Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Descriptions
Page 330
4.4.19
CD090 Overall Asset Summary
Description
This report displays the clearing fund and company capital require-
ments for each member and, in comparison, their clearing fund and
company capital amounts. The member's margin amounts are also
displayed.
Only the members acting in their clearing member role are considered in this report. Values
related to clearing agents (ISA direct model) are proposed in report
CD092.
The clearing fund, the company capital requirement and the respective
contribution by clearing member are calculated as described below.
The difference between these two amounts is also displayed.
Clearing fund/company capital requirement
With the daily margin amounts, the average margin requirement over
n
and
m
days is calculated per clearing member. The daily margin requirement,
the average over
n
days, and the average over
m
days are evaluated 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 evaluation percentage) + cash)
The clearing member total company capital in Euro is calculated as
follows:
Sum (conversion factor to EUR * in one currency (company c
Sum (capital securities * closing price * collateral evaluation factor) +
Sum (capital guarantees * guarantor evaluation percentage) + cash)
The guarantee amount is accumulated over the different asset types
per currency. The total amount per currency is then converted to Euro.
These Euro amounts are accumulated in total clearing fund or
company capital contribution.
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
cd090
rptHdr
exchNam
