Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Tag Descriptions
Page 990
Format
numeric signed 9
CC020 Futures Spread Margin
CC720 Futures Spread Margin
6.1082 sptMthSpdRat
Description
This field contains the spot month spread rate, which is applied on
future spread pairs containing at least one spot month position.
Format
numeric 9
CC020 Futures Spread Margin
CC720 Futures Spread Margin
6.1083 sptMthTotBal
Description
This field contains the spot month total balance, which is the total net
spot month futures spread position in contracts of the margin class.
Format
numeric signed 8
CC020 Futures Spread Margin
CC720 Futures Spread Margin
6.1084 standardVar
Description
This field indicates the standard variance defined at the end of the first
trading day
Format
numeric 12, 6