Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Descriptions
Page 231
4.3.2
CC011 Current Liquidating Margin
Description
This report shows the current liquidating values for risk net positions
and gross trades together with the corresponding cash risk positions
and the resulting adjusted margin requirement per risk position (for
gross positions margin credits are not taken into account). In addition,
the current liquidating margin per margin class and account type is
displayed.
Equities, bonds or subscription rights are considered as security risk
positions. Cash positions result out of pending trades (equities and
bonds), 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.
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
cc011
rptHdr
exchNam
cc011Grp, repeated 0 ... variable times:
cc011KeyGrp
membClgIdCod
cc011Grp1, repeated 1 ... variable times:
cc011KeyGrp1
membExchIdCod
cc011Grp2, repeated 1 ... variable times:
cc011KeyGrp2
acctTypGrp
cc011Grp3, repeated 1 ... variable times:
