Eurex
XML Report Reference Manual
Version V 3.1.3
05.04.2017
XML Report Tag Descriptions
Page 989
TA111 All Active/Inactive Series
6.1078 spreadTimeToExp
Description
This field contains the description of the spread time to expiration.
Format
alphanumeric 21
TA111 All Active/Inactive Series
6.1079 sptMthNetBal
Description
This field contains the net position on futures spread contracts in the
delivery month.
Format
numeric signed 8
CC020 Futures Spread Margin
CC720 Futures Spread Margin
6.1080 sptMthSpdMgn
Description
This field contains the spot month spread margin for the net spread
position of the margin class, applied at spot month spread rate.
Format
numeric signed 11, 2
CC020 Futures Spread Margin
CC720 Futures Spread Margin
6.1081 sptMthSpdPos
Description
This field contains spot month spread position, which is the net spread
position applied on all spot month futures spread pair positions.