Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Descriptions
Page 334
4.4.20
CD091 ISA Direct Mem. Asset Summary
Description
This report displays the Clearing Fund and AuM/Company Capital
requirement for ISA direct members based on their margin requirement
together with their actual contribution.
Clearing fund/company capital requirement is done on pool level in
order to allow both an as-of-now and historical separation of require-
ments from standard business and ISA direct business.
Clearing Fund requirement of ISA Direct Member X calculation:
Total Clearing Fund Requirement = maximum(Mid Term Requirement,
Long Term Requirement, Minimum Requirement);
Long Term Requirement = Average for last 250 days
--> sum (Margin Requirements(p, T) * CF_Factor) across all selectable segregated pools
p
of ISA
member
X
of day
T
Mid Term Requirement = Average for last 30 days
--> sum (Margin Requirements(p, T) * CF_Factor) across all selectable segregated pools
p
of ISA
member
X
of day
T
Minimum Requirement = imported from SAP
CF_Factor = Clearing Fund Factor
AuM/Company Capital requirement calculation
follows the same rules as
clearing fund calculation, except instead of using the Clearing Fund Factor the
AuM/Company Capital Factor is used.
Clearing members/agents receives a concatenation of the NCM
reports. For NCMs that are no ISA Direct Member the report is empty.
For members acting only in their clearing member role (i.e. having no
ISA Direct clients) the report will be empty.
Frequency
Daily.
Availability
This report is available for clearing and trading members.
XML Report Structure
M/O Text Report Heading
cd091
rptHdr
exchNam
