Siemens SIMATIC PROFINET, Function Manual

Page: 320 / 1226

Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Descriptions Page 320
4.4.14 CD043 ECM: Value Based Alloc. Method
Description This end-of-day report shows the allocation between a Clearing
Member's proprietary collateral (Collateral Prop ECM) and the client's
collateral (Collateral Client ECM) for Clearing Members who have
decided to use the value based allocation method within the
Elementary Clearing Model. It lists the margin requirement of the CM
(Mrg Req Prop ECM) separately from the margin requirement for the
client business (Mrg Req Client ECM). Additionally, it shows the
current collateral allocation for the Clearing Member (Collateral 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 clearing members only.
XML Report Structure M/O Text Report Heading
cd043
rptHdr
exchNam
m
envText m
rptCod m
rptNam m
rptFlexKey o
membId o
membLglNam o
rptPrntEffDat m
rptPrntEffTim o
rptPrntRunDat m
cd043Grp, repeated 0 ... variable times:
cd043KeyGrp
membClgIdCod
m Clearing Member
cd043Grp1, repeated 1 ... variable times:
cd043KeyGrp1
currTypCod
m Clr Currency
cd043Rec, repeated 1 ... variable times:
mgnReqPropEcm
m Mrg Req Prop ECM
mgnReqClientEcm m Mrg Req Client ECM