Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Tag Descriptions
Page 807
6.638 mgnFctrPct
Description
This field contains the margin factor in percent, which is the maximum
assumed price fluctuation in the underlying through the end of the
following day.
Format
numeric 3
CC020 Futures Spread Margin
CC045 Additional Margin
CC720 Futures Spread Margin
CC745 Additional Margin
6.639 mgnGrpCod
Description
This field indicates the margin group, which is a group of margin
classes. Underlying instruments of same risk structure are combined in
a margin group.
Format
alphanumeric 5
CC040 Liquidating Values
CC045 Additional Margin
CC050 Daily Margin
CC080 Security/Cash Risk Position
CC740 Liquidating Values
CC745 Additional Margin
CC750 Daily Margin
CC780 Security/Cash Risk Position
CI050 Daily Margin
CN050 Nightly Margin
6.640 mgnLiqDlvAmnt
Description
This field contains the current liquidating/delivery margin, which covers
the estimated loss in case the member's open positions are closed out
immediately.
Format
numeric signed 13, 2