Siemens SIMATIC PROFINET, Function Manual

Page: 6 / 1226

Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
Page 6
4.3 CC Clearing Margin 228
4.3.1 CC010 Premium Margin 228
4.3.2 CC011 Current Liquidating Margin 231
4.3.3 CC020 Futures Spread Margin 234
4.3.4 CC031 Theoretical Values II 237
4.3.5 CC033 Theoretical Values III 239
4.3.6 CC034 Theoretical Prices 241
4.3.7 CC040 Liquidating Values 243
4.3.8 CC045 Additional Margin 250
4.3.9 CC050 Daily Margin 253
4.3.10 CC055 Daily Margin Offset 255
4.3.11 CC060 Daily Margin Summary 257
4.3.12 CC080 Security/Cash Risk Position 259
4.3.13 CC100 Risk Values History for Limits 261
4.3.14 CC710 Premium Margin 263
4.3.15 CC711 Current Liquidating Margin 266
4.3.16 CC720 Futures Spread Margin 269
4.3.17 CC740 Liquidating Values 272
4.3.18 CC745 Additional Margin 279
4.3.19 CC750 Daily Margin 282
4.3.20 CC755 Daily Margin Offset 284
4.3.21 CC760 Daily Margin Summary 286
4.3.22 CC780 Security/Cash Risk Position 288
4.4 CD Clearing Daily 290
4.4.1 CD009 Daily Cash Transactions 290
4.4.2 CD010 Daily Cash Account CM 292
4.4.3 CD011 Daily Cash Account AH 294
4.4.4 CD012 Daily Cash Account NCM / RC 296
4.4.5 CD015 Detailed Account Statement 298
4.4.6 CD020 Collateral Movement/Coverage 300
4.4.7 CD030 Security Expiration 302
4.4.8 CD031 Daily Collateral Valuation 304
4.4.9 CD032 Daily Guarantee 306
4.4.10 CD033 Collateral Composition 308
4.4.11 CD037 Claim Amount Based Collaterals 313
4.4.12 CD040 Monthly Guarantee Expiration 315
4.4.13 CD042 Daily Settlement Statement 317
4.4.14 CD043 ECM: Value Based Alloc. Method 320
4.4.15 CD070 Monthly Cash Account CM 322
4.4.16 CD071 Monthly Cash Account AH 324
4.4.17 CD072 Monthly Cash Account NCM / RC 326
4.4.18 CD080 Monthly Collateral Movement 328
4.4.19 CD090 Overall Asset Summary 330