inactive Series TD930 Daily Trade Statistics TE930 T7 Daily Trade Statistics 6 1790 undrPrc Description This field contains the price of the underlying in a flexible transaction Format numeric 9 5 Where used CB021 Position Active Trd Summary CB063 Flx Cntr Trans...

Page 1202: ...n Summary CE771 OptOn Fut ExerAssign Overview 6 1793 undrTicVal Description The field contains the underlying tick value which is the smallest amount by which price of the underlying security may increase or decrease Format numeric 8 4 Where used CE030 Member Expiration 6 1794 uniqueCntrId Description This is a unique number used to identify the contract it comprises of the uniqueProdId and an ID ...

Page 1203: ...field contains the unused security collateral quantity of the member Format numeric signed 12 2 Where used CD031 Daily Collateral Valuation 6 1797 upAdptIntRat Description This field contains the up adapted interest rate which is the rate used to discount member s negative cash positions to get the current liqui dating value Format numeric signed 13 4 Where used CC011 Current Liquidating Margin CC...

Page 1204: ...Trader Underlying Maintenance TT121 Member Underlying Maintenance 6 1799 updDat Description This field contains the date of last update Format DateFormat Where used CA770 Account Maintenance CE790 In the money Configuration RD110 User Profile Maintenance RD120 User Transaction Size Limit Maintenance RD130 Trade Enrichment Rule Maintenance RD140 Pre trade Limits Maintenance Trading Participant TT13...

Page 1205: ...saction Size Limit Maintenance RD130 Trade Enrichment Rule Maintenance RD140 Pre trade Limits Maintenance Trading Participant 6 1802 updTim Description This field contains time of the last change performed Format TimeFormat Where used CA770 Account Maintenance CB011 Std and Flx Cntr Dly Transactn CB064 Flx Cntr Daily Transactions CE790 In the money Configuration RD110 User Profile Maintenance RD12...

Page 1206: ...re used RD110 User Profile Maintenance RD115 User Profile Status RD120 User Transaction Size Limit Maintenance RD125 User Transaction Size Limit Status TE535 Cross and Quote Requests TE540 Daily Order Maintenance TE545 Daily TES Maintenance TE550 Open Order Detail TE810 T7 Daily Trade Confirmation TE812 Daily Prevented Self Matches TT133 Trading Risk Events 6 1805 userId Description This field con...

Page 1207: ...D125 User Transaction Size Limit Status 6 1808 userOrdrNum Description This field contains the free format order reference text for member internal usage Format alphanumeric 12 Where used CB010 Position Detail CB011 Std and Flx Cntr Dly Transactn CB063 Flx Cntr Transactn Overview CB064 Flx Cntr Daily Transactions CB120 Member Exception Positions TC549 EBI Trade Maintenance 6 1809 userOrdrNumFrom D...

Page 1208: ...t for the member s internal usage and to signify the destination of the transfer transaction Format alphanumeric 12 Where used CB130 Give Up Trades History CB140 Accepted Give Up Trades CB150 Take Up Trades History CB160 Accepted Take Up Trades 6 1811 userOrdrNumX Description This field contains the free format order reference text for member internal usage Format alphanumeric 36 Where used CB165 ...

Page 1209: ...der group the user belongs to inside the business unit Every group can define their own name Every user can only belong to one group Format alphanumeric 3 Where used RD115 User Profile Status 6 1814 usrIdFourEyeAppr Description This field contains the member and participant name of the four Eye Approval Format alphanumeric 11 Where used TT150 Optional Four Eye Principle TT750 Clearing Four Eye Pri...

Page 1210: ...ent Report TT131 Risk Event Trader Report 6 1817 usrIdSlowInit Description This field contains the name of the member and participant who initiated the slowdown event Format alphanumeric 11 Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 1818 usrIdSlowMs Description This field contains the member ID for whom market supervision initiated the slowdown event In the case of member ...

Page 1211: ... of the member and participant who initiated the stop button event Format alphanumeric 11 Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 1821 usrIdStopMs Description This field contains the member ID for whom market supervision initiated the stop button event In the case of member initiated stop button event this field will not contain any value Format alphanumeric 11 Where us...

Page 1212: ... eye Request Processing Entitlement 6 1824 usrOrdrNum Description This field contains the user order number which the member assigned to the order Format alphanumeric 12 Where used CA054 Capital Adjustment Orders CB030 Position Transfer Overview TC541 Dly Strategy Order Maintenance TC545 TES Trade Maintenance TC546 Strategy TES Trade Maintenance TC810 Daily Trade Confirmation TE810 T7 Daily Trade ...

Page 1213: ...ange in Participant Status Where used TT761 User Entitlement Changes 6 1826 usTrdrFlg Description This field indicates whether the product is allowed for US traders Format alphanumeric 1 Where used TA111 All Active Inactive Series 6 1827 UTI Description Unique Trade Identifier which is used for EMIR reporting and calcu lated with transaction or position logic Format alphanumeric 52 Where used CB01...

Page 1214: ...formance TD949 MTD Advanced Market Making Strategy Quote Request Performance 6 1829 validityFlg Description This field indicates the business status of a trade enrichment rule Format alphanumeric 1 Where used RD135 Trade Enrichment Rule Status 6 1830 valorNum Description This field contains the valoren number which is an identification number assigned to the Swiss contract This number also indicat...

Page 1215: ...Performance TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Strategy Quote Request Performance 6 1833 valQuoReqViol Description This field contains the number of valid quote request violations on the basis of the valid quote requests after cut limit adjustment Format numeric 10 Where used TD940 Daily Regular Market Making Quote Request Performa...

Page 1216: ...applied on the cash payable for physical deliveries Format numeric 4 2 Where used CB193 Monthly Connections and Services CE120 ECC Delivery Report 6 1836 vegaLimQty Description This field contains vega limit quantity which is the absolute number of option contracts purchased minus the number of option contracts sold through quotes of the same subgroup within a predefined time frame Format numeric ...

Page 1217: ...ket maker member Format numeric 9 Where used TT130 Risk Event Report TT131 Risk Event Trader Report 6 1839 vegaUnit Description This field indicates the Vega Unit multiplier Format numeric 9 Where used TA114 Variance Futures Parameter 6 1840 verId Description This field indicates the Version of the product ID Format alphanumeric 3 Where used CB182 Monthly OTC CCP Fee Statement CB185 Daily OTC CCP ...

Page 1218: ...ues Decodes Descriptions 1 Yes 0 No Where used TD980 Excessive System Usage Report 6 1843 violationCnt Description This field shows the number of violations Format numeric 2 Where used TD980 Excessive System Usage Report 6 1844 violInd Description This field contains violation indicator which indicates whether the member has provided quotes for lesser time than required as per obligation to market...

Page 1219: ... Daily Permanent Market Making Quote Request Performance TD942 Daily Advanced Market Making Quote Request Performance TD945 MTD Regular Market Making Quote Request Performance TD946 MTD Permanent Market Making Quote Request Performance TD947 MTD Advanced Market Making Quote Request Performance TD948 MTD Permanent Market Making Strategy Quote Request Performance TD949 MTD Advanced Market Making Str...

Page 1220: ... contains the variation margin payable amount per exchange member per account and per currency Format numeric 13 2 Where used CB095 Variation Mgn Overall Summary CB795 Variation Margin Information 6 1849 vmarPrvMthBal Description This field contains the net variation margin amount positive received or negative paid per exchange member per account and per currency for the previous month Format nume...

Page 1221: ...r currency accumulated for the current year Format numeric signed 13 2 Where used CB095 Variation Mgn Overall Summary CB795 Variation Margin Information 6 1852 volaStratUndrId Description This field contains the ID code of the underlying for volatility strategies in the corresponding option product Format alphanumeric 4 Where used TA111 All Active Inactive Series 6 1853 volatilityPdVd Description ...

Page 1222: ...latilityPdVu Description This field contains the volatility for the price down volatility up scenario Format numeric 5 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 1856 volatilityPuVd Description This field contains the volatility for the price up volatility down scenario Format numeric 5 2 Where used CC040 Liquidating Values CC740 Liquidating Values 6 1857 volatilityPuVn Descr...

Page 1223: ...ed CC040 Liquidating Values CC740 Liquidating Values 6 1859 volFactor Description This field contains Volume Factor which is used to calcued Volume Component Format numeric 4 Where used TD980 Excessive System Usage Report TD981 Month to Date OTR 6 1860 volLim Description This field contains the Volume Limit of this trading day Format numeric 12 Where used TD981 Month to Date OTR 6 1861 volLimQty D...

Page 1224: ... Values Decodes Descriptions Cancelled Pending Claimed Refused Where used CB730 Position Transfer Summary CB750 Give Up Trades Overview CB751 Take Up Trades Overview 6 1863 worstCaseScenario Description This field indicates which of the six possible price movement vola movements scenarios has the greatest risk Format alphanumeric 19 Valid Values Decodes Descriptions PriceUpVolaUp PriceUpVolaNeut P...

Page 1225: ... notional from the start of the rebate scheme Format numeric 17 2 Where used CB182 Monthly OTC CCP Fee Statement 6 1865 zerCostQty Description This field contains zero cost quantity which is the quantity of allowed position closings free of charge Positions of previous business day are considered till 1 30 pm and the positions of current day after 1 30 pm Format numeric 9 Where used CB167 Late Clo...

Page 1226: ...on DBAG Deutsche Börse AG CCP Central Counterparty EEX European Energy Exchange Electronic trading of energy futures GCM General Clearing Member Member Market participant NCM Non Clearing Member Trading Member OTC Over The Counter XML Extensible Markup Language XSD XML Schema Definition Table 7 1 Glossary ...

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