Siemens SIMATIC PROFINET, Function Manual

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Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Descriptions Page 273
The short option minimum calculation takes into account the limited
risk profile of options combinations to reduce the cost of collateral
deposit for Eurex members. Any short call position risk is limited by
long call positions with same or longer time to expiry and lower or
equal strike or by any long future position. Any short put position risk is
limited by long put positions with same or longer time to expiry and
higher or equal strike or by any short future position. This cross
margining is only provided within a margin class.
Remark: The unit value of the subscription right is 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.
Frequency Daily.
Availability This report is available for clearing and trading members.
XML Report Structure M/O Text Report Heading
cc740
rptHdr
exchNam
m
envText m
rptCod m
rptNam m
rptFlexKey o
membId o
membLglNam o
rptPrntEffDat m
rptPrntEffTim o
rptPrntRunDat m
cc740Grp, repeated 0 ... variable times:
cc740KeyGrp
membClgIdCod
m Clearing Member
cc740Grp1, repeated 1 ... variable times:
cc740KeyGrp1
membExchIdCod
m Exchange Member
cc740Grp2, repeated 1 ... variable times:
cc740KeyGrp2
acctTypFlexible
m Account
currTypCod m Curr