Siemens SIMATIC PROFINET, Function Manual

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Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Descriptions Page 361
4.5.7 CE055 FX Settlement Limit Report
Description This report shows the projected settlement amounts from FX futures
and options positions held by Clearing Member, resulting from FX
futures notification/allocation and from FX options exercise/
assignment, and checks these against pre-determined settlement
amount limits. The projected settlement amounts are calculated and
reported daily only for the next expiry month, i.e. the front month
(futures and options have the same expiry date). Then the projected
settlement amounts are held against the settlement limits. Only short
settlement amounts i.e. settlement amounts that the Clearing Member
has to pay are considered.
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
ce055
rptHdr
exchNam
m
envText m
rptCod m
rptNam m
rptFlexKey o
membId o
membLglNam o
rptPrntEffDat m
rptPrntEffTim o
rptPrntRunDat m
ce055Grp, repeated 0 ... variable times:
rptEffDat
o S-x
nextExpDat o S-2
nextStlmDat o S
ce055KeyGrp
membClgIdCod
m ClMbr
ce055Rec, repeated 1 ... variable times:
fxRatesRec, repeated 0 ... variable times:
ccyPair
o CCY Pair
exchRat5 o FX Rates
futStlmtDtlsRec, repeated 0 ... variable times:
prodId
o Product Id