Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Descriptions
Page 266
4.3.15
CC711 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) as in report
CC011. 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.
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
cc711
rptHdr
exchNam
cc711Grp, repeated 0 ... variable times:
cc711KeyGrp
membClgIdCod
cc711Grp1, repeated 1 ... variable times:
cc711KeyGrp1
membExchIdCod
cc711Grp2, repeated 1 ... variable times:
cc711KeyGrp2
acctTypFlexible
