Siemens SIMATIC PROFINET, Function Manual

Page: 279 / 1226

Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Descriptions Page 279
4.3.18 CC745 Additional Margin
Description This report shows the calculation of the additional margin, displayed in
the margin class currency. Account names of flexible accounts
(additional agent accounts) are available. Margin calculations resulting
from Flexible Contracts are included in the corresponding margin class
records.
When the margin class is not part of a margin group, the additional
margin for the margin class is the difference between the current liqui-
dation costs and proceeds, representing the highest positive value. If
the value is negative, the additional margin is zero.
For margin classes that are part of a margin group, the differences
between the immediate liquidation costs and proceeds, the largest
movements, are converted to the clearing member currency. If the
value is negative, it is multiplied by the offset factor.
These adjusted are then added to the margin group, for all six possible
scenarios of price and volatility movements (see the description of
report CC740), to determine the highest risk. The additional margin
amount is multiplied by the offset factor if the value is negative.
Remark: If the margin class is maturity dependent, the additional
margin for each expiration will be displayed separately instead of the
total for entire 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
cc745
rptHdr
exchNam
m
envText m
rptCod m
rptNam m
rptFlexKey o
membId o
membLglNam o
rptPrntEffDat m
rptPrntEffTim o
rptPrntRunDat m
cc745Grp, repeated 0 ... variable times:
cc745KeyGrp
membClgIdCod
m CM