Siemens SIMATIC PROFINET Function Manual

Eurex

XML Report Reference Manual

V 3.1.3

Date : 05.04.2017

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 2

© Eurex 2017

Deutsche Börse AG (DBAG), Clearstream Banking AG (Clearstream), Eurex Frankfurt AG, Eurex Clearing

AG (Eurex Clearing) as well as Eurex Bonds GmbH (Eurex Bonds) and Eurex Repo GmbH (Eurex Repo) are corporate entities and are registered under German law. Eurex Zürich AG is a corporate entity and is registered under Swiss law. Clearstream Banking S.A. is a corporate entity and is registered under

Luxembourg law. U.S. Exchange Holdings, Inc. and International Securities Exchange Holdings, Inc. (ISE) are corporate entities and are registered under U.S. American law. Deutsche Boerse Asia Holding Pte. Ltd.,

Eurex Clearing Asia Pte. Ltd. and Eurex Exchange Asia Pte. Ltd are corporate entities and are registered under Singapore law. Eurex Frankfurt AG (Eurex) is the administrating and operating institution of Eurex

Deutschland. Eurex Deutschland and Eurex Zürich AG are in the following referred to as the “Eurex

Exchanges”.

All intellectual property, proprietary and other rights and interests in this publication and the subject matter hereof (other than certain trademarks and service marks listed below) are owned by DBAG and its affiliates and subsidiaries including, without limitation, all patent, registered design, copyright, trademark and service mark rights. While reasonable care has been taken in the preparation of this publication to provide details that are accurate and not misleading at the time of publication DBAG, Clearstream, Eurex, Eurex Clearing,

Eurex Bonds, Eurex Repo as well as the Eurex Exchanges and their respective servants and agents (a) do not make any representations or warranties regarding the information contained herein, whether express or implied, including without limitation any implied warranty of merchantability or fitness for a particular purpose or any warranty with respect to the accuracy, correctness, quality, completeness or timeliness of such information, and (b) shall not be responsible or liable for any third party’s use of any information contained herein under any circumstances, including, without limitation, in connection with actual trading or otherwise or for any errors or omissions contained in this publication.

This publication is published for information purposes only and shall not constitute investment advice respectively does not constitute an offer, solicitation or recommendation to acquire or dispose of any investment or to engage in any other transaction. This publication is not intended for solicitation purposes but only for use as general information. All descriptions, examples and calculations contained in this publication are for illustrative purposes only.

Eurex and Eurex Clearing offer services directly to members of the Eurex exchanges respectively to clearing members of Eurex Clearing. Those who desire to trade any products available on the Eurex market or who desire to offer and sell any such products to others or who desire to possess a clearing license of

Eurex Clearing in order to participate in the clearing process provided by Eurex Clearing, should consider legal and regulatory requirements of those jurisdictions relevant to them, as well as the risks associated with such products, before doing so.

Eurex derivatives are currently not available for offer, sale or trading in the United States or by United States persons (other than EURO STOXX 50

®

Index Futures, EURO STOXX 50

®

ex Financials Index Futures,

EURO STOXX

®

Select Dividend 30 Index Futures, EURO STOXX® Index Futures, EURO STOXX® Large/

Mid/Small Index Futures, STOXX

®

Europe 50 Index Futures, STOXX® Europe 600 Index Futures, STOXX

®

Europe 600 Banks/Industrial Goods & Services/Insurance/Media/Travel & Leisure/Utilities Futures,

STOXX® Europe Large/Mid/Small 200 Index Futures, Dow Jones Global Titans 50 Index

SM

Futures (EUR

& USD), DAX

®

/Mini-DAX®/MDAX®/TecDAX® Futures, SMIM

®

Futures, SLI Swiss Leader Index® Futures,

MSCI World (FMWO, FMWP, FMWN)/Europe (FMEU, FMEP)/ Europe Value/Europe Growth/Emerging

Markets (FMEM, FMEF, FMEN)/Emerging Markets Latin America/Emerging Markets EMEA/Emerging

Markets Asia/China Free/India/Japan/Malaysia/South Africa/Thailand/AC Asia Pacific ex Japan Index

Futures, TA-25 Index Futures, Daily Futures on TAIEX Futures, VSTOXX® Futures, Gold and Silver

Futures as well as Eurex FX, property and interest rate derivatives).

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 3

Trademarks and Service Marks

Buxl

®

, DAX

®

, DivDAX

®

, eb.rexx

®

, Eurex

®

, Eurex Bonds

®

, Eurex Repo

®

, Eurex Strategy Wizard

SM

, Euro

GC Pooling

®

, FDAX

®

, FWB®, GC Pooling

®

,

,

GCPI

®

, MDAX

®

, ODAX

®

, SDAX®, TecDAX

®

, USD GC

Pooling

®

, VDAX

®

, VDAX-NEW

®

and Xetra

®

are registered trademarks of DBAG.

All MSCI indexes are service marks and the exclusive property of MSCI Barra.

ATX®, ATX® five, CECE® and RDX® are registered trademarks of Vienna Stock Exchange AG.

IPD® UK Annual All Property Index is a registered trademark of Investment Property Databank Ltd. IPD and has been licensed for the use by Eurex for derivatives.

SLI

®

, SMI

®

and SMIM

®

are registered trademarks of SIX Swiss Exchange AG.

The STOXX

®

indexes, the data included therein and the trademarks used in the index names are the intellectual property of STOXX Limited and/or its licensors Eurex derivatives based on the STOXX

®

indexes are in no way sponsored, endorsed, sold or promoted by STOXX and its licensors and neither STOXX nor its licensors shall have any liability with respect thereto.

.

Dow Jones, Dow Jones Global Titans 50 Index

SM

and Dow Jones Sector Titans Indexes

SM

are service marks of Dow Jones & Company, Inc. All derivatives based on these indexes are not sponsored, endorsed, sold or promoted by Dow Jones & Company, Inc. Dow Jones & Company, Inc. does not make any representation regarding the advisability of trading or of investing in such products.

Bloomberg Commodity Index

SM

and any related sub-indexes are service marks of Bloomberg L.P.

All references to London Gold and Silver Fixing prices are used with the permission of The London Gold

Market Fixing Limited as well as The London Silver Market Fixing Limited, which for the avoidance of doubt has no involvement with and accepts no responsibility whatsoever for the underlying product to which the

Fixing prices may be referenced.

PCS® and Property Claim Services® are registered trademarks of ISO Services, Inc.

Korea Exchange, KRX, KOSPI and KOSPI 200 are registered trademarks of Korea Exchange Inc.

Taiwan Futures Exchange and TAIFEX are registered trademarks of Taiwan Futures Exchange

Corporation. Taiwan Stock Exchange, TWSE and TAIEX are the registered trademarks of Taiwan Stock

Exchange Corporation.

BSE and SENSEX are trademarks/service marks of Bombay Stock Exchange (BSE) and all rights accruing from the same, statutory or otherwise, wholly vest with BSE. Any violation of the above would constitute an offence under the laws of India and international treaties governing the same.

The names of other companies and third party products may be trademarks or service marks of their respective owners.

Eurex

XML Report Reference Manual

Table of Contents

1

3

3.1

3.2

3.3

3.4

3.5

2

2.1

2.2

2.2.1

2.2.2

2.2.3

2.2.4

2.2.4.1

2.2.4.2

2.2.4.3

2.2.5

2.2.5.1

2.2.5.2

2.3

4.2

4.2.1

4.2.2

4.2.3

4.2.4

4.2.5

4.2.6

4.2.7

4

4.1

4.1.1

4.1.2

4.1.3

4.1.4

4.1.5

4.2.8

4.2.9

4.2.10

4.2.11

4.2.12

Introduction

XML Reports Concepts used by Eurex

Eurex Terminology

XML Report Layout

Structures

Structure Members

Data Types

Rules for creating the XML Structure

Main Report Structure

Substructures

Field Values

Rules for Text Reports

Generic Text Report Structure

Field Values

Common Report Engine

Introduction to XML Reports

XML Report Characteristics

Report Availability

Structure Cardinality

Usage Code

Reports per T7 Trading Instance

XML Report Descriptions

CA Capital Adjustment

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB Clearing Position and Transactions

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB068 Transaction Mix

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XML Report Reference Manual

4.2.36

4.2.37

4.2.38

4.2.39

4.2.40

4.2.41

4.2.42

4.2.43

4.2.28

4.2.29

4.2.30

4.2.31

4.2.32

4.2.33

4.2.34

4.2.35

4.2.20

4.2.21

4.2.22

4.2.23

4.2.24

4.2.25

4.2.26

4.2.27

4.2.13

4.2.14

4.2.15

4.2.16

4.2.17

4.2.18

4.2.19

4.2.44

4.2.45

4.2.46

4.2.47

4.2.48

4.2.49

4.2.50

4.2.51

4.2.52

4.2.53

4.2.54

4.2.55

CB069 Transaction Report

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB225 Daily Eurex Fines

CB235 Daily Security Collateral Fee Statement

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

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XML Report Reference Manual

4.4

4.4.1

4.4.2

4.4.3

4.4.4

4.4.5

4.4.6

4.4.7

4.3.15

4.3.16

4.3.17

4.3.18

4.3.19

4.3.20

4.3.21

4.3.22

4.3.7

4.3.8

4.3.9

4.3.10

4.3.11

4.3.12

4.3.13

4.3.14

4.3

4.3.1

4.3.2

4.3.3

4.3.4

4.3.5

4.3.6

4.4.8

4.4.9

4.4.10

4.4.11

4.4.12

4.4.13

4.4.14

4.4.15

4.4.16

4.4.17

4.4.18

4.4.19

CC Clearing Margin

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

CC040 Liquidating Values

CC045 Additional Margin

CC050 Daily Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD Clearing Daily

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD032 Daily Guarantee

CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

CD040 Monthly Guarantee Expiration

CD042 Daily Settlement Statement

CD043 ECM: Value Based Alloc. Method

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD090 Overall Asset Summary

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XML Report Reference Manual

4.5.18

4.5.19

4.5.20

4.6

4.6.1

4.6.2

4.6.3

4.6.4

4.5.10

4.5.11

4.5.12

4.5.13

4.5.14

4.5.15

4.5.16

4.5.17

4.5.2

4.5.3

4.5.4

4.5.5

4.5.6

4.5.7

4.5.8

4.5.9

4.4.20

4.4.21

4.4.22

4.4.23

4.4.24

4.5

4.5.1

4.7

4.7.1

4.7.2

4.7.3

4.8

4.8.1

4.9

4.9.1

4.9.2

4.9.3

4.9.4

4.9.5

CD091 ISA Direct Mem. Asset Summary

CD092 Asset Summary Aggregation

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CD235 Reservation amount

CE Clearing Exercise and Delivery

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE055 FX Settlement Limit Report

CE056 End of Day CLS Settlement Report

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

CI Intraday Reports

CI042 Margin Call

CI050 Daily Margin

CI056 Preliminary CLS Settlement Report

CI060 Daily Margin Summary

CN Intraday (Night) Reports

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

CR Clearing Ranking

CR010 Clearing Ranking

RD Trading RDS Reports

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

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XML Report Reference Manual Version V 3.1.3

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4.12.7

4.12.8

4.12.9

4.12.10

4.12.11

4.12.12

4.12.13

4.12.14

4.11.5

4.12

4.12.1

4.12.2

4.12.3

4.12.4

4.12.5

4.12.6

4.10.3

4.10.4

4.10.5

4.11

4.11.1

4.11.2

4.11.3

4.11.4

4.9.6

4.9.7

4.9.8

4.9.9

4.10

4.10.1

4.10.2

4.12.15

4.12.16

4.12.17

4.13

4.13.1

4.13.2

4.13.3

4.13.4

4.13.5

4.13.6

4.13.7

4.13.8

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

TA Trading Maintenance

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TC Trading Order and Quote Maintenance

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD Trading Volumes And Performance

TD930 Daily Trade Statistics

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

472

474

TD943 Daily Permanent Market Making Strategy Quote Request Performance 476

TD944 Daily Advanced Market Making Strategy Quote Request Performance 477

465

468

468

470

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

478

480

TD947 MTD - Advanced Market Making Quote Request Performance 482

TD948 MTD - Permanent Market Making Strategy Quote Request Performance 484

TD949 MTD - Advanced Market Making Strategy Quote Request Performance 486

TD956 Permanent Market Making Measurement 488

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

490

493

451

454

457

460

444

447

449

451

428

430

434

436

438

438

440

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TD982 Special Report French Equity Options

TE TES, Order and Quote Maintenance

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

502

504

508

514

496

498

500

502

517

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527

Eurex

XML Report Reference Manual

5

5.1

6.7

6.8

6.9

6.10

6.11

6.12

6.13

6.14

6

6.1

6.2

6.3

6.4

6.5

6.6

6.15

6.16

6.17

6.18

4.14

4.14.1

4.14.2

4.15

4.15.1

4.15.2

4.15.3

4.15.4

4.15.5

4.15.6

4.15.7

4.15.8

4.15.9

4.15.10

4.15.11

4.15.12

4.15.13

4.15.14

4.15.15

4.15.16

4.15.17

4.15.18

TR Trading Ranking

TR010 Trading Ranking

TR900 Daily Order and Quote Transactions

TT Entitlement and Security

TT110 User Security Maintenance

TT115 User Security Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT132 Market Maker Protection

TT133 Trading Risk Events

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

TT770 Password Change

Introduction to Report Tag Descriptions

Tag Characteristics

XML Report Tag Descriptions abdnInd abdnQty abdnTrnQty

abortAmnt accntName accntOwnr

account accountDescr accountName

accountNameAllc accountNameNotif accountStatus

accountSubType accountType accruedDistribution

accruedFunding acctGrpCod acctNameTo

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XML Report Reference Manual

acctTyp36Grp acctTypCod

acctTypFlexible acctTypGrp

acctTypGrpAllc acctTypGrpFrom

acctTypGrpNotif acctTypGrpTo acctTypGrpX

accumQty accumTim acrInt

action activationType activDat

activity activityTyp actvSin

addInfo addMgnAmntPdVd addMgnAmntPdVn

addMgnAmntPdVu addMgnAmntPuVd addMgnAmntPuVn

addMgnAmntPuVu addMgnUsage addMgnWorstCaseAmnt

addTxt adjAddAmntPdVd adjAddAmntPdVn

adjAddAmntPdVu adjAddAmntPuVd adjAddAmntPuVn adjAddAmntPuVu

adjExchRat adjMgn affMbr

aggQty

Aggressor aggRsrvdAmnt alignCalcUndPrcPdVd

alignCalcUndPrcPdVn alignCalcUndPrcPdVu

6.42

6.43

6.44

6.45

6.46

6.47

6.48

6.49

6.34

6.35

6.36

6.37

6.38

6.39

6.40

6.41

6.26

6.27

6.28

6.29

6.30

6.31

6.32

6.33

6.19

6.20

6.21

6.22

6.23

6.24

6.25

6.50

6.51

6.52

6.53

6.54

6.55

6.56

6.57

6.58

6.59

6.60

6.61

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XML Report Reference Manual

alignCalcUndPrcPuVd

alignCalcUndPrcPuVn alignCalcUndPrcPuVu alignLiquValuePdVd alignLiquValuePdVn

alignLiquValuePdVu alignLiquValuePuVd alignLiquValuePuVn

alignLiquValuePuVu alignLiqValRowName alignRiskRowName7 alignScenarioVolaPdVd

alignScenarioVolaPdVn alignScenarioVolaPdVu alignScenarioVolaPuVd

alignScenarioVolaPuVn alignScenarioVolaPuVu alignText alignTextKRX

alignTextTEX alignValue allocationId alphaOrderNo

amntAud amntCHF amntClvCsh

amntClvSecu amntCrd amntDbt amntEUR

amntGBP amntJPY amntNzd amntType

amntUsd amount annualisationFactor approvalTime

apprPartSmbl apprUserLgn appStatus

appTimOfBuyer appTimOfSeller

6.85

6.86

6.87

6.88

6.89

6.90

6.91

6.92

6.77

6.78

6.79

6.80

6.81

6.82

6.83

6.84

6.69

6.70

6.71

6.72

6.73

6.74

6.75

6.76

6.62

6.63

6.64

6.65

6.66

6.67

6.68

6.93

6.94

6.95

6.96

6.97

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6.99

6.100

6.101

6.102

6.103

6.104

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XML Report Reference Manual

armvm artCrdAmnt

artDebAmnt asgnQty asgnVol asiaLongText

asiaMidText asiaShortText asOnDat asOnTim

asstTot audtApprId audtEntId audtExecId

audtOccNo audtValAfter audtValBefore

autoCloseOut avgOf249Days avgOf250Days avgOfPrev250Days

baseCurrency baseFxAmnt bckMthNetLngBal bckMthNetShtBal

bckMthSpdMgn bckMthSpdPos bckMthSpdRat

bckMthTotLngBal bckMthTotShtBal beneficiary

bfrAfr bfrAfrDec bicClr

billDat billMonth billTyp blkAuctInd

blkTrdFlg businessDay businessDayOffset

businessUnit businessUnitId

6.128

6.129

6.130

6.131

6.132

6.133

6.134

6.135

6.120

6.121

6.122

6.123

6.124

6.125

6.126

6.127

6.112

6.113

6.114

6.115

6.116

6.117

6.118

6.119

6.105

6.106

6.107

6.108

6.109

6.110

6.111

6.136

6.137

6.138

6.139

6.140

6.141

6.142

6.143

6.144

6.145

6.146

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611

611

611

612

609

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610

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611

619

619

619

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Eurex

XML Report Reference Manual

busUntLngName buyCod

calcIntAmnt calcUndPrcPdVd calcUndPrcPdVn calcUndPrcPdVu

calcUndPrcPuVd calcUndPrcPuVn calcUndPrcPuVu

calDat capAdjInfoTxt capAdjMtnTyp

capAdjStsCod capAdjTrnTyp cascId

cash cashBsktRefId cashCollAmntClear category

cb120RecTypCod cCorpFlag

ccpDlvTrnId ccyPair clasGrpCod

classifViolation clearingHouse clearingParticipant

clearingPrc clearingPriceOffset clearingQty clearingSystemLicense

clearingTakeUpMember clgCurrTypCod clgHseInd2

clgHseSmbl clgMembCurrTypCod

clientRef closTime clrCurrTypCod

clrFunAmnt clrFunMin clrFunPctOfMgnReq clrFunPerPoolTotal

6.171

6.172

6.173

6.174

6.175

6.176

6.177

6.178

6.163

6.164

6.165

6.166

6.167

6.168

6.169

6.170

6.155

6.156

6.157

6.158

6.159

6.160

6.161

6.162

6.148

6.149

6.150

6.151

6.152

6.153

6.154

6.179

6.180

6.181

6.182

6.183

6.184

6.185

6.186

6.187

6.188

6.189

6.190

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631

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628

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626

627

627

627

625

625

626

626

622

622

624

624

624

624

625

634

635

635

635

633

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633

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Eurex

XML Report Reference Manual

clrFunTotal clsAdjQty clvCpnAdjInd

cntrClasCod

cntrCshAmnt cntrCshSetlAmnt

cntrCurrTypCod cntrExercisePrice cntrExerPrc

cntrExerPrcX

cntrExpDat

cntrExpDayDat cntrExpMthDat

cntrExpYrDat

cntrFaceVal cntrMtnCod

cntrPerUntInAmnt cntrSecAmnt cntrShrQty

cntrStsCod cntrStsNewCod cntrStsOldCod

cntrTotItmAmnt cntrTypCod cntrVersNo

cntrVersNoX collAmnt collClientEcm

collGrpLimFact collPropEcm collStsCod

collVal collValBond

collValCash collValClgCurr collValEff collValStock

combTypCod compCaptAmnt compCaptMin compCaptPctOfMgnReq

compCaptTotal complianceId

6.214

6.215

6.216

6.217

6.218

6.219

6.220

6.221

6.206

6.207

6.208

6.209

6.210

6.211

6.212

6.213

6.198

6.199

6.200

6.201

6.202

6.203

6.204

6.205

6.191

6.192

6.193

6.194

6.195

6.196

6.197

6.222

6.223

6.224

6.225

6.226

6.227

6.228

6.229

6.230

6.231

6.232

6.233

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643

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646

640

640

641

642

637

637

637

638

639

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640

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654

655

655

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653

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Eurex

XML Report Reference Manual

complianceInfo

confirmAmnt contribution convFact cooperationPartner

couponFrq couponRat couponVarOfs

couponVarRef coverage covReq covTim

covTimPercent cpnAdj cpnDat

cpnFreq cpnRat cpnVarOfs cpnVarRef

Crossed csdId cshAcctCod

cshAcctNo2 cshBalAmnt

cshBsktRefId cshCollAmnt cshInstId cshIntRat

cshLocKeyCod cshPosNet cshPrcConv

cshQty cshRcvPayAmnt cshRefCod

cshRefId cshSetlmtAmnt cshStlRun

ctpyAcct ctribTypText ctrPtyId

ctrPtySubGrpCod culi currentVola

6.257

6.258

6.259

6.260

6.261

6.262

6.263

6.264

6.249

6.250

6.251

6.252

6.253

6.254

6.255

6.256

6.241

6.242

6.243

6.244

6.245

6.246

6.247

6.248

6.234

6.235

6.236

6.237

6.238

6.239

6.240

6.265

6.266

6.267

6.268

6.269

6.270

6.271

6.272

6.273

6.274

6.275

6.276

Version V 3.1.3

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657

658

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668

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Eurex

XML Report Reference Manual

currIntRat

currSetlmtPrc currSetlmtPrc_1 currTypCod

currTypCod_1 curSecuPrice

cust custFrom

customerInstr customIndex custText custTextX

custTo dailyDistribution dailyFunding

dailyTransLimitPerMemProd date dayAvgText

dayCutLim dayMat dayNo dayReqClrFun

dayReqCompCapt dayReqEqCapt daySettlDate daysToMaturity

dayTesVol dayTotVol dCutLim

dealItem defaultClearingPriceOffset deletedQty delOrdrCnt

delProtected delQuoCnt deltaLimQty

deltaLngLimQty deltaShtLimQty descr

descr1 discFactor disclaimer dispDcml

6.300

6.301

6.302

6.303

6.304

6.305

6.306

6.307

6.292

6.293

6.294

6.295

6.296

6.297

6.298

6.299

6.284

6.285

6.286

6.287

6.288

6.289

6.290

6.291

6.277

6.278

6.279

6.280

6.281

6.282

6.283

6.308

6.309

6.310

6.311

6.312

6.313

6.314

6.315

6.316

6.317

6.318

6.319

Version V 3.1.3

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680

680

681

681

679

679

679

680

678

678

678

679

677

677

677

678

675

676

676

676

674

675

675

675

669

670

670

670

673

673

674

682

683

683

683

681

681

682

682

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684

Eurex

XML Report Reference Manual

distributionIndex dlvClgHseTrnNo dlvCurrAmnt dlvCurrTypCod

dlvDueDat dlvInd dlvSetlmtAmnt

dlvTrdUntNo dlvTrnNo dlyHghPrc

dlyHghPrcSignd dlyIntAmnt dlyLowPrc dlyLowPrcSignd

dlySetlmtPrc downAdptIntRat dummyColumn1 dummyColumn2

ebiTrdRefNo ecbExchRat effContribution effExpDat

effMaxCalSprdQty effMaxOrdrQty effMaxTESQty effStatus

elapsedNoTradingDays endDat entActivity

enteringUser entitlmntLvl

entPartStatus entRole entryDate

entryTime entTimDatCet entTimTimCet

entUsrStatus envText

eqBidAskQtyReqrFlg

eqCaptMin eqCaptPctOfMgnReq eqCaptPerPoolTotal

6.343

6.344

6.345

6.346

6.347

6.348

6.349

6.350

6.335

6.336

6.337

6.338

6.339

6.340

6.341

6.342

6.327

6.328

6.329

6.330

6.331

6.332

6.333

6.334

6.320

6.321

6.322

6.323

6.324

6.325

6.326

6.351

6.352

6.353

6.354

6.355

6.356

6.357

6.358

6.359

6.360

6.361

6.362

Version V 3.1.3

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691

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690

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688

688

688

689

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687

687

688

685

685

685

685

686

686

686

695

695

696

696

694

694

694

695

700

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Eurex

XML Report Reference Manual

eqCaptTotal excessTxn exchangeOrderId exchIdCod

exchNam

exchRat exchRat5

exchRatPdVd exchRatPdVn exchRatPdVu exchRatPuVd

exchRatPuVn exchRatPuVu exchRatRed

execPrc execQty execTime

exerPrcDcml exerQty exerShr exerStylTyp

exerVol

expDat expiryDate expRat

expSettlDate expToBeQuot extTrdNum faceAmnt

factDat fastMarketQuotePcnt fastMktQuoteMinQty

fee feeAdjInd feeAftGivSavReb feeAftSavReb

feeAmnt feeByUnt feeCalcTim feeCalcTimLG

feeCapAmnt feeEUR feeGrp

6.386

6.387

6.388

6.389

6.390

6.391

6.392

6.393

6.378

6.379

6.380

6.381

6.382

6.383

6.384

6.385

6.370

6.371

6.372

6.373

6.374

6.375

6.376

6.377

6.363

6.364

6.365

6.366

6.367

6.368

6.369

6.394

6.395

6.396

6.397

6.398

6.399

6.400

6.401

6.402

6.403

6.404

6.405

Version V 3.1.3

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712

712

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710

710

710

711

709

709

709

709

702

702

702

702

703

708

708

717

718

718

718

716

717

717

717

718

719

719

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Eurex

XML Report Reference Manual

feeIndCatAmnt

feeIndCatTyp feeIndTyp feeMmAmnt

feeOverl feeReb feeStrMmAmnt feeTotal

feeTypCodX feeTypNam feeVar

feeVol finalIndex finSetlmtAmnt finSetlmtPrc

finSetlmtTim fixedRat fixRat flexAcctInfo

flexIdCod floor floorType

flrLimFlg flxCntrGuStsCod flxCntrInd

flxCntrMtnCod

flxCntrSynProdId flxCntrTrdAllwdFlg

flxCntrTrnIdNo flxCntrTrnStsCod

flxOptCntrExerPrc

fourEyesApprAct fourEyesIndictr fourEyesResnForChang

fourEyesStatus freeText1 freeText2

freeText3 fulfCovTimInd fulfilled

fulfillId

fulfPackEqtInd fulfPackIdxInd

6.429

6.430

6.431

6.432

6.433

6.434

6.435

6.436

6.421

6.422

6.423

6.424

6.425

6.426

6.427

6.428

6.413

6.414

6.415

6.416

6.417

6.418

6.419

6.420

6.406

6.407

6.408

6.409

6.410

6.411

6.412

6.437

6.438

6.439

6.440

6.441

6.442

6.443

6.444

6.445

6.446

6.447

6.448

Version V 3.1.3

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724

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723

723

721

722

722

722

719

720

720

720

721

721

721

732

732

733

733

731

731

731

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733

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735

735

Eurex

XML Report Reference Manual

6.472

6.473

6.474

6.475

6.476

6.477

6.478

6.479

6.464

6.465

6.466

6.467

6.468

6.469

6.470

6.471

6.456

6.457

6.458

6.459

6.460

6.461

6.462

6.463

6.449

6.450

6.451

6.452

6.453

6.454

6.455

6.480

6.481

6.482

6.483

6.484

6.485

6.486

6.487

6.488

6.489

6.490

6.491

fulfQuoReqViolPct

fulfViolInd fulfVolInd

fullRebVol fundingDays fundingRate fundType

givUpAcptInd givUpFeeAmnt givUpSts

goodQuoReqResp

graceFactor grpId grpOffSet gtcOrdrFlg

guarAmnt guarExpDat guarFct

guarIdCod guarNam guarNo guarStrtDat

guarText guarTotBalAmnt guarTypCod

gutSts hdgTyp headroom headSettlAcctType

highPrc inactivated indCallOrPut

indivGrossShortAmntAUDinEUR indivGrossShortAmntCHFinEUR indivGrossShortAmntEURinEUR indivGrossShortAmntGBPinEUR

indivGrossShortAmntJPYinEUR indivGrossShortAmntNZDinEUR indivGrossShortAmntUSDinEUR indivGrossShortOverAllInEUR1

indivGrossShortOverAllInEUR2 indivLimitAmntAUDinEUR indivLimitAmntCHFinEUR

Version V 3.1.3

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740

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738

739

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736

736

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737

737

737

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Eurex

XML Report Reference Manual

indivLimitAmntEURinEUR

indivLimitAmntGBPinEUR indivLimitAmntJPYinEUR indivLimitAmntNZDinEUR indivLimitAmntUSDinEUR

indivLimitOverAllinEUR1 indivLimitOverAllinEUR2 initrPartSmbl initrUsrLgn

instBusDate instManual instrumentId

instrumentMnemonic instrumentSubType

instrumentType instSts

instSubTypCod instTradDat instTypCod intFreeLimAmnt

intRatPct intrnlTranId invcAmnt invcNo

isBroker isDisclosed isinCod

isUSFlg

itmAmnt itmAmntConfig itmAmntConfigbef itmLngAmnt

itmPerUntAmnt itmShtAmnt

KRXContribLink

KRXContribLong

KRXContribMax

KRXContribMid

KRXContribMin

KRXContribShort

krxIdNo krxMbrCod krxTrdStsCod

6.515

6.516

6.517

6.518

6.519

6.520

6.521

6.522

6.507

6.508

6.509

6.510

6.511

6.512

6.513

6.514

6.499

6.500

6.501

6.502

6.503

6.504

6.505

6.506

6.492

6.493

6.494

6.495

6.496

6.497

6.498

6.523

6.524

6.525

6.526

6.527

6.528

6.529

6.530

6.531

6.532

6.533

6.534

Version V 3.1.3

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750

751

751

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749

749

749

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Eurex

XML Report Reference Manual

land lastPrivUpdDat lastQcUpdDat lastRolUpdDat

legNo lepoFlg level

limExcInd limitTypExcLimit limitUsageAmntAUDInEUR

limitUsageAmntCHFInEUR limitUsageAmntEURInEUR limitUsageAmntGBPInEUR limitUsageAmntJPYInEUR

limitUsageAmntNZDInEUR limitUsageAmntUSDInEUR limitUsageOverAllInEUR1 limitUsageOverAllInEUR2

limOrdrPrc limProdExc limProdExcInd limType

lineId liquValuePdVd liquValuePdVn

liquValuePdVu liquValuePuVd liquValuePuVn liquValuePuVu

liqValRowName lngShtExerAllcInd

lngShtInd lngTermAvgText lngTermReqClrFun

lngTermReqCompCapt lngTermReqEqCapt logNam lowPrc

lstSetlmtPrc lstSetlmtPrc_1 lstTrdPrc

maintOperation matchDeal

6.558

6.559

6.560

6.561

6.562

6.563

6.564

6.565

6.550

6.551

6.552

6.553

6.554

6.555

6.556

6.557

6.542

6.543

6.544

6.545

6.546

6.547

6.548

6.549

6.535

6.536

6.537

6.538

6.539

6.540

6.541

6.566

6.567

6.568

6.569

6.570

6.571

6.572

6.573

6.574

6.575

6.576

6.577

Version V 3.1.3

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766

764

764

764

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762

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762

762

763

763

763

772

772

772

773

771

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771

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Eurex

XML Report Reference Manual

6.601

6.602

6.603

6.604

6.605

6.606

6.607

6.608

6.593

6.594

6.595

6.596

6.597

6.598

6.599

6.600

6.585

6.586

6.587

6.588

6.589

6.590

6.591

6.592

6.578

6.579

6.580

6.581

6.582

6.583

6.584

6.609

6.610

6.611

6.612

6.613

6.614

6.615

6.616

6.617

6.618

6.619

6.620

matchEvent

MatchInstCrossId

matchStep matchTypeCode matDatType

matuDat maxCalSprdQty maxCollValSecuGrp

maxNoBookOrdersBu maxNoBookOrdersPerFutureBu maxNoBookOrdersPerFutureSes maxNoBookOrdersPerOptionBu

maxNoBookOrdersPerOptionSes maxNoBookOrdersSes maxOrdrQty

maxPrice maxTESQty membClgConfCodFrom membClgConfCodTo

membClgIdCod

membClgIdCod_1 membClgIdCod_2 membClgIdCodCpty

membClgIdCodFrom membClgIdCodTo membClgIdNam

membCsdAct membExchConfCodFrom membExchConfCodTo membExchIdCod

membExchIdCod_1 membExchIdCodAllc membExchIdCodCpty membExchIdCodEbi

membExchIdCodFrom membExchIdCodISA membExchIdCodNotif

membExchIdCodObo membExchIdCodSec

membExchIdCodTo membExchIdNam

membId

membLglNam

Version V 3.1.3

05.04.2017

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785

789

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784

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779

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779

779

777

778

778

778

776

777

777

777

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774

775

775

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776

790

790

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Eurex

XML Report Reference Manual

membPropCtpyIdCod membSlowRlseInd membStopRlseInd

membTxnNode mgnAddlAmnt mgnAddlAmntFctr

mgnAmnt mgnCalcPrc mgnClsCod

mgnClsCurr mgnClsCurrAdjRow mgnClsCurrExRow

mgnClsCurrRiskRow mgnClsCurrTotRow mgnClsExchRat

mgnClsExpMthDat mgnClsExpYrDat

mgnFctrPct mgnGrpCod mgnLiqDlvAmnt

mgnLngAllBal mgnMajCurr mgnMinCurr

mgnOfstClgCurr mgnParm mgnParmDown mgnParmFlg

mgnPremiumAmnt mgnReqClientEcm

mgnReqPropEcm mgnReqrAmnt mgnShtNotBal mgnSprdAmnt

mgnStyle mgnVola midTermAvgText

midTermReqClrFun midTermReqCompCapt midTermReqEqCapt minBlkSiz

minMajRat minMaxInd mkrTkrCod

6.644

6.645

6.646

6.647

6.648

6.649

6.650

6.651

6.636

6.637

6.638

6.639

6.640

6.641

6.642

6.643

6.628

6.629

6.630

6.631

6.632

6.633

6.634

6.635

6.621

6.622

6.623

6.624

6.625

6.626

6.627

6.652

6.653

6.654

6.655

6.656

6.657

6.658

6.659

6.660

6.661

6.662

6.663

Version V 3.1.3

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802

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Eurex

XML Report Reference Manual

mktDpth mktGrpNam mkToMktTick

mktShr mktShrA mktShrLngPct mktShrM

mktShrP mktShrShtPct mktSmbl

mmBase mmPackCod mmpActivity

mmpDelta mmpPercent mmpReason

mmPrgrmCod mmpTimeWindow mmpVega

mmpVolume mmReq mnthlyReq modelTyp

movAvgTransDate movAvgTransRepDate mrtyDat

mtdCutLim mtdDays mtdOrderedVol mtdOtr

mtdTesVol mtdTotVol mtdVolLim mthDlyAvgVolX

mthPackReqEqt mthPackReqIdx mthReqCovTim

mthReqQuoReqViolP mthReqViol mthReqVol

mtnCod

mtnMbr nbrEqtOptToBeQuot

6.687

6.688

6.689

6.690

6.691

6.692

6.693

6.694

6.679

6.680

6.681

6.682

6.683

6.684

6.685

6.686

6.671

6.672

6.673

6.674

6.675

6.676

6.677

6.678

6.664

6.665

6.666

6.667

6.668

6.669

6.670

6.695

6.696

6.697

6.698

6.699

6.700

6.701

6.702

6.703

6.704

6.705

6.706

Version V 3.1.3

05.04.2017

Page 25

823

823

823

824

822

822

822

823

821

821

821

821

819

820

820

820

818

818

819

819

817

817

817

818

815

815

815

816

816

816

816

825

825

826

826

824

824

824

825

826

827

828

828

Eurex

XML Report Reference Manual

nbrExrPrcToBeQuot

nbrIdxOptToBeQuot nbrTolViolDays ndm netFeeAmnt

netFeeAmntX netFutPos netPayinAmount netPayoutAmount

netQty netRskPos netZerCstQty

newTheoPrc nextBusDate nextExpDat nextStlmDat

nextTradDat nomQty nomVal noOfCntrcts

noOfStreams notifVol novDat numberOfBuy

numberOfLegs numberOfSell numOfDaysLt numOfDaysLtTot

numOfTrans numOfTransactions numOfTransExcTransLim onBhalfPartSmbl

onBhalfUsrLgn oneSideQuoteAlwdFlg openBuyOrders

openBuyVolume openSellOrders openSellVolume opnClsCod

opnIntQty opnPrc

optEquVal optiGatewayLocId

6.730

6.731

6.732

6.733

6.734

6.735

6.736

6.737

6.722

6.723

6.724

6.725

6.726

6.727

6.728

6.729

6.714

6.715

6.716

6.717

6.718

6.719

6.720

6.721

6.707

6.708

6.709

6.710

6.711

6.712

6.713

6.738

6.739

6.740

6.741

6.742

6.743

6.744

6.745

6.746

6.747

6.748

6.749

Version V 3.1.3

05.04.2017

Page 26

835

836

836

836

834

835

835

835

833

834

834

834

832

833

833

833

831

832

832

832

830

830

831

831

828

829

829

829

829

830

830

838

838

838

838

836

837

837

837

839

839

840

840

Eurex

XML Report Reference Manual

optTrnIdNo

optUsedQty orderVol ordOriginFirm

ordrCmbTypCod

ordrDelFlg

ordrExePrc ordrExePrc1 ordrExeQty

ordrExpDat ordrGtcInd ordrMtnCod

ordrNo

ordrNo1 ordrNoX ordrPersInd

ordrPrtFilCod ordrQty ordrResCod

ordrTyp ordrTypCod

origClOrdId

origCntrId origCurrTypCod origExchId

originCountryCode origMLegRptTyp origOrderCategory

origOrderType origOrdrNo origOrdrNoX

origRpdOrdrNo origStrategyLinkId origStratInstrTyp

origTotNumTrdRpts origTradeId origTrdDat origTrdDatCet

origTrdMatchId origTrdPrc origTrdTim origTrdTimCet

origTrnCshAmnt

6.773

6.774

6.775

6.776

6.777

6.778

6.779

6.780

6.765

6.766

6.767

6.768

6.769

6.770

6.771

6.772

6.757

6.758

6.759

6.760

6.761

6.762

6.763

6.764

6.750

6.751

6.752

6.753

6.754

6.755

6.756

6.781

6.782

6.783

6.784

6.785

6.786

6.787

6.788

6.789

6.790

6.791

6.792

Version V 3.1.3

05.04.2017

Page 27

853

854

854

854

852

852

853

853

850

850

851

852

848

849

849

849

846

847

848

848

845

845

846

846

840

841

841

841

842

844

845

856

856

856

857

855

855

855

856

857

857

857

858

Eurex

XML Report Reference Manual

origTrnDat origTrnDatCet

origTrnId origTrnTim origTrnTimCet

otcTrdGrp ovnRat ovrUndrCovAmnt

ovrUndrCovAmntClgCurr owner ownrshipIndictr

packCod parentDeal

ParentTransactionId

ParentTransactionIdSuffix parRole

participant partIdCod

partIdCodFrom partIdCodNewCm

partIdCodNewEm partIdCodObo partIdCodOldCm

partIdCodOldEm partIdCodSec partLastModDat partLngName

partResnForChang

partSmbl paymDat pendingAmnt pendingDeletion

persistent persOrdOnl

poolDefltSrplShfl poolDefltUsedSrplShfl poolId

poolOwner poolSrplShfl poolType

poolUsedSrplShfl posDescLevl2 posDescLevl3

6.816

6.817

6.818

6.819

6.820

6.821

6.822

6.823

6.808

6.809

6.810

6.811

6.812

6.813

6.814

6.815

6.800

6.801

6.802

6.803

6.804

6.805

6.806

6.807

6.793

6.794

6.795

6.796

6.797

6.798

6.799

6.824

6.825

6.826

6.827

6.828

6.829

6.830

6.831

6.832

6.833

6.834

6.835

Version V 3.1.3

05.04.2017

Page 28

868

869

869

869

867

867

867

867

865

866

866

866

863

864

864

865

862

862

862

863

860

861

861

861

858

858

859

859

859

860

860

871

871

872

872

869

870

870

871

872

873

873

873

Eurex

XML Report Reference Manual

posDescLevl4 positionId posMovInd

posnAsdBal posnBal posnCurVal posnExrBal

posnLng posnLngAfter posnLngBal

posnLngBalPrv posnLngBefore posnNetBal

posnNetLng posnNetSht posnNonSpread posnSht

posnShtAfter posnShtBal

posnShtBalPrv posnShtBefore posnTrnGivUpVol posnTrnOthVol

posnTrnTakUpVol posnTrnTrdAdjVol posnTypNam

posTrfMod posTrfPrc prcKey

prcTyp prelimFlg preliminaryTradesAllowed

prelimIndex prgId priceStep priceStepCode

priorityDate priorityTime privlgeDescrptn

privlgeId prmMtdBal prmNetBal

prmPayBal

6.859

6.860

6.861

6.862

6.863

6.864

6.865

6.866

6.851

6.852

6.853

6.854

6.855

6.856

6.857

6.858

6.843

6.844

6.845

6.846

6.847

6.848

6.849

6.850

6.836

6.837

6.838

6.839

6.840

6.841

6.842

6.867

6.868

6.869

6.870

6.871

6.872

6.873

6.874

6.875

6.876

6.877

6.878

Version V 3.1.3

05.04.2017

Page 29

882

882

883

883

881

881

881

882

880

880

880

880

878

878

879

879

877

877

878

878

876

876

876

877

874

874

874

875

875

875

875

884

885

885

885

883

884

884

884

886

886

886

887

Eurex

XML Report Reference Manual

prmPrvMthBal prmRcvBal prmVmarAmnt

prmYtdBal prntfourEyesIndictr processAsEBI

prodBusDate prodExchAff

prodGrpNam prodId

prodIdX prodLngNam prodManual

prodRebGrpId prodRebGrpIdName prodRebGrpVol prodSeg

prodSegFeeAmnt prodSegName prodTim

prodTradDat prodTrdStsCod prodTypId

prodTypIdX product

productMIC prodVol prodVolA

prodVolM prodVolP projPrc prtMgnReqt

prtMgnUnadj prvUpdDat pstSecuNet

qcFlag quoReqTot

quoReqViol quoReqViolPct

QuoteCurrency

quoteMinQty quotePerformance quoteSizeQuality

6.902

6.903

6.904

6.905

6.906

6.907

6.908

6.909

6.894

6.895

6.896

6.897

6.898

6.899

6.900

6.901

6.886

6.887

6.888

6.889

6.890

6.891

6.892

6.893

6.879

6.880

6.881

6.882

6.883

6.884

6.885

6.910

6.911

6.912

6.913

6.914

6.915

6.916

6.917

6.918

6.919

6.920

6.921

Version V 3.1.3

05.04.2017

Page 30

899

900

900

900

898

898

899

899

895

896

896

896

894

894

895

895

893

893

894

894

889

890

890

893

887

887

887

888

888

888

889

902

902

903

903

900

901

901

901

903

904

904

904

Eurex

XML Report Reference Manual

rateIdentifier

ratio realisedVar realisedVol reason

rebAmnt rebAmntX rebLevInPerc rebQty

rebQtyX rebTyp recDat

recoveryInterval recTypCod redFee

redFee2 ref rejQty relatedTransactionId

repPerFromDat repPerToDat reqMthVol

reqQty reqrAmntClear reqrFeeCalcMinusCashColl reqTim

reqTime reqType rescAccLvlNo

rescAccLvlNoAfter rescAccLvlNoBefore

rescAccLvlPos

resiDual

residual residualBal resZerCstQty reuseCollAmnt

reuseSecCollFee reuseSecCollFeeRate revProgNam revRef

riskNettingUnit riskPdVd

6.945

6.946

6.947

6.948

6.949

6.950

6.951

6.952

6.937

6.938

6.939

6.940

6.941

6.942

6.943

6.944

6.929

6.930

6.931

6.932

6.933

6.934

6.935

6.936

6.922

6.923

6.924

6.925

6.926

6.927

6.928

6.953

6.954

6.955

6.956

6.957

6.958

6.959

6.960

6.961

6.962

6.963

6.964

Version V 3.1.3

05.04.2017

Page 31

917

917

918

918

916

916

916

917

915

915

915

916

914

914

914

914

912

913

913

913

911

911

912

912

904

905

905

905

905

911

911

926

926

927

927

919

925

926

926

927

927

928

928

Eurex

XML Report Reference Manual

riskPdVn

riskPdVu riskPuVd riskPuVn riskPuVu

riskRowName rmngTrdUntNo rnk

rnkA rnkExer rnkExerOf rnkM

rnkOf rnkP rnkTyp

rolAssgnReq rolDescrptn rptCod

rptEffDat rptFlexKey

rptNam

rptPagTypCod rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

rqmntType rskEvntTyp

rskLimLvl rskLimMtnCod

rskLimRsltMsg rskLimTyp savReb

savRebPct secCollFee secCollFeeRate secuAdminCod

secuAmnt secuBlkCollQty secuCntrCovQty secuCollVal

secuCpnRat secuCurClsPrc secuEvalPct

6.988

6.989

6.990

6.991

6.992

6.993

6.994

6.995

6.980

6.981

6.982

6.983

6.984

6.985

6.986

6.987

6.972

6.973

6.974

6.975

6.976

6.977

6.978

6.979

6.965

6.966

6.967

6.968

6.969

6.970

6.971

6.996

6.997

6.998

6.999

6.1000

6.1001

6.1002

6.1003

6.1004

6.1005

6.1006

6.1007

Version V 3.1.3

05.04.2017

Page 32

961

961

962

962

951

955

960

960

938

942

947

947

933

933

933

938

931

932

932

932

930

931

931

931

928

929

929

929

929

930

930

963

964

964

964

962

963

963

963

964

965

965

965

Eurex

XML Report Reference Manual

secuExpDat secuGrpCod secuId

secuIsin secuLstClsPrc secuLstCoupDat

secuMaxDownPrc secuMaxUpPrc secuMktVal secuPos

secuRemaLifeMth secuRemaLifeYr secuRFac secuShtNam

secuTotBalAmnt secuTrdUntNo secValueAmnt

segMgnReqUncov senderRef seqId serId

serv servGrp servMod servNam

servQty servTyp servVol sessionId

setlAmnt setlmtSecuQty setlTypCod

settlAcct

settlAmnt settlBasis settlClgPrc settlCur

settlCurr settlDat settlementPrc

settlementVol settlFxAmnt settlInst

6.1031

6.1032

6.1033

6.1034

6.1035

6.1036

6.1037

6.1038

6.1023

6.1024

6.1025

6.1026

6.1027

6.1028

6.1029

6.1030

6.1008

6.1009

6.1010

6.1011

6.1012

6.1013

6.1014

6.1015

6.1016

6.1017

6.1018

6.1019

6.1020

6.1021

6.1022

6.1039

6.1040

6.1041

6.1042

6.1043

6.1044

6.1045

6.1046

6.1047

6.1048

6.1049

6.1050

Version V 3.1.3

05.04.2017

Page 33

973

973

974

974

972

972

973

973

971

971

972

972

970

970

971

971

969

969

969

970

968

968

968

969

966

966

966

967

967

967

968

976

976

977

977

974

975

976

976

977

978

978

978

Eurex

XML Report Reference Manual

settlLatAmnt

settlLocat settlSpread settlTyp

setTrigCod

shtOptMinCompInd shtOptMinCompIndPdVd

shtOptMinCompIndPdVn shtOptMinCompIndPdVu shtOptMinCompIndPuVd

shtOptMinCompIndPuVn shtOptMinCompIndPuVu

shtOptMinCompQty shtOptMinCompTxt

shtQuoPct sideBU sideId

sideStatus sideTrader smpDeletedQty sndRcvText

sortFeeTyp spreadAbsPcntCode

spreadBidPrice spreadDaysMonth spreadQuality spreadTickValue

spreadTimeToExp sptMthNetBal sptMthSpdMgn sptMthSpdPos

sptMthSpdRat sptMthTotBal standardVar

standardVol standFee stlCurrTypCod stlmtAmntBaseCcy

stlmtAmntQuoteCcy stopPrice stopRsltMsg stratEquLegVol

stratLegVol

6.1074

6.1075

6.1076

6.1077

6.1078

6.1079

6.1080

6.1081

6.1066

6.1067

6.1068

6.1069

6.1070

6.1071

6.1072

6.1073

6.1051

6.1052

6.1053

6.1054

6.1055

6.1056

6.1057

6.1058

6.1059

6.1060

6.1061

6.1062

6.1063

6.1064

6.1065

6.1082

6.1083

6.1084

6.1085

6.1086

6.1087

6.1088

6.1089

6.1090

6.1091

6.1092

6.1093

Version V 3.1.3

05.04.2017

Page 34

989

989

989

989

988

988

988

988

986

986

987

987

985

985

986

986

983

984

984

985

982

982

982

983

978

979

979

979

980

981

981

991

991

991

992

990

990

990

991

992

992

992

993

Eurex

XML Report Reference Manual

stratMatchCode stratTyp

stratUndrPrc strDat

streamAddr streamPort streamService

streamType strFulfillId strkPrc

strkPrcM strtDat subsPerEndDat subsPrc

subsRghtTheoVal subsRtio sumAcctCrdAmnt sumAcctCshRcvPayAmnt

sumAcctCshSetlmtAmnt sumAcctDebAmnt sumAcctDlvSetlmtAmnt

sumAcctFeeAdjCrtDayAmnt sumAcctFeeAmnt sumAcctFeeCrtDayAmnt sumAcctFeeCrtMthAmnt

sumAcctFeePrvDayAmnt sumAcctFeePrvMthAmnt sumAcctFeeYtdAmnt sumAcctFinSetlmtAmnt

sumAcctMgnAddlAmnt sumAcctMgnLiqDlvAmnt sumAcctMgnOfstClgCurr sumAcctMgnPremiumAmnt

sumAcctMgnSprdAmnt sumAcctPctSav sumAcctPrmMtdBal

sumAcctPrmNetBal sumAcctPrmPayBal sumAcctPrmRcvBal sumAcctPrmVmarAmnt

sumAcctPrmYtdBal sumAcctSavFeeAmnt sumAcctSetlmtSecuQty

6.1117

6.1118

6.1119

6.1120

6.1121

6.1122

6.1123

6.1124

6.1109

6.1110

6.1111

6.1112

6.1113

6.1114

6.1115

6.1116

6.1101

6.1102

6.1103

6.1104

6.1105

6.1106

6.1107

6.1108

6.1094

6.1095

6.1096

6.1097

6.1098

6.1099

6.1100

6.1125

6.1126

6.1127

6.1128

6.1129

6.1130

6.1131

6.1132

6.1133

6.1134

6.1135

6.1136

Version V 3.1.3

05.04.2017

Page 35

1001

1001

1002

1002

1002

1002

1003

1003

999

999

999

1000

1000

1000

1001

1001

998

998

998

999

997

997

997

998

993

993

995

995

996

996

996

1003

1003

1004

1004

1004

1005

1005

1005

1005

1006

1006

1006

Eurex

XML Report Reference Manual

6.1160

6.1161

6.1162

6.1163

6.1164

6.1165

6.1166

6.1167

6.1152

6.1153

6.1154

6.1155

6.1156

6.1157

6.1158

6.1159

6.1144

6.1145

6.1146

6.1147

6.1148

6.1149

6.1150

6.1151

6.1137

6.1138

6.1139

6.1140

6.1141

6.1142

6.1143

6.1168

6.1169

6.1170

6.1171

6.1172

6.1173

6.1174

6.1175

6.1176

6.1177

6.1178

6.1179

sumAcctTotMgnClgCurr sumAcctTotRcvPayAmnt sumAcctTotSpdMgn sumAcctTotSpdMgnFctr

sumAcctTrnFeeAmnt sumAcctTrnFeeAmntX sumAcctTrnQtyTakUp sumAcctUnadjMgnReqClgCurr

sumAcctVatAmnt sumAccumTim sumAggQty sumAllTrades

sumAllVolume sumAmntAud sumAmntCHF sumAmntEUR

sumAmntGBP sumAmntJPY sumAmntNzd sumAmntUsd

sumAUDAmntInEUR sumCashRunCrdAmnt sumCashRunDebAmnt sumCHFAmntInEUR

sumClasAbdnQty sumClasCntrTotItmAmnt sumClasDayTesVol sumClasDayTotVol

sumClasItmLngAmnt sumClasItmShtAmnt sumClasMtdTesVol

sumClasMtdTotVol sumClasOpnIntQty sumClasPosnLngBal sumClasPosnLngBalPrv

sumClasPosnShtBal sumClasPosnShtBalPrv sumClasPrmVmarAmnt

sumClasTrnFeeAmnt sumClasTrnLngQty sumClasTrnShtQty sumClgAmnt

sumClgFee

Version V 3.1.3

05.04.2017

Page 36

1012

1013

1013

1013

1013

1014

1014

1014

1010

1011

1011

1011

1011

1012

1012

1012

1008

1009

1009

1009

1009

1010

1010

1010

1007

1007

1007

1007

1008

1008

1008

1015

1015

1015

1015

1016

1016

1016

1017

1017

1017

1017

1018

Eurex

XML Report Reference Manual

sumClgMbrFeeAmnt sumClgMbrPctSav

sumClgMbrSavFeeAmnt sumClgMbrTotMgnClgCurr sumClgSetlmtInstAmnt sumCntrCurr

sumCntrCurrDown sumCntrCurrUp sumCntrFinSetlmtAmnt

sumCntrPosnLngBal sumCntrPosnShtBal sumCntrPrmVmarAmnt sumCntrTrnFeeAmnt

sumCntrTrnQtyDel sumCntrTrnQtyPend sumCntrTrnQtyRej

sumCntrTrnQtyTakUp sumCollAmnt sumCollValBond sumCollValCash

sumCollValStock sumCovTim sumCovTimPercent sumCurrAcctLngPst

sumCurrAcctShtPst sumCurrAllAmnt sumCurrAsstTot sumCurrClrFunAmnt

sumCurrCntrTotItmAmnt sumCurrCompCaptAmnt sumCurrCrdAmnt sumCurrCshRcvPayAmnt

sumCurrCshSetlAmnt sumCurrDebAmnt sumCurrDlvCurrAmnt

sumCurrDlvCurrAmntFut sumCurrDlvCurrAmntOpt sumCurrDlvPayAmntFut sumCurrDlvPayAmntOpt

sumCurrDlvRcvAmntFut sumCurrDlvRcvAmntOpt sumCurrDlvSetlmtAmntFut

sumCurrDlvSetlmtAmntOpt

6.1203

6.1204

6.1205

6.1206

6.1207

6.1208

6.1209

6.1210

6.1195

6.1196

6.1197

6.1198

6.1199

6.1200

6.1201

6.1202

6.1187

6.1188

6.1189

6.1190

6.1191

6.1192

6.1193

6.1194

6.1180

6.1181

6.1182

6.1183

6.1184

6.1185

6.1186

6.1211

6.1212

6.1213

6.1214

6.1215

6.1216

6.1217

6.1218

6.1219

6.1220

6.1221

6.1222

Version V 3.1.3

05.04.2017

Page 37

1024

1025

1025

1025

1025

1026

1026

1026

1022

1023

1023

1023

1023

1024

1024

1024

1020

1020

1021

1021

1021

1021

1022

1022

1018

1018

1019

1019

1019

1019

1020

1026

1027

1027

1027

1028

1028

1028

1028

1029

1029

1029

1030

Eurex

XML Report Reference Manual

sumCurrDlvTotAmntFut sumCurrDlvTotAmntOpt sumCurrDlyIntAmnt

sumCurrFeeAdjCrtDayAmnt sumCurrFeeAmnt sumCurrFeeAmntX sumCurrFeeCapAmnt

sumCurrFeeCrtDayAmnt sumCurrFeeCrtMthAmnt sumCurrFeeMmAmnt sumCurrFeePrvDayAmnt

sumCurrFeePrvMthAmnt sumCurrFeeStrMmAmnt sumCurrFeeYtdAmnt sumCurrFinSetlmtAmnt

sumCurrFullRebVol sumCurrGuarAmnt sumCurrList sumCurrMgnAmnt

sumCurrNetFeeAmnt sumCurrPctSav sumCurrPosTrnAmnt sumCurrPrmMtdBal

sumCurrPrmNetBal sumCurrPrmPayBal sumCurrPrmPrvMthBal sumCurrPrmRcvBal

sumCurrPrmVmarAmnt sumCurrPrmYtdBal sumCurrProdSegFeeAmnt

sumCurrRebAmnt sumCurrRebQty sumCurrResidualBal sumCurrRevRefAmnt

sumCurrSavFeeAmnt sumCurrSecuCollVal sumCurrSecuMktVal sumCurrTotRcvPayAmnt

sumCurrTrdQty sumCurrTrnFeeAmnt sumCurrTrnFeeAmntX sumCurrTrnQtyDel

sumCurrTrnQtyPend

6.1246

6.1247

6.1248

6.1249

6.1250

6.1251

6.1252

6.1253

6.1238

6.1239

6.1240

6.1241

6.1242

6.1243

6.1244

6.1245

6.1223

6.1224

6.1225

6.1226

6.1227

6.1228

6.1229

6.1230

6.1231

6.1232

6.1233

6.1234

6.1235

6.1236

6.1237

6.1254

6.1255

6.1256

6.1257

6.1258

6.1259

6.1260

6.1261

6.1262

6.1263

6.1264

6.1265

Version V 3.1.3

05.04.2017

Page 38

1036

1036

1036

1036

1037

1037

1037

1038

1034

1034

1034

1034

1035

1035

1035

1035

1032

1032

1032

1032

1033

1033

1033

1033

1030

1030

1030

1031

1031

1031

1031

1038

1038

1038

1039

1039

1039

1039

1040

1040

1040

1040

1041

Eurex

XML Report Reference Manual

6.1289

6.1290

6.1291

6.1292

6.1293

6.1294

6.1295

6.1296

6.1281

6.1282

6.1283

6.1284

6.1285

6.1286

6.1287

6.1288

6.1266

6.1267

6.1268

6.1269

6.1270

6.1271

6.1272

6.1273

6.1274

6.1275

6.1276

6.1277

6.1278

6.1279

6.1280

6.1297

6.1298

6.1299

6.1300

6.1301

6.1302

6.1303

6.1304

6.1305

6.1306

6.1307

6.1308

sumCurrTrnQtyRej sumCurrTrnQtyTakUp sumCurrTypCodMthDlyAvgVol

sumCurrTypCodNetFeeAmnt sumCurrTypCodRebAmnt sumCurrTypCodRebQty sumCurrTypCodTotMthFeeAmnt

sumCurrTypCodTotVol sumCurrVatAmnt sumCurrVmarAmnt sumCurrVmarMtdBal

sumCurrVmarNetBal sumCurrVmarPayBal sumCurrVmarPrvMthBal

sumCurrVmarRcvBal sumCurrVmarYtdBal sumDayCutLim sumDelvAmntCoop

sumDelvAmntEcc sumEURAmntInEUR sumExchFeeAmnt

sumExchMbrClgCurr sumExchMbrFeeAmntGros sumExchMbrFeeAmntNet sumExchMbrPrtMgbReq

sumFee sumFeeAcctTypGrp sumFeeCrtMthAmnt sumFeeCurrTypCod

sumFeeExCrtMthAmnt sumFeeGrpServGrp sumFeeIndTypAmntX sumFeeIndTypCrd

sumFeeIndTypDbt sumFeeIndTypFeeCapAmnt sumFeeIndTypFeeMmAmnt sumFeeIndTypFeeStrMmAmnt

sumFeeIndTypFullRebVol sumFeeIndTypRebQty sumFeeIndTypTrdQty sumFeeProdId

sumFeeTotal sumFeeTotalFeeTyp

Version V 3.1.3

05.04.2017

Page 39

1047

1047

1048

1048

1048

1048

1049

1049

1045

1045

1045

1046

1046

1046

1047

1047

1043

1043

1043

1043

1044

1044

1044

1045

1041

1041

1041

1042

1042

1042

1042

1049

1049

1050

1050

1050

1050

1051

1051

1051

1051

1052

1052

Eurex

XML Report Reference Manual

6.1332

6.1333

6.1334

6.1335

6.1336

6.1337

6.1338

6.1339

6.1324

6.1325

6.1326

6.1327

6.1328

6.1329

6.1330

6.1331

6.1309

6.1310

6.1311

6.1312

6.1313

6.1314

6.1315

6.1316

6.1317

6.1318

6.1319

6.1320

6.1321

6.1322

6.1323

6.1340

6.1341

6.1342

6.1343

6.1344

6.1345

6.1346

6.1347

6.1348

6.1349

6.1350

6.1351

sumFeeTotalMonth sumFeeTotalSettlAcct

sumFeeTotalSettlInst sumFeeTypAdjCrtDayAmnt sumFeeTypFeeCrtDayAmnt sumFeeTypFeeCrtMthAmnt

sumFeeTypFeePrvDayAmnt sumFeeTypFeePrvMthAmnt sumFeeTypFeeYtdAmnt sumFeeVar

sumGBPAmntInEUR sumGoodQuoReqResp sumGuarAmnt

sumGuarGuarAmnt sumJPYAmntInEUR summAcctUnadjMgnReq sumMbrLvlDlvPayAmntFut

sumMbrLvlDlvPayAmntOpt sumMbrLvlDlvRcvAmntFut sumMbrLvlDlvRcvAmntOpt sumMbrLvlDlvTotAmntFut

sumMbrLvlDlvTotAmntOpt sumMembClgIdCodRebAmnt sumMembCollValEff sumMembCshRcvPayAmnt

sumMembCshSetlmtAmnt sumMembDlvSetlmtAmnt sumMembExchIdCodRebAmnt

sumMembFeeAdjCrtDayAmnt sumMembFeeAmnt sumMembFeeCrtDayAmnt sumMembFeeCrtMthAmnt

sumMembFeePrvDayAmnt sumMembFeePrvMthAmnt sumMembFeeYtdAmnt sumMembIdProdId

sumMembPctSav sumMembPrmMtdBal sumMembPrmNetBal sumMembPrmPayBal

sumMembPrmPrvMthBal sumMembPrmRcvBal sumMembPrmVmarAmnt

Version V 3.1.3

05.04.2017

Page 40

1058

1058

1059

1059

1059

1060

1060

1060

1056

1056

1057

1057

1057

1057

1058

1058

1054

1054

1054

1055

1055

1055

1056

1056

1052

1052

1053

1053

1053

1053

1054

1060

1061

1061

1061

1061

1062

1062

1062

1062

1063

1063

1063

Eurex

XML Report Reference Manual

6.1375

6.1376

6.1377

6.1378

6.1379

6.1380

6.1381

6.1382

6.1367

6.1368

6.1369

6.1370

6.1371

6.1372

6.1373

6.1374

6.1352

6.1353

6.1354

6.1355

6.1356

6.1357

6.1358

6.1359

6.1360

6.1361

6.1362

6.1363

6.1364

6.1365

6.1366

6.1383

6.1384

6.1385

6.1386

6.1387

6.1388

6.1389

6.1390

6.1391

6.1392

6.1393

6.1394

sumMembPrmYtdBal sumMembResidualBal sumMembSavFeeAmnt sumMembSetlmtSecuQty

sumMembSurplShtfAmnt sumMembTotRcvPayAmnt sumMembTxnCnt sumMembUpdCodAdd

sumMembUpdCodChg sumMembUpdCodDel sumMembUpdCodGrpChg

sumMembVatAmnt sumMembVmarMtdBal sumMembVmarNetBal sumMembVmarPayBal

sumMembVmarPrvMthBal sumMembVmarRcvBal sumMembVmarYtdBal

sumMgnAdjAddAmntPdVd sumMgnAdjAddAmntPdVn sumMgnAdjAddAmntPdVu sumMgnAdjAddAmntPuVd

sumMgnAdjAddAmntPuVn sumMgnAdjAddAmntPuVu sumMgnMgnPremiumAmnt

sumNetMgnSrpl sumNetQty sumNodeTxnCnt sumNomQty

sumNonDisclTrades sumNonDisclVolume sumNZDAmntInEUR sumOfTransFeePerClgMmb

sumOfTransFeePerTrdMmb sumOvrUndrCovAmntClgCurr sumPartIdCodMthDlyAvgVol sumPartIdCodNetFeeAmnt

sumPartIdCodRebAmnt sumPartIdCodRebQty sumPartIdCodTotMthFeeAmnt sumPartIdCodTotVol

sumPartIdProdId sumPartIdUpdCodAdd

Version V 3.1.3

05.04.2017

Page 41

1070

1070

1071

1071

1071

1071

1072

1072

1068

1068

1068

1069

1069

1069

1069

1070

1065

1066

1066

1066

1067

1067

1067

1067

1064

1064

1064

1064

1065

1065

1065

1072

1072

1073

1073

1073

1073

1074

1074

1074

1074

1075

1075

Eurex

XML Report Reference Manual

sumPartIdUpdCodChg sumPartIdUpdCodDel

sumPartIdUpdCodGrpChg sumPoolCrdAmnt sumPoolDebAmnt

sumPoolIdClgCurr sumPoolIdTotal sumPosnLngBal sumPosnShtBal

sumProdAbdnQty sumProdCshSetlmtAmnt sumProdDayTesVol

sumProdDayTotVol sumProdDlvSetlmtAmnt sumProdFeeAdjCrtDayAmnt sumProdFeeAmnt

sumProdFeeAmntX sumProdFeeCapAmnt sumProdFeeCrtDayAmnt sumProdFeeCrtMthAmnt

sumProdFeeMmAmnt sumProdFeePrvDayAmnt sumProdFeePrvMthAmnt sumProdFeeStrMmAmnt

sumProdFeeYtdAmnt sumProdFinSetlmtAmnt sumProdFullRebVol sumProdGrp

sumProdGrpIdQty sumProdItmLngAmnt sumProdItmShtAmnt sumProdMtdTesVol

sumProdMtdTotVol sumProdOpnIntQty sumProdPctSav sumProdPosnLngBal

sumProdPosnLngBalPrv sumProdPosnShtBal sumProdPosnShtBalPrv

sumProdPrmMtdBal sumProdPrmNetBal sumProdPrmPayBal sumProdPrmRcvBal

6.1418

6.1419

6.1420

6.1421

6.1422

6.1423

6.1424

6.1425

6.1410

6.1411

6.1412

6.1413

6.1414

6.1415

6.1416

6.1417

6.1395

6.1396

6.1397

6.1398

6.1399

6.1400

6.1401

6.1402

6.1403

6.1404

6.1405

6.1406

6.1407

6.1408

6.1409

6.1426

6.1427

6.1428

6.1429

6.1430

6.1431

6.1432

6.1433

6.1434

6.1435

6.1436

6.1437

Version V 3.1.3

05.04.2017

Page 42

1081

1082

1082

1082

1082

1083

1083

1083

1079

1080

1080

1080

1080

1081

1081

1081

1077

1077

1078

1078

1078

1079

1079

1079

1075

1075

1076

1076

1076

1077

1077

1083

1084

1084

1084

1084

1085

1085

1085

1086

1086

1086

1086

Eurex

XML Report Reference Manual

6.1461

6.1462

6.1463

6.1464

6.1465

6.1466

6.1467

6.1468

6.1453

6.1454

6.1455

6.1456

6.1457

6.1458

6.1459

6.1460

6.1438

6.1439

6.1440

6.1441

6.1442

6.1443

6.1444

6.1445

6.1446

6.1447

6.1448

6.1449

6.1450

6.1451

6.1452

6.1469

6.1470

6.1471

6.1472

6.1473

6.1474

6.1475

6.1476

6.1477

6.1478

6.1479

6.1480

sumProdPrmVmarAmnt sumProdPrmYtdBal sumProdRebGrpIdFullRebVol sumProdRebGrpIdNetFeeAmnt

sumProdRebGrpIdProdSegFeeAmnt sumProdRebGrpIdQty sumProdRebGrpIdRebAmnt sumProdRebGrpIdRevRefAmnt

sumProdRebGrpVol sumProdRebQty sumProdSavFeeAmnt sumProdSegFeeAmnt

sumProdSegFullRebVol sumProdSegNetFeeAmnt sumProdSegQty sumProdSegRebAmnt

sumProdSegRebQty sumProdSegRevRefAmnt sumProdSetlmtSecuQty sumProdTESClgBuy

sumProdTESClgSell sumProdTESTotBuy sumProdTESTotSell sumProdTESVolBuy

sumProdTESVolSell sumProdTim sumProdTotBuyOrdr

sumProdTotClgBuy sumProdTotClgSell sumProdTotCntrBuy sumProdTotCntrSell

sumProdTotSellOrdr sumProdTrdQty sumProdTrnFeeAmnt sumProdTrnFeeAmntX

sumProdTrnLngQty sumProdTrnShtQty sumProdTxnCnt

sumProdTypFeeAdjCrtDayAmnt sumProdTypFeeAmnt sumProdTypFeeAmntX sumProdTypFeeCrtDayAmnt

sumProdTypFeeCrtMthAmnt

Version V 3.1.3

05.04.2017

Page 43

1092

1093

1093

1093

1094

1094

1094

1094

1090

1091

1091

1091

1091

1092

1092

1092

1088

1089

1089

1089

1089

1090

1090

1090

1087

1087

1087

1087

1088

1088

1088

1095

1095

1095

1095

1096

1096

1096

1097

1097

1097

1097

1098

Eurex

XML Report Reference Manual

6.1504

6.1505

6.1506

6.1507

6.1508

6.1509

6.1510

6.1511

6.1496

6.1497

6.1498

6.1499

6.1500

6.1501

6.1502

6.1503

6.1481

6.1482

6.1483

6.1484

6.1485

6.1486

6.1487

6.1488

6.1489

6.1490

6.1491

6.1492

6.1493

6.1494

6.1495

6.1512

6.1513

6.1514

6.1515

6.1516

6.1517

6.1518

6.1519

6.1520

6.1521

6.1522

6.1523

sumProdTypFeePrvDayAmnt sumProdTypFeePrvMthAmnt sumProdTypFeeYtdAmnt

sumProdTypIdMthDlyAvgVol sumProdTypIdNetFeeAmnt sumProdTypIdRebAmnt sumProdTypIdRebQty

sumProdTypIdTotMthFeeAmnt sumProdTypIdTotVol sumProdVolM sumQuoReqTot

sumQuoReqViol sumRebQty sumRejQty

sumReqTim sumReuseFeeTotalMonth sumSecuAcctLngPst sumSecuAcctShtPst

sumSecuAgtToAgtLng sumSecuAgtToAgtSht sumSecuAgtToMmLng sumSecuAgtToMmSht

sumSecuAgtToPropLng sumSecuAgtToPropSht sumSecuBlkCollQty sumSecuCntrCovQty

sumSecuCntrTotItmAmnt sumSecuGrpCollValClgCurr sumSecuMgnPremiumAmnt sumSecuMmToAgtLng

sumSecuMmToAgtSht sumSecuMmToMmLng sumSecuMmToMmSht

sumSecuMmToPropLng sumSecuMmToPropSht sumSecuPos sumSecuPropToAgtLng

sumSecuPropToAgtSht sumSecuPropToMmLng sumSecuPropToMmSht sumSecuPropToPropLng

sumSecuPropToPropSht sumSecuSecuAmnt

Version V 3.1.3

05.04.2017

Page 44

1104

1104

1104

1105

1105

1105

1105

1106

1102

1102

1102

1103

1103

1103

1103

1104

1100

1100

1100

1100

1101

1101

1101

1102

1098

1098

1098

1099

1099

1099

1099

1106

1106

1107

1107

1107

1107

1108

1108

1108

1108

1109

1109

Eurex

XML Report Reference Manual

sumServGrp sumSetlAmnt

sumSetlmtAcctAmnt sumShtQuoPct sumSrsSrsAsgnQty

sumSrsSrsExerQty sumSrsUndrLngQty sumSrsUndrShtQty sumSynTrades

sumSynVolume sumTESClgBuy sumTESClgSell sumTESTotBuy

sumTESTotSell sumTesTrades sumTESVolBuy sumTESVolSell

sumTesVolume sumTheoValPdVd sumTheoValPdVn sumTheoValPdVu

sumTheoValPuVd sumTheoValPuVn sumTheoValPuVu

sumTotBuyOrdr sumTotClgBuy sumTotClgSell sumTotCntrBuy

sumTotCntrSell sumTotSellOrdr sumTrdFeeAmntX

sumTrdMembAmnt sumTrdPrmVmarAmnt sumTrdQtyX sumTrdrTxnCnt

sumTrnBalAmnt sumTrnCrdAmnt sumTrnCshAmnt sumTrnDebAmnt

sumTrnLngQty sumTrnQtyFeeTyp sumTrnShtQty sumTxnCnt

6.1547

6.1548

6.1549

6.1550

6.1551

6.1552

6.1553

6.1554

6.1539

6.1540

6.1541

6.1542

6.1543

6.1544

6.1545

6.1546

6.1524

6.1525

6.1526

6.1527

6.1528

6.1529

6.1530

6.1531

6.1532

6.1533

6.1534

6.1535

6.1536

6.1537

6.1538

6.1555

6.1556

6.1557

6.1558

6.1559

6.1560

6.1561

6.1562

6.1563

6.1564

6.1565

6.1566

Version V 3.1.3

05.04.2017

Page 45

1115

1116

1116

1116

1116

1117

1117

1117

1113

1113

1114

1114

1114

1114

1115

1115

1111

1111

1112

1112

1112

1112

1113

1113

1109

1109

1110

1110

1110

1111

1111

1118

1118

1118

1118

1119

1119

1119

1119

1120

1120

1120

1120

Eurex

XML Report Reference Manual

sumTxnFee00 sumTxnFee100 sumTxnFee50 sumTxnFeeDay

sumUndrUndrLngQty sumUndrUndrShtQty sumUSDAmntInEUR

sumUserIdMthDlyAvgVol sumUserIdNetFeeAmnt sumUserIdRebAmnt sumUserIdRebQty

sumUserIdTotMthFeeAmnt sumUserIdTotVol sumValGoodQuoReqResp sumValQuoReqTot

sumValQuoReqViol sumVatCoop sumVatEcc

sumViol sumViolPct swapCust1 swapCust2

takUpAcptInd takUpApprInd takUpFeeAmnt

takUpVol tesActivity tesDescription

tesId tesInitiatorBU tesInitiatorUser

TESOrdrMtnCod

tesType

TEXContribLink

TEXContribLong

TEXContribMax

TEXContribMid

TEXContribMin

TEXContribShort text

Text1

Text2

Text3

6.1590

6.1591

6.1592

6.1593

6.1594

6.1595

6.1596

6.1597

6.1582

6.1583

6.1584

6.1585

6.1586

6.1587

6.1588

6.1589

6.1567

6.1568

6.1569

6.1570

6.1571

6.1572

6.1573

6.1574

6.1575

6.1576

6.1577

6.1578

6.1579

6.1580

6.1581

6.1598

6.1599

6.1600

6.1601

6.1602

6.1603

6.1604

6.1605

6.1606

6.1607

6.1608

6.1609

Version V 3.1.3

05.04.2017

Page 46

1127

1127

1128

1128

1128

1129

1129

1129

1125

1125

1125

1126

1126

1126

1126

1127

1123

1123

1123

1123

1124

1124

1124

1124

1121

1121

1121

1121

1122

1122

1122

1129

1130

1130

1131

1131

1131

1131

1132

1132

1133

1133

1133

Eurex

XML Report Reference Manual

textFrom textSegInpX textTo

textX tfxBenfiIdNo tfxMbrBrnCod tfxMbrCod

tfxTrdStsCod thresHold thresHold2 thresHoldX

ticSiz ticVal

time time18 timeValidity

timIntvlMaxViol timIntvlOrdrCnt timIntvlSec

timIntvlViolCnt timIntvlVol tmr totAbdnTrnQty

totalNoTradingDays totalReq totAsgnVol totBURules

totBusinessUnitIdRiskEvt totBUUpdCodAdd totBUUpdCodChg

totBUUpdCodDel totClgRnk totClgRnkExer totClgRnkExerOf

totClgRnkOf totCntrAmnt totCshAmnt totExrShr

totExrVol totItemFee totMgnClgCurr

totMgnMgnCurr totMktShr

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totParticipantIdRiskEvt totParticipantUpdCodAdd totParticipantUpdCodChg totParticipantUpdCodDel

totProdVol totQuoReqViolPct totRcvPayAmnt

totSpdMgn totSpdMgnFctr totTakUpVol totTrdCnt

totTrdDays totTrdrRnk totTrdrRnkExer totTrdrRnkExerOf

totTrdrRnkOf totUserIdRiskEvt totUserProd totUserUpdCodAdd

totUserUpdCodChg totUserUpdCodDel totVol tradeEnrichmentRuleId

tradeType tradingCapacity

tradingParticipant tradingRestriction

tradPartLngName tradVolume

TransactionId

TransactionIdSuffix

transDate transRef trDay

trdCnt trdDat trdFctr

trdId trdIdB trdIdNo trdLatQty

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XML Report Reference Manual

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trdQtyX trdr trdStlDat trdSysCod

trdTyp

trdUnt trdUntCsh

trdUntShares trdUntVal trdVol trdVolume

triggered trnAdjStsCod

trnBalAmnt trnCrdAmnt trnCshAmnt

trnDat trnDatCet

trnDebAmnt trnDelay trnFeeAdjAmnt

trnFeeAmnt trnFeeAmntX trnHistAdjInd

trnHistInd trnIdNo

trnIdNo1 trnIdNo2 trnIdNoP trnIdNoPnt

trnIdNoTo trnIdNoX trnIdSfxNo

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trnTypDec trnTypText trnTypTextArt

trnValDat txnClas txnCnt

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txnFeeDay txnIdNo txnLim txnLimit

trnIdSfxNoPnt trnIdSfxNoPntX trnIdSfxNoX

trnLngQty trnLoc trnPrc

trnQty trnQtyAllc

trnQtyNotif trnRecTyp trnShtQty

trnStatus trnTim

trnTimCet trnTsfText

txnTyp typeOfTransactions unadjMgnReq

unadjMgnReqClgCurr unadjMgnReqMajorCurr unadjMgnReqMgnCurr unadjMgnReqMinorCurr

undClsCurr underlyingIndex underlyingPrice

undPrice undrDispDcml

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undrFutExpYrDat undrFutProdId undrIdCod

undrIdLngNam undrIsin undrLngQty

undrLstClsPrc undrPrc undrPrvClsPrc

undrShtQty undrTicVal uniqueCntrId

uniqueProdId unUsedSecQty upAdptIntRat updCod

updDat upDownInd1

updtFldNam updTim

upperLimitPrice user userId userId1

userNumericId userOrdrNum userOrdrNumFrom

userOrdrNumTo userOrdrNumX useZeroCostQuantity

usrGroup usrIdFourEyeAppr usrIdFourEyeInit

usrIdSlowConf usrIdSlowInit usrIdSlowMs

usrIdStopConf usrIdStopInit usrIdStopMs usrLastModDat

usrLgn usrOrdrNum

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usTrdrFlg

UTI valGoodQuoReqResp

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vegaShtLimQty vegaUnit verId versNo

violation violationCnt violInd

violPct vmarMtdBal

vmarNetBal vmarPayBal vmarPrvMthBal vmarRcvBal

vmarYtdBal volaStratUndrId volatilityPdVd

volatilityPdVn volatilityPdVu volatilityPuVd volatilityPuVn

volatilityPuVu volFactor volLim volLimQty

workflowstatus worstCaseScenario

ytMClearedNot zerCostQty

Glossary

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XML Report Reference Manual

Introduction

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1 Introduction

This document describes all the reports distributed for Eurex derivatives trading & derivatives clearing and European Energy Exchange (EEX) derivatives.

This document is intended for the staff dealing with reports. The purpose of the XML Report

Reference Manual is



 to explain the content of the reports, and to describe each report in detail.

Additional information related to generic text reports is included.

Please note that all Eurex derivatives trading, derivatives clearing and EEX derivatives reports are provided exclusively via the Common Report Engine.

With the introduction of C7 release 3.0, new C7 reports are distributed to Eurex members in accordance with the functionalities covered by the latest software version used.

For areas which are not yet covered by C7, the reports are generated in Eurex Classic as before.

EEX members continue to obtain reports from Eurex Classic. This document describes both kinds of reports.

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2 XML Reports Concepts used by Eurex

In this chapter the main concepts of the XML Reports offered by Eurex are explained.

2.1

Eurex Terminology

Throughout the Eurex XML Reports documentation, specific terms are used to refer to certain objects known to the Eurex system. To avoid misunderstandings the most important terms are described in this paragraph.

The term

product

refers to a set of options or futures contracts, all based on the same specific underlying security or other value (an underlying), that have been admitted to trading at the

Eurex Exchanges (e.g., futures on the German Stock Index DAX, options on the registered stock of BMW). A product is identified by its product Id, e.g. “FGBL”.

The term

underlying

is, in each case, the point of reference for the product (e.g., the underlying of the product FDAX is the German Stock Index DAX; the underlying of the product options on the registered stock of BMW is the registered stock of BMW).

A

futures contract

is uniquely defined with the fields product Id, contract expiration month and contract expiration year. An

option contract

is uniquely defined with the fields product Id, contract class code, contract expiration month, contract expiration year, strike price (or contract exercise price) and version number.

A

futures combination

is uniquely defined by its two future contract legs. Both legs share the same product.

A

strategy

is uniquely defined by its strategy type and up to four legs, each determined by a buy/ sell indicator, an option or futures contract specification, a strategy leg underlying price and a strategy leg volume.

A

flexible option

is uniquely defined by its product Id, contract class code, contract expiration date, strike price, version number, exercise style (european/american option) and settlement type (cash/physical).

A

flexible future

is uniquely defined by its product Id, contract expiration date and settlement type.

2.2

XML Report Layout

The XML Report layout consists of the basic elements structures, structure members and data types.

2.2.1

Structures

Structures are ordered collections of structure members.

They may contain fields and/or substructures as members, forming a structure tree. On top level

(the root of each structure tree) there is the main report structure.

Most structures are defined as a part of one report. Structures used in several reports are called common structures.

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Naming conventions for structures are:

reportName

Main structure of a report

reportName***Grp reportName***KeyGrp

Sub structure of a report

Sub structure of a report which contains key fields

2.2.2

Structure Members

A structure member is either a field or another (sub-)structure. A structure member may be enriched by attributes to define report specific properties.

Fields are defined by their data type and share the name of their data type. Substructures may occur once or multiple times in a structure. The name of a substructure member is equal to the substructure name.

Each field and structure occurs at a specific place in the sequence of fields in the substructure tree of a report. Substructure can represent an exception, in the sense that they can occur multiple times.

Structure members may be mandatory or optional. Optional members may be omitted in the XML report.

2.2.3

Data Types

Data Types describe context-independent properties of a field, like its format and length. The format of a data type may be alphanumeric, numeric or signed numeric.

These properties are independent of the report where a field with this data type occurs. Since a field in a structure must have the same name as its data type, this implies that two fields with the same name always have the same data type.

2.2.4

Rules for creating the XML Structure

2.2.4.1

Main Report Structure

The report XML structure is enclosed in the tag

<reportName>

<reptHeader>

...

</reptHeader>

<reportNameGrp>

...

</reportNameGrp>

</reportName>

2.2.4.2

Substructures

Substructures are written as follows:

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<structureName>

...

</structureName>

The structure members occur in the sequence as they are defined in the XML Report layout.

Optional members may be omitted, if they contain no data.

In case of a multiple occurrence, the <structureName> element is repeated.

2.2.4.3

Field Values

Field values are written as

<fieldName>fieldValue</fieldName> or, if no value is given for a mandatory field,

<fieldName/>

Optional fields are omitted if no value is given.

Alphanumeric field values are written to the XML Report with their complete field length.

Examples:

<prodId>OSMI</prodId>

<ordrText>430-11172 </ordrText>

Numeric values with precision 0 are written in the format DD…D without leading zeroes (D denotes a digit 0, 1, …, 9).

Example:

<sumTrnLngQty>558</sumTrnLngQty>

Numeric values with precision > 0 are written in the format DD…D.D…D, where the number of trailing digits is given by the precision.

Example:

<valPerTick>1.0000</valPerTick>

Signed numeric values are prefixed with a plus (’+’) or minus (’--’) sign.

Example:

<sumPrmVmarAmnt>-88880.00</sumPrmVmarAmnt>

2.2.5

Rules for Text Reports

The text reports created from the XML reports serve to display the contained data in a human readable format. Only the XML reports are suitable for automatic processing.

Eurex strongly advises against any form of text report processing, e.g. by parsing data from the text report content.

The following sections describe some generic rules how the layout of the text reports is determined from the XML report structure.

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2.2.5.1

Generic Text Report Structure

The creation of generic text reports uses the following rules:









The global layout of a generic text report is determined by the XML report data structure.

Data rows are shown in the sequence defined in the XML report.

Fields are shown in the sequence defined in the XML report.

Column widths are determined by the maximum of heading length and data field length.









Column headings are written into one line.

Spacing between columns is always one.

Underlines (indicating the column width) are provided for the field width of the first row.

Lines are wrapped, if they are longer than 132 characters.



Starting position for wrapped lines is one character indented from second field on the first line.

2.2.5.2

Field Values

The display of field values adheres to the following rules:









The field value display is determined by the field specific format and the specific report context.

The field column heading is determined by the field, dependent of the report context.

Alphanumeric values are displayed left justified with the original value retrieved from the XML

Report data. Depending on the specific report, values from the XML reports are mapped to some decode in the text report.

Numeric values are displayed right justified according to their field specific display format with the original value retrieved from the XML Report data.

The specific rules for numeric values are



The decimal separator is a point.





No leading zeroes are displayed.

All decimal digits given by the field precision are displayed (e.g. 1.200 for precision 3).





"Minus signs" are written as prefix or suffix of the number, or as long/short indicator.

It is possible to have a thousand separator for the text format (e.g. 12,345,678.90).

2.3

Common Report Engine

The Common Report Engine is the exclusive source for report files and theoretical price files for

Eurex trading participants, Eurex clearing members and participants of the EEX Derivatives

Market. It is an FTP solution based on an SFTP report server that allows participants to easily retrieve all of their reports from a single source.

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All transactional and participant specific reports are available in a participant-specific directory structure. Non-transactional and non-participant specific reports and files are available in the public area. Such reports are tagged as

CRE Area : public

in this manual .

The Common Report Engine can be accessed via leased line connectivity or via the internet.

In order to access the Common Report Engine, a specific user account for the Common

Reporting Engine must be setup and a public key has to be uploaded in the Member Section of the Eurex website (www.eurexchange.com).

Please note that reports will only be generated for participants if an activated Common Report

Engine user account exists.

The participant is responsible for the user account setup on the Common Report Engine for all markets applicable.

Detailed information to the Common Report Engine is provided in the Common Report Engine

User Guide on the Eurex Homepage:

www.eurexclearing.com > Technology > Eurex Clearing’s C7 > System documentation >

Release [Release number] > Eurex Reports and on www.eurexchange.com with a similar path for Eurex Exchange’s T7

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3

3.1

Introduction to XML Reports

XML Report Characteristics

The XML report descriptions contain the following information:

Description

A textual description of the functional contents of the report.

Frequency

Availability

The frequency or the specific events at which the report is created.

The group of members (e.g. clearing members, trading members) to which the report is available. Please refer to

section 3.2

for a detailed description of report availability.

XML Report Structure

A description of the composition of groups and tags that are used with the XML report. Underlined items represent groups; the contained tags are identified by indent level. Additional information is provided on the

cardinality of subgroups. Please refer to

section 3.3

for a description of

cardinalities.

M/O

A usage code to indicate whether a report tag is mandatory or optional.

Please refer to

section 3.4

for a detailed description.

Text Report Heading

The heading of each tag when printed in a text report. The heading depends on the tag, but may be defined different in a specific report context. Tags bound together in a group may be concatenated under one heading.

If the text report heading is marked “(XML only)”, the tag content is not written into the text report.

Text Report Structure

A generic description of the layout that is used with the text report.

Each text report field is printed once with his heading and the generic text format which is used to display the value.

Alphanumeric values are filled up with

X

, according to the field length.

Numeric values are filled up with

9

, together with thousand separators, decimal points and signs if applicable.

Please remark that the layout of text reports may be subject to change without further notice.

Eurex

XML Report Reference Manual

Introduction to XML Reports

3.2

Report Availability

Reports are created and available to different groups of members.

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Available for Description

clearing and trading members trading members only

Each trading member receives a report containing its individual data.

Each clearing member receives a report containing his individual data and the data of its associated trading members.

Each trading member receives a report containing its individual data.

clearing members only Each clearing member receives a report containing his individual data and the data of its associated trading members.

all members Each member receives the report containing identical data.

Please note that such reports do not have a member specific header.

Table 3.1 - Report Availability

3.3

Structure Cardinality

Any substructure may be contained zero, one or multiple times in a structure.

The XML report descriptions contains a cardinality information for each structure in the form

structure or

structure, repeated

cardinality

times:

Cardinality

(none) m m ... n m

... variable

Table 3.2 - Structure Cardinality Descriptors

Description

Substructure occurs exactly one time

Substructure occurs exactly

m

times

Substructure occurs minimal

m

, maximal

n

times

Substructure occurs

m

to any number times

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3.4

Usage Code

The XML report descriptions contain usage codes for each tag. These codes provide information

on whether a tag is mandatory or optional.

Table 3.3

below lists all applicable usage codes and

provides a description.

Usage Code Explicit Field Usage Description

m o mandatory Tag occurs always (but may contain an empty string) optional Tag may be omitted

Table 3.3 - Field Usage Codes

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3.5

Reports per T7 Trading Instance

For members participating on trading on the T7/FX instance certain reports will be provided separately for T7/FX in addition to the trading reports provided today. This allows identifying reference data changes and trading activities performed on T7/FX.

Report ID and report layout will not change. Reports can be distinguished by the corresponding

T7 trading instance specific environment number in the report file name (e.g., “70” for T7/FX

Production, “90” for T7 Production).

The following table provides the list of affected reports

.

Report

RD135

RD140

RD145

RD155

TA

TA113

TD

TD940

CB

CB069

RD

RD110

RD115

RD120

RD125

RD130

TD941

TD942

TD943

Long Name Receiver

Clearing Positions and Transactions

Transaction Report

Trading RDS Reports

User Profile Maintenance

User Profile Status

User Transaction Size Limit Maintenance

User Transaction Size Limit Status

Trade Enrichment Rule Maintenance

Trade Enrichment Rule Status

Pre-trade Limits Maintenance - Trading Participant

Pre-trade Limits Status - Trading Participant

Pre-trade Limits Status - Clearing Participant

Trading Maintenance

Complex and Flexible Instrument Definition

Trading Volume and Performance

Daily Regular Market Making Quote Request Performance

Daily Permanent Market Making Quote Request Performance

TRADING MEMBER

TRADING MEMBER Daily Advanced Market Making Quote Request Performance

Daily Permanent Market Making Strategy Quote

Request Performance

TRADING MEMBER

TRADING MEMBER

TRADING MEMBER

TRADING MEMBER

TRADING MEMBER

TRADING MEMBER

TRADING MEMBER

TRADING MEMBER

TRADING MEMBER

TRADING MEMBER

CLEARING MEMBER

PUBLIC

TRADING MEMBER

Eurex

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Introduction to XML Reports

Version V 3.1.3

05.04.2017

Page 63

TE545

TE550

TE810

TE812

TE910

TE930

TT

TT132

TT133

TD956

TD957

TD959

TD980

TD981

TE

TE535

TE540

Report

TD944

TD945

TD946

TD947

TD948

TD949

Long Name Receiver

Daily Advanced Market Making Strategy Quote Request

Performance

TRADING MEMBER

MTD Regular Market Making Quote Request Performance

TRADING MEMBER

MTD Permanent Market Making Quote Request Performance

MTD Advanced Market Making Quote Request Performance

TRADING MEMBER

TRADING MEMBER

MTD Permanent Market Making Strategy Quote

Request Performance

TRADING MEMBER

MTD Advanced Market Making Strategy Quote Request

Performance

TRADING MEMBER

Permanent Market Making Measurement

Advanced Market Making Measurement

Designated Market Making Measurement

Excessive System Usage Report

TRADING MEMBER

TRADING MEMBER

TRADING MEMBER

ALL MEMBER

Month-to-Date OTR

Order and Quote Maintenance

Cross and Quote Requests

Daily Order Maintenance

Daily TES Maintenance

Open Order Detail

T7 Daily Trade Confirmation

Daily Prevented Self-Matches

T7 Daily Trade Activity

Daily Trade Statistics

Entitlement and Security

Market Maker Protection

Trading Risk Events

ALL MEMBER

TRADING MEMBER

TRADING MEMBER

TRADING MEMBER

TRADING MEMBER

TRADING MEMBER

TRADING MEMBER

PUBLIC

PUBLIC

TRADING MEMBER

TRADING MEMBER

Eurex

XML Report Reference Manual

XML Report Descriptions

Version V 3.1.3

05.04.2017

Page 64

4 XML Report Descriptions

The description of the XML Reports and Tags in this document is based on the configuration

CONFIG_IDENTIFIER ERep140.04.51 SIR-367310

CONFIG_DATE 2017-04-05 17:04

4.1

CA Capital Adjustment

4.1.1

CA051 Capital Adjustment Series

Description

Frequency

Availability

CRE Area

This report contains all changes of contract specifications for existing regular and LEPO series and contract specifications of new series that are added following a capital adjustment. In the case of a capital adjustment, the system generates new contract versions. Adjusted series have the existing version number incremented by 1. Newly created series contracts have the version number 0. The displayed series information is sorted by underlying and by type of capital adjustment. The AdjustmentType value is 594 for Capital Adjustment.

The report is available for EUREX/ECAG Members.

Capital adjustment.

This report is available for all members.

Public.

XML Report Structure

ca051

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ca051Grp, repeated 0 ... variable times:

ca051KeyGrp

undrIdCod

M/O Text Report Heading

o

m

o

m

m

m

m

m

o

o

m UnderlyingSecurityId

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capAdjTrnTyp

trnIdNo

capAdjInfoTxt

secuRFac

newTheoPrc

ca051Grp1, repeated 1 ... variable times:

ca051Rec, repeated 1 ... variable times:

bfrAfrDec

capAdjMtnTyp

cntrIdGrp, repeated 0 ... 1 times:

cntrClasCod

prodId

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

valorNum1

trdUnt

capAdjStsCod

lstSetlmtPrc

opnIntQty

o

m

m

o m

m

m

m

m

o

o

o

o

o

o

m

m

o

AdjustmentType

TrnNo

AdjustmentMemo

R-Factor

NewTheoULPrice

MtnTyp

Contract

ValorenNumber

TradingUnit

Status

SettlementPrice

OpenInterest

Text Report Structure

UnderlyingSecurityId AdjustmentType TrnNo AdjustmentMemo R-Factor NewTheoULPrice

------------------------------------- -------------- ------ ---------------------------------------- ----------- --------------

XXXX - SECURITY LONG NAME XXX XXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99.99999999 999,999.9999

MtnTyp Contract ValorenNumber TradingUnit Status SettlementPrice OpenInterest

------ ------ ------------------------ --------------------- ----------- ------ --------------- ------------

XXXXXX XXX X XXXX XXX 9999 999999 9 XXXXXXXXXXXXXXXXXXXXX 9,999.9999 X 9999.99999 9,999,999

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4.1.2

CA052 Capital Adjustment Positions

Description

Frequency

Availability

This report contains all changes of contract specifications for existing regular and LEPO series as well as contract specifications of new series that are added after capital adjustments. In the case of a capital adjustment, the system generates new contract versions. Adjusted series have their existing version number incremented by 1. Newly created series contracts have the version number 0. The displayed series information is sorted by underlying and by type of capital adjustment.

Capital adjustment.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ca052

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ca052Grp, repeated 0 ... variable times:

ca052KeyGrp

membClgIdCod

ca052Grp1, repeated 1 ... variable times:

ca052KeyGrp1

m

membExchIdCod

ca052Grp2, repeated 1 ... variable times:

ca052KeyGrp2

undrIdCod

capAdjTrnTyp

trnIdNo

capAdjInfoTxt

secuRFac

m

m

m

m

newTheoPrc

ca052Grp3, repeated 1 ... variable times:

m

m

m

m

o

o

o

m

m

m

m

o

m

Clearing Member

Exchange Member

UnderlyingSecurityId

AdjustmentType

TrnNo

AdjustmentMemo

R-Factor

NewTheoULPrice

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ca052KeyGrp3

currTypCod

acctGrpCod

prodId

m

m

m

ca052Grp4, repeated 1 ... variable times:

ca052Rec, repeated 1 ... variable times:

bfrAfrDec

cntrIdGrp, repeated 0 ... 1 times:

m

cntrClasCod

prodId

cntrDtlGrp

cntrExpMthDat

o

m

m

m cntrExpYrDat

cntrExerPrc

cntrVersNo

trdUnt

o

o

o

posnLng

posnSht

m

m

Currency

Account

Product

Contract

TradingUnit

PosnLng

PosnSht

Text Report Structure

Clearing Member Exchange Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

UnderlyingSecurityId AdjustmentType TrnNo AdjustmentMemo R-Factor NewTheoULPrice

------------------------------------- -------------- ------ ---------------------------------------- ----------- --------------

XXXX - SECURITY LONG NAME XXX XXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99.99999999 999,999.9999

Currency Account Product

-------- ------- -------

XXX XX XXXX

Contract TradingUnit PosnLng PosnSht

------ ------------------------ ----------- ------- -------

XXXXXX X XXXX XXX 9999 999999 9 9,999.9999 999,999 999,999

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4.1.3

CA054 Capital Adjustment Orders

Description

Frequency

Availability

This report lists all orders deleted as a result of a capital adjustment.

The orders for contracts with the original contract specifications are deleted for all exchange members. It is arranged by underlying and type of capital adjustment, listing the deleted orders by the original series and the exchange member.

Capital adjustment.

This report is available for trading members only.

XML Report Structure

ca054

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ca054Grp, repeated 0 ... variable times:

ca054KeyGrp

membExchIdCod

ca054Grp1, repeated 1 ... variable times:

ca054KeyGrp1

undrIdCod

capAdjTrnTyp

trnIdNo

capAdjInfoTxt

secuRFac

ca054Rec, repeated 1 ... variable times:

cntrIdGrp, repeated 0 ... 1 times:

cntrClasCod

prodId

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

M/O Text Report Heading

o

o

o

m

o

m

m

m

m

m

m

o

m

m

m

m

m

m

m

m

Exchange Member

UnderlyingSecurityId

AdjustmentType

TrnNo

AdjustmentMemo

R-Factor

Contract

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Page 69 XML Report Descriptions

cntrExerPrc

cntrVersNo

o

o

futCntrCombRedGrp, repeated 0 ... 1 times:

prodId m

cntrExpDatGrp, repeated 2 times:

cntrExpMthDat

cntrExpYrDat

ordrNo

o

o

o

partIdCod

acctTypGrp

ordrTypCod

buyCod

opnClsCod

gtcOrdrFlg

ordrExpDat

ordrExePrc

m

o

o

o

m

m

m

m

ordrQty

ordrExeQty

ordrResCod

cust

usrOrdrNum

text

membClgIdCod

o

o

o

m

m

m

o

OrdrNo

Trader

Ac

Typ

B

O

G

OrExpDat

OrdrPrc

Size

ExeQty

Res

Customer

UsrOrdrNmbr

Text

TuMbr

Text Report Structure

Exchange Member

------------------------------------------------

XXXXX - MEMBER LONG NAME

UnderlyingSecurityId AdjustmentType TrnNo AdjustmentMemo R-Factor

------------------------------------- -------------- ------ ---------------------------------------- -----------

XXXX - SECURITY LONG NAME XXX XXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99.99999999

Contract OrdrNo Trader Ac Typ B O G OrExpDat OrdrPrc Size ExeQty Res Customer UsrOrdrNmbr

Text TuMbr

------------------------ --------- ------ -- --- - - - -------- ----------- ------- ------ --- ------------ ------------

X XXXX XXX 9999 999999 9 XXXXXXXXX XXXXXX XX XXX X X X 31-12-09 9999.99999+ 999,999 999999 XXX XXXXXXXXXXXX XXXXXXXXXXXX

XXXXXXXXXXXX XXXXX

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4.1.4

CA752 Capital Adjustment Positions Overview

Description

Frequency

Availability

This C7 report contains all changes of contract specifications for existing regular and LEPO series as well as contract specifications of new series that are added after capital adjustments. In the case of a capital adjustment, the system generates new contract versions.

Adjusted series have their existing version number incremented by 1.

Newly created series contracts have the version number 0. The displayed series information is sorted by underlying and by type of capital adjustment.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Capital adjustment.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ca752

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ca752Grp, repeated 0 ... variable times:

ca752KeyGrp

membClgIdCod

ca752Grp1, repeated 1 ... variable times:

ca752KeyGrp1

membExchIdCod

m

m

ca752Grp2, repeated 1 ... variable times:

ca752KeyGrp2

undrIdCod

undrIdLngNam

secuRFac

ca752Grp3, repeated 1 ... variable times:

m

m

m

o

o

o

m

o

m

m

m

m

m

Clearing Member

Exchange Member

UnderlyingSecurityId

R-Factor

Eurex

XML Report Reference Manual

XML Report Descriptions

ca752KeyGrp3

currTypCod

accountName

prodId

ca752Grp4, repeated 1 ... variable times:

ca752Rec, repeated 1 ... variable times:

bfrAfrDec m

cntrIdGrpSC7, repeated 0 ... 1 times:

cntrClasCod

prodId

cntrDtlGrpC7

cntrExpMthDat

o

m

m

m

m

cntrExpYrDat

cntrExpDat

cntrExercisePrice

flxCntrSynProdId

o

o

o

o

o

cntrVersNo

exerStylTyp

settlTyp

trdUnt

posnLng

posnSht

o

o

o

o

m

m

Product Currency

Account

Product

TradingUnit

PosnLng

PosnSht

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CA752.

Version V 3.1.3

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4.1.5

CA770 Account Maintenance

Description

Frequency

Availability

This C7 report provides an overview of all changes to account settings for all members. It is arranged by clearing member, exchange member, clearing house and account name.

The report is available in xml- and csv-format.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ca770

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ca770Grp, repeated 0 ... variable times:

ca770KeyGrp

membClgIdCod

ca770Grp1, repeated 1 ... variable times:

ca770KeyGrp1

membExchIdCod

m

m

ca770Grp2, repeated 1 ... variable times:

ca770KeyGrp2

clgHseInd2

accountName

ca770Grp3, repeated 1 ... variable times:

ca770KeyGrp3

membId

partIdCod

o

o

m

m

updDat

updTim

maintOperation

m

m

m

o

o

o

m

o

m

m

m

m

m

Clearing Member

Exchange Member

Clearing House

AccountName

Member

User ID

Upd Date

Upd Time

Operation

Eurex

XML Report Reference Manual

XML Report Descriptions

ca770Rec, repeated 1 ... variable times:

bfrAfr m

accountStatus

accountType

m

m

accountSubType

accountDescr

m

o

riskNettingUnit

poolId

autoCloseOut

useZeroCostQuantity

m

m

o

o

Pool ID

Auto Close Out Flag

Use ZCQ Flag

ca770ClrgLcnsRec, repeated 0 ... variable times:

clearingSystemLicense m

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CA770.

Version V 3.1.3

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4.2

CB Clearing Position and Transactions

4.2.1

CB001 Product and Price Report

Description

Frequency

Availability

CRE Area

The product and price report contains information for all Eurex products and their prices as defined in the Eurex price list. The Market

Making prices will be shown as rebates (negative amount). The cap will be displayed on contract level but not on fee level.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for all members.

Public.

XML Report Structure M/O Text Report Heading

cb001

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb001Grp, repeated 0 ... variable times:

cb001KeyGrp

exchIdCod

cb001Grp1, repeated 1 ... variable times:

cb001KeyGrp1

o

prodTypIdX

cb001Grp2, repeated 1 ... variable times:

cb001KeyGrp3

prodId

o

cb001KeyGrp2

prodSeg

prodSegName

cb001Grp3, repeated 1 ... variable times:

o

o

o

m

o

o

o

m

m

m

m

o

m

Exch

Prod Type

Prod Segm

Prod ID

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Page 75 XML Report Descriptions

prodLngNam o

cb001Grp4, repeated 1 ... variable times:

cb001KeyGrp4

feeIndTyp o

cb001Grp5, repeated 1 ... variable times:

Prod Name

Fee Type

cb001KeyGrp5

trnTyp o Trans Type

cb001Grp6, repeated 1 ... variable times:

cb001KeyGrp6

trdTyp o Trad Type

cb001Rec, repeated 1 ... variable times:

flxCntrTrnStsCod o Tran St

mtnCod

givUpSts

opnClsCod

thresHold

standFee

redFee

acctTypGrpX

currTypCod

thresHold2

redFee2

o

o

o

o

o

o

o

o

o

o

MC

G St

O/C Flg

Threshold

Standard Fee

Reduced Fee

AC

Curr

(XML only)

(XML only)

Text Report Structure

Exch

----

XXXX

Prod Prod Prod Prod Fee Trans Trad Ac Standard Reduced Threshold Curr

Type Segm ID Name Type Type Type Fee Fee

---- ---- ---- ------------------------------ ------------------------------ ----- ---- -- ---------- ---------- --------- ----

XXXX XXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99999 XXXX XX +999999.99 +999999.99 999999999 XXX

Prod Prod Prod Prod Fee MC Tran G O/C Ac Standard Reduced Threshold Curr

Type Segm ID Name Type ST ST Flg Fee Fee

---- ---- ---- ------------------------------ ------------------------------ -- ---- -- --- -- ---------- ---------- --------- ----

XXXX XXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XX XXXX XX XXX XX +999999.99 +999999.99 999999999 XXX

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4.2.2

CB010 Position Detail

Description

Frequency

Availability

This report lists the opening positions in the option series and futures contracts, the daily position movements at a transaction level and the up to date positions in the individual accounts of the exchange member. For each transaction, the report contains the variation margin payments for futures contracts, the premiums on options calculated in the "traditional" way and the variation margins for "futures-style" settled options.

The report displays detailed position data according to account type, currency and product. Premiums, variation margins and fees are added per series of an option class (Call/Put) or a futures contract.

Totals are calculated per product and account. Positions resulting from the entry of an off-book basis, block, vola, EFP-Fin, EFS or from a

EFPI trade are also marked. New trades resulting from a historical trade transfer also appear in this report. In case of position transfers, the report contains the price at which the position transfers have been executed. Partial transfers are executed at the previous day's settlement price and full position transfers are executed at the current settlement price. For futures products and future style options, the price at which the partial position transfer is executed is contained with variation margin.

Please remark that the field

secuTrdUntNo

is not filled for EEX Energy

Futures.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

M/O Text Report Heading XML Report Structure

cb010

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb010Grp, repeated 0 ... variable times:

cb010KeyGrp

o

o

o

m

o

m

m

m

m

m

Eurex

XML Report Reference Manual

XML Report Descriptions

membClgIdCod

cb010Grp1, repeated 1 ... variable times:

cb010KeyGrp1

membExchIdCod

m

m

cb010Grp2, repeated 1 ... variable times:

cb010KeyGrp2

currTypCod

cb010Grp3, repeated 1 ... variable times:

m

cb010KeyGrp3

acctTypGrp m

cb010Grp4, repeated 1 ... variable times:

cb010KeyGrp4

prodTypId

prodId

prodExchAff

productMIC

m

m

o

o

ticSiz

ticVal m m

cb010Grp5, repeated 1 ... variable times:

cb010KeyGrp5, repeated 0 ... 1 times:

ClMbr

ExMbr

Currency

Account

ProdType

Prod

(XML only)

ProductMIC

Tick Size

TickVal

cntrDtlClassGrp

cntrClasCod o Contract Detail

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

lstSetlmtPrc_1

currSetlmtPrc_1

secuTrdUntNo

m

m

o

o

o

o

o

(XML only)

SettlmPrc

TradingUnit

origCntrId o

cb010Rec, repeated 1 ... variable times:

OCCId

trnIdNo

trnIdSfxNo

trnAdjStsCod

trnHistAdjInd

ordrTypCod

ordrCmbTypCod

buyCod

opnClsCod

o

o

o

o

o

o

o

o

A

H

TrnNo

SfxNo

B

O

(XML only)

(XML only)

Version V 3.1.3

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Eurex

XML Report Reference Manual

XML Report Descriptions

trdTyp

trnLngQty

trnShtQty

netQty

trdMtchPrc

prmVmarAmnt

feeByUnt

trnFeeAmnt

mkToMktTick

partIdCod

trnTyp

trnIdSfxNoPnt

custText

userOrdrNum

text

origExchId

origTrnId

origTrnDat

origOrdrNo

origTrnTim

origTrnDatCet

origTrnTimCet

membExchIdCodObo

origRpdOrdrNo

sumTrnLngQty

sumTrnShtQty

sumCntrPrmVmarAmnt

sumCntrTrnFeeAmnt

sumProdPrmVmarAmnt

sumProdTrnFeeAmnt

sumAcctPrmVmarAmnt

sumAcctTrnFeeAmnt

m

m

m

m

o o

o o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

m

o

o

o

o

o

o

o

o

o

T

MovLng

MovSht

NetQty

StlPrc/Prc

PremVarMar

(XML only)

Total Fees

Mk2Mkt

Trader

Transaction Type

ParSfx

CustomerTxt

UserOrderNo

Text

OrigExc

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

ExMbrObo

(XML only)

Total per Contract

Total Per Product

Total Per Account

Version V 3.1.3

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Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

ClMbr ExMbr Currency Account

------------------------------------------------ ------------------------------------------------ -------- -------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX

ProdType Prod ProductMIC Tick Size TickVal

----------------------------- ------------------------------------- ---------- --------- ---------

XXXX - XXXXXXXXXXXXXXXXXXXXXX XXXX - PRODUCT LONG NAME XXXX 999.99999 9999.9999

Contract Detail SettlmPrc TradingUnit OCCId

------------------- ---------- ----------- ------------------------------

X XXX 9999 999999 9 9999.99999 9,999.9999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

TrnNo SfxNo A H B O T MovLng MovSht NetQty StlPrc/Prc PremVarMar Total Fees Mk2Mkt Trader

Transaction Type ParSfx CustomerTxt UserOrderNo Text OrigExc ExMbrObo

------ ----- - - - - - -------- -------- -------- ----------- ----------------- ----------- --------- ------

XXXXXX 99999 X X X X X 9999999+ 9999999+ 9999999+ 9999.99999+ 999,999,999.99+ 99,999.99+ 99999.99+ XXXXXX

XXXXXXXXXXXXXXXXXXXXXXXX 99999 XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXX XXXXX

-------- -------- ----------------- -----------

Total per Contract 9999999+ 9999999+ 9,999,999,999.99+ 999,999.99+

----------------- -----------

Total Per Product 9,999,999,999.99+ 999,999.99+

----------------- -----------

Total Per Account 9,999,999,999.99+ 999,999.99+

Version V 3.1.3

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Page 80 XML Report Descriptions

4.2.3

CB011 Std and Flx Cntr Dly Transactn

Description

Frequency

Availability

This report combines the existing reports CB010 and CB064. It will list the daily transactions for the standard and flexible option series and futures contracts. It will provide information such as opening balance, daily position movements, transaction status changes, variation margin payments for the futures contracts; premiums on options calculated the traditional way and variation margins for the "future-style" settled options. For each series of an option class (Call/Put) or a future contract the report will display premiums and variation margins.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb011

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb011Grp, repeated 0 ... variable times:

cb011KeyGrp

membClgIdCod

cb011Grp1, repeated 1 ... variable times:

m

cb011KeyGrp1

membExchIdCod

cb011Grp2, repeated 1 ... variable times:

cb011KeyGrp2

m

currTypCod

cb011Grp3, repeated 1 ... variable times:

m

cb011KeyGrp3

acctTypGrp m

cb011Grp4, repeated 1 ... variable times:

cb011KeyGrp4

o

m

o

m

m

m

m

m

o

o

Clearing Member

Exchange Member

Currency

Account

Eurex

XML Report Reference Manual

XML Report Descriptions

prodTypId

prodId

prodExchAff

ticSiz

m

m

o

m

ticVal m

cb011Grp5, repeated 1 ... variable times:

cb011KeyGrp5, repeated 0 ... 1 times:

flxCntrDtlClassGrp

cntrClasCod

flxCntrDtlGrp

o

ProdType

Product

(XML only)

Tick Size

TickVal

Contract Detail

prodId

cntrExpMthDat

cntrExpYrDat

cntrExpDat

cntrExerPrc

flxOptCntrExerPrc

cntrVersNo

exerStylTyp

setlTypCod

effExpDat

o

o

o

o

o

o

m

o

o

o

flxCntrSynProdId

lstSetlmtPrc_1

currSetlmtPrc_1

secuTrdUntNo

o

o

o

o

EffExpDat

SynP

PrvSetlmPrc

SettlmPrc

TradingUnit

origCntrId o

cb011Rec, repeated 1 ... variable times:

OCCId

trnIdNo2

trnIdSfxNo

o

o

TrnNo

SfxNo

trnIdSfxNoPnt

trnAdjStsCod

trnHistAdjInd

flxCntrMtnCod

ordrTypCod

ordrCmbTypCod

buyCod

opnClsCod

trdTyp

flxCntrGuStsCod

takUpApprInd

givUpAcptInd

o

o

o

o

o

o

o

o

o

o

o

o

ParSfx

A

H

M

(XML only)

(XML only)

B

O

T

GU

AG

AN

Version V 3.1.3

05.04.2017

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XML Report Descriptions

takUpAcptInd

abdnInd

trnLngQty

trnShtQty

prmVmarAmnt

netQty

trdMtchPrc

flxCntrTrnStsCod

trnTyp

posMovInd

updTim

mkToMktTick

membPropCtpyIdCod

membExchIdCodTo

partIdCod

membExchIdCodObo

partIdCodObo

origExchId

custText

userOrdrNum

text

ccpDlvTrnId

origTrnId

origTrnDat

origOrdrNo

origTrnTim

origTrnDatCet

origTrnTimCet

origRpdOrdrNo

sumTrnLngQty

sumTrnShtQty

sumCntrPrmVmarAmnt

sumProdPrmVmarAmnt

sumAcctPrmVmarAmnt

o

o o

o

m

m

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

AC

AB

MovLng

MovSht

PremVarMar

(XML only)

StlPrc/Prc

FlxTrnSts

Transaction Type

PMI

Upd Time

Mk2Mkt

CParty

ToMbr

Trader

ExMbrObo

TrdBhf

OrigExc

Customer Txt

UserOrderNo

Text

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

Total per Contract

Total Per Product

Total Per Account

Version V 3.1.3

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Text Report Structure

Clearing Member Exchange Member Currency Account

------------------------------------------------ ------------------------------------------------ -------- -------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX

ProdType Product Tick Size TickVal

----------------------------- ------------------------------------- --------- ---------

XXXX - XXXXXXXXXXXXXXXXXXXXXX XXXX - PRODUCT LONG NAME 999.99999 9999.9999

Contract Detail EffExpDat SynP PrvSetlmPrc SettlmPrc TradingUnit OCCId

------------------------------------------------ --------- ---- ----------- ---------- ----------- ------------------------------

X XXXX XXX 9999 31-12-09 999999 99999.9999 9 X X 31-12-09 XXXX 9999.99999 9999.99999 9,999.9999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

TrnNo SfxNo ParSfx A H M B O T GU AG AN AC AB MovLng MovSht PremVarMar StlPrc/Prc FlxTrnSts

Transaction Type PMI Upd Time Mk2Mkt CParty ToMbr Trader ExMbrObo TrdBhf OrigExc Customer Txt UserOrderNo

Text

--------- ----- ------ - - - - - - -- -- -- -- -- -------- -------- ----------------- ----------- ------------

XXXXXXXXX 99999 99999 X X X X X X X X X X X 9999999+ 9999999+ 999,999,999.99+ 9999.99999+ XXXXXXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXX X 23:59:59 99999.99+ XXXXX XXXXX XXXXXX XXXXX XXXXXX XXXX XXXXXXXXXXXX XXXXXXXXXXXX

XXXXXXXXXXXX

-------- -------- -----------------

Total per Contract 9999999+ 9999999+ 9,999,999,999.99+

-----------------

Total Per Product 9,999,999,999.99+

-----------------

Total Per Account 9,999,999,999.99+

Eurex

XML Report Reference Manual Version V 3.1.3

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4.2.4

CB012 Account Statement

Description

Frequency

Availability

This C7 report lists the opening positions in the option series and futures for flexible and standard contracts, the daily position movements at a transaction level and the up to date positions in the individual accounts of the exchange member. For each transaction, the report contains the variation margin payments for futures contracts, the premiums on options calculated in the "traditional" way and the variation margins for "futures-style" settled options.

The report displays detailed position data according to currency, account and product. Premiums and variation margins are added per series of an option class (Call/Put) or a futures contract. Totals are calculated per product and account in product currency.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb012

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb012Grp, repeated 0 ... variable times:

cb012KeyGrp

membClgIdCod

cb012Grp1, repeated 1 ... variable times:

cb012KeyGrp1

membExchIdCod

cb012Grp2, repeated 1 ... variable times:

cb012KeyGrp2

currTypCod

m

m

m

m

m

o

m

m

o

o

m

o

m

ClMbr

ExMbr

Currency

Eurex

XML Report Reference Manual

XML Report Descriptions

cb012Grp3, repeated 1 ... variable times:

cb012KeyGrp3

accountName m

cb012Grp4, repeated 1 ... variable times:

cb012KeyGrp4

prodTypId

prodId

prodExchAff

m

m

o

ticSiz

ticVal o o

cb012Grp5, repeated 1 ... variable times:

cb012KeyGrp5

cb012CntrDtlClassGrp

cntrClasCod

prodId

cntrExpMthDat

o

m

o

Account

ProdType

Prod

Tick Size

TickVal

Contract Detail

cntrExpYrDat

cntrExpDat

cntrExercisePrice

flxCntrSynProdId

o

o

o

o SynP

cntrVersNo

exerStylTyp

settlTyp

lstSetlmtPrc_1

o

o

o

o SettlmPrc

currSetlmtPrc_1

secuTrdUntNo

o

o

cb012Rec, repeated 1 ... variable times:

c7TransactionIdentificationGroup

TradingUnit

TransactionId

TransactionIdSuffix

ParentTransactionId o

ParentTransactionIdSuffix o

o o

relatedTransactionId

positionId

UTI

trnDat

o

m

m

o

trnTim

trnDatCet

trnTimCet

buyCod

o

o

o

o

Transaction Date

Transaction Time

Transaction Date CET

Transaction Time CET

B

Version V 3.1.3

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XML Report Reference Manual

XML Report Descriptions

opnClsCod

trnLngQty

trnShtQty

netQty

trnPrc

prmVmarAmnt

mkToMktTick

rateIdentifier

residual

prelimFlg

ordOriginFirm

beneficiary

membExchIdCod

partIdCod

membExchIdCodObo

partIdCodObo

trnTyp

trnAdjStsCod

trnHistInd

Text1

Text2

Text3

originTradingSystemData

origExchId

origTrdMatchId

origTrdDat

origTrdTim

origTrdDatCet

origTrdTimCet

trdTyp

origTradeId

origClOrdId

origRpdOrdrNo

origOrderCategory

origOrderType

origMLegRptTyp

origTotNumTrdRpts

origStratInstrTyp

origStrategyLinkId

sumTrnLngQty

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o o o

o

o

o

o

o

o

o

o

o

o o

o

o

o

o

o

o

O

MovLng

MovSht

NetQty

StlPrc/Prc

PremVarMar

Mk2Mkt

OrigRpdOrdNo

Total per Contract

External Member

Exchange Member

Participant

ExMbrObo

TrnTyp

H

Text 1

Text 2

Text 3

OrigExc

OrigTrdDat

OrigTrdTim

OrigTrdDatCet

OrigTrdTimCet

TrT

Version V 3.1.3

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XML Report Reference Manual

XML Report Descriptions

sumTrnShtQty

sumCntrPrmVmarAmnt

sumProdPrmVmarAmnt

sumAcctPrmVmarAmnt

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB012.

o

o

o

o

Total Per Product

Total Per Account

Version V 3.1.3

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4.2.5

CB020 Position Summary

Description

Frequency

Availability

This report lists the open positions, the daily movements and the current positions in the option series and futures contracts of the exchange member, sorted by account type and currency. It also shows the percent of the current positions quoted on the market as well as data on the premiums, variation margins. The fee amount is always

0.00, because it is not reported here.

In this report, the details of the positions are displayed by option series or futures contract. Premiums, variation margins and fees are summed per series of an option class or per contract. This report also shows the total per currency.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb020

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb020Grp, repeated 0 ... variable times:

cb020KeyGrp

membClgIdCod

cb020Grp1, repeated 1 ... variable times:

m

cb020KeyGrp1

membExchIdCod

cb020Grp2, repeated 1 ... variable times:

cb020KeyGrp2

m

currTypCod

cb020Grp3, repeated 1 ... variable times:

m

cb020KeyGrp3

acctTypGrp m

o

m

o

m

m

m

m

m

o

o

Clearing Member

Exchange Member

Currency

Account

Eurex

XML Report Reference Manual

XML Report Descriptions

cb020Grp4, repeated 1 ... variable times:

cb020KeyGrp4

prodTypId

prodId

m

m

prodExchAff o

cb020Grp5, repeated 1 ... variable times:

cb020KeyGrp5

cntrClasCod o

cb020Rec, repeated 1 ... variable times:

ProdType

Prod

(XML only)

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

Contract Detail

cntrExerPrc

cntrVersNo

posnLngBalPrv

posnShtBalPrv

o

o

m

m

m

m

trnLngQty

trnShtQty

posnLngBal

posnShtBal

m

m

m

m

PrvLng

PrvSht

MovLng

MovSht

CurLng

CurSht

mktShrLngPct

mktShrShtPct

prmVmarAmnt

trnFeeAmnt

activDat

origCntrId

sumClasPosnLngBalPrv

sumClasPosnShtBalPrv

m

m

m

m

o

o

o

o

MktShL

MktShS

PremVarMar

Total Fees

Last Act

OCCId

Total per Class

sumClasTrnLngQty

sumClasTrnShtQty

sumClasPosnLngBal

sumClasPosnShtBal

sumClasPrmVmarAmnt

sumClasTrnFeeAmnt

sumProdPosnLngBalPrv

sumProdPosnShtBalPrv

sumProdTrnLngQty

sumProdTrnShtQty

sumProdPosnLngBal

sumProdPosnShtBal

o o

o

o o

o

m m

m m

m

m

Total per Product

Version V 3.1.3

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Page 90 XML Report Descriptions

sumProdPrmVmarAmnt

sumProdTrnFeeAmnt

sumAcctPrmVmarAmnt

sumAcctTrnFeeAmnt

sumCurrPrmVmarAmnt

sumCurrTrnFeeAmnt

m

m

m

m

m

m

Total per Account

Total per Currency

Text Report Structure

Clearing Member Exchange Member Currency Account ProdType Prod

------------------------------------------------ ------------------------------------------------ -------- ------- -------- ----

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX XXXX XXXX

Contract Detail PrvLng PrvSht MovLng MovSht CurLng CurSht MktShL MktShS PremVarMar Total Fees Last Act

OCCId

- ----------------- -------- -------- -------- -------- -------- -------- ------ ------ ----------------- ------------- --------

X XXX 9999 999999 9 99999999 99999999 9999999+ 9999999+ 99999999 99999999 999.99 999.99 999,999,999.99+ 99,999.99+ 31-12-09

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

-------- -------- -------- -------- -------- -------- ----------------- -------------

Total per Class 99999999 99999999 9999999+ 9999999+ 99999999 99999999 9,999,999,999.99+ 9,999,999.99+

-------- -------- -------- -------- -------- -------- ----------------- -------------

Total per Product 99999999 99999999 9999999+ 9999999+ 99999999 99999999 9,999,999,999.99+ 999,999.99+

----------------- -------------

Total per Account 9,999,999,999.99+ 999,999.99+

----------------- -------------

Total per Currency 9,999,999,999.99+ 9,999,999.99+

Eurex

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Page 91 XML Report Descriptions

4.2.6

CB021 Position / Active Trd Summary

Description

Frequency

Availability

This report shows the previous positions, the daily movements and the current positions in the standard as well as flexible option series and futures contracts of the exchange member.

The details of the positions are displayed per option series or futures contract. Premiums and variation margins are summed per series of an option class or per futures contract and per product.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb021

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb021Grp, repeated 0 ... variable times:

cb021KeyGrp

membClgIdCod

cb021Grp1, repeated 1 ... variable times:

m

cb021KeyGrp1

membExchIdCod

cb021Grp2, repeated 1 ... variable times:

cb021KeyGrp2

cb021KeyGrp4

prodTypId

m

currTypCod

cb021Grp3, repeated 1 ... variable times:

m

cb021KeyGrp3

acctTypGrp m

cb021Grp4, repeated 1 ... variable times:

m

o

m

o

m

m

m

m

m

o

o

Clearing Member

Exchange Member

Currency

Account

ProdType

Eurex

XML Report Reference Manual

XML Report Descriptions

prodId

prodExchAff

ticSiz

ticVal

m

o

m m

cb021Grp5, repeated 1 ... variable times:

cb021KeyGrp5

cntrClasCod o

cb021Rec, repeated 1 ... variable times:

Product

(XML only)

Tick Size

TickVal

flxCntrDtlGrp

prodId

cntrExpMthDat

cntrExpYrDat

cntrExpDat

cntrExerPrc

flxOptCntrExerPrc

cntrVersNo

m

o

o

o

o

o

o

Contract Detail

exerStylTyp

setlTypCod

posnLngBalPrv

posnShtBalPrv

trnLngQty

trnShtQty

posnLngBal

posnShtBal

prmVmarAmnt

activDat

mktShrLngPct

mktShrShtPct

effExpDat

flxCntrSynProdId

lstSetlmtPrc

currSetlmtPrc

undrPrc

origCntrId

sumClasPosnLngBalPrv

sumClasPosnShtBalPrv

sumClasTrnLngQty

sumClasTrnShtQty

sumClasPosnLngBal

sumClasPosnShtBal

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o o

o

o

PrvLng

PrvSht

MovLng

MovSht

CurLng

CurSht

PremVarMar

Last Act

MktShL

MktShS

EffExpDat

SynP

LstSetlPrc

SettlmPrc

UndrPrc

OCCId

Total per Class

Version V 3.1.3

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Page 93 XML Report Descriptions

sumClasPrmVmarAmnt

sumProdPosnLngBalPrv

sumProdPosnShtBalPrv

sumProdTrnLngQty

sumProdTrnShtQty

sumProdPosnLngBal

sumProdPosnShtBal

sumProdPrmVmarAmnt

sumAcctPrmVmarAmnt

sumCurrPrmVmarAmnt

m

m

m

m

o

m m

m

m

m

Total per Product

Total per Account

Total per Currency

Text Report Structure

Clearing Member Exchange Member Currency Account

------------------------------------------------ ------------------------------------------------ -------- -------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX

ProdType Product Tick Size TickVal

----------------------------- ------------------------------------- --------- ---------

XXXX - XXXXXXXXXXXXXXXXXXXXXX XXXX - PRODUCT LONG NAME 999.99999 9999.9999

Contract Detail PrvLng PrvSht MovLng MovSht CurLng CurSht PremVarMar Last Act

MktShL MktShS EffExpDat SynP LstSetlPrc SettlmPrc UndrPrc OCCId

- ---------------------------------------------- -------- -------- -------- -------- -------- -------- ----------------- --------

X XXXX XXX 9999 31-12-09 999999 99999.9999 9 X X 99999999 99999999 9999999+ 9999999+ 99999999 99999999 999,999,999.99+ 31-12-09

999.99 999.99 31-12-09 XXXX 9999.99999 9999.99999 9999.99999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

-------- -------- -------- -------- -------- -------- -----------------

Total per Class 99999999 99999999 9999999+ 9999999+ 99999999 99999999 9,999,999,999.99+

-------- -------- -------- -------- -------- -------- -----------------

Total per Product 99999999 99999999 9999999+ 9999999+ 99999999 99999999 9,999,999,999.99+

-----------------

Total per Account 9,999,999,999.99+

-----------------

Total per Currency 9,999,999,999.99+

Eurex

XML Report Reference Manual Version V 3.1.3

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Page 94 XML Report Descriptions

4.2.7

CB030 Position Transfer Overview

Description

Frequency

Availability

This report lists all of the position transfers of a member. The report lists the details of partial position transfers transactions for members.

Transfers shown are partial position transfers, complete position transfers, full to agent account transfers and partial position transfers with cash amount.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb030

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb030Grp, repeated 0 ... variable times:

cb030KeyGrp

membClgIdCod

cb030Grp1, repeated 1 ... variable times:

cb030KeyGrp1

membExchIdCod

cb030Grp2, repeated 1 ... variable times:

cb030KeyGrp2

trnTypDec

sndRcvText

posTrfMod

cb030Rec, repeated 1 ... variable times:

trnIdNo

prodTypId

cntrIdGrp

cntrClasCod

m

o

o

o

m

m

m

m

o

m

m

m

m

m

m

m

o

o

Clearing Member

Exchange Member

Transaction Type

Sender / Receiver

Pos Tsf Mode

TranId

(XML only)

Contract

Eurex

XML Report Reference Manual Version V 3.1.3

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Page 95 XML Report Descriptions

prodId

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

trnIdNoTo

acctTypGrpFrom

trnLngQty

trnShtQty

membExchIdCodTo

membClgIdCodTo

acctTypGrpTo

trnFeeAdjAmnt

currTypCod

trnCshAmnt

origTrdPrc

posTrfPrc

totCshAmnt

cust

usrOrdrNum

text

partIdCodOldCm

partIdCodOldEm

partIdCodNewCm

partIdCodNewEm

m

TrnNo

Ac

TsfLng

TsfSht

CpExc

CpClg

Ac

AdjFee

Curr

TrnCshAmnt

OrigTrdPrc

PosTrfPrc

TotCshAmnt

Customer

MIOrdrNo

Text

CodOldCm

CodOldEm

CodNewCm

CodNewEm

o

o

o

o

m

m

m

o

o

o

m

m

o

o

m

m

m

m

o

o

m

m

m

m

Text Report Structure

Clearing Member Exchange Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Transaction Type Sender / Receiver Pos Tsf Mode

------------------------------ ----------------- ------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX X

TranId Contract TrnNo Ac TsfLng TsfSht CpExc CpClg Ac AdjFee Curr TrnCshAmnt OrigTrdPrc PosTrfPrc

TotCshAmnt Customer MIOrdrNo Text CodOldCm CodOldEm CodNewCm CodNewEm

------ ------------------------ ------ -- -------- -------- ----- ----- -- ----------- ---- ------------------ ---------- ----------

XXXXXX X XXXX XXX 9999 999999 9 XXXXXX XX 9999999+ 9999999+ XXXXX XXXXX XX 999,999.99+ XXX 99,999,999,999.99+ 999.99999+ +999.99999

99,999,999,999.99+ XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXX XXXXXX XXXXXX XXXXXX

Eurex

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Page 96 XML Report Descriptions

4.2.8

CB031 Settling Futures Positions

Description

Frequency

Availability

This report contains the open long and short positions of bond futures contracts which expire in the current month. This report is produced daily during the delivery month until the day of notification.

It contains the open long and short positions. It provides the totals per exchange and clearing member.

The report is available for EEX/ECC Members.

Ten days before BUND settlement date (warning period).

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb031

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb031Grp, repeated 0 ... variable times:

cb031KeyGrp

membClgIdCod

cb031Grp1, repeated 1 ... variable times:

cb031KeyGrp1

prodTypId

prodId

cntrExpMthDat

cntrExpYrDat

cb031Grp2, repeated 1 ... variable times:

cb031KeyGrp2

membExchIdCod

cb031Rec, repeated 1 ... variable times:

acctTypGrp

posnLngBal

posnShtBal

m

m

m

o

o

m

m

m

m

m

m

o

m

m

o

o

m

o

m

Clearing Member

Product Type

Product

ExpiryMonth

ExpiryYear

Exchange Member

Account

CurrentLongPosition

CurrentShortPosition

Eurex

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05.04.2017

Page 97 XML Report Descriptions

sumPosnLngBal

sumPosnShtBal

sumCntrPosnLngBal

sumCntrPosnShtBal

o o

o o

Total per Exchange Member

Total per Contract / Clearing Member

Text Report Structure

Clearing Member

------------------------------------------------

XXXXX - MEMBER LONG NAME

Product Type Product ExpiryMonth ExpiryYear

---------------------- ------------------------------------- ----------- ----------

XXXXXXXXXXXXXXXXXXXXXX XXXX - PRODUCT LONG NAME XXX 9999

Exchange Member Account CurrentLongPosition CurrentShortPosition

------------------------------------------------ ------- ------------------- --------------------

XXXXX - MEMBER LONG NAME XX 9,999,999,999 9,999,999,999

------------------- --------------------

Total per Exchange Member 9,999,999,999 9,999,999,999

------------------- --------------------

Total per Contract / Clearing Member 9,999,999,999 9,999,999,999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

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4.2.9

CB063 Flx Cntr Transactn Overview

Description

Frequency

Availability

This report shows the current status of all open Flexible Contracts

Transactions. For each exchange member, all open Flexible Contracts

Transactions are listed separated by account and products. Within each account and product the contracts are sorted by option type (call before put), expiration (nearest first), strike price (smallest first) and exercise style (American before European).

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb063

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb063Grp, repeated 0 ... variable times:

cb063KeyGrp

membClgIdCod m

cb063Grp1, repeated 1 ... variable times:

cb063KeyGrp1

membExchIdCod

cb063Grp2, repeated 1 ... variable times:

cb063KeyGrp2

prodId

prodTypId

currTypCod

m

ticSiz

ticVal

undrPrc

cb063Grp3, repeated 1 ... variable times:

o

m m

cb063KeyGrp3

acctTypGrp

m

m

m

o

m

m

o

m

m

o

o

m

o

m

Clearing Member

Exchange Member

Product

Product Type

Currency

Tick Size

TickVal

UndrPrc

Account

Eurex

XML Report Reference Manual

XML Report Descriptions

cb063Rec, repeated 1 ... variable times:

flxCntrIdGrp

cntrClasCod

prodId

o

m

cntrExpDat

flxOptCntrExerPrc

cntrVersNo

exerStylTyp

m

o

o

o

setlTypCod

flxCntrSynProdId

trdUnt

flxCntrTrnIdNo

trnIdSfxNo

trnDat

flxCntrTrnStsCod

partIdCod

m

m

m

m

m

m

m

m

trnLngQty

trnShtQty

trdMtchPrc1

currSetlmtPrc

lstSetlmtPrc

itmAmnt

abdnInd

txtGrp

cust

userOrdrNum

text

ccpDlvTrnId

o

o

o

o

o

o

o

m

m

m

o

FlxContract

SynP

TradUnit

FlxTrnNo

SfxNo

TrnDat

FlxTrnSts

Trader

MovLng

MovSht

MatchPrc

SettlmPrc

LstSetlPrc

ItmAmnt

AB

Customer

UserOrderNo

Text

CCPDvId

Version V 3.1.3

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Text Report Structure

Clearing Member Exchange Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Product Product Type Currency Tick Size TickVal UndrPrc Account

------- ---------------------- -------- --------- --------- ---------- -------

XXXX XXXXXXXXXXXXXXXXXXXXXX XXX 999.99999 9999.9999 9999.99999 XX

FlxContract SynP TradUnit FlxTrnNo SfxNo TrnDat FlxTrnSts Trader MovLng MovSht MatchPrc

SettlmPrc LstSetlPrc ItmAmnt AB Customer UserOrderNo Text CCPDvId

-------------------------------- ---- ---------- --------- ----- -------- ------------ ------ -------- -------- -----------

X XXXX 31-12-09 99999.9999 9 X X XXXX 9,999.9999 999999999 99999 31-12-09 XXXXXXXXXXXX XXXXXX 9999999+ 9999999+ 9999.99999+

9999.99999 9999.99999 999,999,999.99+ X XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX 9999999

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4.2.10

CB064 Flx Cntr Daily Transactions

Description

Frequency

Availability

This report shows all Flexible Contracts transactions and status changes performed on the current business day. Separated by products, for each exchange member this report lists all maintenance actions performed on Flexible Contracts trades. Unratified trades (with suffix 0) are contained in a group with empty account. Ratified trades

(suffix 1) are shown in the respective account group.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb064

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb064Grp, repeated 0 ... variable times:

cb064KeyGrp

membClgIdCod

cb064Grp1, repeated 1 ... variable times:

cb064KeyGrp1

currTypCod

m

m

cb064Grp2, repeated 1 ... variable times:

cb064KeyGrp2

membExchIdCod

cb064Grp3, repeated 1 ... variable times:

m

o

o

o

m

o

m

m

m

m

m

cb064KeyGrp3

prodId

prodTypId

ticSiz

m

m

m

ticVal m

cb064Grp4, repeated 1 ... variable times:

Clearing Member

Currency

Exchange Member

Product

Product Type

Tick Size

TickVal

Eurex

XML Report Reference Manual

XML Report Descriptions

cb064KeyGrp4

flxCntrTrnIdNo

flxCntrIdGrp

cntrClasCod

prodId

cntrExpDat

flxOptCntrExerPrc

cntrVersNo

m

exerStylTyp

setlTypCod

flxCntrSynProdId

trdUnt

cb064Rec, repeated 1 ... variable times:

trnIdSfxNo m

trnIdSfxNoPnt

updTim

m

m

o

m

m

m

m

o

o

o

m

acctTypGrp

flxCntrMtnCod

flxCntrTrnStsCod

flxCntrGuStsCod

takUpApprInd

givUpAcptInd

takUpAcptInd

abdnInd

partIdCod

buyCod

opnClsCod

trdMtchQty

trdMtchPrc

membPropCtpyIdCod

dlySetlmtPrc

mkToMktTick

prmVmarAmnt

membExchIdCodTo

partIdCodObo

trnCshAmnt

txtGrp

cust

userOrdrNum

text

m

m

m

o

m

o

m

m

m

m

m

o

m

o

o

o

o

o

o

o

m

m

o

FlxTrnNo

FlxContract

SynP

TradUnit

SfxNo

ParSfx

Upd Time

Ac

M

FlxTrnSts

GU

AG

AN

AC

AB

Trader

B

O

MtchQty

MatchPrc

CParty

StlPrc

Mk2Mkt

PremVarMar

ToMbr

TrdBhf

TrnCshAmnt

Customer

UserOrderNo

Text

Version V 3.1.3

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ccpDlvTrnId

sumTrdPrmVmarAmnt

sumProdPrmVmarAmnt

sumMembPrmVmarAmnt

sumCurrPrmVmarAmnt

m

m

m

o

m

CCPDvId

Total Per Trade

Total Per Product

Total Per Member

Total Per Currency

Text Report Structure

Clearing Member Currency Exchange Member

------------------------------------------------ -------- ------------------------------------------------

XXXXX - MEMBER LONG NAME XXX XXXXX - MEMBER LONG NAME

Product Product Type Tick Size TickVal

------- ---------------------- --------- ---------

XXXX XXXXXXXXXXXXXXXXXXXXXX 999.99999 9999.9999

FlxTrnNo FlxContract SynP TradUnit

--------- -------------------------------- ---- ----------

999999999 X XXXX 31-12-09 99999.9999 9 X X XXXX 9,999.9999

SfxNo ParSfx Upd Time Ac M FlxTrnSts GU AG AN AC AB Trader B O MtchQty MatchPrc CParty StlPrc Mk2Mkt PremVarMar

ToMbr TrdBhf TrnCshAmnt Customer UserOrderNo Text CCPDvId

----- ------ -------- -- - ------------ -- -- -- -- -- ------ - - ------- ----------- ------ ----------- --------- -----------------

99999 99999 23:59:59 XX X XXXXXXXXXXXX X X X X X XXXXXX X X 999999 9999.99999+ XXXXX 99999.99999 99999.99+ 999,999,999.99+

XXXXX XXXXXX 99,999,999,999.99+ XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX 9999999

-----------------

Total Per Trade 9,999,999,999.99+

-----------------

Total Per Product 9,999,999,999.99+

-----------------

Total Per Member 9,999,999,999.99+

-----------------

Total Per Currency 9,999,999,999.99+

Eurex

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4.2.11

CB065 System Transaction Overview

Description

Frequency

Availability

This report provides an overview of the transaction volumes and fees, if the transaction limits are exceeded.

The information in this report is listed per clearing and exchange member. Transactions are divided into the following classes:

- all synchronous transactions of a member, not related to a product;

- all synchronous transactions of a member, related to a product;

- all MASS-QUOTE-transactions of a member, related to a product;

For every class, the individual transaction limit (TXN-LIM) is calculated per product, per trading day, on the basis of the number of trades a member executes in the specific product during the current business day. The transaction limit is calculated as follows:

TXN-LIM := max (Trade Factor * number of trades; Limit Floor)

Trade Factor and Limit Floor are product- and class specific parameters. The Trade Factor indicates the number of synchronous transactions necessary for the maintenance of one trade. The Limit Floor parameter is the minimum amount of transactions that a member can perform even if the member does not trade that specific product (such as for information purposes or take-ups).

For every class, the clearing/exchange member is charged with a fee if the number of transactions in this class exceeds the individual transaction limit. The fees are graduated, depending on the percentage of the trading volume exceeding the limit. There are three groups of fees:

0-50%, 50-100% and exceeding 100% of the transaction volume limit.

The fees for all products of one currency are accumulated.

Daily.

This report is available for clearing and trading members.

M/O Text Report Heading XML Report Structure

cb065

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

m

o

o

o

m

m

m

m

o

m

Eurex

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05.04.2017

Page 105 XML Report Descriptions

cb065Grp, repeated 0 ... variable times:

cb065KeyGrp

membClgIdCod

cb065Grp1, repeated 1 ... variable times:

cb065KeyGrp1

membExchIdCod

cb065Grp2, repeated 1 ... variable times:

cb065KeyGrp2

currTypCod

cb065Rec, repeated 1 ... variable times:

prodTypId

prodId

txnClas

trdCnt

trdFctr

txnCnt

txnLim

flrLimFlg

txnFee00

txnFee50

txnFee100

txnFeeDay

sumTxnFee00

sumTxnFee50

sumTxnFee100

sumTxnFeeDay

m

m

m

o

o

o o o o

o

o

o o

o

o

o

o

o

o

Clearing Member

Exchange Member

Currency

Product Type

Prod

Class

NoTrd

Fc

TxnCnt

TxnLim

F

0-50%

50-100%

> 100%

Curr Day

Total per Currency

Text Report Structure

Clearing Member Exchange Member Currency

------------------------------------------------ ------------------------------------------------ --------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX

Product Type Prod Class NoTrd Fc TxnCnt TxnLim F 0-50% 50-100% > 100% Curr Day

----------------------------- ---- ----- ---------- -- ----------- ---------- - ----------- ----------- ----------- -----------

XXXX - XXXXXXXXXXXXXXXXXXXXXX XXXX XXXXX 9,999,999+ 99 999,999,999 99,999,999 X +999,999.99 +999,999.99 +999,999.99 +999,999.99

----------- ----------- ----------- -----------

Total per Currency +999,999.99 +999,999.99 +999,999.99 +999,999.99

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4.2.12

CB068 Transaction Mix

Description

Frequency

Availability

This report provides members with detailed information about transaction behavior, clarifying the transaction limits and behavior. This report is split into three parts. The first part is a member specific summary of the number of transactions generated per underlying product. The second part is the transaction count for every node of the member. The last part, sorted by trader, contains: Number of transactions, Originating note, Transaction code, Description of transaction.

Transactions for Flexible Options are listed on this report as for a regular option product.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

cb068

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb068Grp, repeated 0 ... variable times:

cb068KeyGrp

membExchIdCod

sumMembTxnCnt

limExcInd

cb068ProdGrp, repeated 0 ... variable times:

cb068ProdRec, repeated 0 ... variable times:

prodId o

txnTyp

txnCnt

o

o

limProdExc

limProdExcInd

sumProdTxnCnt

cb068NodeGrp, repeated 0 ... variable times:

m

o o

m

o

o

o

o

o

m

o

m

m

m

m

m

Exchange Member

Total Member Transaction Count

Exceeded

Product

Type

No Trans

Limit

Exceeded by

Total Of All

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cb068NodeRec, repeated 0 ... variable times:

membTxnNode m

txnCnt

sumNodeTxnCnt

o

m

cb068TrdrGrp, repeated 0 ... variable times:

cb068TrdrKeyGrp

trdr

cb068TrdrRec, repeated 0 ... variable times:

m

txnCnt

prodId

txnIdNo

membTxnNode

descr

sumTrdrTxnCnt

sumTxnCnt

o

o

o

o

o

o

o

Node

TxnCnt

Total

Trader

TxnCnt

Prod

TranId

Node

Description

Total Trader

Total Member

Text Report Structure

Exchange Member Total Member Transaction Count Exceeded

------------------------------------------------ ------------------------------ --------

XXXXX - MEMBER LONG NAME 999,999,999 XXX

Product Type No Trans Limit Exceeded by

------------------------------------- ----- ----------- ---------- -----------

XXXX - PRODUCT LONG NAME XXXXX 999,999,999 99,999,999 99,999,999

-----------

Total Of All 999,999,999

Node TxnCnt

------------ -----------

XXXXXXXXXXXX 999,999,999

-----------

Total 999,999,999

Trader TxnCnt Prod TranId Node Description

------------ ----------- ---- ------ ---- --------------------------------------------------------------------------------

XXXXXXXXXXXX 999,999,999 XXXX XXXXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

-----------

Total Trader 999,999,999

-----------

Total Member 999,999,999

Eurex

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4.2.13

CB069 Transaction Report

Description

Frequency

Availability

This report provides Participants with detailed information about their product specific transactions, traded volume and ordered volume. This report is grouped into three parts. The first part provides the information on the number of transactions, ordered volume and traded volume per product per limit type. The second part provides additional granularity of session ID level to the information from the first part. The third part provides additional granularity of trader ID level to the information from the first part. The column 'User' lists trader IDs. For the limit type 'Standard', the values of traded volume and ordered volume are not measured separately. "n/a" stands for not available.

Please note that transactions carried out on the Eurex Classic system

(i.e. off-book trading and clearing-related functionality) are not included in this report.

Daily (additional intra-day reports).

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

cb069

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb069Grp, repeated 0 ... variable times:

cb069KeyGrp

participantGrp

participant

partLngName

cb069ProdGrp, repeated 1 ... variable times:

cb069ProdRec, repeated 1 ... variable times:

prodId m

m

m

o

m

o

m

m

m

m

m

o

o

limType

txnCnt

orderVol

m

m

m

Participant

Participant Long Name

Product

Limit Type

Transactions Count

Ordered Volume

Eurex

XML Report Reference Manual

XML Report Descriptions

trdVol m

cb069BusUnitGrp, repeated 1 ... variable times:

cb069BusUnitKeyGrp

businessUnitGrp

businessUnit

busUntLngName

m

m

businessUnitId m

cb069SessionGrp, repeated 1 ... variable times:

Traded Volume

BU

BU Long Name

BU Identifier

cb069SessionRec, repeated 1 ... variable times:

sessionId m Session

prodId

limType

m

m

Product

Limit Type

txnCnt

orderVol

trdVol

cb069UserGrp, repeated 1 ... variable times:

m

m

m

cb069UserKeyGrp

userId1 m

cb069UserRec, repeated 1 ... variable times:

prodId m

Transactions Count

Ordered Volume

Traded Volume

User

limType

txnCnt

orderVol

trdVol

m

m

m

m

Product

Limit Type

Transactions Count

Ordered Volume

Traded Volume

Version V 3.1.3

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XML Report Descriptions

Text Report Structure

Participant Participant Long Name

----------- ----------------------------------------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Product Limit Type Transactions Count Ordered Volume Traded Volume

------- ---------- ------------------ -------------- -------------

XXXX XXXXXXXX 999,999,999 XXXXXXXXXXXXX XXXXXXXXXXXXX

BU BU Long Name BU Identifier

-------- ---------------------------------------- -------------

XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999

Session Product Limit Type Transactions Count Ordered Volume Traded Volume

-------- ------- ---------- ------------------ -------------- -------------

99999999 XXXX XXXXXXXX 999,999,999 XXXXXXXXXXXXX XXXXXXXXXXXXX

User Product Limit Type Transactions Count Ordered Volume Traded Volume

----------- ------- ---------- ------------------ -------------- -------------

XXXXXXXXXXX XXXX XXXXXXXX 999,999,999 XXXXXXXXXXXXX XXXXXXXXXXXXX

Version V 3.1.3

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4.2.14

CB080 Premium Summary

Description

Frequency

Availability

This report contains a summary of the current premium credits and debits of the current day, current month and current year for each product per account type.

Each record shows information for one product. The premiums are summed according to product, account and currency. Data for clearing members: Premium credits and debits for a product on all CM accounts and their associated NCM accounts. Data for non-clearing members:

Premium credits and debits for all member accounts.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb080

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb080Grp, repeated 0 ... variable times:

cb080KeyGrp

membClgIdCod

cb080Grp1, repeated 1 ... variable times:

cb080KeyGrp1

membExchIdCod

m

m

cb080Grp2, repeated 1 ... variable times:

cb080KeyGrp2

acctTypGrp

currTypCod

cb080Grp3, repeated 1 ... variable times:

cb080KeyGrp3

prodTypId m

cb080Rec, repeated 1 ... variable times:

m

m

o

o

o

m

o

m

m

m

m

m

Clearing Member

Exchange Member

Ac

Curr

ProdType

Eurex

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prodId

prmPayBal

prmRcvBal

prmNetBal

prmMtdBal

prmYtdBal

sumProdPrmPayBal

sumProdPrmRcvBal

sumProdPrmNetBal

sumProdPrmMtdBal

sumProdPrmYtdBal

sumAcctPrmPayBal

sumAcctPrmRcvBal

sumAcctPrmNetBal

sumAcctPrmMtdBal

sumAcctPrmYtdBal

m m

m

m

m m

m

m

m m

m

m

m

m m

m

Prod

PremiumPayable

PremiumReceivable

NetCurrDayAmnt

NetCurrMtdAmnt

NetCurrYtdAmnt

Total Per Product Type

Total Per Account

Text Report Structure

Clearing Member Exchange Member Ac Curr

------------------------------------------------ ------------------------------------------------ -- ----

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XX XXX

ProdType Prod PremiumPayable PremiumReceivable NetCurrDayAmnt NetCurrMtdAmnt NetCurrYtdAmnt

---------------------- ---- ----------------- ----------------- ----------------- ----------------- ------------------

XXXXXXXXXXXXXXXXXXXXXX XXXX 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 99,999,999,999.99+

----------------- ----------------- ----------------- ----------------- ------------------

Total Per Product Type 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 99,999,999,999.99+

----------------- ----------------- ----------------- ----------------- ------------------

Total Per Account 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 99,999,999,999.99+

Eurex

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Page 113 XML Report Descriptions

4.2.15

CB090 Premium Overall Summary

Description

Frequency

Availability

In this report, the premium credits and debits of a clearing member are arranged per account type. The current premium credits and debits are listed by exchange member and the current day, month and year net premiums per account type.

Each record contains the data of a different account type. The premiums are accumulated by exchange member and clearing member per currency. Data for clearing members: Accumulated premiums arranged per account on all CM accounts and associated

NCM accounts. Data for non-clearing members: Premiums that have accumulated on all member accounts.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb090

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb090Grp, repeated 0 ... variable times:

cb090KeyGrp

membClgIdCod

cb090Grp1, repeated 1 ... variable times:

cb090KeyGrp1

currTypCod

cb090Grp2, repeated 1 ... variable times:

cb090KeyGrp2

membExchIdCod

cb090Rec, repeated 1 ... variable times:

flxCntrInd

acctTypGrp

m

m

m

o

o

o

m

o

m

m

m

m

m

o

o

Clearing Member

Currency

ExchangeMbr

Fx

Ac

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 114 XML Report Descriptions

prmPayBal

prmRcvBal

prmNetBal

prmMtdBal

prmPrvMthBal

prmYtdBal

sumMembPrmPayBal

sumMembPrmRcvBal

sumMembPrmNetBal

sumMembPrmMtdBal

sumMembPrmPrvMthBal

sumMembPrmYtdBal

sumCurrPrmPayBal

sumCurrPrmRcvBal

sumCurrPrmNetBal

sumCurrPrmMtdBal

sumCurrPrmPrvMthBal

sumCurrPrmYtdBal

o o o

o

o

o

o o

o

o

o

o

m

m

m m

m m

PremiumPayable

PremiumReceivable

NetCurrDayAmnt

NetCurrMtdAmnt

NetPrevMthAmnt

NetCurrYtdAmnt

Total Per ExcMbr

Total Per ClgMbr

Text Report Structure

Clearing Member Currency

------------------------------------------------ --------

XXXXX - MEMBER LONG NAME XXX

ExchangeMbr Fx Ac PremiumPayable PremiumReceivable NetCurrDayAmnt NetCurrMtdAmnt NetPrevMthAmnt NetCurrYtdAmnt

----------- -- -- ----------------- ----------------- ----------------- ----------------- ----------------- ------------------

XXXXX XX XX 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 99,999,999,999.99+

----------------- ----------------- ----------------- ----------------- ----------------- ------------------

Total Per ExcMbr 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 99,999,999,999.99+

----------------- ----------------- ----------------- ----------------- ----------------- ------------------

Total Per ClgMbr 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 99,999,999,999.99+

Eurex

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05.04.2017

Page 115 XML Report Descriptions

4.2.16

CB095 Variation Mgn Overall Summary

Description

Frequency

Availability

This report shows the variation margin requirement/credit on the day of the report for all of the exchange and clearing members. It shows the net variation margin and the accumulated variation margin amounts for the current month, for the previous month and for the current year. All amounts are in the product currency.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb095

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb095Grp, repeated 0 ... variable times:

cb095KeyGrp

membClgIdCod

cb095Grp1, repeated 1 ... variable times:

cb095KeyGrp1

currTypCod

cb095Grp2, repeated 1 ... variable times:

cb095KeyGrp2

membExchIdCod

cb095Rec, repeated 1 ... variable times:

acctTypGrp

flxCntrInd

vmarPayBal

vmarRcvBal

vmarNetBal

vmarMtdBal

m

m

m

m m

m

o

o

m

m

o

o

o

m

m

m

m

o

m

Clearing Member

Currency

ExchangeMbr

Ac

Fx

VarMargPayable

VarMargReceivable

NetCurrVarMarg

NetCurrMtdAmnt

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 116 XML Report Descriptions

vmarPrvMthBal

vmarYtdBal

sumMembVmarPayBal

sumMembVmarRcvBal

sumMembVmarNetBal

sumMembVmarMtdBal

sumMembVmarPrvMthBal

sumMembVmarYtdBal

sumCurrVmarPayBal

sumCurrVmarRcvBal

sumCurrVmarNetBal

sumCurrVmarMtdBal

sumCurrVmarPrvMthBal

sumCurrVmarYtdBal

o

o

o

o

o

o

o o

o o

o

o

m

m

NetPrevMthAmnt

NetCurrYtdAmnt

Total Per ExcMbr

Total Per ClgMbr

Text Report Structure

Clearing Member Currency

------------------------------------------------ --------

XXXXX - MEMBER LONG NAME XXX

ExchangeMbr Ac Fx VarMargPayable VarMargReceivable NetCurrVarMarg NetCurrMtdAmnt NetPrevMthAmnt NetCurrYtdAmnt

----------- -- -- ----------------- ----------------- ----------------- ----------------- ----------------- ------------------

XXXXX XX XX 99,999,999,999.99 99,999,999,999.99 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 99,999,999,999.99+

----------------- ----------------- ----------------- ----------------- ----------------- ------------------

Total Per ExcMbr 99,999,999,999.99 99,999,999,999.99 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 99,999,999,999.99+

----------------- ----------------- ----------------- ----------------- ----------------- ------------------

Total Per ClgMbr 99,999,999,999.99 99,999,999,999.99 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 99,999,999,999.99+

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 117 XML Report Descriptions

4.2.17

CB102 Cash Settled Contracts

Description

Frequency

Availability

This report shows the contracts settled in cash on the delivery day, detailing the profits and losses produced by these contracts.

It shows the previous day net long and net short positions. The previous day cash settlement amount of the net position is calculated by evaluating the daily settlement prices (for futures) or the strike prices (for exercised options) against the final settlement price. The individual results are added for each currency, per contract, product and account.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb102

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb102Grp, repeated 0 ... variable times:

cb102KeyGrp

membClgIdCod

cb102Grp1, repeated 1 ... variable times:

cb102KeyGrp1

membExchIdCod

m

m

cb102Grp2, repeated 1 ... variable times:

cb102KeyGrp2

currTypCod

cb102Grp3, repeated 1 ... variable times:

m

cb102KeyGrp3

acctTypGrp m

cb102Grp4, repeated 1 ... variable times:

cb102KeyGrp4

o

o

o

m

o

m

m

m

m

m

Clearing Member

Exchange Member

Currency

Account

Eurex

XML Report Reference Manual

XML Report Descriptions

prodId

ticSiz

m

m

ticVal m

cb102Grp5, repeated 1 ... variable times:

cb102KeyGrp5

flxCntrIdGrp, repeated 0 ... 1 times:

cntrClasCod

prodId

o

m

cntrExpDat

flxOptCntrExerPrc

cntrVersNo

exerStylTyp

setlTypCod m

cntrIdGrp, repeated 0 ... 1 times:

cntrClasCod

prodId

o

m

m

o

o

o

Product

Tick Size

TickVal

Contract

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

m

m

o

cntrVersNo o

cb102Rec, repeated 1 ... variable times:

flxCntrTrnIdNo

trnIdNo

o

o

TrnNo

trnIdSfxNo

netQty

lngShtInd

ordrNo

trnTyp

buyCod

trnLngQty

trnShtQty

o

o

o

o

o

o

o

o

SfxNo

NetQty

(XML only)

(XML only)

TrnType

B

MovLng

MovSht

trdMtchPrc

mkToMktTick

finSetlmtAmnt

currSetlmtPrc_1

opnClsCod

membExchIdCodObo

lstSetlmtPrc_1

prodTypId

o

o

o

m

o

o

m

o

MatchPrc

Mk2Mkt

FinSetlAmnt

CurStlPrc

O

ExMbrObo

LstSetlPrc

(XML only)

Version V 3.1.3

05.04.2017

Page 118

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05.04.2017

Page 119 XML Report Descriptions

sumCntrFinSetlmtAmnt

sumProdFinSetlmtAmnt

sumAcctFinSetlmtAmnt

sumCurrFinSetlmtAmnt

m

m

m

m

Total per Contract

Total per Product

Total per Account

Total per Currency

Text Report Structure

Clearing Member Exchange Member Currency Account

------------------------------------------------ ------------------------------------------------ -------- -------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX

Product Tick Size TickVal

------------------------------ --------- ---------

PRODUCT LONG NAME 999.99999 9999.9999

Contract TrnNo SfxNo NetQty TrnType B MovLng MovSht MatchPrc Mk2Mkt FinSetlAmnt

CurStlPrc O ExMbrObo LstSetlPrc

-------------------------------- --------- ----- --------- --------- - -------- -------- ----------- --------- -----------------

X XXXX 31-12-09 99999.9999 9 X X 999999999 99999 999,999 L XXXXXXXXX X 9999999+ 9999999+ 9999.99999+ 99999.99+ 9,999,999,999.99+

9999.99999 X XXXXX 9999.99999

-----------------

Total per Contract 9,999,999,999.99+

-----------------

Total per Product 9,999,999,999.99+

-----------------

Total per Account 9,999,999,999.99+

-----------------

Total per Currency 9,999,999,999.99+

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 120 XML Report Descriptions

4.2.18

CB110 Account Transfer Exception

Description

Frequency

Availability

This report shows the position and trade transfers between the different accounts of an exchange member. Position transfers are separated into option series and future contracts for each exchange member. The position movement is summed per account (proprietary, market maker and agent). The following fields remain empty for position transfers: B/S, O/C and PRICE. These fields are only relevant in case of trade transfers.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb110

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb110Grp, repeated 0 ... variable times:

cb110KeyGrp

membClgIdCod

cb110Grp1, repeated 1 ... variable times:

cb110KeyGrp1

membExchIdCod

cb110Grp2, repeated 1 ... variable times:

cb110KeyGrp2

secuId

cb110Rec, repeated 1 ... variable times:

cntrIdGrp

cntrClasCod

prodId

cntrDtlGrp

cntrExpMthDat

m

m

o

m

m

o

o

m

o

m

m

m

m

o

m

m

Clearing Member

Exchange Member

Product

Contract

Eurex

XML Report Reference Manual

XML Report Descriptions

cntrExpYrDat

cntrExerPrc

cntrVersNo

trnTyp

acctTypGrp

acctTypGrpTo

partIdCod

trnIdNo

trnIdSfxNo

trnHistAdjInd

buyCod

opnClsCod

trdTyp

trnLngQty

trnShtQty

trdMtchPrc

origExchId

origTrnId

origTrnDat

origCntrId

sumSecuPropToPropLng

sumSecuPropToPropSht

sumSecuPropToAgtLng

sumSecuPropToAgtSht

sumSecuPropToMmLng

sumSecuPropToMmSht

sumSecuAgtToPropLng

sumSecuAgtToPropSht

sumSecuAgtToAgtLng

sumSecuAgtToAgtSht

sumSecuAgtToMmLng

sumSecuAgtToMmSht

sumSecuMmToPropLng

sumSecuMmToPropSht

sumSecuMmToAgtLng

sumSecuMmToAgtSht

sumSecuMmToMmLng

sumSecuMmToMmSht

Version V 3.1.3

05.04.2017

Page 121

o o o o

o o

o o

o

o

o

o

o

o

o

o

o o

o

o o o

m

m

m

m

m

m

o

m

m

m

m

m

m

o

o

m AdjTyp

Fr

To

Usr

TrnNo

SfxNo

HIT

B/S

O/C

TrdTyp

MovLng

MvtSht

TrdPrc

OrigExc

OrigTrnNo

OrigTrnDat

OCCId

Totals Transferred Prl to Prl

Totals Transferred Prl to Agt

Totals Transferred Prl to MM

Totals Transferred Agt to Prl

Totals Transferred Agt to Agt

Totals Transferred Agt to MM

Totals Transferred MM to Prl

Totals Transferred MM to Agt

Totals Transferred MM to MM

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 122 XML Report Descriptions

Text Report Structure

Clearing Member Exchange Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Product

-------------------------------------

XXXX - PRODUCT LONG NAME

Contract AdjTyp Fr To Usr TrnNo SfxNo HIT B/S O/C TrdTyp MovLng MvtSht TrdPrc

OrigExc OrigTrnNo OrigTrnDat OCCId

------------------------ ------------------------ -- -- ------ ------ ----- --- --- --- ------ --------- --------- -----------

X XXXX XXX 9999 999999 9 XXXXXXXXXXXXXXXXXXXXXXXX XX XX XXXXXX XXXXXX 99999 X X X XXX 9999999+ 9999999+ 9999.99999+

XXXX XXXXXXXXX 31-12-09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

--------- ---------

Totals Transferred Prl to Prl 99999999+ 99999999+

--------- ---------

Totals Transferred Prl to Agt 99999999+ 99999999+

--------- ---------

Totals Transferred Prl to MM 99999999+ 99999999+

--------- ---------

Totals Transferred Agt to Prl 99999999+ 99999999+

--------- ---------

Totals Transferred Agt to Agt 99999999+ 99999999+

--------- ---------

Totals Transferred Agt to MM 99999999+ 99999999+

--------- ---------

Totals Transferred MM to Prl 99999999+ 99999999+

--------- ---------

Totals Transferred MM to Agt 99999999+ 99999999+

--------- ---------

Totals Transferred MM to MM 99999999+ 99999999+

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 123 XML Report Descriptions

4.2.19

CB115 EEX Position Transfer

Description

Frequency

Availability

This report lists position transfers between contracts of different products belonging to a cascade due to contract expirations of a cascading product.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb115

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb115Grp, repeated 0 ... variable times:

cb115KeyGrp

membClgIdCod m

cb115Grp1, repeated 1 ... variable times:

cb115KeyGrp1

membExchIdCod

cb115Grp2, repeated 1 ... variable times:

m

cb115KeyGrp2

acctTypGrp

cb115Grp3, repeated 1 ... variable times:

cb115KeyGrp3

m

m

m

o

m

m

o

o

m

o

m

cascId m

cb115Grp4, repeated 1 ... variable times:

cb115KeyGrp4

futCntrIdGrp

prodId

cntrExpMthDat

cntrExpYrDat

m

m

m

Clearing Member

Exchange Member

Account

CascadeId

Contract

Eurex

XML Report Reference Manual

XML Report Descriptions

posnLngBal

posnShtBal

m

m

cb115Rec, repeated 1 ... variable times:

futCntrIdGrp

prodId

cntrExpMthDat

cntrExpYrDat

trnIdNoP

trnLngQty

trnShtQty

m

m

m

m

m

m

OriginalLngBal

OriginalShtBal

Contract

TranIdCode

TrnLng

TrnSht

Text Report Structure

Clearing Member Exchange Member Account CascadeId

------------------------------------------------ ------------------------------------------------ ------- ---------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XX XXXXXX

Contract OriginalLngBal OriginalShtBal Contract TranIdCode TrnLng TrnSht

------------- -------------- -------------- ------------- ---------- -------- --------

XXXX XXX 9999 9,999,999,999 9,999,999,999 XXXX XXX 9999 XXXXXX 9999999+ 9999999+

Version V 3.1.3

05.04.2017

Page 124

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 125 XML Report Descriptions

4.2.20

CB120 Member Exception-Positions

Description

Frequency

Availability

This report deals with position transactions that the clearinghouse modified or rejected. It is in two parts. Part 1 contains detailed data on transactions adjusted because of position closing errors. Part 2 contains rejected position adjustments. Adjustments are rejected because members have not given the necessary confirmation or because they do not have positions available or because the transfer was deleted manually.

The detail on rejected positions adjustment are given arranged by

Transfer type and transaction reference number. An order number is not printed for Block trades. To reflect the cash side of the transaction type "Partial Position Transfer with Cash Amount", there is a new record per transaction. This record displays all of the cash transfers corresponding to the position transfer type, and the three text fields,

Customer, MIOrdNo and Text. In front of the CashAmount it is indicated whether the amount is paid or received by the member. The amount itself is always positive.

The report displays all cash amounts and the text fields Text,

Customer, and MIOrdNo associated with the "Partial Position Transfer with Cash Amount". The text fields are printed only if the associated data is available.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

M/O Text Report Heading XML Report Structure

cb120

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb120Grp, repeated 0 ... variable times:

cb120KeyGrp

membClgIdCod

cb120Grp1, repeated 0 ... variable times:

o

m

o

m

m

m

m

m

o

o

m Clearing Member

Eurex

XML Report Reference Manual

XML Report Descriptions

cb120KeyGrp1

membExchIdCod

cb120Grp2, repeated 1 ... variable times:

cb120KeyGrp2

m

currTypCod

acctTypGrp

prodTypId

cb120Grp3, repeated 1 ... variable times:

m

m

m

cb120KeyGrp3

cb120RecTypCod m

cb120Rec1, repeated 0 ... variable times:

cntrIdGrp

cntrClasCod

prodId

cntrDtlGrp

cntrExpMthDat

o

m

m

m cntrExpYrDat

cntrExerPrc

cntrVersNo

trnIdNo

o

o

m

partIdCod

ordrNo

ordrTypCod

gutSts

trdMtchPrc

trdMtchQty

buyCod

opnClsCod

trnLngQty

trnShtQty

trnAdjStsCod

origExchId

origCntrId

origTrnId

origOrdrNo

origTrnDat

membExchIdCodObo o

cb120Rec2, repeated 0 ... variable times:

trnTyp

trnIdNo

m

m

m

m

m

m

m

o

m

m

o

o

o

o

o

o

m

o

Exchange Member

Curr

Ac

ProdType

Section

Contract

TrnNo

Trader

OrdrNo

Typ

GUT

B

O

MatchPrc

MtchQty

MovLng

MovSht

A

OrigExc

OCCId

(XML only)

(XML only)

(XML only)

ExMbrObo

Type

TrnNo

Version V 3.1.3

05.04.2017

Page 126

Eurex

XML Report Reference Manual

XML Report Descriptions

cntrIdGrp

cntrClasCod

prodId

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

membClgIdCodFrom

membClgConfCodFrom

membExchIdCodFrom

membExchConfCodFrom

acctTypGrpFrom

membClgIdCodTo

membClgConfCodTo

membExchIdCodTo

membExchConfCodTo

acctTypGrpTo

posnLngBal

posnShtBal

trnLngQty

trnShtQty

trnTsfText

trnCshAmnt

txtGrp, repeated 0 ... 1 times:

cust

userOrdrNum

text

membExchIdCodObo

o

m

Contract

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

m

m

FromClMbr

C

FromExMbr

C

AcFrom

ToClgMbr

C

ToExMbr

C

AcTo

CurLng

CurSht

MovLng

MovSht

TransferText

TrnCshAmnt

m

m

m

o

Customer

UserOrderNo

Text

ExMbrObo

Version V 3.1.3

05.04.2017

Page 127

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XML Report Reference Manual Version V 3.1.3

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Page 128 XML Report Descriptions

Text Report Structure

Clearing Member Exchange Member Curr Ac ProdType

------------------------------------------------ ------------------------------------------------ ---- -- ----------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX XXXXXXXXXXXXXXXXXXXXXX

Section

-------------------------------------

X - XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Contract TrnNo Trader OrdrNo Typ GUT MatchPrc MtchQty B O MovLng MovSht A OrigExc

OCCId ExMbrObo

------------------------ ------ ------ --------- --- --- --------- ------- - - -------- -------- - -------

X XXXX XXX 9999 999999 9 XXXXXX XXXXXX XXXXXXXXX XXX XX 9999.9999 999999 X X 9999999+ 9999999+ X XXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXX

Type TrnNo Contract FromClMbr C FromExMbr C AcFrom ToClgMbr C ToExMbr C AcTo CurLng CurSht

MovLng MovSht TransferText TrnCshAmnt Customer UserOrderNo Text ExMbrObo

---- ------ ------------------------ --------- - --------- - ------ ---------- - --------- - ---- ------------- -------------

XXX XXXXXX X XXXX XXX 9999 999999 9 XXXXX X XXXXX X XX XXXXX X XXXXX X XX 9,999,999,999 9,999,999,999

9999999+ 9999999+ XXXXXXXXXXXXXXX 99,999,999,999.99+ XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXX

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 129 XML Report Descriptions

4.2.21

CB130 Give-Up Trades History

Description

Frequency

Availability

This report shows all pre-designated, designated and rejected give-up trades. Give-up trades accepted by the recipient as take-ups are also listed. The report shows detailed information on give-up trade history.

The trades given up are listed in order, by currency, product, series, order number, transaction number and time. The following totals are calculated:

- Sum of all take-up trades

- Sum of all pending trades (i.e. trades with pre-designated, give-up, rejected, undesignated status) at the end of the day

- Sum of all deleted give-up trades.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb130

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb130Grp, repeated 0 ... variable times:

cb130KeyGrp

membClgIdCod

cb130Grp1, repeated 1 ... variable times:

m

cb130KeyGrp1

membExchIdCod

cb130Grp2, repeated 1 ... variable times:

cb130KeyGrp2

m

currTypCod

cb130Grp3, repeated 1 ... variable times:

m

cb130KeyGrp3

acctTypGrp m

o

m

o

m

m

m

m

m

o

o

Clearing Member

Exchange Member

Currency

Account

Eurex

XML Report Reference Manual

XML Report Descriptions

cb130Grp4, repeated 1 ... variable times:

cb130KeyGrp4

cntrIdGrp

cntrClasCod

prodId

cntrDtlGrp

o

m

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

m

m

o

o

origCntrId o

cb130Grp5, repeated 1 ... variable times:

Contract

OCCId

cb130KeyGrp5

ordrNo o OrdrNo

trnIdNo m

cb130Rec, repeated 1 ... variable times:

TrnNo

trnIdSfxNo

trnIdSfxNoPnt

trnAdjStsCod

trnHistAdjInd

trnDat

buyCod

opnClsCod

trdTyp

m

m

m

m

m

m

m

m

A

H

SfxNo

ParSfx

TrnDat

B

O

TrT

m

m

m

m

Quantity

MatchPrc

Status

ToMbr

trnQty

trdMtchPrc

givUpSts

membExchIdCodTo

txtGrpFrom

custFrom

userOrdrNumFrom

textFrom

txtGrpTo

custTo

userOrdrNumTo

textTo

trnTim

partIdCodFrom

origExchId

origOrdrNo

m

m

m

m

m

m

m

m

o

o

CustFrom

UsrOrdNumFrom

TextFrom

CustTo

UsrOrdNumTo

TextTo

TrnTime

Trader

OrigExc

(XML only)

Version V 3.1.3

05.04.2017

Page 130

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XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 131 XML Report Descriptions

origTrnId

origTrnDat

membExchIdCodObo

sumCntrTrnQtyTakUp

sumCntrTrnQtyPend

sumCntrTrnQtyDel

sumCurrTrnQtyTakUp

sumCurrTrnQtyPend

sumCurrTrnQtyDel

m m

m

m m

o

o

o

m

(XML only)

(XML only)

ExMbrObo

Total Per Contract Take-Up

Total Per Contract Pending

Total Per Contract Deleted

Total Per Member Take-Up

Total Per Member Pending

Total Per Member Deleted

Text Report Structure

Clearing Member Exchange Member Currency Account

------------------------------------------------ ------------------------------------------------ -------- -------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX

Contract OCCId

------------------------ ------------------------------

X XXXX XXX 9999 999999 9 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

OrdrNo TrnNo SfxNo ParSfx A H TrnDat B O TrT Quantity MatchPrc Status ToMbr CustFrom UsrOrdNumFrom TextFrom

CustTo UsrOrdNumTo TextTo TrnTime Trader OrigExc ExMbrObo

--------- ------ ----- ------ - - -------- - - --- ----------- ----------- ----------- ----- ------------ ------------- ------------

XXXXXXXXX XXXXXX 99999 99999 X X 31-12-09 X X XXX 999,999,999 9999.99999+ XXXXXXXXXXX XXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX

XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX 23:59:59.99 XXXXXX XXXX XXXXX

-----------

Total Per Contract Take-Up 999,999,999

-----------

Total Per Contract Pending 999,999,999

-----------

Total Per Contract Deleted 999,999,999

-----------

Total Per Member Take-Up 999,999,999

-----------

Total Per Member Pending 999,999,999

-----------

Total Per Member Deleted 999,999,999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 132 XML Report Descriptions

4.2.22

CB140 Accepted Give-Up Trades

Description

Frequency

Availability

This report lists all accepted give-up trades. Accepted give-up trades are arranged by currency, recipient, product, series, order number and transaction number. The following totals are calculated:

- Sum of all accepted give-up trades (take-up) in a series by one recipient;

- Sum of all accepted give-up trades (take-up) of a recipient.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb140

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb140Grp, repeated 0 ... variable times:

cb140KeyGrp

membClgIdCod

cb140Grp1, repeated 1 ... variable times:

cb140KeyGrp1

membExchIdCod

m

m

cb140Grp2, repeated 1 ... variable times:

cb140KeyGrp2

membExchIdCodTo

cb140Grp3, repeated 1 ... variable times:

m

cb140KeyGrp3

currTypCod m

cb140Grp4, repeated 1 ... variable times:

cb140KeyGrp4

acctTypGrp m

o

o

o

m

o

m

m

m

m

m

Clearing Member

Exchange Member

Receiving Member

Currency

Account

Eurex

XML Report Reference Manual

XML Report Descriptions

cb140Grp5, repeated 1 ... variable times:

cb140KeyGrp5

cntrIdGrp

cntrClasCod

prodId

cntrDtlGrp

o

m

Contract

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

m

m

o

o

origCntrId o

cb140Rec, repeated 1 ... variable times:

OCCId

ordrNo

trnIdNo

trnIdSfxNo

trnHistAdjInd

trnDat

buyCod

opnClsCod

trdTyp

o

m

m

m

m

m

m

m

OrdrNo

TrnNo

SfxNo

H

TrnDat

B

O

TrT

m

m

m

Quantity

MatchPrc

(XML only)

trnQty

trdMtchPrc

givUpSts

txtGrpFrom

custFrom

userOrdrNumFrom

textFrom

txtGrpTo

custTo

userOrdrNumTo

textTo

partIdCodFrom

givUpFeeAmnt

origExchId

origOrdrNo

origTrnId

origTrnDat

origTrnDatCet

sumCntrTrnQtyTakUp

sumCurrTrnQtyTakUp

m

m

m

m

m

m

m

m

o

o

o

o o

m

m

CustFrom

UsrOrdNumFrom

TextFrom

CustTo

UsrOrdNumTo

TextTo

Trader

GuFee

OrigExc

(XML only)

(XML only)

(XML only)

(XML only)

Total Per Contract Take-Up

Total Per Member Take-Up

Version V 3.1.3

05.04.2017

Page 133

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 134 XML Report Descriptions

Text Report Structure

Clearing Member Exchange Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Receiving Member Currency Account

------------------------------------------------ -------- -------

XXXXX - MEMBER LONG NAME XXX XX

Contract OCCId OrdrNo TrnNo SfxNo H TrnDat B O TrT Quantity MatchPrc

CustFrom UsrOrdNumFrom TextFrom CustTo UsrOrdNumTo TextTo Trader GuFee OrigExc

------------------------ ------------------------------ --------- ------ ----- - -------- - - --- ----------- -----------

X XXXX XXX 9999 999999 9 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXX XXXXXX 99999 X 31-12-09 X X XXX 999,999,999 9999.99999+

XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXX 999.99+ XXXX

-----------

Total Per Contract Take-Up 999,999,999

-----------

Total Per Member Take-Up 999,999,999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 135 XML Report Descriptions

4.2.23

CB150 Take-Up Trades History

Description

Frequency

Availability

This report shows all take-up trades in chronological order. The takeup trades are listed by currency, take-up account, product, series, order number, transaction number and time. The following totals are calculated:

- Sum of all take-up trades

- Sum of all pending trades (give-up) at the end of the day

- Sum of all rejected give-up trades.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb150

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb150Grp, repeated 0 ... variable times:

cb150KeyGrp

membClgIdCod

cb150Grp1, repeated 1 ... variable times:

cb150KeyGrp1

membExchIdCod

cb150Grp2, repeated 1 ... variable times:

cb150KeyGrp2

currTypCod

m

m

m

cb150Grp3, repeated 1 ... variable times:

cb150KeyGrp3

acctTypGrp m

cb150Grp4, repeated 1 ... variable times:

cb150KeyGrp4

m

o

o

o

m

m

m

m

o

m

Clearing Member

Exchange Member

Currency

Account

Eurex

XML Report Reference Manual

XML Report Descriptions

cntrIdGrp

cntrClasCod

prodId

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

o

m

m

m

o

o

Contract

origCntrId o

cb150Grp5, repeated 1 ... variable times:

OCCId

cb150KeyGrp5

ordrNo

trnIdNo

o

m

cb150Rec, repeated 1 ... variable times:

OrdrNo

TrnNo

trnIdSfxNo

trnIdSfxNoPnt

m

m

SfxNo

ParSfx

trnAdjStsCod

trnHistAdjInd

trnDat

buyCod

opnClsCod

trdTyp

trnQty

trdMtchPrc

m

m

m

m

m

m

m

m

m

m

givUpSts

membExchIdCodFrom

txtGrpFrom

custFrom

userOrdrNumFrom

textFrom

txtGrpTo

custTo

m

m

m

A

H

TrnDat

B

O

TrT

Quantity

MatchPrc

Status

FrMbr

CustFrom

UsrOrdNumFrom

TextFrom

userOrdrNumTo

textTo

trnTim

partIdCodFrom

acctTypGrpFrom

origExchId

origOrdrNo

origTrnId

m

m

m

m

m

m

o

o

o

CustTo

UsrOrdNumTo

TextTo

TrnTime

Trader

AcFrom

OrigExc

(XML only)

(XML only)

Version V 3.1.3

05.04.2017

Page 136

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XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 137 XML Report Descriptions

origTrnDat

membExchIdCodObo

sumCntrTrnQtyTakUp

sumCntrTrnQtyPend

sumCntrTrnQtyRej

sumCurrTrnQtyTakUp

sumCurrTrnQtyPend

sumCurrTrnQtyRej

m

m m m

o

o

m

m

(XML only)

ExMbrObo

Total Per Contract Take-Up

Total Per Contract Pending

Total Per Contract Rejected

Total Per Member Take-Up

Total Per Member Pending

Total Per Member Rejected

Text Report Structure

Clearing Member Exchange Member Currency Account

------------------------------------------------ ------------------------------------------------ -------- -------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX

Contract OCCId

------------------------ ------------------------------

X XXXX XXX 9999 999999 9 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

OrdrNo TrnNo SfxNo ParSfx A H TrnDat B O TrT Quantity MatchPrc Status FrMbr CustFrom UsrOrdNumFrom TextFrom

CustTo UsrOrdNumTo TextTo TrnTime Trader AcFrom OrigExc ExMbrObo

--------- ------ ----- ------ - - -------- - - --- ----------- ----------- ----------- ----- ------------ ------------- ------------

XXXXXXXXX XXXXXX 99999 99999 X X 31-12-09 X X XXX 999,999,999 9999.99999+ XXXXXXXXXXX XXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX

XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX 23:59:59.99 XXXXXX XX XXXX XXXXX

-----------

Total Per Contract Take-Up 999,999,999

-----------

Total Per Contract Pending 999,999,999

-----------

Total Per Contract Rejected 999,999,999

-----------

Total Per Member Take-Up 999,999,999

-----------

Total Per Member Pending 999,999,999

-----------

Total Per Member Rejected 999,999,999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 138 XML Report Descriptions

4.2.24

CB160 Accepted Take-Up Trades

Description

Frequency

Availability

This report shows all accepted take-up trades. Accepted take-up trades are listed by currency, sender, take-up account, product, series, order number and transaction number. The following totals are calculated:

- Sum of all accepted take-up trades in a series for a sender

- Sum of all accepted take-up trades for a sender

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb160

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb160Grp, repeated 0 ... variable times:

cb160KeyGrp

membClgIdCod

cb160Grp1, repeated 1 ... variable times:

cb160KeyGrp1

membExchIdCod

m

m

cb160Grp2, repeated 1 ... variable times:

cb160KeyGrp2

membExchIdCodFrom

cb160Grp3, repeated 1 ... variable times:

m

cb160KeyGrp3

currTypCod m

cb160Grp4, repeated 1 ... variable times:

cb160KeyGrp4

acctTypGrp m

o

o

o

m

o

m

m

m

m

m

Clearing Member

Exchange Member

Sending Member

Currency

Account

Eurex

XML Report Reference Manual

XML Report Descriptions

cb160Grp5, repeated 1 ... variable times:

cb160KeyGrp5

cntrIdGrp

cntrClasCod

prodId

cntrDtlGrp

o

m

Contract

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

m

m

o

o

origCntrId o

cb160Rec, repeated 1 ... variable times:

OCCId

ordrNo

trnIdNo

trnIdSfxNo

trnHistAdjInd

trnDat

buyCod

opnClsCod

trdTyp

o

m

m

m

m

m

m

m

OrdrNo

TrnNo

SfxNo

H

TrnDat

B

O

TrT

m

m

m

m

Quantity

MatchPrc

(XML only)

AcFrom

trnQty

trdMtchPrc

givUpSts

acctTypGrpFrom

txtGrpFrom

custFrom

userOrdrNumFrom

textFrom

txtGrpTo

custTo

userOrdrNumTo

textTo

takUpFeeAmnt

origExchId

origOrdrNo

origTrnId

origTrnDat

origTrnDatCet

sumCntrTrnQtyTakUp

sumAcctTrnQtyTakUp

m

m

m

m

m

m

m

o

o

o

o o

m

m

CustFrom

UsrOrdNumFrom

TextFrom

CustTo

UsrOrdNumTo

TextTo

TuFee

OrigExc

(XML only)

(XML only)

(XML only)

(XML only)

Total Per Contract Take-Up

Total Per Account Take-Up

Version V 3.1.3

05.04.2017

Page 139

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 140 XML Report Descriptions

Text Report Structure

Clearing Member Exchange Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Sending Member Currency Account

------------------------------------------------ -------- -------

XXXXX - MEMBER LONG NAME XXX XX

Contract OCCId OrdrNo TrnNo SfxNo H TrnDat B O TrT Quantity MatchPrc AcFrom

CustFrom UsrOrdNumFrom TextFrom CustTo UsrOrdNumTo TextTo TuFee OrigExc

------------------------ ------------------------------ --------- ------ ----- - -------- - - --- ----------- ----------- ------

X XXXX XXX 9999 999999 9 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXX XXXXXX 99999 X 31-12-09 X X XXX 999,999,999 9999.99999+ XX

XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX 999.99+ XXXX

-----------

Total Per Contract Take-Up 999,999,999

-----------

Total Per Account Take-Up 999,999,999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 141 XML Report Descriptions

4.2.25

CB165 Eurex Fee Statement

Description

Frequency

Availability

This report contains all daily transaction fees (except Late Closing

Fees) and all fee adjustments and mistrade fees.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb165

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb165Grp, repeated 0 ... variable times:

cb165KeyGrp

membClgIdCod o

cb165Grp1, repeated 1 ... variable times:

cb165KeyGrp1

membExchIdCod

cb165Grp2, repeated 1 ... variable times:

o

cb165KeyGrp2

exchIdCod

cb165Grp3, repeated 1 ... variable times:

cb165KeyGrp3

o

m

m

o

m

m

o

o

m

o

m

ClMbr

ExMbr

Exch

currTypCod o

cb165Grp4, repeated 1 ... variable times:

cb165KeyGrp4

feeAdjInd o

cb165Grp5, repeated 1 ... variable times:

Curr

(XML only)

cb165KeyGrp5

acctTypGrpX o Ac

cb165Grp6, repeated 1 ... variable times:

cb165KeyGrp6

Eurex

XML Report Reference Manual

XML Report Descriptions

acctTyp36Grp o Account Name

cb165Grp7, repeated 1 ... variable times:

cb165KeyGrp7

prodTypIdX o Prod Type

cb165Grp8, repeated 1 ... variable times:

cb165KeyGrp8

prodId o Contract

cb165Grp9, repeated 1 ... variable times:

cb165KeyGrp9

sortFeeTyp o (XML only)

cb165Grp10, repeated 1 ... variable times:

cb165KeyGrp10

feeIndTyp o Fee-Text

cb165Rec, repeated 1 ... variable times:

cntrDtlClassGrpX, repeated 0 ... 1 times:

cntrClasCod o Contract

cntrDtlGrpXXX, repeated 0 ... 1 times:

cntrExpDayDato

cntrExpMthDato

cntrExpYrDato

(XML only) cntrExerPrcX o

cntrVersNoX o

trnTyp

trdTyp

o

o

trdNCATyp

partIdCod

buyCod

opnClsCod

o

o

o

o

TT

TrdT

NCATrdT

Trader

B

OC

trdMtchPrcX

trnIdNoX

trnIdSfxNoX

trnIdNoPnt

trnIdSfxNoPntX o

trdQtyX o

trnFeeAmntX

trnDat

o

o

o

o

o

o

trnTim

ordrTypCod

ordrNoX

givUpSts

o

o

o

o

MatchPrice

TrnNo

SuffixNo

(XML only)

(XML only)

TrdQuantity

Fee Amount

TrnDat

TrnTime

O

(XML only)

(XML only)

Version V 3.1.3

05.04.2017

Page 142

Eurex

XML Report Reference Manual

XML Report Descriptions

textX

custTextX

textSegInpX

mkrTkrCod

origOrdrNoX

origTrnDat

o

o

userOrdrNumX o

rebQty

origTrnTim

exerStylTyp

setlTypCod

flexIdCod

combTypCod

instSubTypCod

thresHoldX

resiDual

o

o

o

o

o

o

o

o

o

o

o

o

o

sumTrdQtyX

sumRebQty

sumFeeIndTypAmntXo

sumProdTrnFeeAmntX o

o

o

sumProdTypFeeAmntX

sumAcctTrnFeeAmntX

sumCurrTrnFeeAmntX

sumExchFeeGrp, repeated 0 ... 1 times:

o

o

o

sumExchFeeRec, repeated 0 ... variable times:

exchNam o

currTypCod

sumExchFeeAmnt

o

o

sumMembFeeGrp, repeated 0 ... 1 times:

sumMembFeeRec, repeated 0 ... variable times:

exchNam

currTypCod

sumMembFeeAmnt

o

o

o

(XML only)

CustomerText

UserOrderNo

(XML only)

(XML only)

MT

OrigOrderNo

OrigTrnDat

OrigTrnTime

ES

ST

FlexID

CT

(XML only)

Threshold

Residual

Total per Fee Type

Total per Fee Type

(XML only)

Total per Product Type

Total per Account

Total per Currency

Version V 3.1.3

05.04.2017

Page 143

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 144 XML Report Descriptions

Text Report Structure

ClMbr ExMbr Exch Curr Ac Account Name Prod Type

----- ----- ----- ---- -- ------------------------------------ ---------

XXXXX XXXXX XXXX XXX XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXX

Contract TT Trader B OC MT MatchPrice TrnNo SuffixNo TrdQuantity Fee Amount

FeeText TrnDat TrnTime O TrdT NCATrdT CustomerText UserOrderNo

OrigOrderNo OrigTrnDat OrigTrnTime ES ST FlexID CT Threshold Residual

------------------------ --- ------ - -- -- --------------------- ------------------- ---------- -------------------- --------------

XXXX X 99-XXX-9999 99999 999 XXXXXX X X X 9999999999.9999999999 XXXXXXXXXXXXXXXXXXX 9999999999 999999999999.999999+ 9999999999.99+

XXXXXXXXXXXXXXXXXXXXXXXXX 99-99-99 99:99:99 X X XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99-99-99 99:99:99 X X XXXXXXXXXXXX X 999999999999.999999 9999999999.9999999999+

-------------------- --------------

Total per Fee Type: 999999999999.999999+ 9999999999.99+

------------------------------------------------------------------------------------------------------------------------------------

Total per Product Type: 9999999999.99+

------------------------------------------------------------------------------------------------------------------------------------

------------------------------------------------------------------------------------------------------------------------------------

Total per Account: 9999999999.99+

------------------------------------------------------------------------------------------------------------------------------------

------------------------------------------------------------------------------------------------------------------------------------

Total per Currency: 9999999999.99+

------------------------------------------------------------------------------------------------------------------------------------

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 145 XML Report Descriptions

4.2.26

CB167 Late Closing Fees

Description

Frequency

Availability

This report displays the Late Closing Fees incl. the respective details to the zero cost quantity. The Late Closing Fee is charged when position closing adjustments are entered after the defined time limit and the quantity of the entered position closing adjustment exceeds the defined zero cost quantity.

This report is organized by member, account and contract. It lists all member positions for products for which a late closing fee in the corresponding currency is charged. For every contract, fee relevant transactions entered before and after the time limit are shown separately. The time limit indicates the time from which position closings for positions resulting from the previous business day are chargeable. The field

RESULT ZERO COST QTY shows the zero cost quantity for the next business day. If the amount is negative, the fee is calculated and the zero cost quantity is zero.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb167

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb167Grp, repeated 0 ... variable times:

cb167KeyGrp

membClgIdCod

cb167Grp1, repeated 1 ... variable times:

cb167KeyGrp1

membExchIdCod

cb167Grp2, repeated 1 ... variable times:

cb167KeyGrp2

exchIdCod

o

o

o

o

m

o

m

m

m

m

m

o

o

ClMbr

ExMbr

Exch

Eurex

XML Report Reference Manual

XML Report Descriptions

cb167Grp3, repeated 1 ... variable times:

cb167KeyGrp3

currTypCod o

cb167Grp4, repeated 1 ... variable times:

cb167KeyGrp4

acctTypGrpX o

cb167Grp5, repeated 1 ... variable times:

cb167KeyGrp5

Curr

Ac

acctTyp36Grp o Account Name

cb167Grp6, repeated 1 ... variable times:

cb167KeyGrp6

prodId

trnDat

o

o

Prod

Business Date

cb167Grp7, repeated 1 ... variable times:

cb167KeyGrp7

sortFeeTyp

prodTypIdX

o

o

(XML only)

PrTp

cb167Rec, repeated 1 ... variable times:

cntrIdGrpX, repeated 0 ... 1 times:

cntrClasCod o Contract

prodId o

cntrDtlGrpXX, repeated 0 ... 1 times:

cntrExpMthDat

cntrExpYrDat

o

o

(XML only) cntrExerPrcX

cntrVersNoX

feeCalcTimLG

feeCalcTim

o

o

o o

zerCostQty

posnTrnTrdAdjVol

posnTrnGivUpVol

posnTrnTakUpVol

o

o

o

o

T

Time

ZCQ

TrdAdj

GiveUp

TakeUp

posnTrnOthVol

netZerCstQty

clsAdjQty

resZerCstQty

feeIndTyp

feeAmnt

sumProdFeeAmnt

sumCurrFeeAmnt

o

o

o

o

o

o

o

o

Other

NetZCQ

ClsAdj

ResZCQ

(XML only)

Fee Amount

Total per Product

Total per Currency

Version V 3.1.3

05.04.2017

Page 146

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 147 XML Report Descriptions

sumExchFeeGrp, repeated 0 ... 1 times:

sumExchFeeRec, repeated 0 ... variable times:

exchNam

currTypCod

sumExchFeeAmnt

sumMembFeeGrp, repeated 0 ... 1 times:

o

o

o

sumMembFeeRec, repeated 0 ... variable times:

exchNam o

currTypCod

sumMembFeeAmnt

o

o

Text Report Structure

ClMbr ExMbr Exch Curr Ac Account Name Prod PrTp Business Date

----- ----- ---- ---- -- ------------------------------------ ---- ---- -------------

XXXXX XXXXX XXXX XXX XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXX XXXX 9999-99-99

Contract T Time ZCQ TrdAdj GiveUp TakeUp Other NetZCQ ClsAdj ResZCQ Fee Amount

--------------------- - ----- --------- ---------- ---------- --------- ---------- ---------- ---------- ---------- --------------

X XXXX XXX-9999 99999 X 99:99 999999999 999999999- 999999999- 999999999 999999999- 999999999- 999999999- 999999999- 9999999999,99+

--------------

Total per Product: 9999999999,99+

----------------------------------------------------------------------------------------------------------------------------------

Total per Currency: 9999999999,99+

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 148 XML Report Descriptions

4.2.27

CB169 MM Fee Refund

Description

Frequency

Availability

This monthly report provides information about the Market Maker

Refund.

The report is available for EUREX/ECAG Members.

Monthly.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb169

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb169Grp, repeated 0 ... variable times:

cb169KeyGrp

membClgIdCod

cb169Grp1, repeated 1 ... variable times:

cb169KeyGrp1

membExchIdCod

o

o

cb169Grp2, repeated 1 ... variable times:

cb169KeyGrp2

exchIdCod

cb169Grp3, repeated 1 ... variable times:

o

o

o

o

m

o

m

m

m

m

m

cb169KeyGrp3

currTypCod o

cb169Grp4, repeated 1 ... variable times:

cb169KeyGrp4

prodId

fulfillId

o

o

strFulfillId o

cb169Grp5, repeated 1 ... variable times:

cb169KeyGrp5

ClMbr

ExMbr

Exch

Curr

Prod

Fulfillment

SF

Eurex

XML Report Reference Manual

XML Report Descriptions

sortFeeTyp o (XML only)

cb169Grp6, repeated 1 ... variable times:

cb169KeyGrp6

acctTypGrpX o AC

cb169Grp7, repeated 1 ... variable times:

cb169KeyGrp7

acctTyp36Grp o Account Name

cb169Rec, repeated 1 ... variable times:

feeIndTyp

trdQty

rebQty

feeCapAmnt

feeMmAmnt

feeStrMmAmnt

fullRebVol

sumFeeIndTypTrdQty

o

o

o

o

o

o

o

o

Fee Type

Volume

Reb rel Vol

Refund Amount

MM Ref Amnt

SMM Ref Amnt

Rebated Vol

Total per Fee Type

sumFeeIndTypRebQty

sumFeeIndTypFeeCapAmnt

sumFeeIndTypFeeMmAmnt o

sumFeeIndTypFeeStrMmAmnt o

o

o

sumFeeIndTypFullRebVol

sumProdTrdQty

sumProdRebQty

sumProdFeeCapAmnt

o

o

o

o

sumProdFeeMmAmnt

sumProdFeeStrMmAmnt

sumProdFullRebVol

sumCurrTrdQty

sumCurrRebQty

sumCurrFeeCapAmnt

sumCurrFeeMmAmnt

sumCurrFeeStrMmAmnt

o

o

o

o

o o

o

o

Total per Product

Total per Currency

sumCurrFullRebVol

sumExchFeeGrp, repeated 0 ... 1 times:

o

sumExchFeeRec, repeated 0 ... variable times:

exchNam o

currTypCod

sumExchFeeAmnt

o

o

sumMembFeeGrp, repeated 0 ... 1 times:

sumMembFeeRec, repeated 0 ... variable times:

Version V 3.1.3

05.04.2017

Page 149

Eurex

XML Report Reference Manual

XML Report Descriptions

exchNam

currTypCod

sumMembFeeAmnt

o

o

o

Text Report Structure

ClMbr ExMbr Exch Curr Prod Fulfillment SF Ac Account Name

----- ----- ---- ---- ---- ----------- -- -- ------------------------------------

XXXXX XXXXX XXXX XXX XXXX XXXXXX X XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Fee Type Volume Reb rel Vol Rebated Vol MM Ref Amnt SMM Ref Amnt Refund Amount

------------------------------ --------- ----------- ----------- ------------ ------------ -------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999999 999999999 999999999 999999999.99 999999999.99 999999999.99

--------- ----------- ----------- ------------ ------------ -------------

Total per Fee Type: 999999999 999999999 999999999 999999999.99 999999999.99 999999999.99

Total per Product: 999999999 999999999 999999999 999999999.99 999999999.99 999999999.99

Total per Currency: 999999999 999999999 999999999 999999999.99 999999999.99 999999999.99

Version V 3.1.3

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4.2.28

CB172 Credit Futures Separation

Description

Frequency

Availability

This report shows automated position transitions due to a credit futures separation event. The report is currently only relevant in the context of the product type Credit Note Futures.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb172

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb172Grp, repeated 0 ... variable times:

cb172KeyGrp

membClgIdCod

cb172Grp1, repeated 1 ... variable times:

m

cb172KeyGrp1

membExchIdCod

cb172Grp2, repeated 1 ... variable times:

cb172KeyGrp2

m

currTypCod

acctTypGrp

cb172Grp3, repeated 1 ... variable times:

cb172KeyGrp3

m

m

futCntrIdGrp

prodId

cntrExpMthDat

cntrExpYrDat

cb172Rec, repeated 1 ... variable times:

posnLngBefore m

posnShtBefore m

m

m

m

o

m

o

m

m

m

m

m

o

o

Clearing Member

Exchange Member

Currency

Account

Original Contract

PosnLngBefore

PosnShtBefore

Eurex

XML Report Reference Manual

XML Report Descriptions

futCntrIdGrpAfter

prodId

cntrExpMthDat

cntrExpYrDat

posnLngAfter

posnShtAfter

m

m

m

m

m

New Contract

PosnLngAfter

PosnShtAfter

Text Report Structure

Clearing Member Exchange Member Currency Account

------------------------------------------------ ------------------------------------------------ -------- -------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX

Original Contract PosnLngBefore PosnShtBefore New Contract PosnLngAfter PosnShtAfter

--------------------- ------------- ------------- ---------------- ------------ ------------

XXXX XXX 9999 999,999 999,999 XXXX XXX 9999 999,999 999,999

Version V 3.1.3

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4.2.29

CB179 Monthly Rebate Report

Description

Frequency

Availability

This monthly report provides information about the volume rebates and the Revenue Sharing Program.

The report is available for EUREX/ECAG Members.

Monthly.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb179

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb179Grp, repeated 0 ... variable times:

cb179KeyGrp

membClgIdCod

cb179Grp1, repeated 1 ... variable times:

cb179KeyGrp1

membExchIdCod

o

o

cb179Grp2, repeated 1 ... variable times:

cb179KeyGrp2

rebTyp

cb179Grp3, repeated 1 ... variable times:

o

o

o

o

m

o

m

m

m

m

m

cb179KeyGrp3

exchIdCod o

cb179Grp4, repeated 1 ... variable times:

cb179KeyGrp4

currTypCod o

cb179Grp5, repeated 1 ... variable times:

cb179KeyGrp5

prodRebGrpId

prodRebGrpIdName o o

ClMbr

ExMbr

Rebate Type

Exch

Curr

(XML only)

ProdGroup

Eurex

XML Report Reference Manual

XML Report Descriptions

partIdCod o (XML only)

cb179Grp6, repeated 1 ... variable times:

cb179KeyGrp6

prodTypIdX o PrTp

cb179Grp7, repeated 1 ... variable times:

cb179KeyGrp7

sortFeeTyp o (XML only)

cb179Grp8, repeated 1 ... variable times:

cb179KeyGrp8

prodSeg o Product Segment

prodSegName o (XML only)

cb179Rec, repeated 1 ... variable times:

feeIndTyp

prodId

trdQty

prodSegFeeAmnt

prodRebGrpVol

rebAmnt

netFeeAmnt

rebQty

revProgNam

revRef

fullRebVol

sumProdSegQty

sumProdSegRebQty o

sumProdSegFeeAmnt o

sumProdSegRebAmnt o

sumProdSegNetFeeAmnt o

o o

o

o

o

o

o

o

o

o

o

o

Fee Type

Prod ID

Volume

Total Fee

(XML only)

Product Group Rebate

Net Fee after Rebate

Rebate rel Volume

Program Name

Refund

Rebated Volume

sumProdSegRevRefAmnt o

sumProdSegFullRebVol o

sumProdTypFeeAmnt

sumProdGrpIdQty

o

o

sumProdRebGrpIdQty o

sumProdRebGrpIdProdSegFeeAmnto

sumProdRebGrpVol

sumProdRebGrpIdRebAmnt

o

o

sumProdRebGrpIdNetFeeAmnt o

sumProdRebGrpIdRevRefAmnt o

sumProdRebGrpIdFullRebVol o

sumCurrProdSegFeeAmnt o

Total per Product Group

Total per Currency

Version V 3.1.3

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sumCurrRebAmnt

sumCurrNetFeeAmnt

sumCurrRevRefAmnt

sumCurrFullRebVol

o

o

o

o

Text Report Structure

ClMbr ExMbr Rebate Type Exch Curr ProdGroup

----- ----- -------------------------- ----- ---- ---------------------------------

XXXXX XXXXX Product Group Rebates XXXX XXX XXXXXXXX

Prod Prod Rebate rel Prod Group Rebated Product Group Net Fee

Seg ID Fee Type Volume Volume Reb Volume Volume Total Fee Rebate after Rebate

---- ---- -------------------------- ---------- ---------- ---------- ---------- ------------ ------------- ------------

XXXX 9999999999 9999999999 9999999999 999999999.99 -999999999.99 999999999.99

XXXX 9999999999 9999999999 9999999999 999999999.99 -999999999.99 999999999.99

------------------------------------------------------------------------------------------------------------------------

XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXX 9999999999 9999999999 9999999999 999999999.99 -999999999.99 999999999.99

---------- ---------- ---------- ---------- ------------ ------------- ------------

Total per Product Group: 9999999999 9999999999 9999999999 9999999999 999999999.99 -999999999.99 999999999.99

------------------------------------------------------------------------------------------------------------------------

Total per Currency: 999999999.99 -999999999.99 999999999.99

------------------------------------------------------------------------------------------------------------------------

------------------------------------------------------------------------------------------------------------------------

Revenue Sharing Programs

ClMbr ExMbr Rebate Type Exch Curr PrTp

----- ----- ------------------------- ----- ---- ----

XXXXX XXXXX Revenue Sharing Programs XXXX XXX XXXX

Program name Refund

------------------------ -----------------

XXXXXXXXXXXXXXXXXXXXXXXX -9999999999999.99

XXXXXXXXXXXXXXXXXXXXXXXX -9999999999999.99

------------------------------------------

Total per Prod Type: -9999999999999.99

------------------------------------------

Total per Currency: -9999999999999.99

------------------------------------------

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4.2.30

CB182 Monthly OTC CCP Fee Statement

Description

Frequency

Availability

The monthly OTC CCP Fee Statement provides the following OTC

CCP fee components per member ID on a monthly basis:

- transaction fees

- manual fee adjustments

- rebates according to incentive program

This report is available for clearing members (CM) only

The report is available for EUREX/ECAG Members.

Monthly.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cb182

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb182Grp, repeated 0 ... variable times:

cb182KeyGrp

membClgIdCod

cb182Grp1, repeated 1 ... variable times:

cb182KeyGrp1

exchIdCod

m

m

cb182Grp2, repeated 1 ... variable times:

cb182KeyGrp2

trdMemb

cb182Grp3, repeated 1 ... variable times:

m

cb182KeyGrp3

currTypCod m

cb182Grp4, repeated 1 ... variable times:

cb182KeyGrp4

prodGrpNam m

o

o

o

m

o

m

m

m

m

m

CM

Exch

MbrID

FeeCur

ProdGroup

Eurex

XML Report Reference Manual

XML Report Descriptions

cb182Grp5, repeated 1 ... variable times:

cb182KeyGrp5

acctTyp36Grp m Account

cb182Grp6, repeated 1 ... variable times:

cb182KeyGrp6

prodIdX m ProductID

cb182Rec, repeated 1 ... variable times:

prodLngNam o (XML only)

verId

serId

trnTyp2

isinCod

trdIdB

calDat

trdDat

clrCurrTypCod

o

o

o

o

o

o

o

o

(XML only)

(XML only)

TraType

(XML only)

TrdID

CalDat

TrdDat

ClCur

trdNomVal

ecbExchRat

modelTyp

rebLevInPerc

feeTypCodX

feeAdjInd

membPropCtpyIdCod

buyCod

novDat

strDat

matDatType

dayMat

otcTrdGrp

ytMClearedNot

addTxt

feeReb

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

TrdNominal

ExchangeRate

MT

RbL

Fee Type

Man

CouPa

B/S

NovDat

StartDat

MatDat

DayMat

OTCGroup

YtMClearedNotional

Additional Information

Fee/Rebate

sumFeeProdId

sumFeeAcctTypGrp

sumProdGrp

sumFeeCurrTypCod

m

m

m

m

Total per Product ID

Total per Account

Total per Product Group

Total per Fee Currency

sumMembTrdFeeGrp, repeated 1 ... variable times:

sumMembTrdFeeRec, repeated 0 ... variable times:

trdMemb

currTypCod

m

m

Trading Member

Currency Type

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sumTrdMembAmnt

sumMembClgFeeGrp, repeated 0 ... 1 times:

m Total daily clearing fee per TrdMemb

sumMembClgFeeRec, repeated 0 ... variable times:

currTypCod m Total per CM

sumClgAmnt m

Text Report Structure

CM Exch MbrID FeeCur ProdGroup Account

----- ---- ----- ------ --------- ---------------------------------------

XXXXX XXXX XXXXX XXX XXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

ProductID TraType TrdID CalDat TrdDat ClCur TrdNominal ExchangeRate MT RbL Fee/Rebate

FeeType Man CouPa B/S NovDat StartDat MatDat DayMat OTCGroup YtMClearedNotional Additional Information

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXX XXX XXXXXXXXXXXXXXXX XXXX-XX-XX XXXXXXXX XXX 999999999999999.99 9999999,99999 XX 999 999999999.99+

XXXXXXXXXXXXXXX X XXXXX X XXXX-XX-XX XXXX-XX-XX XXXX-XX-XX 99999 XXXXXXXXXX 999999999999999.99 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

----------------------------------------------------------------------------------------------------------------------------------

Total per Product ID: 999999999.99+

----------------------------------------------------------------------------------------------------------------------------------

Total per Account: 999999999.99+

----------------------------------------------------------------------------------------------------------------------------------

Total per Product Group 999999999.99+

----------------------------------------------------------------------------------------------------------------------------------

Total per Fee Currency: 999999999.99+

----------------------------------------------------------------------------------------------------------------------------------

Total per Member ID (XXX): 99999999.99

----------------------------------------------------------------------------------------------------------------------------------

Total per CM (XXX) 99999999.99

----------------------------------------------------------------------------------------------------------------------------------

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4.2.31

CB185 Daily OTC CCP Fee Statement

Description

Frequency

Availability

This report shows the daily booking fees including booking fees for high turnover fees.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cb185

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb185Grp, repeated 0 ... variable times:

cb185KeyGrp

membClgIdCod

cb185Grp1, repeated 1 ... variable times:

cb185KeyGrp1

exchIdCod

m

m

cb185Grp2, repeated 1 ... variable times:

cb185KeyGrp2

trdMemb

cb185Grp3, repeated 1 ... variable times:

m

cb185KeyGrp3

currTypCod m

cb185Grp4, repeated 1 ... variable times:

cb185KeyGrp4

o

o

o

m

o

m

m

m

m

m

CM

Exch

MbrID

FeeCur

prodGrpNam m

cb185Grp5, repeated 1 ... variable times:

ProdGroup

cb185KeyGrp5

acctTyp36Grp m Account

cb185Grp6, repeated 1 ... variable times:

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cb185KeyGrp6

prodIdX m ProductID

cb185Rec, repeated 1 ... variable times:

prodLngNam o (XML only)

verId

serId

trnTyp2

isinCod

o

o

o

o

(XML only)

(XML only)

TraType

(XML only)

trdIdB

trdDat

clrCurrTypCod

trdNomVal

ecbExchRat

feeTypCodX

feeAdjInd

membPropCtpyIdCod

o

o

o

o

o

o

o

o

TrdID

TrdDat

ClCur

TrdNominal

ExchangeRate

Fee Type

Man

CouPa

buyCod

novDat

strDat

matDatType

dayMat

otcTrdGrp

addTxt

feeReb

o

o

o

o

o

o

o

o

B/S

NovDat

StartDat

MatDat

DayMat

OTCGroup

Additional Information

Fee/Rebate

sumFeeProdId

sumFeeAcctTypGrp

sumProdGrp

sumFeeCurrTypCod

m

m

m

m

Total per Product ID

Total per Account

Total per Product Group

Total per Fee Currency

sumMembTrdFeeGrp, repeated 1 ... variable times:

sumMembTrdFeeRec, repeated 0 ... variable times:

trdMemb

currTypCod

sumTrdMembAmnt

sumMembClgFeeGrp, repeated 0 ... 1 times:

m

m

m

Trading Member

Currency Type

Total daily clearing fee per TrdMemb

sumMembClgFeeRec, repeated 0 ... variable times:

currTypCod m Total per CM

sumClgAmnt m

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

CM Exch MbrID FeeCur ProdGroup Account

----- ---- ----- ------ --------- ---------------------------------------

XXXXX XXXX XXXXX XXX XXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

ProductID TraType TrdID TrdDat ClCur TrdNominal ExchangeRate Fee/Rebate

Fee Type Man CouPa B/S NovDat StartDat MatDat DayMat OTCGroup Additional Information

---------------------------------------------------------------------------------------------------------------

XXXXXXXXXX XXX XXXXXXXXXXXXXXXX XXXXXXXX XXX 999999999999999.99 9999999,99999 999999999.99+

XXXXXXXXXXXXXXX X XXXXX X XXXX-XX-XX XXXX-XX-XX XXXX-XX-XX 99999 XXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

---------------------------------------------------------------------------------------------------------------

Total per Product ID: 999999999.99+

---------------------------------------------------------------------------------------------------------------

Total per Account: 999999999.99+

---------------------------------------------------------------------------------------------------------------

Total per Product Group 999999999.99+

---------------------------------------------------------------------------------------------------------------

Total per Fee Currency: 999999999.99+

---------------------------------------------------------------------------------------------------------------

Total per Member ID (XXX): 99999999.99

---------------------------------------------------------------------------------------------------------------

Total per CM (XXX) 99999999.99

---------------------------------------------------------------------------------------------------------------

Version V 3.1.3

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4.2.32

CB186 Monthly Rebates TDP

Description

Frequency

Availability

This monthly report provides information about the Trader Development Program (TDP) Rebate.

The report is available for EUREX/ECAG Members.

Monthly.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb186

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb186Grp, repeated 0 ... variable times:

cb186KeyGrp

membClgIdCod

cb186Grp1, repeated 1 ... variable times:

cb186KeyGrp1

membExchIdCod

o

o

cb186Grp2, repeated 1 ... variable times:

cb186KeyGrp2

prgId

rebTyp

o

o

cb186Grp3, repeated 1 ... variable times:

cb186KeyGrp3

exchIdCod o

cb186Grp4, repeated 1 ... variable times:

cb186KeyGrp4

currTypCod o

cb186Grp5, repeated 1 ... variable times:

cb186KeyGrp5

grpId o

o

o

o

m

o

m

m

m

m

m

ClMbr

ExMbr

PrgID

Rebate Type

Exch

Curr

GrpID

Eurex

XML Report Reference Manual

XML Report Descriptions

cb186Grp6, repeated 1 ... variable times:

cb186KeyGrp6

land o Country

cb186Grp7, repeated 1 ... variable times:

cb186KeyGrp7

partIdCod o TDP ID

cb186Grp8, repeated 1 ... variable times:

cb186KeyGrp8

userId

actvSin

o

o

User ID

Active since

cb186Grp9, repeated 1 ... variable times:

cb186KeyGrp9

prodTypIdX o PrTp

cb186Grp10, repeated 1 ... variable times:

cb186KeyGrp10

sortFeeTyp o (XML only)

cb186Rec, repeated 1 ... variable times:

prodId o

mthDlyAvgVolX o

totVol o

Product ID

Daily avg contracts

Total num contracts

totMthFeeAmnt o

rebQtyX o

rebAmntX

netFeeAmntX

o

o

Fee

Rebateable Quantity

Rebate

Total Fee after Rebate

sumProdTypIdMthDlyAvgVolo(XML only)

sumProdTypIdTotVol o Total Prod Type

sumProdTypIdTotMthFeeAmnto

sumProdTypIdRebQty o

sumProdTypIdRebAmnto

sumProdTypIdNetFeeAmnto

sumUserIdMthDlyAvgVol o

sumUserIdTotVol o

sumUserIdTotMthFeeAmnto

sumUserIdRebQty o

sumUserIdRebAmnt o

sumUserIdNetFeeAmnt o

sumPartIdCodMthDlyAvgVolo

sumPartIdCodTotVol o

sumPartIdCodTotMthFeeAmnto

sumPartIdCodRebQty o

(XML only)

Total User ID

(XML only)

Total TDP ID

Version V 3.1.3

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XML Report Descriptions

sumPartIdCodRebAmnt o

sumPartIdCodNetFeeAmnt o

sumCurrTypCodMthDlyAvgVol o

sumCurrTypCodTotVol o

sumCurrTypCodTotMthFeeAmnt o

sumCurrTypCodRebQty o

sumCurrTypCodRebAmnt

sumCurrTypCodNetFeeAmnt o o

(XML only)

Total per Currency

sumMembExchIdCodRebAmntGrp, repeated 1 ... variable times:

sumMembExchIdCodRebAmntRec, repeated 0 ... variable times:

currTypCod

sumMembExchIdCodRebAmnt

o

o Total per ExMbr

sumMembClgIdCodRebAmntGrp, repeated 1 ... variable times:

sumMembClgIdCodRebAmntRec, repeated 0 ... variable times:

currTypCod

sumMembClgIdCodRebAmnt

o

o Total per ClMbr

Version V 3.1.3

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XML Report Descriptions

Text Report Structure

ClMbr ExMbr PrgID Rebate Type Exch Curr GrpID Country TDP ID

----- ----- ----- ------------------------------ ---- ---- ----- ------------------------- ------

XXXXX XXXXX 999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXX XXX 9 XXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX

USER ID Active since PrTp

------------------------------------ ------------ ----

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99-99-99 XXXX

Product Daily avg Total num Fee Rebateable Rebate Total Fee

ID contracts contracts Quantity after Rebate

------- ------------ ------------ ------------ ------------ ------------- -------------

XXXX 999999999999 999999999999 999999999,99 999999999999 999999999,99+ 999999999,99+

------- ------------ ------------ ------------ ------------ ------------- -------------

Total

Prod Type: 999999999999 999999999,99 999999999999 999999999,99+ 999999999,99+

Total

User ID: 999999999999 999999999,99 999999999999 999999999,99+ 999999999,99+

Total

TDP ID: 999999999999 999999999,99 999999999999 999999999,99+ 999999999,99+

Total per currency: 999999999999 999999999,99 999999999999 999999999,99+ 999999999,99+

------- ------------ ------------ ------------ ------------ ------------- -------------

Total per ExMbr in XXX 999999999,99+

Total per ClMbr in XXX 999999999,99+

Version V 3.1.3

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4.2.33

CB187 Monthly Rebates Overview

Description

Frequency

Availability

This monthly report shows all rebates per product. It includes the Trade

Size Related Savings, Trader Development Program rebates, volume rebates and Market Making rebates.

The report is available for EUREX/ECAG Members.

Monthly.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb187

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb187Grp, repeated 0 ... variable times:

cb187KeyGrp

membClgIdCod m

cb187Grp1, repeated 0 ... variable times:

cb187KeyGrp1

membExchIdCod

cb187Grp2, repeated 1 ... variable times:

m

cb187KeyGrp2

exchIdCod

cb187Grp3, repeated 1 ... variable times:

cb187KeyGrp3

m

m

m

o

m

m

o

o

m

o

m

currTypCod m

cb187Grp4, repeated 1 ... variable times:

cb187KeyGrp4

acctTypGrpX m

cb187Grp5, repeated 1 ... variable times:

cb187KeyGrp5

acctTyp36Grp m

ClMbr

ExMbr

Exch

Cur

Ac

Account Name

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Page 167 XML Report Descriptions

cb187Grp6, repeated 1 ... variable times:

cb187KeyGrp6

prodGrpNam m PrGp

cb187Grp7, repeated 1 ... variable times:

cb187KeyGrp7

prodTypIdX m PrTp

cb187Grp8, repeated 1 ... variable times:

cb187KeyGrp8

prodId

prodRebGrpId

m

o

PrID

(XML only)

prodRebGrpIdName o ProdGroup

cb187Grp9, repeated 1 ... variable times:

cb187KeyGrp9

sortFeeTyp m (XML only)

cb187Grp10, repeated 1 ... variable times:

cb187KeyGrp10

feeIndTyp m Fee Type

cb187Grp11, repeated 1 ... variable times:

cb187KeyGrp11

fulfillId

strFulfillId

m

m

MM

SF

cb187Rec, repeated 1 ... variable times:

tsrsRec

rebQtyX

feeOverl

o

o

feeAftGivSavRebo

fullRebVol o

savReb o

TSRS/Reb relevant Volume

TSRS/Fee Overall

feeAftSavRebo

savRebPct o

TSRS/Fully rebated Volume

TSRS/Savings/Rebate

TSRS/Fee after Sav/Reb

TSRS/Savings (in %) Overall

tdpRebRec

rebQtyX

feeOverl

o

o

TDP Rebate/Reb relevant Volume

TDP Rebate/Fee Overall

feeAftGivSavRebo TDP Rebate/Fee after given Sav/Reb

fullRebVol o

savReb o

TDP Rebate/Fully rebated Volume

TDP Rebate/Savings/Rebate

feeAftSavRebo

savRebPct

volRebRec

rebQtyX

o

o

TDP Rebate/Fee after Sav/Reb

TDP Rebate/Savings (in %) Overall

Volume Rebate/Reb relevant Volume

Eurex

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05.04.2017

Page 168 XML Report Descriptions

feeOverl o Volume Rebate/Fee Overall

feeAftGivSavRebo Volume Rebate/Fee after given Sav/

Reb

fullRebVol o Volume Rebate/Fully rebated Volume

savReb o

feeAftSavRebo

savRebPct o

mmRebRec

rebQtyX

feeOverl

o

o

Volume Rebate/Savings/Rebate

Volume Rebate/Fee after Sav/Reb

Volume Rebate/Savings(in %) Overall

savReb o

feeAftSavRebo

savRebPct

totRec

o

MM Rebate/Reb relevant Volume

MM Rebate/Fee Overall

feeAftGivSavRebo MM Rebate/Fee after given Sav/Reb

fullRebVol o MM Rebate/Fully rebated Volume

MM Rebate/Savings/Rebate

MM Rebate/Fee after Sav/Reb

MM Rebate/Savings (in %) Overall

rebQtyX

feeOverl

o

o

feeAftGivSavRebo

fullRebVol o

savReb o

feeAftSavRebo

TOTAL/Fee Overall

TOTAL/Fully rebated Volume

TOTAL/Savings/Rebate

TOTAL/Fee after Sav/Reb

TOTAL/Savings (in %) Overall savRebPct o

sumProdFeeRebGrp

sumProdFeeRebRec, repeated 0 ... variable times:

sumProdSavFeeAmnto Total Savings per Product:

sumProdPctSav o

sumProdFeeAmntX o

Savings in % per Product:

Total Fee per Product:

sumAcctFeeRebGrp

sumAcctFeeRebRec, repeated 0 ... variable times:

sumAcctSavFeeAmnt

sumAcctPctSav

sumAcctFeeAmnt

sumCurrFeeRebGrp

o

o

o

Total Savings per Account:

Savings in % per Account:

Total Fee per Account:

sumCurrFeeRebRec, repeated 0 ... variable times:

sumCurrSavFeeAmnt o Total Savings per Currency:

sumCurrPctSav

sumCurrFeeAmntX

o

o

Savings in % per Currency:

Total Fee per Currency:

sumMembFeeRebGrp

sumMembFeeRebRec, repeated 0 ... variable times:

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 169 XML Report Descriptions

currTypCod

sumMembSavFeeAmnt

sumMembPctSav

sumMembFeeAmnt

o

o

o

o

Total Savings per ExMbr in XXX:

Savings in % per ExMbr:

Total Fee per ExMbr in XXX:

sumClgMbrFeeRebGrp

sumClgMbrFeeRebRec, repeated 0 ... variable times:

currTypCod

sumClgMbrSavFeeAmnt

sumClgMbrPctSav

sumClgMbrFeeAmnt

o

o

o o

Total Savings per ClMbr in XXX:

Savings in % per ClMbr:

Total Fee per ClMbr in XXX:

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

ClMbr ExMbr Exch Cur Ac Account Name PrGp PrTp PrID ProdRebGroup

----- ----- ---- --- -- ------------------------------------ ------ ---- ---- ------------------------------

XXXXX XXXXX XXXX XXX XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX XXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Fee Type MM SF

------------------------------ ------ --

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX X

TSRS TDP Rebate Volume Rebate MM Rebate TOTAL

--------------- --------------- --------------- --------------- ---------------

Reb relevant Volume 999999999999 999999999999 999999999999 999999999999

Fee Overall 999999999999.99 999999999999.99 999999999999.99 999999999999.99 999999999999.99

Fee after given Sav/Reb 999999999999.99 999999999999.99 999999999999.99

Fully rebated Volume 999999999999999 999999999999999 999999999999999 999999999999999 999999999999999

Savings/Rebate -99999999999.99 -99999999999.99 -99999999999.99 -99999999999.99 -99999999999.99

Fee after Sav/Reb 999999999999.99 999999999999.99 999999999999.99 999999999999.99 999999999999.99

Savings (in %) Overall 999.99 999.99 999.99 999.99 999.99

Total Savings per Product: -9999999999999.99

Savings in % per Product: 999.99

Total Fee per Product: 9999999999999.99

Total Savings per Account: -9999999999999.99

Savings in % per Account: 999.99

Total Fee per Account: 9999999999999.99

Total Savings per Currency: -9999999999999.99

Savings in % per Currency: 999.99

Total Fee per Currency: 9999999999999.99

Total Savings per ExMbr in XXX: -9999999999999.99

Savings in % per ExMbr: 999.99

Total Fee per ExMbr in XXX: 9999999999999.99

Total Savings per ClMbr in XXX: -9999999999999.99

Savings in % per ClMbr: 999.99

Total Fee per ClMbr in XXX: 9999999999999.99

TSRS = Trade Size Related Savings

Version V 3.1.3

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XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 171 XML Report Descriptions

4.2.34

CB191 Monthly TES Late Entry Fine

Description

Frequency

Availability

This report shows the business date, the entry time, the approval time of the buyer and the seller, the trade ID, the traded volume and the late entry fee per product.

The sum will be shown per product, trader, account, exchange member and clearing member.

The report is available for EUREX/ECAG Members.

Monthly.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb191

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb191Grp, repeated 0 ... variable times:

cb191KeyGrp

membClgIdCod o

cb191Grp1, repeated 1 ... variable times:

cb191KeyGrp1

membExchIdCod

cb191Grp2, repeated 1 ... variable times:

o

cb191KeyGrp2

exchIdCod

cb191Grp3, repeated 1 ... variable times:

cb191KeyGrp3

o

currTypCod o

cb191Grp4, repeated 1 ... variable times:

cb191KeyGrp4

acctTyp36Grp o

cb191Grp5, repeated 1 ... variable times:

m

m

o

m

m

o

o

m

o

m

ClMbr

ExMbr

Exch

Curr

Account

Eurex

XML Report Reference Manual

XML Report Descriptions

cb191KeyGrp5

partIdCod o Trader

cb191Grp6, repeated 1 ... variable times:

cb191KeyGrp6

prodTypIdX o Prod

cb191Rec, repeated 1 ... variable times:

entTimDatCet

entTimTimCet o o

Business Date

Entry Time

appTimOfBuyer

appTimOfSeller

buyCod

trnIdNo2

feeIndTyp

trdVolume

trnFeeAmntX

sumProdTypFeeAmntX

o o

o

o

o

o

o

o

Approval Buyer

Approval Seller

B/S

Trade ID

Fee Name

Volume

Fee Amount

Total Fee per Product

sumTrdFeeAmntX

sumAcctTrnFeeAmntX

o

o

Total Fee per Trader

Total Fee per Account

sumMembExchFeeAmntGrp

sumMembExchFeeAmntGrpRec, repeated 0 ... variable times:

exchIdCod

currTypCod

sumMembFeeAmnt

sumClgMbrFeeAmntGrp

m

m

m

Exch

Curr

Total Fee Amount

sumClgMbrFeeAmntGrpRec, repeated 0 ... variable times:

exchIdCod m Exch

currTypCod

sumClgMbrFeeAmnt

m

m

Curr

Total Fee Amount

Version V 3.1.3

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XML Report Reference Manual Version V 3.1.3

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Text Report Structure

ClMbr ExMbr Exch Curr Account Trader

----- ----- ---- ---- ----------------------------------- ------

XXXXX XXXXX XXXX XXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX

Prod Business Entry Time Approval Approval B/S Trade ID Fee Name Volume Fee Amount

Date Buyer Seller

---- ---------- ----------- ----------- ----------- --- --------- ------------------------------ ------------ --------------

XXXX CCYY-MM-DD 23:59:59:99 23:59:59:99 23:59:59:99 X XXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999999999 9999999999,99+

XXXX CCYY-MM-DD 23:59:59:99 23:59:59:99 23:59:59:99 X XXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999999999 9999999999,99+

----------------------------------------------------------------------------------------------------------------------------

Total Fee per Product: 9999999999.99+

Prod Business Entry Time Approval Approval B/S Trade ID Fee Name Volume Fee Amount

Date Buyer Seller

---- ---------- ----------- ----------- ----------- --- --------- ------------------------------ ------------ --------------

XXXX CCYY-MM-DD 23:59:59:99 23:59:59:99 23:59:59:99 X XXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999999999 9999999999,99+

XXXX CCYY-MM-DD 23:59:59:99 23:59:59:99 23:59:59:99 X XXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999999999 9999999999,99+

----------------------------------------------------------------------------------------------------------------------------

Total Fee per Product: 9999999999.99+

Total Fee per Trader: 9999999999.99+

Total Fee per Account: 9999999999.99+

Total Fee per ExMbr XXXXX:

Exch Curr Total Fee Amount

---- ---- ---------------------

XXXX XXX 99999999999.99

-------------------------------

Total Fee per ClMbr XXXXX:

Exch Curr Total Fee Amount

---- ---- ---------------------

XXXX XXX 99999999999.99

-------------------------------

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 174 XML Report Descriptions

4.2.35

CB192 Monthly Fee Statement

Description

Frequency

Availability

This report contains all Eurex transaction fees including monthly and quarterly fees (Market Maker fee refunds and Minimum Transaction

Fees).

The report is available for EUREX/ECAG Members.

Monthly.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb192

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb192Grp, repeated 0 ... variable times:

cb192KeyGrp

membClgIdCod o

cb192Grp1, repeated 1 ... variable times:

cb192KeyGrp1

membExchIdCod

cb192Grp2, repeated 1 ... variable times:

o

cb192KeyGrp2

exchIdCod

cb192Grp3, repeated 1 ... variable times:

cb192KeyGrp3

o

m

m

o

m

m

o

o

m

o

m

currTypCod o

cb192Grp4, repeated 1 ... variable times:

cb192KeyGrp4

acctTypGrpX o

cb192Grp5, repeated 1 ... variable times:

cb192KeyGrp5

acctTyp36Grp o

ClMbr

ExMbr

Exch

Curr

Ac

Account Name

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 175 XML Report Descriptions

cb192Grp6, repeated 1 ... variable times:

cb192KeyGrp6

prodTypIdX o ProdType

cb192Grp7, repeated 1 ... variable times:

cb192KeyGrp7

prodId o Prod ID

cb192Grp8, repeated 1 ... variable times:

cb192KeyGrp8

sortFeeTyp o (XML only)

cb192Grp9, repeated 1 ... variable times:

cb192KeyGrp9

cCorpFlag

feeIndCatTyp

o

o

(XML only)

cb192Rec, repeated 1 ... variable times:

feeIndCatAmnt

sumProdFeeAmnt

sumProdTypFeeAmntX

sumAcctFeeCrtMthAmnt

sumMembFeeCrtMthAmnt

sumExchFeeGrp, repeated 0 ... 1 times:

o

o

o

o

o

Total per product

Total per product type

Total fees per account

(XML only)

sumExchFeeRec, repeated 0 ... variable times:

exchNam o

currTypCod

sumExchFeeAmnt

o

o

cb192SumExMembGrp, repeated 0 ... 1 times:

cb192SumExMembRec, repeated 0 ... variable times:

exchNam

currTypCod

sumFeeExCrtMthAmnt

Amount

o

o

o

cb192SumMembGrp, repeated 0 ... 1 times:

cb192SumMembRec, repeated 0 ... variable times:

Total fees for ExMbr XXXXX/ Exch

Total fees for ExMbr XXXXX/ Curr

Total fees for ExMbr XXXXX/ Total Fee

exchNam

currTypCod

sumFeeCrtMthAmnt

Amount

o

o

o

Total fees for ClMbr XXXXX/ Exch

Total fees for ClMbr XXXXX/ Curr

Total fees for ClMbr XXXXX/ Total Fee

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

ClMbr ExMbr Exch Curr Ac Account Name

----- ----- ----- ---- -- ------------------------------------

XXXXX XXXXX XXXX XXX XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Prod Prod Fee

Type ID Amount

---- ---- ------------------------------ --------------

XXXX

XXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 9999999999.99+

Total per product: 9999999999.99+

Total per product type: 9999999999.99+

-------------------------------------------------------

-------------------------------------------------------

Total per account: 9999999999.99+

-------------------------------------------------------

-------------------------------------------------------

Total fees for ExMbr XXXXX:

Exch Curr Total Fee Amount

----- ---- ----------------

XXXXX XXX 9999999999.99+

---------------------------

---------------------------

Total fees for ClMbr XXXXX:

Exch Curr Total Fee Amount

----- ---- ----------------

XXXXX XXX 9999999999.99+

---------------------------

---------------------------

Version V 3.1.3

05.04.2017

Page 176

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XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 177 XML Report Descriptions

4.2.36

CB193 Monthly Connections and Services

Description

Frequency

Availability

This report contains the fees for Eurex connections and sevices charged on a monthly basis.

The report is available for EUREX/ECAG Members.

Monthly.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb193

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb193Grp, repeated 0 ... variable times:

cb193KeyGrp

membClgIdCod

cb193Grp1, repeated 1 ... variable times:

cb193KeyGrp1

membExchIdCod

o

invcNo

cb193Grp2, repeated 1 ... variable times:

cb193KeyGrp2

currTypCod

o

o

o

cb193Grp3, repeated 1 ... variable times:

cb193KeyGrp3

serv o

cb193Grp4, repeated 1 ... variable times:

cb193KeyGrp4

posDescLevl2 o

cb193Grp5, repeated 1 ... variable times:

cb193KeyGrp5

posDescLevl3 o

o

o

o

m

o

m

m

m

m

m

Clearing Member

Exchange Member

Invoice Number

Currency

Service

POS. DESCR. LEVEL 2

POS. DESCR. LEVEL 3

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 178 XML Report Descriptions

cb193Grp6, repeated 1 ... variable times:

cb193KeyGrp6

posDescLevl4 o POS. DESCR. LEVEL 4

cb193Rec, repeated 1 ... variable times:

o

o

Line Id

TOTAL PER POS. DESCR. LEVEL 3/

lineId

totItemFee

4

sumExchMbrFeeAmntNet

vatRat

vatAmnt

sumExchMbrFeeAmntGros m

m m

m

Total per Exchange Member (net)

VAT %

VAT Amount

Total per Exchange Member (gross)

Text Report Structure

Clearing Member: XXXXX

Exchange Member: XXXXX

Invoice Number: 9999999999

CURRENCY: XXX

LINE ID SERVICE POS. DESCR. LEVEL 2 POS. DESCR. LEVEL 3 POS. DESCR. LEVEL 4

-------------- ---------------------- ----------------------------- ----------------------------- -----------------------------

XXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXX

XXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXX

TOTAL PER POS. DESCR. LEVEL 3 / 4 9999999999.99

Total per Exchange Member (net) 9999999999.99

VAT (99.99%) 9999999999.99

Total per Exchange Member (gross) 9999999999.99

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 179 XML Report Descriptions

4.2.37

CB196 Daily Overall Fee Summary

Description

Frequency

Availability

This report shows a summary of all Eurex transaction fees of the current day, current month, and previous month for futures, options and flexible contracts.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb196

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb196Grp, repeated 0 ... variable times:

cb196KeyGrp

membClgIdCod o

cb196Grp1, repeated 1 ... variable times:

cb196KeyGrp1

membExchIdCod

cb196Grp2, repeated 1 ... variable times:

o

cb196KeyGrp2

exchIdCod

cb196Grp3, repeated 1 ... variable times:

cb196KeyGrp3

o

m

m

o

m

m

o

o

m

o

m

currTypCod o

cb196Grp4, repeated 1 ... variable times:

cb196KeyGrp4

acctTypGrpX o

cb196Grp5, repeated 1 ... variable times:

cb196KeyGrp5

acctTyp36Grp o

ClMbr

ExMbr

Exch

Curr

Ac

Account Name

Eurex

XML Report Reference Manual

XML Report Descriptions

cb196Grp6, repeated 1 ... variable times:

cb196KeyGrp6

prodTypIdX o PrTp

cb196Grp7, repeated 1 ... variable times:

cb196KeyGrp7

prodId o Prod

cb196Grp8, repeated 1 ... variable times:

cb196KeyGrp8

sortFeeTyp o (XML only)

cb196Rec, repeated 1 ... variable times:

feeIndTyp o Fee Type

sumFeeTypFeePrvDayAmnto Fee Prv DayAmt

sumFeeTypFeeCrtDayAmnto Fee Crt DayAmt

sumFeeTypAdjCrtDayAmnto Fee Adj CurDay

sumFeeTypFeeCrtMthAmnto Fee CrtMth Amt

sumFeeTypFeePrvMthAmnto Fee PrvMth Amt

sumFeeTypFeeYtdAmnto

sumProdFeePrvDayAmnt o

sumProdFeeCrtDayAmnt o

sumProdFeeAdjCrtDayAmnto

Fee Ytd Amt

Total Per Product

sumProdFeeCrtMthAmnt o

sumProdFeePrvMthAmnt o

sumProdFeeYtdAmnt o

sumProdTypFeePrvDayAmnt o

sumProdTypFeeCrtDayAmnt o

sumProdTypFeeAdjCrtDayAmnto

sumProdTypFeeCrtMthAmnt o

sumProdTypFeePrvMthAmnt o

sumProdTypFeeYtdAmnt

sumAcctFeePrvDayAmnt

sumAcctFeeCrtDayAmnt

sumAcctFeeAdjCrtDayAmnt

sumAcctFeeCrtMthAmnt

sumAcctFeePrvMthAmnt

sumAcctFeeYtdAmnt

sumCurrFeePrvDayAmnt

sumCurrFeeCrtDayAmnt

sumCurrFeeAdjCrtDayAmnt

sumCurrFeeCrtMthAmnt

sumCurrFeePrvMthAmnt

o

o

o

o

o

o o

o

o

o

o o

Total per Product Type

Total per Account

Total per Currency

Version V 3.1.3

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05.04.2017

Page 181 XML Report Descriptions

sumCurrFeeYtdAmnt

sumExchFeeGrp, repeated 0 ... 1 times:

o

sumExchFeeRec, repeated 0 ... variable times:

exchNam o

currTypCod

sumExchFeeAmnt

o

o

cb196SumMembGrp, repeated 0 ... 1 times:

cb196SumMembRec, repeated 0 ... variable times:

currTypCod

sumMembFeePrvDayAmnt

sumMembFeeCrtDayAmnt

sumMembFeeAdjCrtDayAmnt

sumMembFeeCrtMthAmnt

sumMembFeePrvMthAmnt

sumMembFeeYtdAmnt

o

o

o o o

o o

ClMbr/ Curr

ClMbr/ Fee Prv DayAmt

ClMbr/ Fee CrtDay Amt

ClMbr/ Adj CrtDay Amt

ClMbr/ Fee CrtMth Amt

ClMbr/ Fee PrvMth Amt

ClMbr/ Fee Ytd Amnt

Text Report Structure

ClMbr ExMbr Exch Curr Ac Account Name

----- ----- ---- ---- -- ------------------------------------

XXXXX XXXXX XXXX XXX XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

PrTp Prod Fee Type Fee Prv DayAmt Fee Crt DayAmt Fee Adj CurDay Fee CrtMth Amt Fee PrvMth Amt Fee Ytd Amt

---- ---- ------------------------------ -------------- -------------- -------------- -------------- -------------- --------------

XXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+

-------------- -------------- -------------- -------------- -------------- --------------

Total per Product: 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+

----------------------------------------------------------------------------------------------------------------------------------

Total per Product Type: 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+

----------------------------------------------------------------------------------------------------------------------------------

Total per Account: 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+

----------------------------------------------------------------------------------------------------------------------------------

Total per Currency: 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+

----------------------------------------------------------------------------------------------------------------------------------

----------------------------------------------------------------------------------------------------------------------------------

ClMbr Curr Fee Prv DayAmt Fee CrtDay Amt Adj CrtDay Amt Fee CrtMth Amt Fee PrvMth Amt Fee Ytd Amnt

----- ---- -------------- -------------- -------------- -------------- -------------- --------------

XXXXX XXX 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+ 9999999999.99+

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 182 XML Report Descriptions

4.2.38

CB197 Excessive System Usage Fee

Description

Frequency

Availability

This report shows the transaction date, the number of transactions, the daily transaction limit, the number of excess transactions, the limit type and the fee per product type.

The sum will be shown per product type, trading member and clearing member.

The report is available for EUREX/ECAG Members.

Monthly.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb197

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb197Grp, repeated 0 ... variable times:

cb197KeyGrp

membClgIdCod o

cb197Grp1, repeated 1 ... variable times:

cb197KeyGrp1

membExchIdCod

cb197Grp2, repeated 1 ... variable times:

o

cb197KeyGrp2

currTypCod

cb197Grp3, repeated 1 ... variable times:

cb197KeyGrp3

o

prodTypIdX o

cb197Grp4, repeated 1 ... variable times:

cb197KeyGrp4

prodId o

cb197Rec, repeated 1 ... variable times:

m

m

o

m

m

o

o

m

o

m

ClMbr

ExMbr

Curr

Prod Type

Prod Id

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 183 XML Report Descriptions

trnDat

numOfTrans

dailyTransLimitPerMemProd

numOfTransExcTransLim

limitTypExcLimit

addInfo

trnFeeAmntX

sumProdTypFeeAmntX

sumOfTransFeePerTrdMmb

sumOfTransFeePerClgMmb

o

o

o

o

o

o

o

o

o

o

Transaction Date

Transactions

Transaction Limit

Excess Transactions

LT

Additional Info

Fee Amount

Total per Product Type

Total per Trading Member

Total per Clearing Member

Text Report Structure

ClMbr ExMbr Curr

----- ----- ----

XXXXX XXXXX XXX

Prod Prod Transaction Transactions Transaction Excess LT Additional Info Fee Amount

Type ID Date Limit Transactions

---- ---- ----------- --------------- --------------- --------------- -- ---------------------------------------- --------------

XXXX XXXX 9999-99-99 XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX X XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX -9999999999,99

XXXX 9999-99-99 XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX X XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX -9999999999,99

--------------------------------------------------------------------------------------------------------------------------------

Total per Product Type: -9999999999.99

Prod Prod Transaction Transactions Transaction Excess LT Additional Info Fee Amount

Type ID Date Limit Transactions

---- ---- ----------- --------------- --------------- --------------- -- ---------------------------------------- --------------

XXXX XXXX 9999-99-99 XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX X XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX -9999999999,99

XXXX 9999-99-99 XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX X XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX -9999999999,99

--------------------------------------------------------------------------------------------------------------------------------

Total per Product Type: -9999999999.99

Total per Trading Member: -9999999999.99

Total per Clearing Member: -9999999999.99

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 184 XML Report Descriptions

4.2.39

CB225 Daily Eurex Fines

Description

Frequency

Availability

The Daily Eurex Fines report shows daily fines (LDF) and Interest of delay (IoD) per trade.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cb225

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb225Grp, repeated 0 ... variable times:

cb225KeyGrp

membClgIdCod

cb225Grp1, repeated 1 ... variable times:

cb225KeyGrp1

settlLocat

o

m

cb225Grp2, repeated 1 ... variable times:

cb225KeyGrp2

settlAcct

cb225Grp3, repeated 1 ... variable times:

m

cb225KeyGrp3

trdMemb m

cb225Grp4, repeated 1 ... variable times:

cb225KeyGrp4

o

o

o

m

o

m

m

m

m

m

Clearing Member

Settlement Location

Settlement Account

Trading Member

settlInst m

cb225Grp5, repeated 1 ... variable times:

Settlement Institution

cb225KeyGrp5

currTypCod m Currency

cb225Grp6, repeated 1 ... variable times:

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 185 XML Report Descriptions

cb225KeyGrp6

feeIndTyp m Fee Type

cb225Grp7, repeated 1 ... variable times:

cb225KeyGrp7

trdDat m TRADE DATE

cb225Grp8, repeated 1 ... variable times:

cb225KeyGrp8

billTyp m Billing Type

cb225Rec, repeated 1 ... variable times:

instTypCod

trdLoc

isinCod

o

o

o

Instrument Type

Trade Loc

ISIN

acctTypGrp

trdIdNo

numOfDaysLt

numOfDaysLtTot

trdLatQty

settlLatAmnt

amntDbt

amntCrd

o

o

o o

o

o

o o

Account Type

Trade Number

No. D/L

Total No. D/L

Quantity Late

Settlement Amount Late

Amount Debit

Amount Credit

sumFeeIndTypDbt

sumFeeIndTypCrd

m

m

TOTAL

TOTAL

sumClgSetlmtInstBillFeeGrp

sumClgSetlmtInstBillFeeRec, repeated 0 ... variable times:

settlInst

billTyp

m

m

XML ONLY

currTypCod

sumClgSetlmtInstAmnt

m

m

sumMembTrdBillFeeGrp

sumMembTrdBillFeeRec, repeated 0 ... variable times:

m TOTAL CURRENT DAY TRADING trdMemb

MEMBER (EUR)

billTyp

currTypCod

sumTrdMembAmnt

sumMembClgBillFeeGrp

m

m

m

sumMembClgBillFeeRec, repeated 0 ... variable times:

billTyp

MEMBER (EUR) m TOTAL CURRENT DAY CLEARING

currTypCod m

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XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 186 XML Report Descriptions

sumClgAmnt m

Text Report Structure

CLEARING MEMBER: XXXXX SETTLEMENT LOCATION : XXX SETTLEMENT ACCOUNT: XXXXXXXX

TRADING MEMBER : XXXXX SETTLEMENT INSTITUTION: XXXXX CURRENCY : XXX

FEE TYPE: XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX TRADE DATE : XX-XX-XX

BILL INSTRUMENT TRADE ISIN ACCOUNT TRADE NUMBER No. TOTAL QUANTITY SETTLEMENT AMOUNT AMOUNT

TYPE TYPE LOC TYPE D/L No.D/L LATE AMOUNT LATE DEBIT CREDIT

---- ---------- ----- ------------ ------- ---------------- ------ ------ -------------- -------------- ------------- -------------

XXXX XXX XXXX XXXXXXXXXXXX XX 9999999999999999 999999 999999 -9999999999.99 -9999999999.99 99999999.9999 99999999.9999

TOTAL: 99999999.9999 99999999.9999

TOTAL CURRENT DAY TRADING MEMBER (XXX): XXXXX/XXXX 99999999.9999

TOTAL CURRENT DAY CLEARING MEMBER (XXX): XXXXX/XXXX 99999999.9999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 187 XML Report Descriptions

4.2.40

CB235 Daily Security Collateral Fee Statement

Description

Frequency

Availability

The daily security collateral fee statement reports the daily security collateral fee per collateral pool. Additionally the accumulated security collateral fee month to date is reported per Clearing Member.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing members only.

XML Report Structure

cb235

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb235Grp, repeated 0 ... variable times:

cb235KeyGrp

membClgIdCod

settlCurr

cb235Grp1, repeated 0 ... variable times:

cb235KeyGrp1

poolId

poolType

cb235Rec, repeated 1 ... variable times:

reqrAmntClear

cashCollAmntClear

reqrFeeCalcMinusCashColl

secValueAmnt

reuseCollAmnt

secCollFeeRate

secCollFee

reuseSecCollFeeRate

reuseSecCollFee

M/O Text Report Heading

m

m

m

m

o

o

o

m

o

m

m

m

m

m

o

o o

o

o

o

o

o

o

CLEARING MEMBER

CLEARING CURRENCY

POOL ID

(XML only)

Requirement

CashCollAmount

Requirement minus CashColl

SecurityValue Amount

ReuseColl Amount

Fee bps

SecurityColl Fee

RFee bps

ReuseSecurityColl Fee

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 188 XML Report Descriptions

sumFeeTotalMonth

sumReuseFeeTotalMonth

o

o

Total month-to-date in (XXX)

Text Report Structure

CLEARING MEMBER: XXXXX POOL ID: XXXXXXXXXXXXXXX CLEARING CCURRENCY: XXX

Requirement CashColl Requirement SecurityValue ReuseColl Fee SecurityColl RFee ReuseSecurity

Amount minus CashColl Amount Amount bps Fee bps CollFee

--------------- --------------- --------------- --------------- --------------- ---- ------------- ---- -------------

999999999999.99 999999999999.99 999999999999.99 999999999999.99 999999999999.99 99.9 99999999.9999 99.9 99999999.9999

----------------- -----------------

Total month-to-date in (XXX): 999999999999.9999 999999999999.9999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 189 XML Report Descriptions

4.2.41

CB315 Daily Clearing Fees - Bonds

Description

Frequency

Availability

The Daily Clearing Fees report for Bonds provides daily Clearing Fees for Eurex Bonds, FSE Bonds, Eurex Repo and Securities Lending per

Trading Member.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cb315

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb315Grp, repeated 0 ... variable times:

cb315KeyGrp

membClgIdCod m

cb315Grp1, repeated 1 ... variable times:

cb315KeyGrp1

settlLocat

cb315Grp2, repeated 1 ... variable times:

m

cb315KeyGrp2

settlAcct

cb315Grp3, repeated 1 ... variable times:

cb315KeyGrp3

m

m

m

o

m

m

o

o

m

o

m

trdMemb m

cb315Grp4, repeated 1 ... variable times:

cb315KeyGrp4

settlInst m

cb315Grp5, repeated 1 ... variable times:

cb315KeyGrp5

currTypCod m

Clearing Member

Settlement Location

Settlement Account

Trading Member

Settlement Institution

CURRENCY

Eurex

XML Report Reference Manual

XML Report Descriptions

cb315Grp6, repeated 1 ... variable times:

cb315KeyGrp6

feeTypNam m Fee Type

cb315Grp7, repeated 1 ... variable times:

cb315KeyGrp7

trdDat m Trade Date

cb315Grp8, repeated 1 ... variable times:

cb315KeyGrp8

isinCod m ISIN

cb315Grp9, repeated 1 ... variable times:

cb315KeyGrp9

trdTyp m T

cb315Grp10, repeated 1 ... variable times:

cb315KeyGrp10

trdLoc m TRAD LOC

cb315Grp11, repeated 1 ... variable times:

cb315KeyGrp11

acctTypCod m AT

cb315Grp12, repeated 1 ... variable times:

cb315KeyGrp12

instTypCod m InstrType

cb315Grp13, repeated 1 ... variable times:

cb315KeyGrp13

cntrTypCodm Contract Type

cb315Rec, repeated 1 ... variable times:

trdNo o TradNo

legNo o

nomQty o

Leg Number

Nominal Amount

dayNo

setlAmnt o

fee

feeVar

o

feeTotal o

sumFeeTotalAmnt

sumAggQty

sumNomQty

o

o

o

o

DayNo

Settlement Amount

FEE FIX

FEE VARIABLE

Fee Total

XML ONLY

sumSetlAmnt

sumFee

sumFeeVar

sumFeeTotal

o

o

o

o

Version V 3.1.3

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sumSetlmtAcctAmnt

sumClgSetlmtInstFeeGrp

m Daily Total per CM/SA

sumClgSetlmtInstFeeRec, repeated 0 ... variable times:

settlInst m Daily Total per CM/SI

currTypCod

sumClgSetlmtInstAmnt

m

m

sumMembTrdFeeGrp

sumMembTrdFeeRec, repeated 0 ... variable times:

trdMemb

currTypCod

m

m

Daily Total per CM/TM

sumTrdMembAmnt

sumMembClgFeeGrp

m

sumMembClgFeeRec, repeated 0 ... variable times:

currTypCod m Daily Total per CM

sumClgAmnt m

Text Report Structure

CLEARING MEMBER: XXXXX SETTLEMENT LOCATION: XXX SETTLEMENT ACCOUNT: 99999999999999999999999999999999999

TRADING MEMBER: XXXXX SETTLEMENT INSTITUT: XXXXX CURRENCY: XXX

FEE TYPE: XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX TRADE DATE: 99-99-99

TRAD Contr NOMINAL No SETTLEMENT FEE FEE

ISIN T LOC AT InstrType Type TradNo Leg AMOUNT Days AMOUNT FEE FIX VARIABLE TOTAL

------------ - ---- -- --------- ----- ---------------- --- --------------- ---- --------------- ---------- ---------- -------------

XXXXXXXXXXXX X XXXX XX XXX X 9999999999999999 999 99999999999.99- 999 99999999999.99- 9999999.99 9999999.99 9999999999.99

-------------

TOTAL: 9999999999.99

DAILY TOTAL PER CM/SA (XXX): 999999999999 9999999999.99

DAILY TOTAL PER CM/SI (XXX): XXXXX 9999999999.99

DAILY TOTAL PER CM/TM (XXX): XXXXX 9999999999.99

DAILY TOTAL PER CM (XXX) : XXXXX 9999999999.99

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 192 XML Report Descriptions

4.2.42

CB320 Daily Clearing Fees - Equities

Description

Frequency

Availability

The Daily Clearing Fees report details the following CCP clearing fee components on a daily basis:

1. General clearing fee per executed order

2. External delivery management fee per aggregated surplus per SNU before shaping

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cb320

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb320Grp, repeated 0 ... variable times:

cb320KeyGrp

membClgIdCod

cb320Grp1, repeated 1 ... variable times:

cb320KeyGrp1

settlLocat

cb320Grp2, repeated 1 ... variable times:

cb320KeyGrp2

settlAcct

m

m

m

cb320Grp3, repeated 1 ... variable times:

cb320KeyGrp3

trdMemb m

cb320Grp4, repeated 1 ... variable times:

cb320KeyGrp4

settlInst m

cb320Grp5, repeated 1 ... variable times:

m

o

o

o

m

m

m

m

o

m

Clearing Member

Settlement Location

Settlement Account

Trading Member

Settlement Institution

Eurex

XML Report Reference Manual

XML Report Descriptions

cb320KeyGrp5

currTypCod m Currency

cb320Grp6, repeated 1 ... variable times:

cb320KeyGrp6

feeTypNam m Fee Type

cb320Grp7, repeated 1 ... variable times:

cb320KeyGrp7

trdDat m Trade Date

cb320Grp8, repeated 1 ... variable times:

cb320KeyGrp8

isinCod m ISIN

cb320Grp9, repeated 1 ... variable times:

cb320KeyGrp9

trdTyp m T

cb320Grp10, repeated 1 ... variable times:

cb320KeyGrp10

trdLoc m TLOC

cb320Grp11, repeated 1 ... variable times:

cb320KeyGrp11

acctTypGrpX m

acctTyp36Grp m

AT

POSITION ACCOUNT

cb320Grp12, repeated 1 ... variable times:

cb320KeyGrp12

servMod m M

cb320Grp13, repeated 1 ... variable times:

cb320KeyGrp13

ref

versNo

m

o

Reference

VRSNO

cb320Rec, repeated 1 ... variable times:

settlCurr o SCUR

aggQty o

nomQty o

AGGQTY

Nominal/Quantity

setlAmnt o

fee o

feeVar o

feeTotal o

Settlement Amount

Fee floor/fixed

Fee Variable

Fee Total

sumFeeTotalAmnt

sumAggQty

sumNomQty

sumSetlAmnt

o

o

o

Sum Aggregation Quantity

Sum Nominal/Quantity

Sum Settlement Amount

Version V 3.1.3

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sumFee

sumFeeVar

sumFeeTotal

sumSetlmtAcctAmnt

o

o

o

o

Sum Fee floor/fixed

Sum Fee variable

Sum Fee Total

(XML only)

sumClgSetlmtInstFeeGrp

sumClgSetlmtInstFeeRec, repeated 0 ... variable times:

settlInst

currTypCod

sumClgSetlmtInstAmnt

sumMembTrdFeeGrp

m

m

m

Daily Total per CM/SI

sumMembTrdFeeRec, repeated 0 ... variable times:

trdMemb m Daily Total per CM/TM

currTypCod

sumTrdMembAmnt

m

m

sumMembClgFeeGrp

sumMembClgFeeRec, repeated 0 ... variable times:

currTypCod

sumClgAmnt

m

m

Daily Total per CM

Text Report Structure

CLEARING MEMBER: XXXXX SETTLEMENT LOCATION : XXX SETTLEMENT ACCOUNT : 99999999999999999999999999999999999

TRADING MEMBER : XXXXX SETTLEMENT INSTITUTION: XXXXX CURRENCY : XXX

FEE TYPE : XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX TRADE DATE : 99-99-99

ISIN T TLOC AT ACCOUNT NAME M SCUR REFERENCE VRSNO

AGGQTY NOMINAL/QUANTITY SETTLEMENT AMOUNT FEE FLOOR/FIXED FEE VARIABLE FEE TOTAL

---------------------------------------------- ------ ----------------- ----------------- --------------- ------------ ------------

XXXXXXXXXXXX X XXXX XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX X XXX XXXXXXXXXXXXXXXX 99999

999 9999999999999.99- 9999999999999.99- 999999.9999 999999.9999 999999.9999

------ ----------------- ----------------- --------------- ------------ ------------

TOTAL: 9999 999999999.999 9999999999.99 999999.9999 999999.9999 999999.9999

Daily Total per CM/SI (XXX): XXXXX 99999999.9999

Daily Total per CM/TM (XXX): XXXXX 99999999.9999

Daily Total per CM (XXX): 99999999.9999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 195 XML Report Descriptions

4.2.43

CB325 Daily Service Fees

Description

Frequency

Availability

This report contains all kind of daily service fees, as well as:

1. Net delivery management provision fee

2. Gross delivery management provision fee

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cb325

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb325Grp, repeated 0 ... variable times:

cb325KeyGrp

membClgIdCod o

cb325Grp1, repeated 1 ... variable times:

cb325KeyGrp1

billDat

cb325Grp2, repeated 1 ... variable times:

o

cb325KeyGrp2

settlLocat

cb325Grp3, repeated 1 ... variable times:

cb325KeyGrp3

o

m

m

o

m

m

o

o

m

o

m

settlAcct o

cb325Grp4, repeated 1 ... variable times:

cb325KeyGrp4

trdMemb o

cb325Grp5, repeated 1 ... variable times:

cb325KeyGrp5

settlInst o

Clearing Member

Billing Date

Settlement Location

Settlement Account

Trading Member

Settlement Institution

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 196 XML Report Descriptions

cb325Grp6, repeated 1 ... variable times:

cb325KeyGrp6

currTypCod m Currency

cb325Grp7, repeated 1 ... variable times:

cb325KeyGrp7

isinCod m ISIN

cb325Grp8, repeated 1 ... variable times:

cb325KeyGrp8

trdLoc m Trade Location

cb325Grp9, repeated 1 ... variable times:

cb325KeyGrp9

acctTypCod m Account Type

cb325Grp10, repeated 1 ... variable times:

cb325KeyGrp10

servMod m Service Model

cb325Grp11, repeated 1 ... variable times:

cb325KeyGrp11

servTyp m Service Type

cb325Rec, repeated 1 ... variable times:

settlCurr o Settlement Currency

servNam

addInfo

servQty

servVol

o

o

o o

Service

Additional Info

Service Quantity

Service Volume

fee

feeVar

o

o

Fee floor/fixed

Fee Variable

feeTotal o Fee Total

sumFeeTotalAmnt, repeated 1 ... variable times:

sumAggQty

sumNomQty

sumSetlAmnt

sumFee

o

o

o

o

Sum Aggregation Quantity

Sum Nominal/Quantity

Sum Settlement Amount

Sum Fee floor/fixed

sumFeeVar

sumFeeTotal

o

o

Sum Fee variable

Sum Fee Total

sumSetlmtAcctAmnt o Total daily clearing fee/settlmtAcct

sumClgSetlmtInstFeeGrp, repeated 1 ... variable times:

sumClgSetlmtInstFeeRec, repeated 0 ... variable times:

settlInst m Daily Total per CM/SI

currTypCod

sumClgSetlmtInstAmnt

m

m

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XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 197 XML Report Descriptions

sumMembTrdFeeGrp, repeated 1 ... variable times:

sumMembTrdFeeRec, repeated 0 ... variable times:

trdMemb

currTypCod

m

m

Daily Total per CM/TM

sumTrdMembAmnt m

sumMembClgFeeGrp, repeated 1 ... variable times:

sumMembClgFeeRec, repeated 0 ... variable times:

currTypCod m Daily Total per CM

sumClgAmnt m

Text Report Structure

CLEARING MEMBER: XXXXX SETTLEMENT LOCATION: XXX SETTLEMENT ACCOUNT: 99999999999999999999999999999999999

TRADING MEMBER: XXXXX SETTLEMENT INSTITUT: XXXXX CURRENCY: XXX

ISIN: XXXXXXXXXXXX TRADING LOCATION: XXXX ACCOUNT TYPE: XX SERVICE MODEL: X

SETTL ADDITIONAL SETTLEMENT FEE FEE FEE

SERVICE CUR INFORMATION QUANTITY AMOUNT FLOOR/FIXED VARIABLE TOTAL

---------------------------------- ----- ------------ ----------------- ------------ --------------- --------------- ---------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX XXXXXXXXXX 99999999.999 99999999.999 9999999999.9999 9999999999.9999 9999999999.9999

----------------- ------------ --------------- --------------- ---------------

TOTAL: 9999999999.9999

DAILY TOTAL PER CM/SI (XXX): XXXXX 9999999999.9999

DAILY TOTAL PER CM/TM (XXX): XXXXX 9999999999.9999

DAILY TOTAL PER CM (XXX) : XXXXX 9999999999.9999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 198 XML Report Descriptions

4.2.44

CB330 Daily Settlement Fees

Description

Frequency

Availability

The Daily Settlement Fee report provides information about daily

Settlement Fees and Home-market Processing Fees (for Xetra International Market).

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cb330

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb330Grp, repeated 0 ... variable times:

cb330KeyGrp

membClgIdCod m

cb330Grp1, repeated 1 ... variable times:

cb330KeyGrp1

settlLocat

cb330Grp2, repeated 1 ... variable times:

m

cb330KeyGrp2

settlAcct

cb330Grp3, repeated 1 ... variable times:

cb330KeyGrp3

m

m

m

o

m

m

o

o

m

o

m

trdMemb m

cb330Grp4, repeated 1 ... variable times:

cb330KeyGrp4

settlInst m

cb330Grp5, repeated 1 ... variable times:

cb330KeyGrp5

currTypCod m

Clearing Member

Settlement Location

Settlement Account

Trading Member

Settlement Institution

Currency

Eurex

XML Report Reference Manual

XML Report Descriptions

cb330Grp6, repeated 1 ... variable times:

cb330KeyGrp6

feeIndTyp m Fee Type

cb330Grp7, repeated 1 ... variable times:

cb330KeyGrp7

headSettlAcctType m Head Settlement Account

cb330Rec, repeated 1 ... variable times:

settlCur m Settlement Currency

isinCod

acctTypCod

trnQty

feeTotal

o

o

o

o

ISIN

AT

Total Transactions

Fee Total

sumTrnQtyFeeTyp

sumFeeTotalFeeTyp

m

m

TOTAL

TOTAL

sumSettlAcctGrp

sumFeeTotalSettlAcctRec, repeated 1 ... variable times:

settlAcct

currTypCod

m

m

Daily Total per CM/SA

sumFeeTotalSettlAcct

sumSettlmInstGrp

m

sumFeeTotalSettlInstRec, repeated 1 ... variable times:

settlInst m Daily Total per CM/SI

currTypCod

sumFeeTotalSettlInst

m

m

sumTrdFeeGrp

sumFeeTotalTrdMembRec, repeated 1 ... variable times:

sumMembTrdFeeRec

trdMemb

currTypCod

sumTrdMembAmnt m

sumClgFeeGrp

sumClgFeeRec, repeated 1 ... variable times:

m

m

currTypCod

sumClgFee

m

m

Daily Total per CM/TM

Daily Total per CM

Version V 3.1.3

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Text Report Structure

CLEARING MEMBER: XXXXX SETTLEMENT LOCATION: XXX SETTLEMENT ACCOUNT: 99999999999999999999999999999999999

TRADING MEMBER: XXXXX SETTLEMENT INSTITUT: XXXXX CURRENCY: XXX

FEE TYPE: XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX HEAD SETTLEMENT ACCOUNT:99999999999999999999999999999999999

ISIN AT SETTL Total Total Fee

CUR Transactions

------------ -- ----- --------- ---------------

XXXXXXXXXXXX XX XXX 999999999 9999999999.9999

---------------

TOTAL: 999999999 9999999999.9999

DAILY TOTAL PER CM/SA (XXX): 999999999999 9999999999.9999

DAILY TOTAL PER CM/SI (XXX): XXXXX 9999999999.9999

DAILY TOTAL PER CM/TM (XXX): XXXXX 9999999999.9999

DAILY TOTAL PER CM (XXX) : 9999999999.9999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 201 XML Report Descriptions

4.2.45

CB350 Monthly Fee Statement

Description

Frequency

Availability

The Monthly Fee Statement report provides two types of information:

1. Fee components that are only charged on a monthly basis.

2. Aggregated information of fee components that are charged on a daily basis.

The report is available for EUREX/ECAG Members.

Monthly.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cb350

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb350Grp, repeated 0 ... variable times:

cb350KeyGrp

membClgIdCod

cb350Grp1, repeated 1 ... variable times:

o

cb350KeyGrp1

billMonth

cb350Grp2, repeated 1 ... variable times:

cb350KeyGrp2

o

settlLocat

cb350Grp3, repeated 1 ... variable times:

o

cb350KeyGrp3

settlAcct o

cb350Grp4, repeated 1 ... variable times:

cb350KeyGrp4

settlInst o

cb350Grp5, repeated 1 ... variable times:

cb350KeyGrp5

o

m

o

m

m

m

m

m

o

o

Clearing Member

Billing Month

Settlement Location

Settlement Account

Settlement Institution

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 202 XML Report Descriptions

trdMemb o Trading Member

cb350Grp6, repeated 1 ... variable times:

cb350KeyGrp6

currTypCod o Currency

cb350Grp7, repeated 1 ... variable times:

cb350KeyGrp7

feeGrp o Name of the Fee Group

cb350Grp8, repeated 1 ... variable times:

cb350KeyGrp8

servGrp o Name of the Service Group

cb350Rec, repeated 1 ... variable times:

settlCurr m Settlement Currency

servNam

trdId

servVol

feeVol

settlAmnt

feeTotal

sumServGrp

sumFeeGrpServGrp

o

o

m

m

o

o

o

o

Name of the Service

Trader Id

Volume of usage of the service

Quantity

Settlement Amount

Fee Total/Discount

Sum Service Group

Sum Fee Group Service Group

sumSetlmtAcctAmnt m Total monthly clearing fee/settlmtAcct

sumClgSetlmtInstFeeGrp, repeated 1 ... variable times:

sumClgSetlmtInstFeeRec, repeated 0 ... variable times:

settlInst m Monthly Total per CM/SI

currTypCod

sumClgSetlmtInstAmnt

m

m

sumMembTrdFeeGrp, repeated 1 ... variable times:

sumMembTrdFeeRec, repeated 0 ... variable times:

trdMemb

currTypCod

m

m

Monthly Total per CM/TM

sumTrdMembAmnt m

sumMembClgFeeGrp, repeated 1 ... variable times:

sumMembClgFeeRec, repeated 0 ... variable times:

currTypCod m Monthly Total per CM

sumClgAmnt m

Eurex

XML Report Reference Manual Version V 3.1.3

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Page 203 XML Report Descriptions

Text Report Structure

BILLING MONTH: : 99-9999

CLEARING MEMBER: XXXXX SETTLEMENT LOCATION: XXX SETTLEMENT ACCOUNT: 99999999999999999999999999999999999

TRADING MEMBER : XXXXX SETTLEMENT INSTITUT: XXXXX CURRENCY: XXX

SETTL SETTLEMENT FEE FEE TOTAL/

SERVICE TRADER QUANTITY CUR AMOUNT VOLUME DISCOUNT

---------------------------------------- ------ ------------------ ----- -------------------- -------------------- -----------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX 99999999999999.999 XXX 999999999999999.999 999999999999999.9999 999999999999.9999

-------------------- -------------------- -----------------

Total Fees 999999999999.9999

Monthly Total per CM/SI (XXX): 99999999999999.9999

Monthly Total per CM/SI (XXX): XXXXX 99999999999999.9999

Monthly Total per CM/TM (XXX): 99999999999999.9999

Monthly Total per CM/TM (XXX): XXXXX 99999999999999.9999

Monthly Total per CM (XXX): 99999999999999.9999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 204 XML Report Descriptions

4.2.46

CB702 Cash Settled Contracts Overview

Description

Frequency

Availability

This C7 report shows the cash settled index options on the exercise / assignment day, detailing the profits and losses produced by these contracts.

The cash settlement amount of the net position is calculated by evaluating the strike prices for exercised options against the final settlement price. The individual results are added for each currency, per contract, product and account.

Other cash settled products are no longer included.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb702

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb702Grp, repeated 0 ... variable times:

cb702KeyGrp

membClgIdCod

cb702Grp1, repeated 1 ... variable times:

cb702KeyGrp1

membExchIdCod

m

cb702KeyGrp3

accountName

m

cb702Grp2, repeated 1 ... variable times:

cb702KeyGrp2

currTypCod

cb702Grp3, repeated 1 ... variable times:

m

m

o

o

o

m

o

m

m

m

m

m

Clearing Member

Exchange Member

Currency

Account

Eurex

XML Report Reference Manual

XML Report Descriptions

cb702Grp4, repeated 1 ... variable times:

cb702KeyGrp4

prodId

ticSiz

m

m

Product

Tick Size

TickVal ticVal m

cb702Grp5, repeated 1 ... variable times:

cb702KeyGrp5

flxCntrIdGrpC7, repeated 0 ... 1 times:

cntrClasCod

prodId

o

m

Contract

cntrExpDat

cntrExercisePrice

flxCntrSynProdId

cntrVersNo

exerStylTyp

settlTyp

m

o

m

o

o

m

cntrIdGrpSetlC7, repeated 0 ... 1 times:

cntrClasCod o

prodId

cntrDtlGrpSetlC7

m

cntrExpMthDat

cntrExpYrDat

cntrExercisePrice

cntrVersNo

m

m

o

o

cb702Rec, repeated 1 ... variable times:

TransactionId o

TransactionIdSuffix

netQty

o

o

SfxNo

NetQty

lngShtInd

trnTyp

trnLngQty

trnShtQty

mkToMktTick

finSetlmtAmnt

finSetlmtPrc

membExchIdCodObo

prodTypId

sumCntrFinSetlmtAmnt

sumProdFinSetlmtAmnt

sumAcctFinSetlmtAmnt

o

o

o

o

o

m o

o

m

m

m

m

(XML only)

TrnType

MovLng

MovSht

Mk2Mkt

FinSetlAmnt

FinStlPrc

ExMbrObo

(XML only)

Total per Contract

Total per Product

Total per Account

Version V 3.1.3

05.04.2017

Page 205

Eurex

XML Report Reference Manual

XML Report Descriptions

sumCurrFinSetlmtAmnt

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB702.

m Total per Currency

Version V 3.1.3

05.04.2017

Page 206

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 207 XML Report Descriptions

4.2.47

CB715 Average Pricing

Description

Frequency

Availability

This C7 report shows details about Average Pricing or De-Merge transactions. Average Pricing is the merge of multiple transactions from the current day, with the same instrument, same account and the same buy/sell side. For each Average Pricing transaction the report shows all related transactions as well as the resulting volume weighted average price.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb715

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb715Grp, repeated 0 ... variable times:

cb715KeyGrp

membClgIdCod

cb715Grp1, repeated 1 ... variable times:

m

cb715KeyGrp1

membExchIdCod

cb715Grp2, repeated 1 ... variable times:

cb715KeyGrp2

m

currTypCod

cb715Grp3, repeated 1 ... variable times:

m

cb715KeyGrp3

accountName m

cb715Grp4, repeated 1 ... variable times:

cb715KeyGrp4

o

m

o

m

m

m

m

m

o

o

Clearing Member

Exchange Member

Clearing Instrument Currency

AccountName

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 208 XML Report Descriptions

cntrIdGrpSC7

cntrClasCod

prodId

cntrDtlGrpC7

cntrExpMthDat

cntrExpYrDat

cntrExpDat

cntrExercisePrice

flxCntrSynProdId

cntrVersNo

exerStylTyp

settlTyp

o

m

o

o

o

o

o

o

o

o

cb715Grp5, repeated 1 ... variable times:

cb715KeyGrp5

trnTim

trnTyp

trnTypDec

TransactionId age priced transaction

TransactionIdSuffix

buyCod

trnPrc

trnQty

residual

m

m

m

m m

m

m

m

m

TrnTime

Transaction Type

Average pricing or demerge

Transaction ID of newly created aver-

Suffix of transaction ID

Transaction side

Average price of transaction

Transaction quantity

Residual of average pricing

cb715Rec, repeated 1 ... variable times:

TransactionId one average priced transaction m Transactions grouped together to form

TransactionIdSuffix m Suffix of transaction ID

trnPrc

trnQty transaction

m

m

Transaction Price

Transaction quantity of the individual

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB715.

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 209 XML Report Descriptions

4.2.48

CB730 Position Transfer Summary

Description

Frequency

Availability

This C7 report lists all of the position transfers of a member. The report lists the details of partial position transfers transactions for members.

Transfers shown are partial position transfers, complete position transfers, partial position transfers with or without cash amount and position transfer during a clearer change.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure

cb730

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb730Grp, repeated 0 ... variable times:

cb730KeyGrp

membExchIdCod

membClgIdCod

accountName

cb730Grp1, repeated 1 ... variable times:

cb730KeyGrp1

trnTypDec

sndRcvText

posTrfMod

cb730Rec, repeated 1 ... variable times:

allocationId

prodTypId

cntrIdGrpSC7

M/O Text Report Heading

o

m

m

o

o

m

m

o

m

m

o

m

m

o

o

m

o

m

Exchange Member

Clearing Member

Acccount Name

Transaction type

Sender / Receiver

Pos Transfer Model

AllocationID

Product Type

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 210 XML Report Descriptions

cntrClasCod

prodId

cntrDtlGrpC7

cntrExpMthDat

cntrExpYrDat

cntrExpDat

cntrExercisePrice

flxCntrSynProdId

cntrVersNo

exerStylTyp

settlTyp

positionId

TransactionId

trnLngQty

trnShtQty

membExchIdCodCpty

o

m

o

o

o

o

o

o

o

o

o

o

o

o

m

membClgIdCodCpty

currTypCod

trnCshAmnt

origTrdPrc

posTrfPrc

totCshAmnt

workflowstatus

proposalTxtGrp, repeated 1 times:

m

m

o

o

o

o

m

Text1

Text2

Text3

TxtGrp, repeated 1 times:

o o o

Text1

Text2

Text3

Text1

Text2 o o

Text1

Text2

Text3 o Text3

cb730ApprovalRec, repeated 1 ... variable times:

Position ID

Transaction ID

TsfLng

TsfSht

Exchange Member Cpty

Clearing Member Cpty

Cleared Instrument Currency

Transaction Cash Amount

Original Trade Price

Position Transfer Price

Total Cash Amount

parRole

membId

appStatus

partIdCod

membExchIdCodObo

partIdCodObo

trnDat

trnTim

o

o

o

o

m

o

m

o

Role

Member

Approval Status

User ID

OnBehalf Member

OnBehalf User

Approval Date

Approval Time

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB730.

Version V 3.1.3

05.04.2017

Page 211

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 212 XML Report Descriptions

4.2.49

CB731 Settling Futures Positions Overview

Description

Frequency

Availability

This C7 report contains the open long and short positions of Bond and

FX/Stock futures contracts which expire in the current month. This report is produced daily during the delivery month until the day of notification.

It contains the open long and short positions. It provides the totals per exchange and clearing member.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Ten days before settlement date (warning period).

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb731

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb731Grp, repeated 0 ... variable times:

cb731KeyGrp

membClgIdCod

cb731Grp1, repeated 1 ... variable times:

cb731KeyGrp1

prodTypId

prodId

cntrExpMthDat

cntrExpYrDat

cntrExpDat

flxCntrSynProdId

settlTyp

cb731Grp2, repeated 1 ... variable times:

m

o

o

o

m

m

o

o

o

o

o

m

o

m

m

m

m

m

Clearing Member

Product Type

Product

ExpiryMonth

ExpiryYear

Synp

Eurex

XML Report Reference Manual

XML Report Descriptions

Version V 3.1.3

05.04.2017

Page 213

cb731KeyGrp2

membExchIdCod

cb731Rec, repeated 1 ... variable times:

accountName

posnLngBal

posnShtBal

sumPosnLngBal

Member

sumPosnShtBal

Member

m

o

o

m

o

o

sumCntrPosnLngBal

Clearing Member

sumCntrPosnShtBal

Clearing Member o o

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB731.

Exchange Member

Account

CurrentLongPosition

CurrentShortPosition

Total long position per Exchange

Total short position per Exchange

Total long position per Contract /

Total short position per Contract /

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 214 XML Report Descriptions

4.2.50

CB740 TAIFEX Position Information

Description

Frequency

Availability

This C7 report displays the end-of-day positions in cooperation prodcuts sorted by Eurex member, final beneficiary or Identification

Number, contract, trade side and TAIFEX-member. It indicates the clearing member, exchange member, trade quantity, contract and trade price.

The report is available in xml- and csv-format.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb740

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb740Grp, repeated 0 ... variable times:

cb740KeyGrp

membClgIdCod

cb740Grp1, repeated 1 ... variable times:

m

cb740KeyGrp1

membExchIdCod

cb740Grp2, repeated 1 ... variable times:

cb740KeyGrp2

m

prodTypId

prodId

cb740Grp3, repeated 1 ... variable times:

cb740KeyGrp3

m

m

cntrDtlClassGrpPosC7

cntrClasCod

cntrDtlGrpPosC7

o

o

m

o

m

m

m

m

m

o

o

Clearing Member

Exchange Member

Product Type

Product

Contract Detail

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 215 XML Report Descriptions

cntrExpMthDat

cntrExpYrDat

cntrExercisePrice

trnPrc

cb740Grp4, repeated 1 ... variable times:

cb740KeyGrp4

tfxMbrCod

tfxMbrBrnCod m m

m

m

o

m

tfxBenfiIdNo m

cb740Rec, repeated 1 ... variable times:

trnIdNo2

buyCod

m

m

netQty

rejQty

tfxTrdStsCod

sumNetQty

sumRejQty

m

m

m

m

m

Expiry month

Eypiry year

Exercise price

Prc

TAIFEX Member

Branch

Identification Number

Transaction-No

B/S

Net Qty

Rejected Qty

State

Total per Contract

Total per Contract for RejQty

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB740.

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 216 XML Report Descriptions

4.2.51

CB741 KRX Position Information

Description

Frequency

Availability

This C7 report displays the end-of-day positions in cooperation products sorted by Eurex member, final beneficiary, contract, trade side and KRX-member. It indicates the clearing member, exchange member, trade quantity, contract and trade price.

The report is available in xml- and csv-format.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb741

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb741Grp, repeated 0 ... variable times:

cb741KeyGrp

membClgIdCod m

cb741Grp1, repeated 1 ... variable times:

cb741KeyGrp1

membExchIdCod

cb741Grp2, repeated 1 ... variable times:

cntrClasCod

cntrDtlGrpPosC7

cntrExpMthDat

m

cb741KeyGrp2

prodTypId m

prodId

cb741Grp3, repeated 1 ... variable times:

m

cb741KeyGrp3

cntrDtlClassGrpPosC7

o

m

m

m

o

m

m

o

o

m

o

m

Clearing Member

Exchange Member

Product Type

Product

Contract Detail

Expiry month

Eurex

XML Report Reference Manual

XML Report Descriptions

cntrExpYrDat

cntrExercisePrice

m

o

trnPrc m

cb741Grp4, repeated 1 ... variable times:

cb741KeyGrp4

krxMbrCod m

krxIdNo m

cb741Rec, repeated 1 ... variable times:

trnIdNo2

buyCod

m

m

netQty

krxTrdStsCod

sumNetQty

m

m

m

Eypiry year

Exercise price

Prc

KRX Member

Identification Number

Transaction-No

B/S

Qty

State

Total per Contract

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB741.

Version V 3.1.3

05.04.2017

Page 217

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 218 XML Report Descriptions

4.2.52

CB750 Give-Up Trades Overview

Description

Frequency

Availability

This C7 report shows all give-up trades in chronological order. It lists all predesignated, designated and rejected give-up trades. Give-up trades accepted by the recipient as take-ups are also listed. This report shows detailed information on the approval workflow for give-up trades. The trades given up are listed in order by receiving member, currency, account, product and series. The following totals are calculated:

- Sum of all take-up trades

- Sum of all pending trades at the end of the day

- Sum of all deleted give-up trades.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb750

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb750Grp, repeated 0 ... variable times:

cb750KeyGrp

membClgIdCod

cb750Grp1, repeated 1 ... variable times:

cb750KeyGrp1

membExchIdCod

cb750Grp2, repeated 1 ... variable times:

cb750KeyGrp2

membExchIdCodTo

cb750Grp3, repeated 1 ... variable times:

cb750KeyGrp3

m

m

m

m

o

o

o

m

m

m

m

o

m

Clearing Member

Exchange Member

Receiving Member

Eurex

XML Report Reference Manual

XML Report Descriptions

currTypCod m

cb750Grp4, repeated 1 ... variable times:

cb750KeyGrp4

accountName m

cb750Grp5, repeated 1 ... variable times:

cb750KeyGrp5

cntrIdGrpSC7

cntrClasCod o

m prodId

cntrDtlGrpC7

cntrExpMthDat

cntrExpYrDat

cntrExpDat

cntrExercisePrice

flxCntrSynProdId

cntrVersNo

o

o

o

o

o

o

Currency

Account

exerStylTyp

settlTyp

o

o

cb750Rec, repeated 1 ... variable times:

allocationId m AllocationID

origRpdOrdrNo

TransactionId

TransactionIdSuffix

trnHistAdjInd

o

m m

m

OrdrNo

Transaction ID

Suffix

H

trdDat

buyCod

trdTyp

trnQty

trnPrc

origExchId

workflowstatus

rateIdentifier

prelimFlg

origGrp, repeated 0 ... 1 times:

o

opnClsCod

Text1

o

o

Text2

Text3

ordOriginFirm

beneficiary

o o

o

o

m

o

m

o

m

m

m

m

TrdDat

B

TrT

Quantity

Transaction Price

OrigExc

Rate Identifier

Preliminary Trade Flag

Link Member

Link Beneficiary

Version V 3.1.3

05.04.2017

Page 219

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 220 XML Report Descriptions

proposalGrp, repeated 0 ... 1 times:

acctNameTo o

opnClsCod

Text1

o

o

Text2

Text3

ordOriginFirm

beneficiary

o o

o

o

Link Member

Link Beneficiary

cb750ApprovalRec, repeated 1 ... variable times:

parRole m Role

membId

appStatus

o

m

Member

Approval Status

partIdCod

membExchIdCodObo

partIdCodObo

trnDat

trnTim

sumCntrTrnQtyTakUp

sumCntrTrnQtyPend

sumCntrTrnQtyDel

sumCurrTrnQtyTakUp

sumCurrTrnQtyPend

sumCurrTrnQtyDel

o

o

o

o

o

m

m m

m m

m

User ID

OnBehalf Member

OnBehalf User

Approval Date

Approval Time

Total Qty per Contract Take-Up

Total Qty per Contract Pending

Total Qty per Contract Deleted

Total Qty per Member Take-Up

Total Qty per Member Pending

Total Qty per Member Deleted

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB750.

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 221 XML Report Descriptions

4.2.53

CB751 Take-Up Trades Overview

Description

Frequency

Availability

This C7 report shows all take-up trades in chronological order. It lists all predesignated, designated and rejected take-up trades. This report shows detailed information on the approval workflow for give-up trades. The trades given up are listed in order by receiving member, currency, account, product and series. The following totals are calculated:

- Sum of all take-up trades

- Sum of all pending trades at the end of the day

- Sum of all deleted give-up trades.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb751

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb751Grp, repeated 0 ... variable times:

cb751KeyGrp

membExchIdCod

membClgIdCod

accountName

cb751Grp1, repeated 1 ... variable times:

cb751KeyGrp1

membExchIdCodFrom

cb751Grp2, repeated 1 ... variable times:

cb751KeyGrp2

currTypCod

m

m

m

o

o

m

o

o

o

m

m

m

m

o

m

Exchange Member

Clearing Member

Account

Sending Member

Currency

Eurex

XML Report Reference Manual

XML Report Descriptions

cb751Grp3, repeated 1 ... variable times:

cb751KeyGrp3

cntrIdGrpSC7

cntrClasCod

prodId

cntrDtlGrpC7

o

m

cntrExpMthDat

cntrExpYrDat

cntrExpDat

cntrExercisePrice

flxCntrSynProdId

cntrVersNo

o

o

o

o

o

o

exerStylTyp

settlTyp

cb751Rec, repeated 1 ... variable times:

allocationId m

o

o

origRpdOrdrNo

TransactionId

TransactionIdSuffix

trnHistAdjInd

o

m m

m

trdDat

buyCod

trdTyp

trnQty

trnPrc

origExchId

workflowstatus

rateIdentifier

prelimFlg

proposalGrp, repeated 0 ... 1 times:

o

acctNameTo

opnClsCod

o

o

Text1

Text2

Text3

ordOriginFirm

o

o

o

o o

beneficiary

targetGrp, repeated 0 ... 1 times:

opnClsCod

Text1

o

o

m

o

m

o

m

m

m

m

AllocationID

OrdrNo

Transaction ID

Suffix

H

TrdDat

B

TrT

Quantity

Transaction Price

OrigExc

Rate Identifier

Preliminary Trade Flag

Link Member

Link Beneficiary

Version V 3.1.3

05.04.2017

Page 222

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 223 XML Report Descriptions

Text2

Text3

ordOriginFirm

beneficiary

o o

o

o

Link Member

Link Beneficiary

cb751ApprovalRec, repeated 1 ... variable times:

parRole m Role

membId

appStatus

o

m

Member

Approval Status

partIdCod

membExchIdCodObo

partIdCodObo

trnDat

o

o

o

o

User ID

OnBehalf Member

OnBehalf User

Approval Date

trnTim

sumCntrTrnQtyTakUp

sumCntrTrnQtyPend

sumCntrTrnQtyDel

sumCurrTrnQtyTakUp

sumCurrTrnQtyPend

sumCurrTrnQtyDel

o

m

m m

m m

m

Approval Time

Total Qty per Contract Take-Up

Total Qty per Contract Pending

Total Qty per Contract Deleted

Total Qty per Member Take-Up

Total Qty per Member Pending

Total Qty per Member Deleted

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB751.

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 224 XML Report Descriptions

4.2.54

CB790 Premium Information

Description

Frequency

Availability

This C7 report shows the premium requirement/credit for the current business day for all exchange members, registered customers and clearing members. It shows the net premium and the accumulated premium amounts for the current month, for the previous month and for the current year. All amounts are in the product currency.

The report is available in xml- and csv-format.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb790

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb790Grp, repeated 0 ... variable times:

cb790KeyGrp

membClgIdCod

cb790Grp1, repeated 1 ... variable times:

m

cb790KeyGrp1

currTypCod

cb790Grp2, repeated 1 ... variable times:

cb790KeyGrp2

membExchIdCod

cb790Rec, repeated 1 ... variable times:

accountName

prmPayBal

prmRcvBal

residualBal

prmNetBal

m

m

m

m

o

m

m

o

m

o

m

m

m

m

m

o

o

Clearing Member

Currency

ExchangeMbr

Ac

PremiumPayable

PremiumReceivable

Residual

NetCurrDayAmnt

Eurex

XML Report Reference Manual

XML Report Descriptions

prmMtdBal

prmPrvMthBal

prmYtdBal

sumMembPrmPayBal

sumMembPrmRcvBal

sumMembResidualBal

sumMembPrmNetBal

sumMembPrmMtdBal

sumMembPrmPrvMthBal

sumMembPrmYtdBal

sumCurrPrmPayBal

sumCurrPrmRcvBal

sumCurrResidualBal

sumCurrPrmNetBal

sumCurrPrmMtdBal

sumCurrPrmPrvMthBal

sumCurrPrmYtdBal

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB790.

o

o

o

o

o

o

o

o o

o

o

o o

m

o

m

m

NetCurrMtdAmnt

NetPrevMthAmnt

NetCurrYtdAmnt

Total Per ExcMbr

Total Per ClgMbr

Version V 3.1.3

05.04.2017

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4.2.55

CB795 Variation Margin Information

Description

Frequency

Availability

This C7 report shows the variation margin requirement/credit for the current business day for all exchange members, registered customers and clearing members. It shows the net variation margin and the accumulated variation margin amounts for the current month, for the previous month and for the current year. All amounts are in the product currency.

The report is available in xml- and csv-format.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cb795

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cb795Grp, repeated 0 ... variable times:

cb795KeyGrp

membClgIdCod

cb795Grp1, repeated 1 ... variable times:

cb795KeyGrp1

currTypCod

cb795Grp2, repeated 1 ... variable times:

cb795KeyGrp2

membExchIdCod

cb795Rec, repeated 1 ... variable times:

accountName

vmarPayBal

vmarRcvBal

residualBal

vmarNetBal

m

m

m

o

m m

m

m

m

o

o

o

m

m

m

m

o

m

Clearing Member

Currency

ExchangeMbr

Ac

VarMargPayable

VarMargReceivable

Residual

NetCurrVarMarg

Eurex

XML Report Reference Manual

XML Report Descriptions

vmarMtdBal

vmarPrvMthBal

vmarYtdBal

sumMembVmarPayBal

sumMembVmarRcvBal

sumMembResidualBal

sumMembVmarNetBal

sumMembVmarMtdBal

sumMembVmarPrvMthBal

sumMembVmarYtdBal

sumCurrVmarPayBal

sumCurrVmarRcvBal

sumCurrResidualBal

sumCurrVmarNetBal

sumCurrVmarMtdBal

sumCurrVmarPrvMthBal

sumCurrVmarYtdBal

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB795.

o

o

o

o

o

o o

o

o

o

o

o o

m

o

m

m

NetCurrMtdAmnt

NetPrevMthAmnt

NetCurrYtdAmnt

Total Per ExcMbr

Total Per ClgMbr

Version V 3.1.3

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XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 228 XML Report Descriptions

4.3

CC Clearing Margin

4.3.1

CC010 Premium Margin

Description

Frequency

Availability

This report shows the premium margin of all positions in all options series within a class, the total premium margin of the class and the premium margin of the relevant exchange member account. All amounts are in the product currency. The liquidation costs and proceeds for open net positions are calculated by using the current day closing prices of the options. Open long positions are netted with open short positions. The premium margin of a margin class is the net amount of the liquidation costs and proceeds from all positions in this margin class. It shows options positions and premium margins by series. Each net position is multiplied by the trade unit value and the day closing value of the relevant option to calculate the premium margin for net long (credit) or net short (debit) positions. Multiplying the net position by the intrinsic value of the relevant option yields the premium margin. The margin calculation for TES Flexible Options transactions are also listed in this report.

The following statements apply to the intraday report:

- In-the-money value (difference between exercise price and closing price of the underlying) of the relevant option is used for exercised and assigned positions.

- Exercised positions are netted with assigned positions.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

M/O Text Report Heading XML Report Structure

cc010

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

m

o

o

o

m

o

m

m

m

Eurex

XML Report Reference Manual

XML Report Descriptions

rptPrntRunDat

cc010Grp, repeated 0 ... variable times:

cc010KeyGrp

membClgIdCod

cc010Grp1, repeated 1 ... variable times:

cc010KeyGrp1

membExchIdCod

acctTypGrp

m

m

cc010Grp2, repeated 1 ... variable times:

cc010KeyGrp2

currTypCod

cc010Grp3, repeated 1 ... variable times:

m

m

m

cc010KeyGrp3

mgnClsCod m

secuLstClsPrc m

cc010Grp4, repeated 0 ... variable times:

cc010KeyGrp4, repeated 0 ... 1 times:

cntrIdGrp

cntrClasCod

prodId

o

m

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

m

m

o

cntrVersNo o

cc010KeyGrp4A, repeated 0 ... 1 times:

flxCntrTrnIdNo

trnIdSfxNo

1

1

flxCntrIdGrp

cntrClasCod

prodId

cntrExpDat

o

m

m

flxOptCntrExerPrc

cntrVersNo

exerStylTyp

setlTypCod

cc010Rec, repeated 1 ... variable times:

posnLngBal m

posnExrBal

posnShtBal

m

m

o

o

o

m

Clearing Member

Exchange Member

Ac

Curr

Margin Class

UndrClsPrc

Contract

FlxTrnNo

SfxNo

FlxContract

LngOpn

LngExer

ShtOpn

Version V 3.1.3

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posnAsdBal

posnNetLng

posnNetSht

lngShtInd

lstSetlmtPrc

trdUntVal

mgnPremiumAmnt

sumMgnMgnPremiumAmnt

sumAcctMgnPremiumAmnt

m

o

m

m

m

m

m m

o

ShtAsg

Net Lng

Net Sht

SetlPrc

TrdUntVal

PremMgn

Total Premium Margin For Class

Total Premium Margin For Account

Text Report Structure

Clearing Member Exchange Member Ac Curr

------------------------------------------------ ------------------------------------------------ -- ----

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XX XXX

Margin Class UndrClsPrc

-------------------------------------- ------------

XXXXX - MARGIN CLASS LONG NAME 9,999.99999+

Contract FlxTrnNo SfxNo FlxContract

------------------------ --------- ----- --------------------------------

X XXXX XXX 9999 999999 9 999999999 99999 X XXXX 31-12-09 99999.9999 9 X X

LngOpn LngExer ShtOpn ShtAsg Net Lng Net Sht SetlPrc TrdUntVal PremMgn

------------- ------- ------------- ------- ------- ------- - ---------- ----------- ------------------

9,999,999,999 999,999 9,999,999,999 999,999 999,999 999,999 X 9999.99999 999999.9999 99,999,999,999.99+

------------------

Total Premium Margin For Class 9,999,999,999.99+

------------------

Total Premium Margin For Account 99,999,999,999.99+

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 231 XML Report Descriptions

4.3.2

CC011 Current Liquidating Margin

Description

Frequency

Availability

This report shows the current liquidating values for risk net positions and gross trades together with the corresponding cash risk positions and the resulting adjusted margin requirement per risk position (for gross positions margin credits are not taken into account). In addition, the current liquidating margin per margin class and account type is displayed.

Equities, bonds or subscription rights are considered as security risk positions. Cash positions result out of pending trades (equities and bonds), corporate action income events, associated cash risk positions and price differences. The current liquidating values are listed per ISIN for different settlement dates within a margin class. All figures are displayed in the security settlement currency.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cc011

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc011Grp, repeated 0 ... variable times:

cc011KeyGrp

membClgIdCod

cc011Grp1, repeated 1 ... variable times:

cc011KeyGrp1

membExchIdCod

m

m

cc011Grp2, repeated 1 ... variable times:

cc011KeyGrp2

acctTypGrp

currTypCod

cc011Grp3, repeated 1 ... variable times:

m

m

o

o

o

m

o

m

m

m

m

m

Clearing Member

Exchange Member

Account

Currency

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 232 XML Report Descriptions

cc011KeyGrp3

mgnClsCod

currIntRat

upAdptIntRat

m

m

m

downAdptIntRat m

cc011Grp4, repeated 1 ... variable times:

cc011KeyGrp4

secuIsin

secuLstClsPrc

secuCpnRat

m m

m

cc011Rec, repeated 1 ... variable times:

trdStlDat m

trdLoc

trdDat

extTrdNum

pstSecuNet

m

m

m

m

cshPosNet

clvCpnAdjInd

amntClvSecu

amntClvCsh

adjMgn

sumSecuMgnPremiumAmnt

ISIN Class And Account

sumMgnMgnPremiumAmnt

Class And Account

m

m

m

m

m

o

m

Margin Class

Cash Interest Rate

Risk Adapted Interest Rates - Up

Risk Adapted Interest Rates - Down

ISIN

Settlement Price

Coupon Rate

SetlDat

Loc

TrdDat

TrdNo

SecuPos

CshPos

CA

CrtLiqValSecu

CrtLiqValCsh

AdjMgn

Total Current Liquidating Margin For

Total Current Liquidating Margin For

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 233 XML Report Descriptions

Text Report Structure

Clearing Member Exchange Member Account Currency

------------------------------------------------ ------------------------------------------------ ------- --------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XX XXX

Margin Class Cash Interest Rate Risk Adapted Interest Rates - Up Risk Adapted Interest Rates - Down

-------------- ---------------------- ------------------------------------ --------------------------------------

XXXXX 999,999,999.9999+ 999,999,999.9999+ 999,999,999.9999+

ISIN Settlement Price Coupon Rate

--------------------------------------------------------------------------- ---------------- ------------------

XXXXXXXXXXXX - ISIN LONG NAME 9,999.99999+ +9,999,999,999.999

SetlDat Loc TrdDat TrdNo SecuPos CshPos CA CrtLiqValSecu CrtLiqValCsh AdjMgn

-------- ---- -------- ---------- ------------------ ------------------ -- ------------------ ------------------ ------------------

31-12-09 XXXX XXXXXXXX XXXXXXXXXX 9,999,999,999.999+ 99,999,999,999.99+ XX 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

------------------

Total Current Liquidating Margin For ISIN Class And Account 99,999,999,999.99+

------------------

Total Current Liquidating Margin For Class And Account 9,999,999,999.99+

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Page 234 XML Report Descriptions

4.3.3

CC020 Futures Spread Margin

Description

Frequency

Availability

This report shows the future spread margin per margin class and account type that must be paid for the futures spread positions for the delivery month and back months. The total spread margin is then used to calculate the total margin. All amounts are in the product currency.

The net positions of the delivery month and of the back months are listed by contract and margin class within an account. The long or short net positions of the delivery month are balanced against the positions of back months to arrive at the Spot Month Position.

Spot Month Margin is calculated as follows:

Quantity of Spot Month Spreads * Spot Month Future Rate per contract

After balancing the Spot Month Positions, the remaining long and short positions are balanced against the contracts from the back months

(Back Months Position).

Back Month Margin is calculated as follows:

Quantity of Back Months Spreads * Back Months Future Rate per contract

The spread margin of the delivery month and the spread margin of the back months are then added to calculate the Total Spread Margin of the margin class.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

M/O Text Report Heading XML Report Structure

cc020

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc020Grp, repeated 0 ... variable times:

cc020KeyGrp

membClgIdCod

cc020Grp1, repeated 1 ... variable times:

m

m

o

m

m

o

o

m

o

m

m Clearing Member

Eurex

XML Report Reference Manual

XML Report Descriptions

cc020KeyGrp1

membExchIdCod

cc020Grp2, repeated 1 ... variable times:

cc020KeyGrp2

m

currTypCod

acctTypGrp

cc020Grp3, repeated 1 ... variable times:

cc020KeyGrp3

m

m

mgnClsCod

bckMthSpdRat

sptMthSpdRat m

cc020Rec, repeated 1 ... variable times:

m

m

futCntrIdGrp, repeated 0 ... 1 times:

prodId m

cntrExpMthDat

cntrExpYrDat

m

m

flxCntrTrnIdNo

trnIdSfxNo

flxCntrIdGrp, repeated 0 ... 1 times:

cntrClasCod o

1

1

prodId

cntrExpDat

flxOptCntrExerPrc

cntrVersNo

o

o

m

m

exerStylTyp

setlTypCod

mgnLngAllBal

mgnShtNotBal

cc020Mth, repeated 1 ... variable times:

cc020MthGrp

prodId

cntrExpMthDat

o

m

o

m

m

m

cntrExpYrDat

mgnLngAllBal

mgnShtNotBal

sptMthNetBal

bckMthNetLngBal

bckMthNetShtBal

sptMthTotBal

bckMthTotLngBal

m

m

m m

m

m

m

m

Exchange Member

Currency

Account

Margin Class

Back Mth Margin/Contract

Spot Mth Margin/Contract

Contract

FlxTrnNo

SfxNo

FlxContract

LngOpn/Allc

ShtOpn/Notif

Month Total

LngOpn/Allc

ShtOpn/Notif

SpotMthNet

BckMthNetLng

BckMthNetSht

Margin Class Total

Version V 3.1.3

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Page 235

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Page 236 XML Report Descriptions

bckMthTotShtBal

posnNonSpread

sptMthSpdPos

sptMthSpdMgn

bckMthSpdPos

bckMthSpdMgn

totSpdMgn

With Factor

mgnFctrPct

totSpdMgnFctr

sumAcctTotSpdMgn

Factor

mgnFctrPct

sumAcctTotSpdMgnFctr

m

m

m m

m

m

m

m m

m

m

m

Non Spread Positions

Spot Mth Position/Margin

Back Mth Position/Margin

Total Spread Margin/Margin Factor %/

Account Total/Margin Factor %/With

Text Report Structure

Clearing Member Exchange Member Currency Account

------------------------------------------------ ------------------------------------------------ -------- -------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX

Margin Class Back Mth Margin/Contract Spot Mth Margin/Contract

-------------------------------------- ------------------------ ------------------------

XXXXX - MARGIN CLASS LONG NAME 999,999,999 999,999,999

Contract FlxTrnNo SfxNo FlxContract LngOpn/Allc ShtOpn/Notif

---------------------------------- --------- ----- -------------------------------- ----------- ------------

XXXX XXX 9999 999999999 99999 X XXXX 31-12-09 99999.9999 9 X X 999,999,999 999,999,999

Month Total LngOpn/Allc ShtOpn/Notif SpotMthNet BckMthNetLng BckMthNetSht

---------------------------------- ------------- ----------------- ------------ ------------ -----------------

XXXX XXX 9999 999,999,999 999,999,999 99,999,999 L 999,999,999 999,999,999

------------ ------------ -----------------

Margin Class Total 99,999,999 L 999,999,999 999,999,999

-------------

Non Spread Positions 999,999,999 L

------------- -----------------

Spot Mth Position/Margin 999,999,999+ 999,999,999.99+

------------- -----------------

Back Mth Position/Margin 999,999,999+ 999,999,999.99+

----------------- ------------ -----------------

Total Spread Margin/Margin Factor %/With Factor 999,999,999.99+ 999 999,999,999.99+

----------------- ------------ -----------------

Account Total/Margin Factor %/With Factor 9,999,999,999.99+ 999 9,999,999,999.99+

Eurex

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Page 237 XML Report Descriptions

4.3.4

CC031 Theoretical Values II

Description

Frequency

Availability

CRE Area

This report shows the theoretical liquidating values for bonds. Possible maximum up and down price movements, and additional information required for the risk based margining is also shown. All amounts are in the product currency.

It is used to calculate the liquidating values of the exchange member bond positions in order to determine the additional margin.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for all members.

Public.

XML Report Structure

cc031

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc031Grp, repeated 0 ... variable times:

cc031KeyGrp

mgnClsCod

mgnParm

cc031Grp1, repeated 1 ... variable times:

cc031KeyGrp1

currTypCod

currIntRat

cc031Rec, repeated 1 ... variable times:

secuIsin

secuCpnRat

secuCurClsPrc

secuMaxUpPrc

secuMaxDownPrc

M/O Text Report Heading

m

m

m

m

m

m

m

m

m

m

m

o

m

m

o

o

m

o

m

Margin Class

Margin Parameter

Currency

Cash Interest Rate

ISIN

Coupon

CurrClosingPrice

MaxUpMovement

MaxDownMovement

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 238 XML Report Descriptions

cpnDat

paymDat

recDat

cpnAdj o

o

o

m

CouponDate

PaymentDate

RecordDate

CouponAdj

Text Report Structure

Margin Class Margin Parameter Currency Cash Interest Rate

------------------ ------------------ -------- --------------------

XXXXX +999,999,999.99 XXX 999,999,999.9999+

ISIN Coupon CurrClosingPrice MaxUpMovement MaxDownMovement CouponDate PaymentDate RecordDate CouponAdj

------------ ------------------ ---------------- ------------- --------------- ---------- ----------- ---------- ------------------

XXXXXXXXXXXX +9,999,999,999.999 +999,999.99 +999999999.99 +999999999.99 31-12-09 31-12-09 31-12-09 +9,999,999,999.999

Eurex

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05.04.2017

Page 239 XML Report Descriptions

4.3.5

CC033 Theoretical Values III

Description

Frequency

Availability

CRE Area

This report contains information about the theoretical liquidating values for equities.

It shows the theoretical values for equities and conditional subscription rights (i.e. securities with asymmetrical margin parameters). Expected up and down price movements are shown. All prices used in margin calculation are shown here (i.e. the maximum and minimum expected price, the settlement price as well as interim values). This corresponds to the maximum and minimum expected price movement and the settlement price. All figures are displayed in the security settlement currency.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for all members.

Public.

XML Report Structure

cc033

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc033Grp, repeated 0 ... variable times:

cc033KeyGrp

currTypCod

cc033Grp1, repeated 1 ... variable times:

cc033KeyGrp1

mgnClsCod

mgnParm

mgnParmDown

mgnParmFlg

cc033Rec, repeated 1 ... variable times:

secuIsin

M/O Text Report Heading

m

m

m

m

o

o

o

m

o

m

m

m m

m

m

m

Currency

MarginClass

MarginParameterUp

MarginParameterDown

Unit

ISIN

Eurex

XML Report Reference Manual

XML Report Descriptions

mgnCalcPrc

prcTyp

m

m

Prices

PriceType

Text Report Structure

Currency

--------

XXX

MarginClass MarginParameterUp MarginParameterDown Unit ISIN Prices PriceType

------------- ----------------- ------------------- ---- ------------ ----------------- ------------

XXXXX +999,999,999.99 +999,999,999.99 X XXXXXXXXXXXX +99,999,999.99999 XXXXXXXXXXXX

Version V 3.1.3

05.04.2017

Page 240

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Page 241 XML Report Descriptions

4.3.6

CC034 Theoretical Prices

Description

Frequency

Availability

CRE Area

This report contains information about the liquidating values of unconditional subscription rights.

It contains information about the theoretical prices for unconditional subscription rights. The theoretical value is displayed for the maximum and minimum expected price as well as for the settlement price of the underlying. The maximum and minimum expected price movement and the settlement price are shown. If the underlying of the subscription right is also an underlying of derivatives, it is necessary for cross margining to display the theoretical value of the subscription right for intermediate strike prices of derivatives. All amounts are in the security settlement currency.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for all members.

Public.

XML Report Structure M/O Text Report Heading

cc034

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc034Grp, repeated 0 ... variable times:

cc034KeyGrp

currTypCod

cc034Grp1, repeated 1 ... variable times:

cc034KeyGrp1

mgnClsCod

mgnParm

mgnParmFlg

cc034Grp2, repeated 1 ... variable times:

cc034KeyGrp2

m

m

m m

o

m

o

m

m

m

m

m

o

o

Currency

MgCls

MgnParm

U

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 242 XML Report Descriptions

secuIsin

undrIsin

subsRtio

subsPrc

mgnVola

subsPerEndDat

cc034Rec, repeated 1 ... variable times:

projPrc

prcKey

subsRghtTheoVal

m

m

m

m

m

m

m

m

m

ISIN

ISINOfUndr

SubsRtio

SubsPrc

Vola %

SubsPEnd

Prc

Prc Typ

TheoVal

Text Report Structure

Currency

--------

XXX

MgCls MgnParm U ISIN ISINOfUndr SubsRtio SubsPrc Vola % SubsPEnd Prc Prc Typ TheoVal

----- --------------- - ------------ ------------ ---------- ----------- ------ -------- ----------------- ------------ ------------

XXXXX +999,999,999.99 X XXXXXXXXXXXX XXXXXXXXXXXX +999.99999 +999,999.99 +99.99 31-12-09 +99,999,999.99999 XXXXXXXXXXXX +99999.99999

Eurex

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Page 243 XML Report Descriptions

4.3.7

CC040 Liquidating Values

Description This report shows the worst-case liquidation costs or proceeds in all the series, equity and subscription right positions of a margin class for the following 6 scenarios: 1) upside price movement / volatility movement up; 2) upside price movement / volatility movement neutral;

3) upside price movement / volatility movement down; 4) downside price movement / volatility movement up; 5) downside price movement

/ volatility movement neutral; 6) downside price movement / volatility movement down.

However, the volatility up and down scenarios are evaluated and displayed only for margin classes that contain non-expired options.

The worst-case strike price for given price and volatility movement direction is chosen for margin class as whole and the total liquidation costs or proceeds for the margin class are shown. In the case maturitydependent margin class, the total is calculated for each expiration separately. All amounts are in the product currency.

For equities the liquidating value is calculated with different theoretical prices within the margin interval and considering discount effects. For conditional subscription rights the liquidating value is calculated with the maximal and minimal theoretical value of the conditional subscription right. Discounting effects are considered for all subscription rights. The liquidating values are calculated with the prices shown on CC033 and CC034.

Displayed is the highest calculated difference (also called the worst case) to the immediate liquidating costs and proceeds for the upside and downside interval zones for each of the three volatility movement scenarios separately. The case of zero movement of the underlying price is also evaluated as a scenario (called price-neutral). If priceneutral scenario results in a liquidation cost greater than the liquidation cost for both up and down price movements, the lesser of price-up and price-down cost is substituted by the price-neutral liquidation cost. All figures are displayed in the product currency.

Short Option Minimum:

An adjustment is made to all short option positions where the worst case liquidating value is lower than a defined minimum amount. These adjustments are taken into consideration if the entire position of the respective margin class bears its maximum closeout risk at either end of the margin interval. If the maximum closeout risk is related to any option strike price in between the downside and upside boundaries of the margin interval, the short option adjustment is not applied.

Eurex

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05.04.2017

Page 244 XML Report Descriptions

Frequency

Availability

The short option minimum calculation takes into account the limited risk profile of options combinations to reduce the cost of collateral deposit for Eurex members. Any short call position risk is limited by long call positions with same or longer time to expiry and lower or equal strike or by any long future position. Any short put position risk is limited by long put positions with same or longer time to expiry and higher or equal strike or by any short future position. This cross margining is only provided within a margin class.

Remark: The unit value of the subscription right is already taken into account when the theoretical value of the subscription right is calculated on CC034.

Flexible Contracts: The calculation of liquidating values for Flexible contracts is also included in this report. The rows for Flexible contracts are listed after the standard contract positions in each margin class.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cc040

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc040Grp, repeated 0 ... variable times:

cc040KeyGrp

membClgIdCod

cc040Grp1, repeated 1 ... variable times:

cc040KeyGrp1

membExchIdCod

cc040Grp2, repeated 1 ... variable times:

cc040KeyGrp2

acctGrpCod

o

o

o

m

o

m

m

m

m

m

m

m

m

Clearing Member

Exchange Member

Account

Eurex

XML Report Reference Manual

XML Report Descriptions

currTypCod

mgnGrpCod

mgnClsCod

expiryGrp

mgnClsExpMthDat

mgnClsExpYrDat o o

cshIntRat

cc040Grp3, repeated 1 ... variable times:

m

m

m

m

cc040KeyGrp3

cc040KeyGrp3C, repeated 0 ... 1 times:

undrIsin

settlDat

o

o

cc040KeyGrp3A, repeated 0 ... 1 times:

cntrIdGrp

cntrClasCod

prodId

o

m

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

m

m

o

cntrVersNo o

cc040KeyGrp3B, repeated 0 ... 1 times:

flxCntrTrnIdNo

trnIdSfxNo

1

1

flxCntrIdGrp

cntrClasCod

prodId

cntrExpDat

flxOptCntrExerPrc

cntrVersNo

exerStylTyp

setlTypCod

o

o

o

m

o

m

m

cc040Rec, repeated 1 ... variable times:

secuIsin o

addMgnUsage

netRskPos

o

m

lngShtExerAllcInd

netFutPos

optEquVal

shtOptMinCompGrp

o

o

o

Curr

Margin Group

Margin Class

Expiry

Cash Interest Rate

Security

Settl Date

Contract

FlxTrnNo

SfxNo

FlxContract

(XML only)

I

Risk Position

LSAE

NetFutPos

OptEqu

Version V 3.1.3

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XML Report Reference Manual

XML Report Descriptions

shtOptMinCompInd

shtOptMinCompTxt

o

o

SOM Comp

shtOptMinCompQty

trdUntVal

posnCurVal

curSecuPrice

o

m

m

m

Unit Val

Crt Liqu Value

Crt Secu Price

currentVola m Crt Vola

cc040Grp4JustAlign, repeated 0 ... variable times:

cc040Rec4JustAlign, repeated 0 ... 1 times:

alignLiqValRowName m Scenario

alignCalcUndPrcPuVu

alignScenarioVolaPuVu

m

m

align

align

alignCalcUndPrcPuVn

alignScenarioVolaPuVn

alignCalcUndPrcPuVd

alignScenarioVolaPuVd

m

m

m

m

align

align

align

align

alignCalcUndPrcPdVu

alignScenarioVolaPdVu

alignCalcUndPrcPdVn

alignScenarioVolaPdVn

m

m

m

m

align

align

align

align

alignCalcUndPrcPdVd

alignScenarioVolaPdVd

m

m

align

align

cc040LiqValRec, repeated 1 ... variable times:

liqValRowName m Scenario

shtOptMinCompIndPuVu

liquValuePuVu

shtOptMinCompIndPuVn

liquValuePuVn

shtOptMinCompIndPuVd

liquValuePuVd

shtOptMinCompIndPdVu

liquValuePdVu

o

o

o

m

o

o

o

o

PriceUpVolaUp

PriceUpVolaNeut

PriceUpVolaDown

PriceDownVolaUp

shtOptMinCompIndPdVn

liquValuePdVn

shtOptMinCompIndPdVd

liquValuePdVd

cc040Grp3PrcVola, repeated 0 ... 1 times:

calcUndPrcPuVu m

volatilityPuVu

calcUndPrcPuVn

m

m

o

o

o

m PriceDownVolaNeut

PriceDownVolaDown

Price/Vola

Version V 3.1.3

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Page 247 XML Report Descriptions

volatilityPuVn

calcUndPrcPuVd

volatilityPuVd

calcUndPrcPdVu

volatilityPdVu

calcUndPrcPdVn

volatilityPdVn

calcUndPrcPdVd

m

m

m

m

m

m

m

m

volatilityPdVd m

cc040Grp3PrcNoVola, repeated 0 ... 1 times:

calcUndPrcPuVn

volatilityPuVn

m

m

Price/Vola

calcUndPrcPdVn

volatilityPdVn

m

m

cc040Grp2CrtLiqu, repeated 0 ... 1 times:

sumCntrCurr

Total Crt Liqu Value m

cc040Grp2CrtLiquUp, repeated 0 ... 1 times:

sumCntrCurrUp

Total Crt Liqu Value Up m

Totals Per Margin Class

Totals Per Margin Class

cc040Grp2CrtLiquDown, repeated 0 ... 1 times:

sumCntrCurrDown

Total Crt Liqu Value Down m Totals Per Margin Class

cc040Grp2CrtLiquExpiry, repeated 0 ... 1 times:

sumCntrCurr

Total Crt Liqu Value m Totals Per Margin Class Expiry

cc040RecAlignSum, repeated 0 ... variable times:

alignRiskRowName7 m align

mgnClsCurrRiskRow

alignLiquValuePuVu

alignLiquValuePuVn

alignLiquValuePuVd

o

m

m m

Liqu Value

alignLiquValuePdVu

alignLiquValuePdVn

alignLiquValuePdVd m

cc040GrpVolaSum, repeated 0 ... 1 times:

m

m

sumTheoValPuVu

sumTheoValPuVn

sumTheoValPuVd

sumTheoValPdVu

m m m

m

Liqu Value

Eurex

XML Report Reference Manual

XML Report Descriptions

sumTheoValPdVn

sumTheoValPdVd

mgnClsCurr

riskPuVu

riskPuVn

riskPuVd

riskPdVu

riskPdVn

riskPdVd m

cc040GrpNoVolaSum, repeated 0 ... 1 times:

sumTheoValPuVn

sumTheoValPdVn

m

m

mgnClsCurr

riskPuVn

riskPdVn

o

m

m

m m m

m

m m

o

m

Risk

Liqu Value

Risk

Version V 3.1.3

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Text Report Structure

Clearing Member Exchange Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Account Curr Margin Group Margin Class Expiry Cash Interest Rate

------- ---- ------------ -------------------------------------- -------- ------------------

XX XXX XXXXX XXXXX - MARGIN CLASS LONG NAME XXX 9999 999.9999+

Security Settl Date Contract FlxTrnNo SfxNo FlxContract

------------ ---------- ------------------------ --------- ----- --------------------------------

XXXXXXXXXXXX 31-12-09 X XXXX XXX 9999 999999 9 999999999 99999 X XXXX 31-12-09 99999.9999 9 X X

I Risk Position LSAE NetFutPos OptEqu SOM Comp Unit Val Crt Liqu Value Crt Secu Price Crt Vola

- ------------------ ---- ----------- ---------- -------------- ----------- ------------------- -------------- --------

X 9,999,999,999.999+ X 99,999,999+ 999999999+ XXXXX999999999 999999.9999 999,999,999,999.99+ 9,999.99999 999.99

Scenario align align align align align align align align align align align align

----------- ------------ ------ ------------ ------ ------------ ------ ------------ ------ ------------ ------ ------------ ------

XXXXXXXXXXX 9,999,999.99 999.99 9,999,999.99 999.99 9,999,999.99 999.99 9,999,999.99 999.99 9,999,999.99 999.99 9,999,999.99 999.99

Scenario PriceUpVolaUp PriceUpVolaNeut PriceUpVolaDown PriceDownVolaUp PriceDownVolaNeut PriceDownVolaDown

----------- - ----------------- - ----------------- - ----------------- - ----------------- - ----------------- - -----------------

XXXXXXXXXXX X 9,999,999,999.99+ X 9,999,999,999.99+ X 9,999,999,999.99+ X 9,999,999,999.99+ X 9,999,999,999.99+ X 9,999,999,999.99+

------------ ------ ------------ ------ ------------ ------ ------------ ------ ------------ ------ ------------ ------

Price/Vola 9,999.99999 999.99 9,999.99999 999.99 9,999.99999 999.99 9,999.99999 999.99 9,999.99999 999.99 9,999.99999 999.99

------------ ------ ------------ ------

Price/Vola 9,999.99999 999.99 9,999.99999 999.99

-------------------

Totals Per Margin Class Total Crt Liqu Value 999,999,999,999.99+

-------------------

Totals Per Margin Class Total Crt Liqu Value Up 999,999,999,999.99+

-------------------

Totals Per Margin Class Total Crt Liqu Value Down 999,999,999,999.99+

-------------------

Totals Per Margin Class Expiry Total Crt Liqu Value 999,999,999,999.99+

align Liqu Value

------- --- ------------------- ------------------- ------------------- ------------------- ------------------- -------------------

XXXXXXX XXX 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+

------------------- ------------------- ------------------- ------------------- ------------------- -------------------

Liqu Value 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+

--- ------------------- ------------------- ------------------- ------------------- ------------------- -------------------

Risk XXX 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+

------------------- -------------------

Liqu Value 999,999,999,999.99+ 999,999,999,999.99+

--- ------------------- -------------------

Risk XXX 999,999,999,999.99+ 999,999,999,999.99+

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4.3.8

CC045 Additional Margin

Description

Frequency

Availability

This report shows the calculation of the additional margin, displayed in the margin class currency. 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 liquidation 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 CC040), 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 and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

M/O Text Report Heading XML Report Structure

cc045

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc045Grp, repeated 0 ... variable times:

cc045KeyGrp

membClgIdCod

cc045Grp1, repeated 1 ... variable times:

m

m

o

m

m

o

o

m

o

m

m Clearing Member

Eurex

XML Report Reference Manual

XML Report Descriptions

cc045KeyGrp1

membExchIdCod

cc045Grp2, repeated 1 ... variable times:

cc045KeyGrp2

m

clgCurrTypCod

acctTypGrp

cc045Grp3, repeated 1 ... variable times:

cc045KeyGrp3

m

m

Exchange Member

Clearing Currency

Account

mgnGrpCod o

cc045Rec, repeated 1 ... variable times:

grpOffSet

mgnClsCod

o

m

expiryGrp

mgnClsExpMthDat

mgnClsExpYrDat

mgnClsCurr

o o

m

MgnGrp

OfsFac

MgnCl

Expiry

worstCaseScenario

addMgnWorstCaseAmnt

mgnFctrPct

mgnAddlAmntFctr

m

m

m

m

Cur

Worst case scenario

Pure Additional Mgn

MgnFct %

Additional Mgn

cc045RecRisk, repeated 1 ... variable times:

riskRowName m Scenario

mgnClsCurrRiskRow

addMgnAmntPuVu

m

o

Cur

PriceUpVolaUp

addMgnAmntPuVn

addMgnAmntPuVd

addMgnAmntPdVu

addMgnAmntPdVn

m o o

m

PriceUpVolaNeut

PriceUpVolaDown

PriceDownVolaUp

PriceDownVolaNeut

addMgnAmntPdVd o

cc045RecExchRat, repeated 0 ... 1 times:

PriceDownVolaDown

mgnClsCurrExRow

exchRatPuVu

m

o

AdjExRat

exchRatPuVn

exchRatPuVd

exchRatPdVu

exchRatPdVn

exchRatPdVd o

cc045RecOffset, repeated 0 ... 1 times:

mgnClsCurrAdjRow

adjAddAmntPuVu

m

o

m

o o m

Offset

Version V 3.1.3

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adjAddAmntPuVn

adjAddAmntPuVd

adjAddAmntPdVu

adjAddAmntPdVn

adjAddAmntPdVd

cc045Grp3Sum, repeated 0 ... 1 times:

o

mgnClsCurrTotRow

sumMgnAdjAddAmntPuVu

m

o

m o o

m

sumMgnAdjAddAmntPuVn

sumMgnAdjAddAmntPuVd

sumMgnAdjAddAmntPdVu

sumMgnAdjAddAmntPdVn

sumMgnAdjAddAmntPdVd o m o

m

o

GroupTot

Text Report Structure

Clearing Member Exchange Member Clearing Currency Account

------------------------------------------------ ------------------------------------------------ ----------------- -------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX

MgnGrp OfsFac MgnCl Expiry Cur Worst case scenario Pure Additional Mgn MgnFct % Additional Mgn

------ ------ ----- -------- --- ------------------- ------------------- -------- ------------------

XXXXX 9.99+ XXXXX XXX 9999 XXX XXXXXXXXXXXXXXXXXXX 99,999,999,999.99+ 999 99,999,999,999.99+

Scenario Cur PriceUpVolaUp PriceUpVolaNeut PriceUpVolaDown PriceDownVolaUp PriceDownVolaNeut PriceDownVolaDown

-------- --- ------------------ ------------------ ------------------ ------------------ ------------------ ------------------

XXXXXXXX XXX 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

--- ------------------ ------------------ ------------------ ------------------ ------------------ ------------------

AdjExRat XXX 999999999.999999+ 999999999.999999+ 999999999.999999+ 999999999.999999+ 999999999.999999+ 999999999.999999+

--- ------------------ ------------------ ------------------ ------------------ ------------------ ------------------

Offset XXX 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

--- ------------------ ------------------ ------------------ ------------------ ------------------ ------------------

GroupTot XXX 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

Eurex

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4.3.9

CC050 Daily Margin

Description

Frequency

Availability

This report deals with the daily margin requirements (or margin credit) for each exchange member. The margin requirement is calculated based on the premium/current liquidating margin, futures spread margin and additional margin. All margin components are listed in this report. All amounts are in the product currency. Margin calculations resulting from Flexible Contracts are included in the corresponding margin class records.

The intermediate results of the margin calculation for cash positions, options and futures are totaled by margin class. The results for traditional style options are taken from the Premium Margin Report

(CC010); the results for cash bond positions come from the Current

Liquidating Margin Report (CC011); the results for futures come from the Futures Spread Margin Report (CC020); the calculations for the additional margin is in the Theoretical Values Report (CC031) and the

Additional Margin Report (CC045).

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cc050

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc050Grp, repeated 0 ... variable times:

cc050KeyGrp

membClgIdCod

cc050Grp1, repeated 1 ... variable times:

cc050KeyGrp1

membExchIdCod

cc050Grp2, repeated 1 ... variable times:

o

o

o

m

o

m

m

m

m

m

m

m

Clearing Member

Exchange Member

Eurex

XML Report Reference Manual

XML Report Descriptions

cc050KeyGrp2

currTypCod

cc050Grp3, repeated 1 ... variable times:

cc050KeyGrp3

m

acctTypGrp m

cc050Rec, repeated 1 ... variable times:

mgnGrpCod

mgnClsCod

m

m

mgnPremiumAmnt

mgnLiqDlvAmnt

mgnSprdAmnt

mgnAddlAmnt

unadjMgnReq

sumAcctMgnPremiumAmnt

sumAcctMgnLiqDlvAmnt

sumAcctMgnSprdAmnt

sumAcctMgnAddlAmnt

summAcctUnadjMgnReq

o

o

o

o

m

o

m

m

m

m

Currency

Account

MgnGrp

MgnCls

Prem Mgn

Curt Liq / Dlv Mgn

Fut Sprd Mgn

Add Mgn

Unad Mgn Reqr

Account Total

Text Report Structure

Clearing Member Exchange Member Currency Account

------------------------------------------------ ------------------------------------------------ -------- -------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX

MgnGrp MgnCls Prem Mgn Curt Liq / Dlv Mgn Fut Sprd Mgn Add Mgn Unad Mgn Reqr

------ ------ ------------------ ------------------ ------------------ ------------------ ------------------

XXXXX XXXXX 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

------------------ ------------------ ------------------ ------------------ ------------------

Account Total 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

Version V 3.1.3

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4.3.10

CC055 Daily Margin Offset

Description

Frequency

Availability

This report shows the offset between margin surplus and margin shortfall in different currencies. It shows the offset between margin surplus and margin shortfall in different currencies.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cc055

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc055Grp, repeated 0 ... variable times:

cc055KeyGrp

membClgIdCod

cc055Grp1, repeated 1 ... variable times:

m

m

m

m

o

o

o

m

o

m

m Clearing Member

cc055KeyGrp1

membExchIdCod

cc055Grp2, repeated 1 ... variable times:

cc055KeyGrp2

m Exchange Member

clgCurrTypCod

acctGrpCod

m

m

Clearing Currency

Account

cc055GrpB3, repeated 0 ... variable times:

cc055MinMajRec, repeated 1 ... variable times:

mgnMinCurr

unadjMgnReqMinorCurr

minMajRat

unadjMgnReqMajorCurr

mgnMajCurr

m

m

m m

m

MinorCurr

Unad Mgn MinorCurr

ExchRat

Unad Mgn MajorCurr

MajorCurr

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Page 256 XML Report Descriptions

cc055Grp3, repeated 0 ... variable times:

cc055SurplRec, repeated 1 ... variable times:

mgnClsCurr

unadjMgnReqMgnCurr

m

m

Curr

Unad Mgn Surplus

adjExchRat

unadjMgnReqClgCurr

sumAcctUnadjMgnReqClgCurr m

cc055GrpA3, repeated 0 ... variable times:

m

m

AdjExchRat

Mgn Surplus (Clr Curr)

Account Total

cc055ShtflRec, repeated 1 ... variable times:

mgnClsCurr m Curr

unadjMgnReqMgnCurr

adjExchRat

m

m

Unad MgnShtfall

AdjExchRat

unadjMgnReqClgCurr

mgnOfstClgCurr

totMgnClgCurr

totMgnMgnCurr

m

m

m

m

Mgn Shortfall (Clr Curr)

Mgn Offset (Clr Curr)

Mgn Requ (Clr Curr)

Mgn Requirement

Account Total sumAcctUnadjMgnReqClgCurr

sumAcctMgnOfstClgCurr

sumAcctTotMgnClgCurr

m

m

m

Text Report Structure

Clearing Member Exchange Member Clearing Currency Account

------------------------------------------------ ------------------------------------------------ ----------------- -------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX

MinorCurr Unad Mgn MinorCurr ExchRat Unad Mgn MajorCurr MajorCurr

--------- ------------------ ----------- ------------------ ---------

XXX 99,999,999,999.99+ 9999.999999 99,999,999,999.99+ XXX

Curr Unad Mgn Surplus AdjExchRat Mgn Surplus (Clr Curr)

---- ------------------ ------------ ----------------------

XXX 99,999,999,999.99+ 99999.999999 99,999,999,999.99+

----------------------

Account Total 99,999,999,999.99+

Curr Unad MgnShtfall AdjExchRat Mgn Shortfall (Clr Curr) Mgn Offset (Clr Curr) Mgn Requ (Clr Curr) Mgn Requirement

---- ------------------ ------------ ------------------------ --------------------- ------------------- ------------------

XXX 99,999,999,999.99+ 99999.999999 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

------------------------ --------------------- -------------------

Account Total 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

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4.3.11

CC060 Daily Margin Summary

Description

Frequency

Availability

This report shows the daily margin requirement for all exchange and clearing members. All amounts are in the margin currency.

The margin requirement is listed by account and totaled for each exchange and clearing member.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cc060

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc060Grp, repeated 0 ... variable times:

cc060KeyGrp

membClgIdCod

clgCurrTypCod

cc060Grp1, repeated 1 ... variable times:

cc060KeyGrp1

poolId

currTypCod

cc060Grp3, repeated 1 ... variable times:

cc060KeyGrp3

membExchIdCod

cc060Rec, repeated 1 ... variable times:

acctTypGrp

prtMgnUnadj

prtMgnReqt

exchRat

m

m

1

m

m

m

m

m

m

m

m

o

m

m

o

o

m

o

m

Clearing Member

ClrCurr

Pool ID

Currency

ExMbr

Ac

Unadjusted Margin Requirement

Total Margin Requirement

ExchRat

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totMgnClgCurr

sumExchMbrPrtMgbReq

sumExchMbrClgCurr

sumPoolIdTotal

sumPoolIdClgCurr

sumClgMbrTotMgnClgCurr

m

o

m

m

o

o

Mgn Requ (Clr Curr)

Exchange Member Total

Pool ID Total

Overall Pool ID Total (Clg Curr)

Overall Total Margin (Clr Curr)

Text Report Structure

Clearing Member ClrCurr Pool ID Currency

------------------------------------------------ ------- --------------- --------

XXXXX - MEMBER LONG NAME XXX XXXXXXXXXXXXXXX XXX

ExMbr Ac Unadjusted Margin Requirement Total Margin Requirement ExchRat Mgn Requ (Clr Curr)

----- -- ----------------------------- ------------------------ ----------------- -----------------------

XXXXX XX 99,999,999,999,999.99+ 999,999,999,999,999.99 9999999.999999999 99,999,999,999.99+

------------------------ -----------------------

Exchange Member Total 999,999,999,999,999.99 999,999,999,999,999.99+

------------------------

Pool ID Total 999,999,999,999,999.99

-----------------------

Overall Pool ID Total (Clg Curr) 999,999,999,999,999.99+

-----------------------

Overall Total Margin (Clr Curr) 999,999,999,999,999.99+

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05.04.2017

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4.3.12

CC080 Security/Cash Risk Position

Description

Frequency

Availability

The report presents how the different risk positions used in margining are created out of net and gross positions for equities and subscription rights.

In the first section the composition of the net security and cash position is displayed, the next two sections display the security long and short position composition used to determine the additional margin.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cc080

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc080Grp, repeated 0 ... variable times:

cc080KeyGrp

membClgIdCod

cc080Grp1, repeated 1 ... variable times:

cc080KeyGrp1

m

membExchIdCod

cc080Grp2, repeated 1 ... variable times:

m

cc080KeyGrp2

acctTypGrp

currTypCod

cc080Grp3, repeated 1 ... variable times:

o

m

cc080KeyGrp3

mgnGrpCod

mgnClsCod

m

m

cc080Grp4, repeated 1 ... variable times:

m

o

o

o

m

m

m

m

o

m

Clearing Member

Exchange Member

Ac

Currency

MgnGrp

MgnCls

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 260 XML Report Descriptions

cc080KeyGrp4

isinCod

settlDat

upDownInd1

m

m

m

cc080Rec, repeated 1 ... variable times:

posnTypNam m

trnLoc

trnDat

o

o

trnIdNo1

ordrNo1

secuPos

origTrnCshAmnt

origCurrTypCod

mgnClsExchRat

trnCshAmnt

sumSecuPos

sumTrnCshAmnt

o

o

m

m

m

o

o

m

o

ISIN

Settl Date

AM Usage

PositionType

Loc

TrnDat

TrnNo

OrdrNo

SecurityPosition

OrigCshAmnt

Curr

(XML only)

TrnCshAmnt

Net Risk Position

Text Report Structure

Clearing Member Exchange Member Ac Currency MgnGrp MgnCls

------------------------------------------------ ------------------------------------------------ -- -------- ------ ------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XX XXX XXXXX XXXXX

ISIN Settl Date AM Usage

--------------------------------------------------------------------------- ---------- -------------------

XXXXXXXXXXXX - ISIN LONG NAME 31-12-09 XXXXXXXXXXXXXXXXXXX

PositionType Loc TrnDat TrnNo OrdrNo SecurityPosition OrigCshAmnt Curr TrnCshAmnt

------------------- ---- -------- ---------- ---------------- ----------------------- ------------------ ---- ------------------

XXXXXXXXXXXXXXXXXXX XXXX 31-12-09 9999999999 9999999999999999 99,999,999,999,999.999+ 99,999,999,999.99+ XXX 99,999,999,999.99+

----------------------- ------------------

Net Risk Position 99,999,999,999,999.999+ 99,999,999,999.99+

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Page 261 XML Report Descriptions

4.3.13

CC100 Risk Values History for Limits

Description

Frequency

Availability

This report lists all risk limit changes which were entered during the current day.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cc100

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc100Grp, repeated 0 ... variable times:

cc100KeyGrp

membClgIdCod

cc100Grp1, repeated 1 ... variable times:

cc100KeyGrp1

membExchIdCod

m

m

cc100Grp2, repeated 1 ... variable times:

cc100KeyGrp2

currTypCod

cc100Grp3, repeated 1 ... variable times:

m

cc100KeyGrp3

minMaxInd m

cc100Rec, repeated 1 ... variable times:

trnDat o

o

o

o

m

o

m

m

m

m

m

tmr

ndm

culi

cash

o

o

o

o

Clearing Member

Exchange Member

Currency

Risk Value

Date

TMR

NDM

CULI

CASH

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

Clearing Member Exchange Member Currency

------------------------------------------------ ------------------------------------------------ --------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX

Risk Value

----------

XXXX

Date TMR NDM CULI CASH

-------- ---------------------- ---------------------- ---------------------- ----------------------

31-12-09 +99,999,999,999,999.99 +99,999,999,999,999.99 +99,999,999,999,999.99 +99,999,999,999,999.99

Version V 3.1.3

05.04.2017

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05.04.2017

Page 263 XML Report Descriptions

4.3.14

CC710 Premium Margin

Description

Frequency

Availability

This report shows the premium margin of all positions in all options series within a class, the total premium margin of the class and the premium margin of the relevant exchange member account. Account names of flexible accounts (additional agent accounts) are available.

All amounts are in the product currency. The liquidation costs and proceeds for open net positions are calculated by using the current day closing prices of the options. Open long positions are netted with open short positions. The premium margin of a margin class is the net amount of the liquidation costs and proceeds from all positions in this margin class. It shows options positions and premium margins by series. Each net position is multiplied by the trade unit value and the day closing value of the relevant option to calculate the premium margin for net long (credit) or net short (debit) positions. Multiplying the net position by the intrinsic value of the relevant option yields the premium margin. The margin calculation for TES Flexible Options transactions are also listed in this report.

The following statements apply to the intraday report:

- In-the-money value (difference between exercise price and closing price of the underlying) of the relevant option is used for exercised and assigned positions.

- Exercised positions are netted with assigned positions.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

M/O Text Report Heading XML Report Structure

cc710

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc710Grp, repeated 0 ... variable times:

cc710KeyGrp

membClgIdCod

m

m

o

m

m

o

o

m

o

m

m CM

Eurex

XML Report Reference Manual

XML Report Descriptions

cc710Grp1, repeated 1 ... variable times:

cc710KeyGrp1

membExchIdCod

acctTypFlexible

cc710Grp2, repeated 1 ... variable times:

cc710KeyGrp2

currTypCod

cc710Grp3, repeated 1 ... variable times:

m

m

m

cc710KeyGrp3

mgnClsCod m

secuLstClsPrc m

cc710Grp4, repeated 0 ... variable times:

cc710KeyGrp4, repeated 0 ... 1 times:

cntrIdGrp

cntrClasCod

prodId

o

m

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

m

m

o

cntrVersNo o

cc710KeyGrp4A, repeated 0 ... 1 times:

flxCntrIdGrp

cntrClasCod

prodId

cntrExpDat

o

m

flxOptCntrExerPrc

cntrVersNo

m

o

o

exerStylTyp

setlTypCod

o

m

cc710Rec, repeated 1 ... variable times:

posnLngBal m

posnExrBal

posnShtBal

posnAsdBal

posnNetLng

posnNetSht

lngShtInd

lstSetlmtPrc

trdUntVal

m

o

m

m

m

m

m

m

Exchange Member

Account

Curr

Margin Class

UndrClsPrc

Contract

FlxContract

LngOpn

LngExer

ShtOpn

ShtAsg

Net Lng

Net Sht

SetlPrc

TrdUntVal

Version V 3.1.3

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mgnPremiumAmnt

sumMgnMgnPremiumAmnt

sumAcctMgnPremiumAmnt

m

o

m

PremMgn

Total Premium Margin For Class

Total Premium Margin For Account

Text Report Structure

CM Exchange Member Account Curr

----- ------------------------------------------------ -------------------------------- ----

XXXXX XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX

Margin Class UndrClsPrc

-------------------------------------- ------------

XXXXX - MARGIN CLASS LONG NAME 9,999.99999+

Contract FlxContract

------------------------ --------------------------------

X XXXX XXX 9999 999999 9 X XXXX 31-12-09 99999.9999 9 X X

LngOpn LngExer ShtOpn ShtAsg Net Lng Net Sht SetlPrc TrdUntVal PremMgn

------------- ------- ------------- ------- ------- ------- - ---------- ----------- ------------------

9,999,999,999 999,999 9,999,999,999 999,999 999,999 999,999 X 9999.99999 999999.9999 99,999,999,999.99+

------------------

Total Premium Margin For Class 9,999,999,999.99+

------------------

Total Premium Margin For Account 99,999,999,999.99+

Eurex

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05.04.2017

Page 266 XML Report Descriptions

4.3.15

CC711 Current Liquidating Margin

Description

Frequency

Availability

This report shows the current liquidating values for risk net positions and gross trades together with the corresponding cash risk positions and the resulting adjusted margin requirement per risk position (for gross positions margin credits are not taken into account) as in report

CC011. In addition, the current liquidating margin per margin class and account type is displayed.

Equities, bonds or subscription rights are considered as security risk positions. Cash positions result out of pending trades (equities and bonds), corporate action income events, associated cash risk positions and price differences. The current liquidating values are listed per ISIN for different settlement dates within a margin class. All figures are displayed in the security settlement currency.

Account names of flexible accounts (additional agent accounts) are available.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cc711

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc711Grp, repeated 0 ... variable times:

cc711KeyGrp

membClgIdCod

cc711Grp1, repeated 1 ... variable times:

cc711KeyGrp1

membExchIdCod

cc711Grp2, repeated 1 ... variable times:

cc711KeyGrp2

acctTypFlexible

o

o

o

m

o

m

m

m

m

m

m

m

m

CM

Exchange Member

Account

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 267 XML Report Descriptions

currTypCod

cc711Grp3, repeated 1 ... variable times:

m

cc711KeyGrp3

mgnClsCod

currIntRat

upAdptIntRat

m

m

m

downAdptIntRat m

cc711Grp4, repeated 1 ... variable times:

cc711KeyGrp4

secuIsin

secuLstClsPrc

secuCpnRat

m m

m

cc711Rec, repeated 1 ... variable times:

trdStlDat m

trdLoc

trdDat

m

m

extTrdNum

pstSecuNet

cshPosNet

clvCpnAdjInd

amntClvSecu

amntClvCsh

adjMgn

sumSecuMgnPremiumAmnt

ISIN Class And Account

sumMgnMgnPremiumAmnt

Class And Account

m

m

m

o

m

m

m

m

m

Currency

Margin Class

Cash Interest Rate

Risk Adapted Interest Rates - Up

Risk Adapted Interest Rates - Down

ISIN

Settlement Price

Coupon Rate

SetlDat

Loc

TrdDat

TrdNo

SecuPos

CshPos

CA

CrtLiqValSecu

CrtLiqValCsh

AdjMgn

Total Current Liquidating Margin For

Total Current Liquidating Margin For

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 268 XML Report Descriptions

Text Report Structure

CM Exchange Member Account Currency

----- ------------------------------------------------ -------------------------------- --------

XXXXX XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX

Margin Class Cash Interest Rate Risk Adapted Interest Rates - Up Risk Adapted Interest Rates - Down

-------------- ---------------------- ------------------------------------ --------------------------------------

XXXXX 999,999,999.9999+ 999,999,999.9999+ 999,999,999.9999+

ISIN Settlement Price Coupon Rate

--------------------------------------------------------------------------- ---------------- ------------------

XXXXXXXXXXXX - ISIN LONG NAME 9,999.99999+ +9,999,999,999.999

SetlDat Loc TrdDat TrdNo SecuPos CshPos CA CrtLiqValSecu CrtLiqValCsh AdjMgn

-------- ---- -------- ---------- ------------------ ------------------ -- ------------------ ------------------ ------------------

31-12-09 XXXX XXXXXXXX XXXXXXXXXX 9,999,999,999.999+ 99,999,999,999.99+ XX 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

------------------

Total Current Liquidating Margin For ISIN Class And Account 99,999,999,999.99+

------------------

Total Current Liquidating Margin For Class And Account 9,999,999,999.99+

Eurex

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05.04.2017

Page 269 XML Report Descriptions

4.3.16

CC720 Futures Spread Margin

Description

Frequency

Availability

This report shows the future spread margin per margin class and account type that must be paid for the futures spread positions for the delivery month and back months. Account names of flexible accounts

(additional agent accounts) are available. The total spread margin is then used to calculate the total margin. All amounts are in the product currency. The net positions of the delivery month and of the back months are listed by contract and margin class within an account. The long or short net positions of the delivery month are balanced against the positions of back months to arrive at the Spot Month Position.

Spot Month Margin is calculated as follows:

Quantity of Spot Month Spreads * Spot Month Future Rate per contract

After balancing the Spot Month Positions, the remaining long and short positions are balanced against the contracts from the back months

(Back Months Position).

Back Month Margin is calculated as follows:

Quantity of Back Months Spreads * Back Months Future Rate per contract

The spread margin of the delivery month and the spread margin of the back months are then added to calculate the Total Spread Margin of the margin class.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

M/O Text Report Heading XML Report Structure

cc720

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc720Grp, repeated 0 ... variable times:

cc720KeyGrp

membClgIdCod

cc720Grp1, repeated 1 ... variable times:

m

m

o

m

m

o

o

m

o

m

m CM

Eurex

XML Report Reference Manual

XML Report Descriptions

cc720KeyGrp1

membExchIdCod

cc720Grp2, repeated 1 ... variable times:

cc720KeyGrp2

m

currTypCod

acctTypFlexible

cc720Grp3, repeated 1 ... variable times:

cc720KeyGrp3

m

m

mgnClsCod

bckMthSpdRat

sptMthSpdRat m

cc720Rec, repeated 1 ... variable times:

m

m

futCntrIdGrp, repeated 0 ... 1 times:

prodId m

cntrExpMthDat

cntrExpYrDat

m

m

flxCntrIdGrp, repeated 0 ... 1 times:

cntrClasCod o

prodId

cntrExpDat

m

m

flxOptCntrExerPrc

cntrVersNo

exerStylTyp

setlTypCod

o

o

o

m

mgnLngAllBal

mgnShtNotBal

cc720Mth, repeated 1 ... variable times:

cc720MthGrp

m

m

prodId

cntrExpMthDat

cntrExpYrDat

mgnLngAllBal

o

m

m

m

mgnShtNotBal

sptMthNetBal

bckMthNetLngBal

bckMthNetShtBal

sptMthTotBal

bckMthTotLngBal

bckMthTotShtBal

posnNonSpread

m

m m

m

m

m

m m

Exchange Member

Currency

Account

Margin Class

Back Mth Margin/Contract

Spot Mth Margin/Contract

Contract

FlxContract

LngOpn/Allc

ShtOpn/Notif

Month Total

LngOpn/Allc

ShtOpn/Notif

SpotMthNet

BckMthNetLng

BckMthNetSht

Margin Class Total

Non Spread Positions

Version V 3.1.3

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sptMthSpdPos

sptMthSpdMgn

bckMthSpdPos

bckMthSpdMgn

totSpdMgn

With Factor

mgnFctrPct

totSpdMgnFctr

sumAcctTotSpdMgn

Factor

mgnFctrPct

sumAcctTotSpdMgnFctr

m

m

m

m

m

m m

m

m m

Spot Mth Position/Margin

Back Mth Position/Margin

Total Spread Margin/Margin Factor %/

Account Total/Margin Factor %/With

Text Report Structure

CM Exchange Member Currency Account

----- ------------------------------------------------ -------- --------------------------------

XXXXX XXXXX - MEMBER LONG NAME XXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Margin Class Back Mth Margin/Contract Spot Mth Margin/Contract

-------------------------------------- ------------------------ ------------------------

XXXXX - MARGIN CLASS LONG NAME 999,999,999 999,999,999

Contract FlxContract LngOpn/Allc ShtOpn/Notif

---------------------------------- -------------------------------- ----------- ------------

XXXX XXX 9999 X XXXX 31-12-09 99999.9999 9 X X 999,999,999 999,999,999

Month Total LngOpn/Allc ShtOpn/Notif SpotMthNet BckMthNetLng BckMthNetSht

---------------------------------- ------------- ----------------- ------------ ------------ -----------------

XXXX XXX 9999 999,999,999 999,999,999 99,999,999 L 999,999,999 999,999,999

------------ ------------ -----------------

Margin Class Total 99,999,999 L 999,999,999 999,999,999

-------------

Non Spread Positions 999,999,999 L

------------- -----------------

Spot Mth Position/Margin 999,999,999+ 999,999,999.99+

------------- -----------------

Back Mth Position/Margin 999,999,999+ 999,999,999.99+

----------------- ------------ -----------------

Total Spread Margin/Margin Factor %/With Factor 999,999,999.99+ 999 999,999,999.99+

----------------- ------------ -----------------

Account Total/Margin Factor %/With Factor 9,999,999,999.99+ 999 9,999,999,999.99+

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 272 XML Report Descriptions

4.3.17

CC740 Liquidating Values

Description This report shows the worst-case liquidation costs or proceeds in all the series, equity and subscription right positions of a margin class for the following 6 scenarios: 1) upside price movement / volatility movement up; 2) upside price movement / volatility movement neutral;

3) upside price movement / volatility movement down; 4) downside price movement / volatility movement up; 5) downside price movement

/ volatility movement neutral; 6) downside price movement / volatility movement down.

However, the volatility up and down scenarios are evaluated and displayed only for margin classes that contain non-expired options.

The worst-case strike price for given price and volatility movement direction is chosen for margin class as whole and the total liquidation costs or proceeds for the margin class are shown. In the case maturitydependent margin class, the total is calculated for each expiration separately. All amounts are in the product currency.

For equities the liquidating value is calculated with different theoretical prices within the margin interval and considering discount effects. For conditional subscription rights the liquidating value is calculated with the maximal and minimal theoretical value of the conditional subscription right. Discounting effects are considered for all subscription rights. The liquidating values are calculated with the prices shown on CC033 and CC034.

Displayed is the highest calculated difference (also called the worst case) to the immediate liquidating costs and proceeds for the upside and downside interval zones for each of the three volatility movement scenarios separately. The case of zero movement of the underlying price is also evaluated as a scenario (called price-neutral). If priceneutral scenario results in a liquidation cost greater than the liquidation cost for both up and down price movements, the lesser of price-up and price-down cost is substituted by the price-neutral liquidation cost. All figures are displayed in the product currency.

Short Option Minimum:

An adjustment is made to all short option positions where the worst case liquidating value is lower than a defined minimum amount. These adjustments are taken into consideration if the entire position of the respective margin class bears its maximum closeout risk at either end of the margin interval. If the maximum closeout risk is related to any option strike price in between the downside and upside boundaries of the margin interval, the short option adjustment is not applied.

Eurex

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05.04.2017

Page 273 XML Report Descriptions

Frequency

Availability

The short option minimum calculation takes into account the limited risk profile of options combinations to reduce the cost of collateral deposit for Eurex members. Any short call position risk is limited by long call positions with same or longer time to expiry and lower or equal strike or by any long future position. Any short put position risk is limited by long put positions with same or longer time to expiry and higher or equal strike or by any short future position. This cross margining is only provided within a margin class.

Remark: The unit value of the subscription right is already taken into account when the theoretical value of the subscription right is calculated on CC034.

Flexible Contracts: The calculation of liquidating values for Flexible contracts is also included in this report. The rows for Flexible contracts are listed after the standard contract positions in each margin class.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cc740

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc740Grp, repeated 0 ... variable times:

cc740KeyGrp

membClgIdCod

cc740Grp1, repeated 1 ... variable times:

cc740KeyGrp1

membExchIdCod

cc740Grp2, repeated 1 ... variable times:

cc740KeyGrp2

acctTypFlexible

currTypCod

m

m

m

m

m

o

o

o

m

m

m

m

o

m

Clearing Member

Exchange Member

Account

Curr

Eurex

XML Report Reference Manual

XML Report Descriptions

mgnGrpCod

mgnClsCod

expiryGrp

mgnClsExpMthDat

mgnClsExpYrDat

cshIntRat

cc740Grp3, repeated 1 ... variable times:

cc740KeyGrp3

o o

m

m

m

cc740KeyGrp3C, repeated 0 ... 1 times:

undrIsin o

settlDat o

cc740KeyGrp3A, repeated 0 ... 1 times:

cntrIdGrp

cntrClasCod

prodId

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

o

m

cc740KeyGrp3B, repeated 0 ... 1 times:

flxCntrIdGrp

cntrClasCod

prodId

o

m

m

m

o

o

cntrExpDat

flxOptCntrExerPrc

cntrVersNo

exerStylTyp

setlTypCod m

cc740Rec, repeated 1 ... variable times:

secuIsin

addMgnUsage

o

o

m

o

o

o

netRskPos

lngShtExerAllcInd

netFutPos

optEquVal

shtOptMinCompGrp

shtOptMinCompInd

shtOptMinCompTxt

shtOptMinCompQty

m

o

o

o

o

o o

Margin Group

Margin Class

Expiry

Cash Interest Rate

Security

Settl Date

Contract

FlxContract

I

(XML only)

Risk Position

LSAE

NetFutPos

OptEqu

SOM Comp

Version V 3.1.3

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XML Report Reference Manual

XML Report Descriptions

trdUntVal

posnCurVal

curSecuPrice

currentVola

m

m

m

m

Unit Val

Crt Liqu Value

Crt Secu Price

Crt Vola

cc740Grp4JustAlign, repeated 0 ... variable times:

cc740Rec4JustAlign, repeated 0 ... 1 times:

alignLiqValRowName

alignCalcUndPrcPuVu

m

m

Scenario

align

alignScenarioVolaPuVu

alignCalcUndPrcPuVn

alignScenarioVolaPuVn

alignCalcUndPrcPuVd

alignScenarioVolaPuVd

alignCalcUndPrcPdVu

alignScenarioVolaPdVu

alignCalcUndPrcPdVn

m

m

m

m

m

m

m

m

align

align

align

align

align

align

align

align

alignScenarioVolaPdVn

alignCalcUndPrcPdVd

m

m

align

align

alignScenarioVolaPdVd m align

cc740LiqValRec, repeated 1 ... variable times:

liqValRowName

shtOptMinCompIndPuVu

m

o

Scenario

PriceUpVolaUp liquValuePuVu

shtOptMinCompIndPuVn

liquValuePuVn

shtOptMinCompIndPuVd

liquValuePuVd

shtOptMinCompIndPdVu

o

o

o

o

m

o

PriceUpVolaNeut

PriceUpVolaDown

PriceDownVolaUp liquValuePdVu

shtOptMinCompIndPdVn

liquValuePdVn

shtOptMinCompIndPdVd

liquValuePdVd o

cc740Grp3PrcVola, repeated 0 ... 1 times:

calcUndPrcPuVu

volatilityPuVu

m

m

o

o

m

o

PriceDownVolaNeut

PriceDownVolaDown

Price/Vola

calcUndPrcPuVn

volatilityPuVn

calcUndPrcPuVd

volatilityPuVd

m

m

m

m

Version V 3.1.3

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calcUndPrcPdVu

volatilityPdVu

calcUndPrcPdVn

volatilityPdVn

m

m

m

m

calcUndPrcPdVd

volatilityPdVd

m

m

cc740Grp3PrcNoVola, repeated 0 ... 1 times:

calcUndPrcPuVn m Price/Vola

volatilityPuVn

calcUndPrcPdVn

m

m

volatilityPdVn

cc740Grp2CrtLiqu, repeated 0 ... 1 times:

m

sumCntrCurr

Total Crt Liqu Value m Totals Per Margin Class

cc740Grp2CrtLiquUp, repeated 0 ... 1 times:

sumCntrCurrUp

Total Crt Liqu Value Up m Totals Per Margin Class

cc740Grp2CrtLiquDown, repeated 0 ... 1 times:

sumCntrCurrDown

Total Crt Liqu Value Down m Totals Per Margin Class

cc740Grp2CrtLiquExpiry, repeated 0 ... 1 times:

sumCntrCurr

Total Crt Liqu Value m Totals Per Margin Class Expiry

cc740RecAlignSum, repeated 0 ... variable times:

alignRiskRowName7

mgnClsCurrRiskRow

m

o

align

Liqu Value alignLiquValuePuVu

alignLiquValuePuVn

alignLiquValuePuVd

alignLiquValuePdVu

alignLiquValuePdVn

alignLiquValuePdVd

m m

m

m

m m

cc740GrpVolaSum, repeated 0 ... 1 times:

sumTheoValPuVu m

sumTheoValPuVn

sumTheoValPuVd m m

sumTheoValPdVu

sumTheoValPdVn

sumTheoValPdVd

mgnClsCurr

m m m

o

Liqu Value

Risk

Eurex

XML Report Reference Manual

XML Report Descriptions

riskPuVu

riskPuVn

riskPuVd

riskPdVu

riskPdVn

riskPdVd m m

cc740GrpNoVolaSum, repeated 0 ... 1 times:

sumTheoValPuVn m

m m m m

sumTheoValPdVn

mgnClsCurr

riskPuVn

riskPdVn

m

o

m

m

Liqu Value

Risk

Version V 3.1.3

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Text Report Structure

Clearing Member Exchange Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Account Curr Margin Group Margin Class Expiry Cash Interest Rate

-------------------------------- ---- ------------ -------------------------------------- -------- ------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX XXXXX XXXXX - MARGIN CLASS LONG NAME XXX 9999 999.9999+

Security Settl Date Contract FlxContract

------------ ---------- ------------------------ --------------------------------

XXXXXXXXXXXX 31-12-09 X XXXX XXX 9999 999999 9 X XXXX 31-12-09 99999.9999 9 X X

I Risk Position LSAE NetFutPos OptEqu SOM Comp Unit Val Crt Liqu Value Crt Secu Price Crt Vola

- ------------------ ---- ----------- ---------- -------------- ----------- ------------------- -------------- --------

X 9,999,999,999.999+ X 99,999,999+ 999999999+ XXXXX999999999 999999.9999 999,999,999,999.99+ 9,999.99999 999.99

Scenario align align align align align align align align align align align align

----------- ------------ ------ ------------ ------ ------------ ------ ------------ ------ ------------ ------ ------------ ------

XXXXXXXXXXX 9,999,999.99 999.99 9,999,999.99 999.99 9,999,999.99 999.99 9,999,999.99 999.99 9,999,999.99 999.99 9,999,999.99 999.99

Scenario PriceUpVolaUp PriceUpVolaNeut PriceUpVolaDown PriceDownVolaUp PriceDownVolaNeut PriceDownVolaDown

----------- - ----------------- - ----------------- - ----------------- - ----------------- - ----------------- - -----------------

XXXXXXXXXXX X 9,999,999,999.99+ X 9,999,999,999.99+ X 9,999,999,999.99+ X 9,999,999,999.99+ X 9,999,999,999.99+ X 9,999,999,999.99+

------------ ------ ------------ ------ ------------ ------ ------------ ------ ------------ ------ ------------ ------

Price/Vola 9,999.99999 999.99 9,999.99999 999.99 9,999.99999 999.99 9,999.99999 999.99 9,999.99999 999.99 9,999.99999 999.99

------------ ------ ------------ ------

Price/Vola 9,999.99999 999.99 9,999.99999 999.99

-------------------

Totals Per Margin Class Total Crt Liqu Value 999,999,999,999.99+

-------------------

Totals Per Margin Class Total Crt Liqu Value Up 999,999,999,999.99+

-------------------

Totals Per Margin Class Total Crt Liqu Value Down 999,999,999,999.99+

-------------------

Totals Per Margin Class Expiry Total Crt Liqu Value 999,999,999,999.99+

align Liqu Value

------- --- ------------------- ------------------- ------------------- ------------------- ------------------- -------------------

XXXXXXX XXX 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+

------------------- ------------------- ------------------- ------------------- ------------------- -------------------

Liqu Value 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+

--- ------------------- ------------------- ------------------- ------------------- ------------------- -------------------

Risk XXX 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+

------------------- -------------------

Liqu Value 999,999,999,999.99+ 999,999,999,999.99+

--- ------------------- -------------------

Risk XXX 999,999,999,999.99+ 999,999,999,999.99+

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4.3.18

CC745 Additional Margin

Description

Frequency

Availability

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 liquidation 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.

Daily.

This report is available for clearing and trading members.

M/O Text Report Heading XML Report Structure

cc745

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc745Grp, repeated 0 ... variable times:

cc745KeyGrp

membClgIdCod

o

m

o

m

m

m

m

m

o

o

m CM

Eurex

XML Report Reference Manual

XML Report Descriptions

cc745Grp1, repeated 1 ... variable times:

cc745KeyGrp1

membExchIdCod

cc745Grp2, repeated 1 ... variable times:

m

cc745KeyGrp2

clgCurrTypCod m

acctTypFlexible

cc745Grp3, repeated 1 ... variable times:

m

cc745KeyGrp3

mgnGrpCod

mgnClsCod

expiryGrp

o

cc745Rec, repeated 1 ... variable times:

grpOffSet o

m

exchRatPuVu

exchRatPuVn

exchRatPuVd

exchRatPdVu

exchRatPdVn

exchRatPdVd m o

cc745RecOffset, repeated 0 ... 1 times:

mgnClsCurrAdjRow m

o m

o o

Exchange Member

Clearing Currency

Account

MgnGrp

OfsFac

MgnCl

mgnClsExpMthDat

mgnClsExpYrDat

mgnClsCurr

worstCaseScenario

addMgnWorstCaseAmnt

mgnFctrPct

o o

m

m

m

m

Expiry

Cur

Worst case scenario

Pure Additional Mgn

MgnFct %

mgnAddlAmntFctr m Additional Mgn

cc745RecRisk, repeated 1 ... variable times:

riskRowName

mgnClsCurrRiskRow

m

m

Scenario

Cur

addMgnAmntPuVu

addMgnAmntPuVn

addMgnAmntPuVd

addMgnAmntPdVu

o

m o o

PriceUpVolaUp

PriceUpVolaNeut

PriceUpVolaDown

PriceDownVolaUp

addMgnAmntPdVn

addMgnAmntPdVd m o

PriceDownVolaNeut

PriceDownVolaDown

cc745RecExchRat, repeated 0 ... 1 times:

mgnClsCurrExRow m AdjExRat

Offset

Version V 3.1.3

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adjAddAmntPuVu

adjAddAmntPuVn

adjAddAmntPuVd

adjAddAmntPdVu

adjAddAmntPdVn

adjAddAmntPdVd

cc745Grp3Sum, repeated 0 ... 1 times:

mgnClsCurrTotRow m

m o

o m o o

sumMgnAdjAddAmntPuVu

sumMgnAdjAddAmntPuVn

sumMgnAdjAddAmntPuVd

sumMgnAdjAddAmntPdVu

sumMgnAdjAddAmntPdVn

sumMgnAdjAddAmntPdVd

o m

o o m o

GroupTot

Text Report Structure

CM Exchange Member Clearing Currency Account

----- ------------------------------------------------ ----------------- --------------------------------

XXXXX XXXXX - MEMBER LONG NAME XXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

MgnGrp OfsFac MgnCl Expiry Cur Worst case scenario Pure Additional Mgn MgnFct % Additional Mgn

------ ------ ----- -------- --- ------------------- ------------------- -------- ------------------

XXXXX 9.99+ XXXXX XXX 9999 XXX XXXXXXXXXXXXXXXXXXX 99,999,999,999.99+ 999 99,999,999,999.99+

Scenario Cur PriceUpVolaUp PriceUpVolaNeut PriceUpVolaDown PriceDownVolaUp PriceDownVolaNeut PriceDownVolaDown

-------- --- ------------------ ------------------ ------------------ ------------------ ------------------ ------------------

XXXXXXXX XXX 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

--- ------------------ ------------------ ------------------ ------------------ ------------------ ------------------

AdjExRat XXX 999999999.999999+ 999999999.999999+ 999999999.999999+ 999999999.999999+ 999999999.999999+ 999999999.999999+

--- ------------------ ------------------ ------------------ ------------------ ------------------ ------------------

Offset XXX 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

--- ------------------ ------------------ ------------------ ------------------ ------------------ ------------------

GroupTot XXX 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

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4.3.19

CC750 Daily Margin

Description

Frequency

Availability

This report deals with the daily margin requirements (or margin credit) for each exchange member. The margin requirement is calculated based on the premium/current liquidating margin, futures spread margin and additional margin. Account names of flexible accounts

(additional agent accounts) are available. All margin components are listed in this report. All amounts are in the product currency. Margin calculations resulting from Flexible Contracts are included in the corresponding margin class records.

The intermediate results of the margin calculation for cash positions, options and futures are totaled by margin class. The results for traditional style options are taken from the Premium Margin Report

(CC010); the results for cash bond positions come from the Current

Liquidating Margin Report (CC011); the results for futures come from the Futures Spread Margin Report (CC020); the calculations for the additional margin is in the Theoretical Values Report (CC031) and the

Additional Margin Report (CC045).

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cc750

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc750Grp, repeated 0 ... variable times:

cc750KeyGrp

membClgIdCod

cc750Grp1, repeated 1 ... variable times:

cc750KeyGrp1

membExchIdCod

cc750Grp2, repeated 1 ... variable times:

o

o

o

m

o

m

m

m

m

m

m

m

CM

Exchange Member

Eurex

XML Report Reference Manual

XML Report Descriptions

cc750KeyGrp2

currTypCod

cc750Grp3, repeated 1 ... variable times:

cc750KeyGrp3

m

acctTypFlexible m

cc750Rec, repeated 1 ... variable times:

mgnGrpCod

mgnClsCod

m

m

mgnPremiumAmnt

mgnLiqDlvAmnt

mgnSprdAmnt

mgnAddlAmnt

unadjMgnReq

sumAcctMgnPremiumAmnt

sumAcctMgnLiqDlvAmnt

sumAcctMgnSprdAmnt

sumAcctMgnAddlAmnt

summAcctUnadjMgnReq

o

o

o

o

m

o

m

m

m

m

Currency

Account

MgnGrp

MgnCls

Prem Mgn

Curt Liq / Dlv Mgn

Fut Sprd Mgn

Add Mgn

Unad Mgn Reqr

Account Total

Text Report Structure

CM Exchange Member Currency Account

----- ------------------------------------------------ -------- --------------------------------

XXXXX XXXXX - MEMBER LONG NAME XXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

MgnGrp MgnCls Prem Mgn Curt Liq / Dlv Mgn Fut Sprd Mgn Add Mgn Unad Mgn Reqr

------ ------ ------------------ ------------------ ------------------ ------------------ ------------------

XXXXX XXXXX 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

------------------ ------------------ ------------------ ------------------ ------------------

Account Total 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

Version V 3.1.3

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4.3.20

CC755 Daily Margin Offset

Description

Frequency

Availability

This report shows the offset between margin surplus and margin shortfall in different currencies. Account names of flexible accounts

(additional agent accounts) are available.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cc755

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc755Grp, repeated 0 ... variable times:

cc755KeyGrp

membClgIdCod m

cc755Grp1, repeated 1 ... variable times:

cc755KeyGrp1

membExchIdCod

cc755Grp2, repeated 1 ... variable times:

m

cc755KeyGrp2

clgCurrTypCod m

acctTypFlexible m

cc755GrpB3, repeated 0 ... variable times:

m

m

o

m

m

o

o

m

o

m

CM

Exchange Member

Clearing Currency

Account

cc755MinMajRec, repeated 1 ... variable times:

mgnMinCurr m MinorCurr

unadjMgnReqMinorCurr

minMajRat

m

m

Unad Mgn MinorCurr

ExchRat

unadjMgnReqMajorCurr

mgnMajCurr

cc755Grp3, repeated 0 ... variable times:

m

m

Unad Mgn MajorCurr

MajorCurr

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cc755SurplRec, repeated 1 ... variable times:

mgnClsCurr m Curr

unadjMgnReqMgnCurr

adjExchRat

m

m

Unad Mgn Surplus

AdjExchRat

unadjMgnReqClgCurr

sumAcctUnadjMgnReqClgCurr

m

m

cc755GrpA3, repeated 0 ... variable times:

cc755ShtflRec, repeated 1 ... variable times:

Mgn Surplus (Clr Curr)

Account Total

mgnClsCurr

unadjMgnReqMgnCurr

adjExchRat

unadjMgnReqClgCurr

mgnOfstClgCurr

totMgnClgCurr

totMgnMgnCurr

sumAcctUnadjMgnReqClgCurr

sumAcctMgnOfstClgCurr

sumAcctTotMgnClgCurr

m

m

m

m

m

m

m

m

m

m

Curr

Unad MgnShtfall

AdjExchRat

Mgn Shortfall (Clr Curr)

Mgn Offset (Clr Curr)

Mgn Requ (Clr Curr)

Mgn Requirement

Account Total

Text Report Structure

CM Exchange Member Clearing Currency Account

----- ------------------------------------------------ ----------------- --------------------------------

XXXXX XXXXX - MEMBER LONG NAME XXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

MinorCurr Unad Mgn MinorCurr ExchRat Unad Mgn MajorCurr MajorCurr

--------- ------------------ ----------- ------------------ ---------

XXX 99,999,999,999.99+ 9999.999999 99,999,999,999.99+ XXX

Curr Unad Mgn Surplus AdjExchRat Mgn Surplus (Clr Curr)

---- ------------------ ------------ ----------------------

XXX 99,999,999,999.99+ 99999.999999 99,999,999,999.99+

----------------------

Account Total 99,999,999,999.99+

Curr Unad MgnShtfall AdjExchRat Mgn Shortfall (Clr Curr) Mgn Offset (Clr Curr) Mgn Requ (Clr Curr) Mgn Requirement

---- ------------------ ------------ ------------------------ --------------------- ------------------- ------------------

XXX 99,999,999,999.99+ 99999.999999 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

------------------------ --------------------- -------------------

Account Total 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+

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4.3.21

CC760 Daily Margin Summary

Description

Frequency

Availability

This report shows the daily margin requirement for all exchange and clearing members. All amounts are in the margin currency.

The margin requirement is listed by account and totaled for each exchange and clearing member. Account names of flexible accounts

(additional agent accounts) are available.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cc760

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc760Grp, repeated 0 ... variable times:

cc760KeyGrp

membClgIdCod

clgCurrTypCod

cc760Grp1, repeated 1 ... variable times:

cc760KeyGrp1

poolId

currTypCod

cc760Grp3, repeated 1 ... variable times:

cc760KeyGrp3

membExchIdCod

cc760Rec, repeated 1 ... variable times:

acctTypFlexible

prtMgnUnadj

prtMgnReqt

exchRat

m

m

1

m

m

m

m

m

m

m

m

o

m

m

o

o

m

o

m

Clearing Member

ClrCurr

Pool ID

Currency

Exchange Member

Account

Unadjusted Margin Requirement

Total Margin Requirement

ExchRat

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05.04.2017

Page 287 XML Report Descriptions

totMgnClgCurr

sumExchMbrPrtMgbReq

sumExchMbrClgCurr

sumPoolIdTotal

sumPoolIdClgCurr

sumClgMbrTotMgnClgCurr

m

o

m

m

o

o

Mgn Requ (Clr Curr)

Exchange Member Total

Pool ID Total

Overall Pool ID Total (Clg Curr)

Overall Total Margin (Clr Curr)

Text Report Structure

Clearing Member ClrCurr Pool ID Currency

------------------------------------------------ ------- --------------- --------

XXXXX - MEMBER LONG NAME XXX XXXXXXXXXXXXXXX XXX

Exchange Member

------------------------------------------------

XXXXX - MEMBER LONG NAME

Account Unadjusted Margin Requirement Total Margin Requirement ExchRat Mgn Requ (Clr Curr)

-------------------------------- ----------------------------- ------------------------ ----------------- -----------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99,999,999,999,999.99+ 999,999,999,999,999.99 9999999.999999999 99,999,999,999.99+

------------------------ -----------------------

Exchange Member Total 999,999,999,999,999.99 999,999,999,999,999.99+

------------------------

Pool ID Total 999,999,999,999,999.99

-----------------------

Overall Pool ID Total (Clg Curr) 999,999,999,999,999.99+

-----------------------

Overall Total Margin (Clr Curr) 999,999,999,999,999.99+

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4.3.22

CC780 Security/Cash Risk Position

Description

Frequency

Availability

The report presents how the different risk positions used in margining are created out of net and gross positions for equities and subscription rights as in report CC080.

In the first section the composition of the net security and cash position is displayed, the next two sections display the security long and short position composition used to determine the additional margin.

Account names of flexible accounts (additional agent accounts) are available.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cc780

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cc780Grp, repeated 0 ... variable times:

cc780KeyGrp

membClgIdCod

cc780Grp1, repeated 1 ... variable times:

m

cc780KeyGrp1

membExchIdCod

cc780Grp2, repeated 1 ... variable times:

cc780KeyGrp2

m

acctTypFlexible

currTypCod

cc780Grp3, repeated 1 ... variable times:

cc780KeyGrp3

o

m

mgnGrpCod

mgnClsCod

m

m

o

m

o

m

m

m

m

m

o

o

CM

Exchange Member

Account

Currency

MgnGrp

MgnCls

Eurex

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cc780Grp4, repeated 1 ... variable times:

cc780KeyGrp4

isinCod

settlDat

m

m

upDownInd1 m

cc780Rec, repeated 1 ... variable times:

posnTypNam

trnLoc

m

o

trnDat

trnIdNo1

ordrNo1

secuPos

origTrnCshAmnt

origCurrTypCod

mgnClsExchRat

trnCshAmnt

sumSecuPos

sumTrnCshAmnt

o

o

o

m

m

m

o

o

o

m

ISIN

Settl Date

AM Usage

PositionType

Loc

TrnDat

TrnNo

OrdrNo

SecurityPosition

OrigCshAmnt

Curr

(XML only)

TrnCshAmnt

Net Risk Position

Text Report Structure

CM Exchange Member Account Currency MgnGrp MgnCls

----- ------------------------------------------------ -------------------------------- -------- ------ ------

XXXXX XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX XXXXX XXXXX

ISIN Settl Date AM Usage

--------------------------------------------------------------------------- ---------- -------------------

XXXXXXXXXXXX - ISIN LONG NAME 31-12-09 XXXXXXXXXXXXXXXXXXX

PositionType Loc TrnDat TrnNo OrdrNo SecurityPosition OrigCshAmnt Curr TrnCshAmnt

------------------- ---- -------- ---------- ---------------- ----------------------- ------------------ ---- ------------------

XXXXXXXXXXXXXXXXXXX XXXX 31-12-09 9999999999 9999999999999999 99,999,999,999,999.999+ 99,999,999,999.99+ XXX 99,999,999,999.99+

----------------------- ------------------

Net Risk Position 99,999,999,999,999.999+ 99,999,999,999.99+

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4.4

CD Clearing Daily

4.4.1

CD009 Daily Cash Transactions

Description

Frequency

Availability

This report describes daily cash transactions. Only for fully segregated

NCMs this report will contain data. For omnibus segregated NCMs as well as not segregated NCMs this report will always be empty.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cd009

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd009Grp, repeated 0 ... variable times:

cd009KeyGrp

membClgIdCod

cd009Grp1, repeated 1 ... variable times:

cd009KeyGrp1

currTypCod

m

poolId

cd009Grp2, repeated 1 ... variable times:

cd009KeyGrp2

owner m

cd009Grp3, repeated 1 ... variable times:

cd009KeyGrp3

trnValDat

trnTyp

m

m

m

m

o

o

o

m

o

m

m

m

m

m

Clearing Member

Currency

Pool ID

Owner

Value Date

Type Description

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cd009Rec, repeated 1 ... variable times:

membExchIdCod o

trnIdNo

trnDebAmnt

o

o

trnCrdAmnt

text

sumTrnDebAmnt

Type

sumTrnCrdAmnt

sumPoolDebAmnt

o

o

o

sumPoolCrdAmnt

sumCurrDebAmnt

sumCurrCrdAmnt

o

o

o

o

o

Exchange Member

Trn Id

Debit

Credit

Text

Totals per Value Date and Transaction

Totals per Pool ID

Totals per Currency

Text Report Structure

Clearing Member Currency Pool ID Owner

------------------------------------------------ -------- --------------- -----

XXXXX - MEMBER LONG NAME XXX XXXXXXXXXXXXXXX XXXXX

Value Date Type Description

---------- ------------------------------

31-12-09 XXX - XXXXXXXXXXXXXXXXXXXXXXXX

Exchange Member Trn Id Debit Credit Text

------------------------------------------------ ------ -------------------- -------------------- ------------

XXXXX - MEMBER LONG NAME XXXXXX 999,999,999,999.99 99,999,999,999.99 XXXXXXXXXXXX

-------------------- --------------------

Totals per Value Date and Transaction Type 9,999,999,999,999.99 9,999,999,999,999.99

-------------------- --------------------

Totals per Pool ID 9,999,999,999,999.99 9,999,999,999,999.99

-------------------- --------------------

Totals per Currency 9,999,999,999,999.99 9,999,999,999,999.99

Eurex

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05.04.2017

Page 292 XML Report Descriptions

4.4.2

CD010 Daily Cash Account CM

Description

Frequency

Availability

This report contains the details of balances and transaction amounts of the cash account. Cash amounts related to TES Flexible Contracts

Transactions are included. Only for fully segregated NCMs this report will contain data. For omnibus segregated NCMs as well as not segregated NCMs this report will always be empty.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cd010

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd010Grp, repeated 0 ... variable times:

cd010KeyGrp

membClgIdCod

cd010Grp1, repeated 1 ... variable times:

cd010KeyGrp1

membExchIdCod

cd010Grp2, repeated 1 ... variable times:

cd010KeyGrp2

cshAcctNo2

cshLocKeyCod

currTypCod

cshRefCod

cshStlRun

clgHseInd2

cd010Rec, repeated 1 ... variable times:

date

o

o

o

m

o

m

m

m

m

m

m

m

m

m

m

m

m

m

m

Clearing Member

Account Holder

Cash Account

LocId

Curr

Reference

Run

CHI

TranDate

Eurex

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05.04.2017

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trnValDat

poolId

cshInstId

trnTyp2

trnTypText

trnDebAmnt

trnCrdAmnt

cd010SumGrp2, repeated 0 ... 1 times:

cd010SumRec2, repeated 0 ... variable times:

currTypCod m

exchNam

sumCurrVmarAmnt

m

m

sumCurrPrmVmarAmnt

sumCurrCshSetlAmnt

sumCurrVatAmnt

sumCurrPosTrnAmnt

sumCurrDlvCurrAmnt

sumCurrAllAmnt

m

m

m

m m

m

o

o

o

o

o

o

o

Value Date

Pool ID

CshInstId

Typ

Type Description

Debit

Credit

Totals per Curr

Exch

VMar

Prm

CshSetl

VAT

PosTrnCsh

DlvAmnt

All

Text Report Structure

Clearing Member Account Holder

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Cash Account LocId Curr Reference Run CHI

---------------------- ----- ---- --------------- ---- ----

XXXXXXXXXXXXXXXXXXXXXX XXXXX XXX XXXXXXXXXXXXXXX XXXX XXXX

TranDate Value Date Pool ID CshInstId Typ Type Description Debit Credit

-------- ---------- --------------- --------------- --- -------------------- ------------------ -----------------

31-12-09 31-12-09 XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXX 999,999,999,999.99 99,999,999,999.99

Totals per Curr Exch VMar Prm CshSetl VAT PosTrnCsh DlvAmnt

All

--------------- ----- ----------------- ----------------- ----------------- ----------------- ----------------- -------------------

XXX XXXXX 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 9,999,999,999.99+ 999,999,999,999.99+

9,999,999,999.99+

Eurex

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05.04.2017

Page 294 XML Report Descriptions

4.4.3

CD011 Daily Cash Account AH

Description

Frequency

Availability

This report contains the details of balances and transaction amounts of the cash account. Cash amounts related to TES Flexible Contracts

Transactions are included.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

cd011

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd011Grp, repeated 0 ... variable times:

cd011KeyGrp

membExchIdCod

cd011Grp1, repeated 1 ... variable times:

cd011KeyGrp1

membClgIdCod

cd011Grp2, repeated 1 ... variable times:

cd011KeyGrp2

cshAcctNo2

cshLocKeyCod

currTypCod

cshRefCod

cshStlRun

clgHseInd2

cd011Rec, repeated 1 ... variable times:

date

trnValDat

cshInstId

trnTyp2

m

m

o

o

m

o

o

m

o

m

m

m

m

m

o

o

m

m

m

m

m

m

Account Holder

Clearing Member

Cash Account

LocId

Curr

Reference

Run

CHI

TranDate

Value Date

CshInstId

Typ

Eurex

XML Report Reference Manual

XML Report Descriptions

trnTypText

trnDebAmnt

trnCrdAmnt

o

o

o

Type Description

Debit

Credit

Text Report Structure

Account Holder Clearing Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Cash Account LocId Curr Reference Run CHI

---------------------- ----- ---- --------------- ---- ----

XXXXXXXXXXXXXXXXXXXXXX XXXXX XXX XXXXXXXXXXXXXXX XXXX XXXX

TranDate Value Date CshInstId Typ Type Description Debit Credit

-------- ---------- --------------- --- -------------------- ------------------ -----------------

31-12-09 31-12-09 XXXXXXXXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXX 999,999,999,999.99 99,999,999,999.99

Version V 3.1.3

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4.4.4

CD012 Daily Cash Account NCM / RC

Description

Frequency

Availability

This report contains the details of balances and transaction amounts of the cash account. Cash amounts related to TES Flexible Contracts

Transactions are included. Report will contain data Only for NCMs.

CMs version of the report is empty.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

cd012

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd012Grp, repeated 0 ... variable times:

cd012KeyGrp

membExchIdCodFrom

cd012Grp1, repeated 1 ... variable times:

cd012KeyGrp1

membClgIdCod

cd012Grp2, repeated 1 ... variable times:

cd012KeyGrp2

membExchIdCod

m

m

m

cd012Grp3, repeated 1 ... variable times:

cd012KeyGrp3

currTypCod

cshRefCod

m

m

cshStlRun

clgHseInd2

m

m

cd012Grp4, repeated 1 ... variable times:

cd012KeyGrp4

date m

m

o

o

o

m

m

m

m

o

m

(XML only)

Clearing Member

Pool Owner

Curr

Reference

Run

CHI

TranDate

Eurex

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trnValDat o

cd012Rec, repeated 1 ... variable times:

poolId

trnTyp2

o

o

trnTypText

trnDebAmnt

trnCrdAmnt

trnTyp2Art

o

o

o

o

trnTypTextArt

artDebAmnt

artCrdAmnt

sumCashRunDebAmnt

sumCashRunCrdAmnt

o

o o

o

o

Value Date

Pool ID

Typ

Type Description

Debit

Credit

Total

Text Report Structure

Clearing Member Pool Owner Curr Reference Run CHI

------------------------------------------------ ------------------------------------------------ ---- --------------- ---- ----

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XXXXXXXXXXXXXXX XXXX XXXX

TranDate Value Date Pool ID Typ Type Description Debit Credit

-------- ---------- --------------- --- -------------------- -------------------- --------------------

31-12-09 31-12-09 XXXXXXXXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXX 999,999,999,999.99 99,999,999,999.99

--- -------------------- -------------------- --------------------

XXX XXXXXXXXXXXXXXXXXXXX 9,999,999,999,999.99 9,999,999,999,999.99

-------------------- --------------------

Total 9,999,999,999,999.99 9,999,999,999,999.99

Eurex

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Page 298 XML Report Descriptions

4.4.5

CD015 Detailed Account Statement

Description

Frequency

Availability

CRE Area

This report contains the details of balances and transaction amounts of the cash account. Only transaction types 224, 226, 235, 236, 294, 296 are shown on the report. Cash amounts related to TES Flexible

Contracts Transactions are included.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing members only.

Participant Specific.

XML Report Structure M/O Text Report Heading

cd015

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd015Grp, repeated 0 ... variable times:

cd015KeyGrp

membClgIdCod m

cd015Grp1, repeated 1 ... variable times:

cd015KeyGrp1

membExchIdCod

cd015Grp2, repeated 1 ... variable times:

m

cd015KeyGrp2

cshAcctNo2

cshLocKeyCod

currTypCod

cshRefCod

cshStlRun

clgHseInd2

cd015Grp3, repeated 1 ... variable times:

m

cd015KeyGrp3

m

m

m

m

m

m

m

o

m

m

o

o

m

o

m

Clearing Member

Account Owner

Cash Account

LocId

Curr

Reference

Run

CHI

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 299 XML Report Descriptions

poolId

poolOwner

o

o

cd015Grp4, repeated 1 ... variable times:

cd015KeyGrp4

Pool ID

Pool Owner

date m

cd015Grp5, repeated 1 ... variable times:

TranDate

cd015KeyGrp5

trnValDat o Value Date

cd015Grp6, repeated 1 ... variable times:

cd015KeyGrp6

acctTypFlexible m Account

cd015Rec, repeated 1 ... variable times:

trnTyp2

trnTypText

trnDebAmnt

trnCrdAmnt

o

o

o

o

Typ

Type Description

Debit

Credit

Sum per Account sumAcctDebAmnt

sumAcctCrdAmnt

sumPoolDebAmnt

sumPoolCrdAmnt

o

o

o o

Sum per Pool

Text Report Structure

Clearing Member Account Owner

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Cash Account LocId Curr Reference Run CHI Pool ID Pool Owner

---------------------- ----- ---- --------------- ---- ---- --------------- ------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXX XXXXX XXX XXXXXXXXXXXXXXX XXXX XXXX XXXXXXXXXXXXXXX XXXXX - MEMBER LONG NAME

TranDate Value Date Account Typ Type Description Debit Credit

-------- ---------- -------------------------------- --- -------------------- -------------------- --------------------

31-12-09 31-12-09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXX 999,999,999,999.99 99,999,999,999.99

-------------------- --------------------

Sum per Account 9,999,999,999,999.99 9,999,999,999,999.99

-------------------- --------------------

Sum per Pool 9,999,999,999,999.99 9,999,999,999,999.99

Eurex

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Page 300 XML Report Descriptions

4.4.6

CD020 Collateral Movement/Coverage

Description

Frequency

Availability

This report lists the transactions showing the movements of the different collateral accounts. Changes of coverage use are also displayed. Only for fully segregated NCMs this report will contain data.

For omnibus segregated NCMs as well as not segregated NCMs this report will always be empty.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cd020

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd020Grp, repeated 0 ... variable times:

cd020KeyGrp

membClgIdCod

cd020Grp1, repeated 1 ... variable times:

cd020KeyGrp1

cshAcctCod

poolId

owner

currTypCod

cd020Grp2, repeated 1 ... variable times:

cd020KeyGrp2

isinCod

secuId

csdId

membCsdAct

trnDat

m

m

m

m

m

m

o

o

o

m

o

o

o

m

o

m

m

m

m

m

Clearing Member

Usage

Pool Id

Owner

Currency

SecurityId

SecuId

CSD Id

Account

Date

Eurex

XML Report Reference Manual

XML Report Descriptions

cd020Rec, repeated 1 ... variable times:

trnIdNo2

trnTyp

secuBlkCollQty

secuCntrCovQty

trnBalAmnt

sumSecuBlkCollQty

sumSecuCntrCovQty

sumTrnBalAmnt

o

m

m o

o

o o

o

TrnNo

Security Transaction Typ

Bulk

Coverage

Balance

ENDING BALANCE

Text Report Structure

Clearing Member Usage Pool Id Owner Currency

------------------------------------------------ --------------- --------------- ----- --------

XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXX XXX

SecurityId SecuId CSD Id Account Date

------------ ------ ------ ------------ --------

XXXXXXXXXXXX XXXX XXXXXX XXXXXXXXXXXX 31-12-09

TrnNo Security Transaction Typ Bulk Coverage Balance

--------- ------------------------------ ----------------- ------------ -----------------

XXXXXXXXX XXX - XXXXXXXXXXXXXXXXXXXXXXXX 9,999,999,999.99+ 999,999.999+ 9,999,999,999.99+

----------------- ------------ -----------------

ENDING BALANCE 9,999,999,999.99+ 999,999.999+ 9,999,999,999.99+

Version V 3.1.3

05.04.2017

Page 301

Eurex

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Page 302 XML Report Descriptions

4.4.7

CD030 Security Expiration

Description

Frequency

Availability

This report lists the expiration dates of securities. It shows which securities, deposited as cover, are due in the next four weeks and therefore lapse as collateral. The securities are ordered by due date and due date is totaled.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Monthly.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cd030

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd030Grp, repeated 0 ... variable times:

cd030KeyGrp

membClgIdCod

cd030Grp1, repeated 1 ... variable times:

cd030KeyGrp1

cshAcctCod

poolId

owner

currTypCod

cd030Grp2, repeated 1 ... variable times:

cd030KeyGrp2

secuExpDat

cd030Rec, repeated 1 ... variable times:

isinCod

secuAmnt

secuId

m

m

m

m

m

m

m

m

m

m

o

o

o

m

m

m

m

o

m

Clearing Member Id

Usage

Pool Id

Owner

Currency

Expire Date

Security Id Number

Security Amount

Security Type Code

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 303 XML Report Descriptions

secuShtNam

csdId

membCsdAct

sumSecuSecuAmnt

o

m

m

o

Security Short Name

CSD Id

Account

Total Expiring

Text Report Structure

Clearing Member Id Usage Pool Id Owner Currency

------------------------------------------------ --------------- --------------- ----- --------

XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXX XXX

Expire Date Security Id Number Security Amount Security Type Code Security Short Name CSD Id Account

----------- ------------------ ---------------- ------------------ ------------------------------ ------ ------------

31-12-09 XXXXXXXXXXXX 9,999,999,999.99 XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX XXXXXXXXXXXX

----------------

Total Expiring 9,999,999,999.99

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 304 XML Report Descriptions

4.4.8

CD031 Daily Collateral Valuation

Description

Frequency

Availability

This report contains data about the market value of the collateral in the different security deposit accounts, and the amount of cover value that is attributed to the collateral. The amount of cash deposited as collateral for the collection of interest is also shown under a separate

ISIN for the accepted currencies.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cd031

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd031Grp, repeated 0 ... variable times:

cd031KeyGrp

membClgIdCod

cd031Grp1, repeated 1 ... variable times:

cd031KeyGrp1

cshAcctCod

m

poolId

cd031Grp3, repeated 1 ... variable times:

cd031KeyGrp3

membExchIdCod m

cd031Grp4, repeated 1 ... variable times:

cd031KeyGrp4

currTypCod m

cd031Rec, repeated 1 ... variable times:

isinCod

secuId

m

o

m

1

o

o

o

m

o

m

m

m

m

m

Clearing Member

Usage

Pool ID

Exchange Member

Currency

SecurityId

SecuId

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 305 XML Report Descriptions

secuBlkCollQty

unUsedSecQty

secuLstClsPrc

secuMktVal

secuEvalPct

secuCollVal

csdId

membCsdAct

sumCurrSecuMktVal

sumCurrSecuCollVal m m

m

m

o

o

m

m

o

m

Bulk

Unused SEC Qty

Closing

Market Value

Factor

Collateral Value

CSD Id

CSD Account

Total Per Currency

Text Report Structure

Clearing Member Usage Pool ID

------------------------------------------------ --------------- ---------------

XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX

Exchange Member Currency

------------------------------------------------ --------

XXXXX - MEMBER LONG NAME XXX

SecurityId SecuId Bulk Unused SEC Qty Closing Market Value Factor Collateral Value CSD Id CSD Account

------------ ------ ----------------- ----------------- ------------ -------------- ------ ---------------- ------ ------------

XXXXXXXXXXXX XXXX 9,999,999,999.99+ 9,999,999,999.99+ 9,999.99999+ 9,999,999,999 9.999 9,999,999,999 XXXXXX XXXXXXXXXXXX

-------------- ----------------

Total Per Currency 99,999,999,999 99,999,999,999

Eurex

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Page 306 XML Report Descriptions

4.4.9

CD032 Daily Guarantee

Description

Frequency

Availability

This report shows the guarantees given by the clearing members. The guarantees are displayed by type (Margin, Clearing House, Company

Capital and Clearing Fund). It provides individual information on each guarantee, the total amounts and a total per member, in Euro.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cd032

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd032Grp, repeated 0 ... variable times:

cd032KeyGrp

membClgIdCod

cd032Grp1, repeated 1 ... variable times:

cd032KeyGrp1

cshAcctCod

cd032Grp2, repeated 1 ... variable times:

cd032KeyGrp2

currTypCod

cd032Rec, repeated 1 ... variable times:

guarNo

guarIdCod

guarNam

guarStrtDat

guarExpDat

guarAmnt

m

m

m

m

m m

m m m

m

o

o

o

m

m

m

m

o

m

ClearingMember

GuaranteeType

Currency

GuaranteeNumber

Guarantor

Guarantor

Begins

Expires

GuaranteeAmount

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 307 XML Report Descriptions

guarFct

collAmnt

sumGuarAmnt

sumCollAmnt

m

m

m

m

Factor

CollateralValue

Total Guarantee Value

Text Report Structure

ClearingMember GuaranteeType Currency

------------------------------------------------ --------------- --------

XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXX XXX

GuaranteeNumber Guarantor Guarantor Begins Expires GuaranteeAmount Factor CollateralValue

--------------- --------- ---------------------------------------- -------- -------- --------------- ------ ---------------

XXXX XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09 31-12-09 999,999,999 9.99 999,999,999

--------------- ---------------

Total Guarantee Value 99,999,999,999 99,999,999,999

Eurex

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05.04.2017

Page 308 XML Report Descriptions

4.4.10

CD033 Collateral Composition

Description

Frequency

Availability

This report shows the difference between the evaluated and limited collateral security value and the margin requirement. The collateral values are shown per security group and currency. The values are converted to the clearing member currency and added up per security group ("B" for bonds, "S" for stocks, "C" for cash).

All collateral values are converted into the corresponding clearing member currency and added up per security group. These totals are then possibly cut by the limit factors defined by Eurex, added up and compared against the total margin requirement of the clearing member.

Only for fully segregated NCMs this report will contain data. For omnibus segregated NCMs as well as not segregated NCMs this report will always be empty.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cd033

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd033Grp, repeated 0 ... variable times:

cd033KeyGrp

membClgIdCodFrom

cd033Grp10, repeated 1 ... variable times:

membClgIdCod

cd033KeyGrp10

poolId

cd033Grp12, repeated 1 ... variable times:

cd033KeyGrp12

membExchIdCod

m

o

o

o

m

m

m

m

o

m

m

m

m

m

(XML only)

Clearing Member

Pool ID

(XML only)

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 309 XML Report Descriptions

mgnReqrAmnt

clgMembCurrTypCod

cd033Grp13, repeated 1 ... variable times:

descr1 o

m

m

Margin Requirement In CM-Currency

ClgCur

Evaluated Collateral

cd033Grp14, repeated 1 ... variable times:

cd033KeyGrp14

secuGrpCod m

cd033RecA, repeated 1 ... variable times:

Security Group

currTypCod

collVal

exchRatRed

collValClgCurr

sumSecuGrpCollValClgCurr o

cd033Grp23, repeated 1 ... variable times:

descr1 o

cd033Grp24, repeated 1 ... variable times:

m

m

m

m

Curr

Coll Val

ConvRate

Coll Val ClgCurr

Total Per Security Group

Limits Per Security Group

cd033KeyGrp24

secuGrpCod m Security Group

cd033RecB, repeated 1 ... variable times:

collGrpLimFact o Limit

Limit Value

Coll Val ClgCurr

Effective Collateral

Total Per Pool ID / Eff Coll Amnt

Surplus / Shortage

maxCollValSecuGrp

collValClgCurr

collValEff

sumMembCollValEff

sumMembSurplShtfAmnt

cd033Grp30, repeated 1 ... variable times:

descr1 mary

cd033Grp51, repeated 0 ... variable times:

membClgIdCodTo

o

mgnReqrAmnt

clgMembCurrTypCod o

cd033Grp31, repeated 0 ... variable times:

cd033Grp32, repeated 0 ... variable times:

o

o

m

o

o

o

m

cd033KeyGrp32

poolId

poolType

poolOwner

m

m o

cd033RecC, repeated 1 ... variable times:

collValBond m

Clearer Collateral Composition Sum-

Clearing Member

Margin Requirement In CM-Currency

ClgCur

Pool ID

Pool Type

Pool Owner

Bonds Coll Value

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 310 XML Report Descriptions

collValCash

collValStock

sumCollValBond

sumCollValCash

sumCollValStock

cd033Grp41, repeated 0 ... variable times:

descr1 o

cd033Grp42, repeated 1 ... variable times:

o o

o

m m

cd033KeyGrp42

secuGrpCod m

cd033RecE, repeated 1 ... variable times:

collGrpLimFact o

maxCollValSecuGrp

collValClgCurr

o

m

collValEff

sumMembCollValEff

sumMembSurplShtfAmnt

m

o

o

Cash Coll Value

Stock Coll Value

Clearer Limits Per Security Group

Security Group

Limit

Limit Value

Coll Val ClgCurr

Effective Collateral

Total Eff Coll Amnt

Surplus / Shortage

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 311 XML Report Descriptions

Text Report Structure

Clearing Member Pool ID Margin Requirement In CM-Currency ClgCur

------------------------------------------------ --------------- --------------------------------- ------

XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXX 99,999,999,999.99+ XXX

Evaluated Collateral

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Security Group Curr Coll Val ConvRate Coll Val ClgCurr

-------------- ---- ---------------- ------------ ----------------

XXXXXX XXX 9,999,999,999.99 99999999.999 9,999,999,999.99

----------------

Total Per Security Group 9,999,999,999.99

Limits Per Security Group

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Security Group Limit Limit Value Coll Val ClgCurr Effective Collateral

-------------- --------- ---------------- ---------------- --------------------

XXXXXX 999999.99 9,999,999,999.99 9,999,999,999.99 9,999,999,999.99

--------------------

Total Per Pool ID / Eff Coll Amnt 9,999,999,999.99

--------------------

Surplus / Shortage +9,999,999,999.99

Clearer Collateral Composition Summary

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Clearing Member Margin Requirement In CM-Currency ClgCur

------------------------------------------------ --------------------------------- ------

XXXXX - MEMBER LONG NAME 99,999,999,999.99+ XXX

Pool ID Pool Type Pool Owner Bonds Coll Value Cash Coll Value Stock Coll Value

--------------- ---------- ---------- ---------------- ---------------- ----------------

XXXXXXXXXXXXXXX XXXXXXXXXX XXXXX 9,999,999,999.99 9,999,999,999.99 9,999,999,999.99

---------------- ---------------- ----------------

9,999,999,999.99 9,999,999,999.99 9,999,999,999.99

Clearer Limits Per Security Group

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Security Group Limit Limit Value Coll Val ClgCurr Effective Collateral

-------------- --------- ---------------- ---------------- --------------------

XXXXXX 999999.99 9,999,999,999.99 9,999,999,999.99 9,999,999,999.99

--------------------

Eurex

XML Report Reference Manual

XML Report Descriptions

Total Eff Coll Amnt 9,999,999,999.99

--------------------

Surplus / Shortage +9,999,999,999.99

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4.4.11

CD037 Claim Amount Based Collaterals

Description

Frequency

Availability

This report lists all current pledged collateral balances.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cd037

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd037Grp, repeated 0 ... variable times:

cd037KeyGrp

membClgIdCod

cd037Grp1, repeated 1 ... variable times:

cd037KeyGrp1

owner

cd037Grp2, repeated 1 ... variable times:

cd037KeyGrp2

membExchIdCod

cd037Rec, repeated 1 ... variable times:

poolId

csdId

membCsdAct

isinCod

secuBlkCollQty

m

m

m m

o

m

m

m

o

o

o

m

o

m

m

m

m

m

Clearing Member

(XML only)

Exchange Member

Pool Id

CSD Id

Account

ISIN

QUANTITY

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

Clearing Member Exchange Member

--------------- ---------------

XXXXX XXXXX

Pool Id CSD Id Account ISIN QUANTITY

--------------- ------ ------------ ------------ -----------------

XXXXXXXXXXXXXXX XXXXXX XXXXXXXXXXXX XXXXXXXXXXXX 9,999,999,999.99+

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4.4.12

CD040 Monthly Guarantee Expiration

Description

Frequency

Availability

This report provides information on the guarantees (margin, clearing fund and company capital) that are expiring. The guarantees expiring within the next 20 business days are listed in chronological order by expiration date.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Monthly.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cd040

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd040Grp, repeated 0 ... variable times:

cd040KeyGrp

membClgIdCod

cd040Grp1, repeated 1 ... variable times:

cd040KeyGrp1

currTypCod

cd040Grp2, repeated 1 ... variable times:

cd040KeyGrp2

guarExpDat

cd040Rec, repeated 1 ... variable times:

guarNo

guarAmnt

guarTypCod

guarNam

guarStrtDat

guarText

m

m

m

m m

m

m

m

m

m

o

o

o

m

m

m

m

o

m

Clearing Member

Currency

ExpDat

GuarNo

GuarAmnt

GuarTyp

Guar

StrtDat

Terms

Eurex

XML Report Reference Manual

XML Report Descriptions

sumGuarGuarAmnt

cd040SumGrp, repeated 0 ... 1 times:

cd040SumRec, repeated 0 ... variable times:

currTypCod

sumCurrGuarAmnt

m

m

m

Total Expiring

Totals per Currency

GuarAmnt

Text Report Structure

Clearing Member Currency

------------------------------------------------ --------

XXXXX - MEMBER LONG NAME XXX

ExpDat GuarNo GuarAmnt GuarTyp Guar StrtDat

Terms

-------- ------ --------------- --------------- ---------------------------------------- --------

31-12-09 XXXX 999,999,999 XXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

---------------

Total Expiring 999,999,999,999

Totals per Currency GuarAmnt

------------------- ---------------

XXX 999,999,999,999

Version V 3.1.3

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4.4.13

CD042 Daily Settlement Statement

Description

Frequency

Availability

This report describes the daily settlements. It lists the necessary margin requirements, pledged cash and security balances and the cover credits and debits. The "over/under" cover values by currency are converted into the member's clearing currency and summed to calculate the net margin profit or deficit.

Only for fully segregated NCMs this report will contain data. For omnibus segregated NCMs as well as not segregated NCMs this report will always be empty.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cd042

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd042Grp, repeated 0 ... variable times:

cd042KeyGrp

membClgIdCodFrom m

cd042Grp10, repeated 0 ... variable times:

membClgIdCod

clgMembCurrTypCod

cd042KeyGrp10

m

m

poolId

cd042Grp11, repeated 0 ... variable times:

m

cd042KeyGrp11

membExchIdCod

cd042RecA, repeated 0 ... variable times:

m

currTypCod m

m

m

o

m

m

o

o

m

o

m

(XML only)

Clearing Member

Currency

Pool ID

(XML only)

Curr

Eurex

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XML Report Descriptions

Version V 3.1.3

05.04.2017

Page 318

mgnReqrAmnt

cshCollAmnt

secuTotBalAmnt

guarTotBalAmnt

ovrUndrCovAmnt

adjExchRat

ovrUndrCovAmntClgCurr

sumOvrUndrCovAmntClgCurr

cd042Grp20, repeated 0 ... variable times:

descr1

cd042Grp21, repeated 0 ... variable times:

cd042RecB, repeated 0 ... variable times:

o

m

m

m

m

m

m

m

m

poolId

poolType

poolOwner

poolSrplShfl

poolUsedSrplShfl

segMgnReqUncov

Requirement

cd042Grp31, repeated 1 ... variable times:

m

m o m

m

o

cd042RecC, repeated 0 ... variable times:

poolId m

poolType

poolOwner m o

poolDefltSrplShfl

poolDefltUsedSrplShfl

sumNetMgnSrpl

m m

m

RequiredMargin

CashCollAmnt

AdjSecu

AdjGuar

Ovr/Udr

AdjExchRate

Ovr/Udr

Net Mgn Srpl

Daily Settlement Statement Summary

Pool ID

Pool Type

Pool Owner

Surplus/Shortfall

Used Surplus/Shortfall

Uncovered Segregated Margin

Pool ID

Pool Type

Pool Owner

Surplus/Shortfall

Used Surplus/Shortfall

Overall Net Mgn Srpl

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Text Report Structure

Clearing Member Currency Pool ID

------------------------------------------------ -------- ---------------

XXXXX - MEMBER LONG NAME XXX XXXXXXXXXXXXXXX

Curr RequiredMargin CashCollAmnt AdjSecu AdjGuar Ovr/Udr AdjExchRate Ovr/Udr

---- ------------------ ------------------ -------------- ------------ ----------------- ------------ ------------------

XXX 99,999,999,999.99+ 99,999,999,999.99+ 9,999,999,999+ 999,999,999+ 9,999,999,999.99+ 99999.999999 99,999,999,999.99+

------------------

Net Mgn Srpl 99,999,999,999.99+

Daily Settlement Statement Summary

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Pool ID Pool Type Pool Owner Surplus/Shortfall Used Surplus/Shortfall

--------------- ---------- ---------- ------------------ ----------------------

XXXXXXXXXXXXXXX XXXXXXXXXX XXXXX 99,999,999,999.99+ 99,999,999,999.99+

----------------------

Uncovered Segregated Margin Requirement 99,999,999,999.99+

Pool ID Pool Type Pool Owner Surplus/Shortfall Used Surplus/Shortfall

--------------- ---------- ---------- ------------------ ----------------------

XXXXXXXXXXXXXXX XXXXXXXXXX XXXXX 99,999,999,999.99+ 99,999,999,999.99+

----------------------

Overall Net Mgn Srpl 99,999,999,999.99+

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4.4.14

CD043 ECM: Value Based Alloc. Method

Description

Frequency

Availability

This end-of-day report shows the allocation between a Clearing

Member's proprietary collateral (Collateral Prop ECM) and the client's collateral (Collateral Client ECM) for Clearing Members who have decided to use the value based allocation method within the

Elementary Clearing Model. It lists the margin requirement of the CM

(Mrg Req Prop ECM) separately from the margin requirement for the client business (Mrg Req Client ECM). Additionally, it shows the current collateral allocation for the Clearing Member (Collateral Prop

ECM) and for clients (Collateral Client ECM) as of the end of the respective business day.

Clearing Members participating in the asset based allocation method of

ECM will receive this report displaying the collateral amount of their proprietary account only.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing members only.

XML Report Structure

cd043

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd043Grp, repeated 0 ... variable times:

cd043KeyGrp

membClgIdCod

cd043Grp1, repeated 1 ... variable times:

cd043KeyGrp1

currTypCod

cd043Rec, repeated 1 ... variable times:

mgnReqPropEcm

mgnReqClientEcm

M/O Text Report Heading

o

m

o

m

m

m

m

m

o

o

m

m

m

m

Clearing Member

Clr Currency

Mrg Req Prop ECM

Mrg Req Client ECM

Eurex

XML Report Reference Manual

XML Report Descriptions

collPropEcm

collClientEcm

m

m

Collateral Prop ECM

Collateral Client ECM

Text Report Structure

Clearing Member Clr Currency Mrg Req Prop ECM Mrg Req Client ECM Collateral Prop ECM Collateral Client ECM

--------------- ------------ -------------------- ------------------ ------------------- ---------------------

XXXXX XXX 999,999,999,999.99 999,999,999,999.99 999,999,999,999.99 999,999,999,999.99

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4.4.15

CD070 Monthly Cash Account CM

Description

Frequency

Availability

This report contains the details of balances and transaction amounts of the cash account. Cash amounts related to TES Flexible Contracts

Transactions are included.

Only for fully segregated NCMs this report will contain data. For omnibus segregated NCMs as well as not segregated NCMs this report will always be empty.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Monthly.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cd070

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd070Grp, repeated 0 ... variable times:

cd070KeyGrp

membClgIdCod

cd070Grp1, repeated 1 ... variable times:

cd070KeyGrp1

membExchIdCod

cd070Grp2, repeated 1 ... variable times:

cd070KeyGrp2

cshAcctNo2

cshLocKeyCod

currTypCod

cshRefCod

clgHseInd2

cd070Rec, repeated 1 ... variable times:

date

m

o

o

o

m

m

m

m

o

m

m

m

m

m

m

m

m

m

Clearing Member

Account Holder

Cash Account

LocId

Curr

Reference

CHI

TranDate

Eurex

XML Report Reference Manual

XML Report Descriptions

trnValDat

poolId

cshInstId

trnTyp2

trnTypText

trnDebAmnt

trnCrdAmnt

o

o

o

o

o

o

o

Value Date

Pool ID

CshInstId

Typ

Type Description

Debit

Credit

Text Report Structure

Clearing Member Account Holder

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Cash Account LocId Curr Reference CHI

---------------------- ----- ---- --------------- ----

XXXXXXXXXXXXXXXXXXXXXX XXXXX XXX XXXXXXXXXXXXXXX XXXX

TranDate Value Date Pool ID CshInstId Typ Type Description Debit Credit

-------- ---------- --------------- --------------- --- -------------------- ------------------ -----------------

31-12-09 31-12-09 XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXX 999,999,999,999.99 99,999,999,999.99

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4.4.16

CD071 Monthly Cash Account AH

Description

Frequency

Availability

This report contains the details of balances and transaction amounts of the cash account. Cash amounts related to TES Flexible Contracts

Transactions are included.

Monthly.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

cd071

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd071Grp, repeated 0 ... variable times:

cd071KeyGrp

membExchIdCod

cd071Grp1, repeated 1 ... variable times:

cd071KeyGrp1

membClgIdCod

cd071Grp2, repeated 1 ... variable times:

cd071KeyGrp2

cshAcctNo2

cshLocKeyCod

currTypCod

cshRefCod

clgHseInd2

cd071Rec, repeated 1 ... variable times:

date

trnValDat

cshInstId

trnTyp2

trnTypText

m

m

o

o

m

o

o

m

m

m

m

m

o

m

o

m

m

m

m

m

o

o

Account Holder

Clearing Member

Cash Account

LocId

Curr

Reference

CHI

TranDate

Value Date

CshInstId

Typ

Type Description

Eurex

XML Report Reference Manual

XML Report Descriptions

trnDebAmnt

trnCrdAmnt

o

o

Debit

Credit

Text Report Structure

Account Holder Clearing Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Cash Account LocId Curr Reference CHI

---------------------- ----- ---- --------------- ----

XXXXXXXXXXXXXXXXXXXXXX XXXXX XXX XXXXXXXXXXXXXXX XXXX

TranDate Value Date CshInstId Typ Type Description Debit Credit

-------- ---------- --------------- --- -------------------- ------------------ -----------------

31-12-09 31-12-09 XXXXXXXXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXX 999,999,999,999.99 99,999,999,999.99

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4.4.17

CD072 Monthly Cash Account NCM / RC

Description

Frequency

Availability

This report contains the details of balances and transaction amounts of the cash account. Cash amounts related to TES Flexible Contracts

Transactions are included. Report will contain data Only for NCMs.

CMs version of the report is empty.

Monthly.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

cd072

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd072Grp, repeated 0 ... variable times:

cd072KeyGrp

membExchIdCodFrom

cd072Grp1, repeated 1 ... variable times:

cd072KeyGrp1

membClgIdCod

cd072Grp2, repeated 1 ... variable times:

cd072KeyGrp2

membExchIdCod

m

m

m

cd072Grp3, repeated 1 ... variable times:

cd072KeyGrp3

currTypCod

cshRefCod

m

m

cshStlRun

clgHseInd2

m

m

cd072Grp4, repeated 1 ... variable times:

cd072KeyGrp4

date m

m

o

o

o

m

m

m

m

o

m

(XML only)

Clearing Member

Pool Owner

Curr

Reference

Run

CHI

TranDate

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trnValDat o

cd072Rec, repeated 1 ... variable times:

poolId

trnTyp2

o

o

trnTypText

trnDebAmnt

trnCrdAmnt

trnTyp2Art

o

o

o

o

trnTypTextArt

artDebAmnt

artCrdAmnt

sumCashRunDebAmnt

sumCashRunCrdAmnt

o

o o

o

o

Value Date

Pool ID

Typ

Type Description

Debit

Credit

Total

Text Report Structure

Clearing Member Pool Owner Curr Reference Run CHI

------------------------------------------------ ------------------------------------------------ ---- --------------- ---- ----

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XXXXXXXXXXXXXXX XXXX XXXX

TranDate Value Date Pool ID Typ Type Description Debit Credit

-------- ---------- --------------- --- -------------------- -------------------- --------------------

31-12-09 31-12-09 XXXXXXXXXXXXXXX XXX XXXXXXXXXXXXXXXXXXXX 999,999,999,999.99 99,999,999,999.99

--- -------------------- -------------------- --------------------

XXX XXXXXXXXXXXXXXXXXXXX 9,999,999,999,999.99 9,999,999,999,999.99

-------------------- --------------------

Total 9,999,999,999,999.99 9,999,999,999,999.99

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4.4.18

CD080 Monthly Collateral Movement

Description

Frequency

Availability

This report lists the monthly transactions in the different security deposit accounts. It provides information on changes to the security deposits. Only for fully segregated NCMs this report will contain data.

For omnibus segregated NCMs as well as not segregated NCMs this report will always be empty.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Monthly.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cd080

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd080Grp, repeated 0 ... variable times:

cd080KeyGrp

membClgIdCod

cd080Grp1, repeated 1 ... variable times:

cd080KeyGrp1

cshAcctCod

poolId

owner

currTypCod

cd080Grp2, repeated 1 ... variable times:

cd080KeyGrp2

isinCod

secuId

csdId

membCsdAct

cd080Rec, repeated 1 ... variable times:

m

m

o

o

o

m

m

m

m

o

o

o

m

o

m

m

m

m

m

Clearing Member

Usage

Pool Id

Owner

Currency

Security Id

SecuId

CSD Id

CSD Account

Eurex

XML Report Reference Manual

XML Report Descriptions

trnDat

trnIdNo2

trnTyp

secuBlkCollQty

secuCntrCovQty

trnBalAmnt

m

o

o

m o

o

TrnDat

Tran Id

Transaction Type

Bulk

SpecEquColl

Balance

Text Report Structure

Clearing Member Usage Pool Id Owner Currency

------------------------------------------------ --------------- --------------- ----- --------

XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXX XXX

Security Id SecuId CSD Id CSD Account

------------ ------ ------ ------------

XXXXXXXXXXXX XXXX XXXXXX XXXXXXXXXXXX

TrnDat Tran Id Transaction Type Bulk SpecEquColl Balance

-------- --------- ------------------------------ ----------------- ------------ -----------------

31-12-09 XXXXXXXXX XXX - XXXXXXXXXXXXXXXXXXXXXXXX 9,999,999,999.99+ 999,999.999+ 9,999,999,999.99+

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4.4.19

CD090 Overall Asset Summary

Description This report displays the clearing fund and company capital requirements for each member and, in comparison, their clearing fund and company capital amounts. The member's margin amounts are also displayed.

Only the members acting in their clearing member role are considered in this report. Values related to clearing agents (ISA direct model) are proposed in report

CD092.

The clearing fund, the company capital requirement and the respective contribution by clearing member are calculated as described below.

The difference between these two amounts is also displayed.

Clearing fund/company capital requirement

With the daily margin amounts, the average margin requirement over

n

and

m

days is calculated per clearing member. The daily margin requirement, the average over

n

days, and the average over

m

days are evaluated by the appropriate margin factor (clearing fund: clearing fund margin factor, company capital: company capital margin factor).

Clearing fund / company capital contribution

The clearing member total clearing fund contribution in Euro is calculated as follows:

Frequency

Availability

Sum (conversion factor to EUR * in one currency Sum (fund securities

* closing price * collateral evaluation factor) + Sum (fund guarantees * guarantor evaluation percentage) + cash)

The clearing member total company capital in Euro is calculated as follows:

Sum (conversion factor to EUR * in one currency (company capital +

Sum (capital securities * closing price * collateral evaluation factor) +

Sum (capital guarantees * guarantor evaluation percentage) + cash)

The guarantee amount is accumulated over the different asset types per currency. The total amount per currency is then converted to Euro.

These Euro amounts are accumulated in total clearing fund or company capital contribution.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing members only.

M/O Text Report Heading XML Report Structure

cd090

rptHdr

exchNam

envText

rptCod

m

m

m

Eurex

XML Report Reference Manual

XML Report Descriptions

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd090Grp, repeated 0 ... variable times:

cd090KeyGrp

membClgIdCod

cd090Grp1, repeated 1 ... variable times:

cd090KeyGrp1, repeated 0 ... 1 times:

currTypCod

cd090Rec, repeated 1 ... variable times:

ctribTypText

clrFunAmnt

compCaptAmnt

mgnAmnt

asstTot

sumCurrClrFunAmnt

sumCurrCompCaptAmnt

sumCurrMgnAmnt

sumCurrAsstTot

clrFunPctOfMgnReq

compCaptPctOfMgnReq

dayReqClrFun

dayReqCompCapt

dayAvgText

midTermReqClrFun

midTermReqCompCapt

midTermAvgText

lngTermReqClrFun

lngTermReqCompCapt

lngTermAvgText

clrFunTotal

compCaptTotal

clrFunMin

compCaptMin

alignTextKRX

alignTextTEX

m

m

m m

m

m

m

m

m

m

m

m

m

m

m

m

m

m

m

m m

m

o

o

m

m

m

m

m

o

m

m

o

o

o

ClMbr

Curr

Contribution

Clearing Fund

Company Capital

Margin

Asset Total

Total

Percent of Margin Requ.

Current Day Requirement

Mid Term Requirement

Long Term Requirement

Total Requirement

Minimum Requirement

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XML Report Descriptions

KRXContribShort

TEXContribShort

asiaShortText

KRXContribMid

TEXContribMid

asiaMidText

KRXContribLong

TEXContribLong

asiaLongText

KRXContribMax

TEXContribMax

KRXContribMin

TEXContribMin

KRXContribLink

TEXContribLink

m

m

m

m

m

m

m

m

m

m

m

m

m

m

m

Asia Short Term

Asia Mid Term

Asia Long Term

Asia Max

Minimum Requirement

Asia-Link Contribution

Version V 3.1.3

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XML Report Descriptions

Text Report Structure

ClMbr Curr

----- ----

XXXXX XXX

Contribution Clearing Fund Company Capital Margin Asset Total

------------------------- ----------------- ------------------- -------------------- -------------------

XXXXXXXXXXXXXXXXXXXXXXXXX 999,999,999,999 999,999,999,999 99,999,999,999 99,999,999,999,999

----------------- ------------------- -------------------- -------------------

Total 9,999,999,999,999 9,999,999,999,999 999,999,999,999 999,999,999,999,999

----------------- -------------------

Percent of Margin Requ. 999.99 999.99

----------------- ------------------- --------------------

Current Day Requirement 999,999,999,999+ 999,999,999,999+ XXXXXXXXXXXXXXXXXXXX

----------------- ------------------- --------------------

Mid Term Requirement 999,999,999,999+ 999,999,999,999+ XXXXXXXXXXXXXXXXXXXX

----------------- ------------------- --------------------

Long Term Requirement 999,999,999,999+ 999,999,999,999+ XXXXXXXXXXXXXXXXXXXX

----------------- -------------------

Total Requirement 999,999,999,999+ 999,999,999,999+

----------------- -------------------

Minimum Requirement 999,999,999,999 999,999,999,999

----------------- -------------------

XXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXX

----------------- ------------------- --------------------

Asia Short Term 999,999,999,999 999,999,999,999 XXXXXXXXXXXXXXXXXXXX

----------------- ------------------- --------------------

Asia Mid Term 999,999,999,999 999,999,999,999 XXXXXXXXXXXXXXXXXXXX

----------------- ------------------- --------------------

Asia Long Term 999,999,999,999 999,999,999,999 XXXXXXXXXXXXXXXXXXXX

----------------- -------------------

Asia Max 999,999,999,999 999,999,999,999

----------------- -------------------

Minimum Requirement 999,999,999,999 999,999,999,999

----------------- -------------------

Asia-Link Contribution 999,999,999,999 999,999,999,999

Version V 3.1.3

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4.4.20

CD091 ISA Direct Mem. Asset Summary

Description

Frequency

Availability

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 requirements 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.

Daily.

This report is available for clearing and trading members.

M/O Text Report Heading XML Report Structure

cd091

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

m

m

o

m

m

o

o

m

o

m

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 335 XML Report Descriptions

cd091Grp, repeated 0 ... variable times:

cd091KeyGrp

membClgIdCod

cd091Grp1, repeated 1 ... variable times:

cd091KeyGrp1

membExchIdCod

cd091Grp2, repeated 1 ... variable times:

cd091KeyGrp2

m

m

currTypCod

cd091Grp3, repeated 1 ... variable times:

m

cd091KeyGrp3

poolId m

cd091RecA, repeated 1 ... variable times:

rqmntType

clrFunPctOfMgnReq

eqCaptPctOfMgnReq

m

m

m

alignText

dayReqClrFun

dayReqEqCapt

dayAvgText

midTermReqClrFun

midTermReqEqCapt

midTermAvgText

lngTermReqClrFun

lngTermReqEqCapt

lngTermAvgText

clrFunMin

eqCaptMin

clrFunPerPoolTotal

eqCaptPerPoolTotal

dummyColumn1

dummyColumn2

clrFunTotal

eqCaptTotal

cd091Grp4, repeated 1 ... variable times:

cd091KeyGrp4

1

1

membClgIdCod_1

membExchIdCod_1

o

o

currTypCod_1 o

cd091RecB, repeated 1 ... variable times:

1

1

m

m

m

m

m

m

m m

m

m

m

m

o

m

ClMbr

ExMbr

Curr

poolId

Requirement

Clearing Fund

AuM/Company Capital

Current Day Requirement

Mid Term Requirement

Long Term Requirement

Minimum Requirement

Total Requirement per Pool

Total Requirement

ClMbr

ExMbr

Curr

Eurex

XML Report Reference Manual

XML Report Descriptions

amntType

cntrCshAmnt

cntrSecAmnt

totCntrAmnt

o

o

o

o

Text Report Structure

ClMbr ExMbr Curr poolId

----- ----- ---- ---------------

XXXXX XXXXX XXX XXXXXXXXXXXXXXX

Requirement Clearing Fund AuM/Company Capital

-------------------------- ---------------- ------------------- --------------------

XXXXXXXXXXXXXXXXXXXXXXXXXX 999.99 999.99 XXXXXXXXXXXXXXX

---------------- ------------------- --------------------

Current Day Requirement 999,999,999,999+ 999,999,999,999+ XXXXXXXXXXXXXXXXXXXX

---------------- ------------------- --------------------

Mid Term Requirement 999,999,999,999+ 999,999,999,999+ XXXXXXXXXXXXXXXXXXXX

---------------- ------------------- --------------------

Long Term Requirement 999,999,999,999+ 999,999,999,999+ XXXXXXXXXXXXXXXXXXXX

---------------- -------------------

Minimum Requirement 999,999,999,999 999,999,999,999

---------------- -------------------

Total Requirement per Pool 999,999,999,999 999,999,999,999

---------------- -------------------

XXXXXXXXXXX XXXXXXXXXXX

---------------- ------------------- ----- ----- ----

Total Requirement 999,999,999,999+ 999,999,999,999 XXXXX XXXXX XXX

Type Contribution Cash Contribution Securities Total

------------------- ----------------- ----------------------- -------------------

XXXXXXXXXXXXXXXXXXX 999,999,999,999+ 999,999,999,999+ 999,999,999,999+

Type

Contribution Cash

Contribution Securities

Total

Version V 3.1.3

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4.4.21

CD092 Asset Summary Aggregation

Description

Frequency

Availability

This report gives an aggregated overview about requirements and coverages resulting from both clearing member role and clearing agent role. Its detailed breakdown is provided in reports CD090/CD091. ISA Direct Members are excluded from Clearer aggregation and are shown separately in this report.

The report is available for clearing members.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cd092

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd092Grp, repeated 0 ... variable times:

cd092KeyGrp

membClgIdCod

currTypCod

cd092Grp1, repeated 1 ... variable times:

cd092RecA, repeated 1 ... variable times:

membClgIdCod_2

fundType

totalReq

contribution

effContribution

coverage

cd092Grp2, repeated 0 ... variable times:

cd092RecB, repeated 1 ... variable times:

membExchIdCodISA

fundType

o

o

o

o

o

o

o

o

m

m

m

o

o

o

m

m

m

m

o

m

ClMbr

Curr

CM Standard/Seg

Type

Total Requirement

Contribution

Eff Contribution

Coverage (%)

ISA Direct

Type

Eurex

XML Report Reference Manual

XML Report Descriptions

totalReq

contribution

effContribution

coverage

o

o

o

o

Total Requirement

Contribution

Eff Contribution

Coverage (%)

Text Report Structure

ClMbr Curr

----- ----

XXXXX XXX

CM Standard/Seg Type Total Requirement Contribution Eff Contribution Coverage (%)

--------------- --------------- ----------------- --------------- ---------------- ------------

XXXXX XXXXXXXXXXXXXXX 999,999,999,999+ 999,999,999,999 999,999,999,999 999

ISA Direct Type Total Requirement Contribution Eff Contribution Coverage (%)

--------------- --------------- ----------------- --------------- ---------------- ------------

XXXXX XXXXXXXXXXXXXXX 999,999,999,999+ 999,999,999,999 999,999,999,999 999

Version V 3.1.3

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4.4.22

CD100 Audit Trail Coll Transactions

Description

Frequency

Availability

This report lists all collateral transactions which were entered or changed during the current day. It displays the state transition per transaction Id with the time when it was processed. Only for fully segregated NCMs this report will contain data. For omnibus segregated

NCMs as well as not segregated NCMs this report will always be empty.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cd100

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd100Grp, repeated 0 ... variable times:

cd100KeyGrp

membClgIdCod

cd100Grp1, repeated 1 ... variable times:

cd100KeyGrp1

cshAcctCod

poolId

owner

currTypCod

cd100Grp2, repeated 1 ... variable times:

cd100KeyGrp2

csdId

membCsdAct

isinCod

cd100Rec, repeated 1 ... variable times:

m

m

m

m

m

o

o

m

m

m

o

m

m

o

o

m

o

m

Clearing Member

Usage

Pool Id

Owner

Currency

CSD Id

CSD Account

Security Id

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 340 XML Report Descriptions

updCod

trnDat

trnTim

trnIdNo2

trnTyp

collStsCod

secuBlkCollQty

dlvDueDat

partIdCod

m

o

o

m

m

m

m

m

m

UpdCod

TrnDat

TrnTime

Tran Id

Transaction Type

CollSts

Bulk

DueDat

User

Text Report Structure

Clearing Member Usage Pool Id Owner Currency CSD Id CSD Account Security Id

------------------------------------------------ --------------- --------------- ----- -------- ------ ------------ ------------

XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXX XXXXXXXXXXXXXXX XXXXX XXX XXXXXX XXXXXXXXXXXX XXXXXXXXXXXX

UpdCod TrnDat TrnTime Tran Id Transaction Type CollSts Bulk DueDat User

------ -------- -------- --------- ------------------------------ ---------------------- ----------------- -------- ------

XXXXXX 31-12-09 23:59:59 XXXXXXXXX XXX - XXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXX 9,999,999,999.99+ 31-12-09 XXXXXX

Eurex

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Page 341 XML Report Descriptions

4.4.23

CD230 Monthly Interest Report

Description

Frequency

Availability

This report shows the interest earned each calendar day, and in total, for the month. The report is generated per pool ID and currency after the interest is calculated and posted.

The report shows the ending balance, the applied interest rate, and the interest credited for each day, in total, and for the month.

The CM version of the report shows all pools of the CM and its NCMs and all pools of corresponding ISA Direct members. The NCM version of the report will be filled for NCMs with fully segregated pools and for

ISA Direct members with their pools. For the other NCMs the report will be empty.

The report is available for EUREX/ECAG Members, EEX/ECC

Members and ISA Direct Members.

Monthly.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cd230

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd230Grp, repeated 0 ... variable times:

cd230KeyGrp

membClgIdCod m

cd230Grp1, repeated 1 ... variable times:

cd230KeyGrp1

membExchIdCod

cd230Grp2, repeated 0 ... variable times:

m

cd230KeyGrp2

poolId m

poolOwner

cd230Grp3, repeated 0 ... variable times:

m

m

m

o

m

m

o

o

m

o

m

(XML only)

Member ID

Pool ID

(XML only)

Eurex

XML Report Reference Manual

XML Report Descriptions

cd230KeyGrp3

currTypCod m

cd230Rec, repeated 1 ... variable times:

date m

cshBalAmnt

intFreeLimAmnt

calcIntAmnt

intRatPct

dlyIntAmnt

sumCurrDlyIntAmnt

m

m

m

m

m

o

Curr

Date

Balance

Int Free Limit

Calc Inter On

Int Rate

Daily Interest

Total per Curr

Text Report Structure

Member ID Pool ID Curr

------------------------------------------------ --------------- ----

XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXX XXX

Date Balance Int Free Limit Calc Inter On Int Rate Daily Interest

-------- ------------------ ------------------ ------------------ -------- ------------------

31-12-09 99,999,999,999.99+ 99,999,999,999.99+ 99,999,999,999.99+ 9.99999+ 99,999,999,999.99+

------------------

Total per Curr 99,999,999,999.99+

Version V 3.1.3

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4.4.24

CD235 Reservation amount

Description

Frequency

Availability

New EOD report should contain a reservation amount for each clearer which is part of Late cash withdrawal requirement. The reservation amount is sum of shortfalls on segregadet pools which are included in reservation amount calculation (those market using participation flag).

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing members only.

XML Report Structure

cd235

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cd235Grp, repeated 0 ... variable times:

cd235KeyGrp

membClgIdCod

cd235Grp1, repeated 1 ... variable times:

cd235KeyGrp1

currTypCod

cd235Rec, repeated 1 ... variable times:

aggRsrvdAmnt

M/O Text Report Heading

m

o

o

o

m

m

m

m

o

m

m

m

m

Clearing Member

Currency

Aggregated Reservation Amount

Text Report Structure

Clearing Member Currency Aggregated Reservation Amount

------------------------------------------------ -------- -----------------------------

XXXXX - MEMBER LONG NAME XXX 99,999,999,999.99+

Eurex

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Page 344 XML Report Descriptions

4.5

CE Clearing Exercise and Delivery

4.5.1

CE010 In-the-money Advisory

Description

Frequency

Availability

This report informs members of In-the-money series in the final days before their expiration. It includes information concerning positions abandoned by automatic exercise.

It contains data on the series about to expire and is arranged by clearing member, exchange member, currency, account type and product. It also totals, by class and Eurex product, the open positions and In-the-money amounts.

The report is available for EEX/ECC Members.

Two weeks before expiration date through the expiration date.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce010

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce010Grp, repeated 0 ... variable times:

ce010KeyGrp

membClgIdCod m

ce010Grp1, repeated 1 ... variable times:

ce010KeyGrp1

membExchIdCod

ce010Grp2, repeated 1 ... variable times:

m

ce010KeyGrp2

currTypCod m

acctTypGrp

ce010Grp3, repeated 1 ... variable times:

m

m

m

o

m

m

o

o

m

o

m

Clearing Member

Exchange Member

Currency

Account

Eurex

XML Report Reference Manual

XML Report Descriptions

ce010KeyGrp3

prodTypId

prodId

cntrExpDat

ticVal

undrIdCod

undrIdLngNam

undrLstClsPrc

ce010Grp4, repeated 1 ... variable times:

ce010KeyGrp4

cntrClasCod m

ce010Rec, repeated 1 ... variable times:

prodId

cntrDtlGrp

m

m

m

m

m

m

m

m

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

itmPerUntAmnt

trdUntVal

posnLngBal

posnShtBal

abdnQty

itmLngAmnt

itmShtAmnt

sumClasPosnLngBal

sumClasPosnShtBal

sumClasAbdnQty

sumClasItmLngAmnt

sumClasItmShtAmnt

sumProdPosnLngBal

sumProdPosnShtBal

sumProdAbdnQty

sumProdItmLngAmnt

sumProdItmShtAmnt

o o

o

o

o

o

o

o

o

o o

o

o

o

o

o

o

m

m

m

m

ProductType

Product

ExpireDate

TickVal

UnderId

Underlying

UnderlyingClose

CP

Prod

ExpM

ExpY

ExercP

V

Itm / Unt

Trad Unit

CurLng

CurSht

AbanPos

In-the-money Lng

In-the-money Sht

Class Total

Product Total

Version V 3.1.3

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Text Report Structure

Clearing Member Exchange Member Currency Account

------------------------------------------------ ------------------------------------------------ -------- -------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX

ProductType Product ExpireDate TickVal UnderId Underlying UnderlyingClose

----------- ------- ---------- --------- ------- ------------------------ ---------------

XXXX XXXX 31-12-09 9999.9999 XXXX XXXXXXXXXXXXXXXXXXXXXXXX 9999.99999

CP Prod ExpM ExpY ExercP V Itm / Unt Trad Unit CurLng CurSht AbanPos In-the-money Lng In-the-money Sht

---- ---- ---- ---- ------ - ---------- ----------- ------------- ------------- -------------- ---------------- ----------------

XXXX XXXX XXX 9999 999999 9 9999.99999 999999.9999 9,999,999,999 9,999,999,999 999,999,999 999,999,999.99+ 999,999,999.99+

------------- ------------- -------------- ---------------- ----------------

Class Total 9,999,999,999 9,999,999,999 99,999,999,999 999,999,999.99+ 999,999,999.99+

------------- ------------- -------------- ---------------- ----------------

Product Total 9,999,999,999 9,999,999,999 99,999,999,999 999,999,999.99+ 999,999,999.99+

Eurex

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4.5.2

CE030 Member Expiration

Description

Frequency

Availability

This report shows the current balance of a series in the last days before expiration. It shows positions abandoned by automatic exercise.

It is arranged by type of account and gives the details of a series about to expire, the total of open positions and the total In-the-money amount by class, Eurex product and by exchange member.

The report is available for EEX/ECC Members.

Two weeks before expiration date through the expiration date.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce030

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce030Grp, repeated 0 ... variable times:

ce030KeyGrp

membClgIdCod m

ce030Grp1, repeated 1 ... variable times:

ce030KeyGrp1

membExchIdCod

ce030Grp2, repeated 1 ... variable times:

m

ce030KeyGrp2

currTypCod

ce030Grp3, repeated 1 ... variable times:

ce030KeyGrp3

m

acctTypGrp m

ce030Grp4, repeated 1 ... variable times:

ce030KeyGrp4

prodId

cntrExpDat

m

m

m

m

o

m

m

o

o

m

o

m

Clearing Member

Exchange Member

Currency

Account

Product

ExpireDate

Eurex

XML Report Reference Manual

XML Report Descriptions

undrTicVal

undrDecCodGrp

undrIdCod

undrIdLngNam

m

m

m

undrLstClsPrc m

ce030Grp5, repeated 1 ... variable times:

TickValue

Underlying

UnderlyingClose

ce030KeyGrp5

clasGrpCod m

ce030Rec, repeated 1 ... variable times:

Class

cntrIdGrp

cntrClasCod

prodId

o

m

Contract

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

cntrPerUntInAmnt

secuTrdUntNo

posnLngBal

posnShtBal

abdnQty

cntrTotItmAmnt

sumClasCntrTotItmAmnt

sumSecuCntrTotItmAmnt

sumCurrCntrTotItmAmnt

m

m

o

o

m

m

m

m

m

m

m

m

m

ITM/OTM AmntPerUnt

UntPerCntr

CrtPosLng

CrtPosSht

AbndPos

Total ITM Amount

Total Class

Total Per Product

Total Exchange Member

Version V 3.1.3

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Page 349 XML Report Descriptions

Text Report Structure

Clearing Member Exchange Member Currency Account

------------------------------------------------ ------------------------------------------------ -------- -------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME XXX XX

Product ExpireDate TickValue Underlying UnderlyingClose

------------------------------------- ---------- --------- ----------------------------- ---------------

XXXX - PRODUCT LONG NAME 31-12-09 9999.9999 XXXX XXXXXXXXXXXXXXXXXXXXXXXX 9999.99999

Class Contract ITM/OTM AmntPerUnt UntPerCntr CrtPosLng CrtPosSht AbndPos Total ITM Amount

----- ------------------------ ------------------ ---------- ------------- ------------- ----------- -------------------

XXXX X XXXX XXX 9999 999999 9 999,999.99999+ 9,999.9999 9,999,999,999 9,999,999,999 999,999,999 999,999,999,999.99+

-------------------

Total Class 999,999,999,999.99+

-------------------

Total Per Product 999,999,999,999.99+

-------------------

Total Exchange Member 999,999,999,999.99+

Eurex

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Page 350 XML Report Descriptions

4.5.3

CE035 Expired Series

Description

Frequency

Availability

This report provides details on expired series and positions that are in these series.

It is arranged by clearing member, exchange member, currency, account type, product type and options class. It contains details about expired series and totals for the position balance by class, by Eurex product and by exchange member.

The report is available for EEX/ECC Members.

Expiration date of options.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce035

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce035Grp, repeated 0 ... variable times:

ce035KeyGrp

membClgIdCod

ce035Grp1, repeated 1 ... variable times:

m

ce035KeyGrp1

membExchIdCod

ce035Grp2, repeated 1 ... variable times:

ce035KeyGrp2

m

currTypCod

expDat

ce035Grp3, repeated 1 ... variable times:

ce035KeyGrp3

m

m

acctTypGrp

prodTypId

m

m

ce035Grp4, repeated 1 ... variable times:

o

m

o

m

m

m

m

m

o

o

Clearing Member

Exchange Member

Currency

Expiration Date

Account

Product Type

Eurex

XML Report Reference Manual

XML Report Descriptions

ce035KeyGrp4

prodId m

ce035Grp5, repeated 1 ... variable times:

ce035KeyGrp5

Product

cntrClasCod m

ce035Rec, repeated 1 ... variable times:

Class

cntrIdGrp

cntrClasCod

prodId

cntrDtlGrp

o

m

Contract

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

posnLngBal

posnShtBal

sumClasPosnLngBal

sumClasPosnShtBal

sumSecuAcctLngPst

sumSecuAcctShtPst

sumCurrAcctLngPst

sumCurrAcctShtPst

m

m

o

o

m

m

m

m

m m

m

m

Expired PosLng

Expired PosSht

Total Class

Total Product

Total Member

Text Report Structure

Clearing Member Exchange Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Currency Expiration Date Account Product Type

------------ ------------------- ----------- ----------------------

XXX 31-12-09 XX XXXXXXXXXXXXXXXXXXXXXX

Product Class Contract Expired PosLng Expired PosSht

------------------------------ ------- ------------------------ ------------------ ------------------

PRODUCT LONG NAME XXXX X XXXX XXX 9999 999999 9 9,999,999,999 9,999,999,999

------------------ ------------------

Total Class 9,999,999,999 9,999,999,999

------------------ ------------------

Total Product 9,999,999,999 9,999,999,999

------------------ ------------------

Total Member 9,999,999,999 9,999,999,999

Version V 3.1.3

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Page 352 XML Report Descriptions

4.5.4

CE038 Deliverable Bonds

Description

Frequency

Availability

CRE Area

This report details the calculation of conversion factors and invoice amounts for deliverable bonds. Clearing members can select the bonds shown in this report for delivery. It contains information on the deliverable bonds of all traded bond futures contracts. It presents the data for the calculation of conversion factor and invoice amount.

Settlement price and invoice amount are only displayed for deliverable securities expiring this month. This report is produced when a contract expires and another contract month is listed.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for all members.

Public.

M/O Text Report Heading XML Report Structure

ce038

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce038Grp, repeated 0 ... variable times:

ce038KeyGrp

prodTypId

prodId

currTypCod

ce038Grp1, repeated 1 ... variable times:

ce038KeyGrp1

futCntrIdGrp

prodId

cntrExpMthDat

cntrExpYrDat

lstSetlmtPrc

o

m

o

m

m

m

m

m

o

o

m

o

m

m

m

m

m

Product Type

Product

Currency

Contract

LstSetlPrc

Eurex

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05.04.2017

Page 353 XML Report Descriptions

ce038Rec, repeated 1 ... variable times:

isinCod

secuShtNam

matuDat

cpnRat

secuLstCoupDat

secuRemaLife

secuRemaLifeYr

secuRemaLifeMth

convFact

acrInt

invcAmnt

m m

m

m

o

m

m

m

m

m

SecurityId

Security Name

Maturity

CpnRat

LastCouponDate

RemLife

ConvFact

AccruedInt

Invoice Amount

Text Report Structure

Product Type Product Currency

----------------------------- ------------------------------------- --------

XXXX - XXXXXXXXXXXXXXXXXXXXXX XXXX - PRODUCT LONG NAME XXX

Contract LstSetlPrc

------------- ----------

XXXX XXX 9999 9999.99999

SecurityId Security Name Maturity CpnRat LastCouponDate RemLife ConvFact AccruedInt Invoice Amount

------------ ------------------------------ -------- ------- -------------- ------- -------- ------------- ----------------------

XXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09 99.9999 31-12-09 99 99 9.999999 9,999,999.99+ 99,999,999,999,999.99+

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 354 XML Report Descriptions

4.5.5

CE050 Expiration Payment-vs-Payment

Description

Frequency

Availability

This report lists the resulting payments (delivery and final settlement) for expired currency futures and exercised/assigend options that are handled manually via the CLS bank.

Expiration date of FX Derivatives.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce050

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce050Grp, repeated 0 ... variable times:

ce050KeyGrp

membClgIdCod

ce050Grp1, repeated 1 ... variable times:

m

ce050KeyGrp1

dlvCurrTypCod

currTypCod

ce050Grp2, repeated 1 ... variable times:

ce050KeyGrp2

membExchIdCod

ce050Grp3, repeated 1 ... variable times:

ce050KeyGrp3

m

m

m

acctTypGrp m

ce050Grp4, repeated 0 ... variable times:

ce050KeyGrp4

flxCntrIdGrp, repeated 0 ... 1 times:

cntrClasCod

prodId

cntrExpDat

o

m

m

o

m

o

m

m

m

m

m

o

o

Clearing Member

DlvCurr

Currency

ExMbr

Ac

Contract

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 355 XML Report Descriptions

flxOptCntrExerPrc

cntrVersNo

exerStylTyp

setlTypCod

cntrIdGrp, repeated 0 ... 1 times:

cntrClasCod o

prodId

cntrDtlGrp

m

o

o

o

m

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

flxCntrTrnIdNo

trnIdSfxNo

buyCod

cntrFaceVal

m

m

o

o

o

o

m

m

FlxTrnNo

SfxNo

B

CntrFaceVal

FinSetlPrc finSetlmtPrc o

ce050Rec, repeated 0 ... variable times:

posnBal

dlvCurrAmnt

dlvSetlmtAmnt

trnValDat

cshRefId

sumCurrDlvCurrAmntOpt

m

m

m

m

m

m

PosnBal

DlvCurrAmnt

DlvSettlAmnt

ValueDat

cshRefId

Total per Curr Options

sumCurrDlvSetlmtAmntOpt

sumCurrDlvCurrAmntFut

currTypCod

Options

m

m Total per Curr Futures

sumCurrDlvSetlmtAmntFut m

ce050SumMbrLvlRecOpt, repeated 0 ... variable times:

m Totals per Currency per Member

sumCurrDlvPayAmnt

sumCurrDlvRcvAmnt m m

DlvPayAmnt

DlvRcvAmnt

sumCurrDlvTotAmnt m DlvTotAmnt

ce050SumMbrLvlRecFut, repeated 0 ... variable times:

currTypCod

Futures m Totals per Currency per Member

sumCurrDlvPayAmnt

sumCurrDlvRcvAmnt

sumCurrDlvTotAmnt

ce050SumGrp, repeated 0 ... 1 times: m m m

DlvPayAmnt

DlvRcvAmnt

DlvTotAmnt

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 356 XML Report Descriptions

ce050SumRecOpt, repeated 0 ... variable times:

currTypCod m

sumCurrDlvPayAmnt

sumCurrDlvRcvAmnt m m

sumCurrDlvTotAmnt m

ce050SumRecFut, repeated 0 ... variable times:

currTypCod

sumCurrDlvPayAmnt

m

m

Totals per Currency Options

DlvPayAmnt

DlvRcvAmnt

DlvTotAmnt

Totals per Currency Futures

DlvPayAmnt

sumCurrDlvRcvAmnt

sumCurrDlvTotAmnt m m

DlvRcvAmnt

DlvTotAmnt

ce050SumRecOptUsd, repeated 0 ... variable times:

currTypCod m Totals In USD Options

sumCurrDlvPayAmnt

sumCurrDlvRcvAmnt m m

DlvPayAmnt

DlvRcvAmnt

sumCurrDlvTotAmnt m

ce050SumRecFutUsd, repeated 0 ... variable times:

DlvTotAmnt

currTypCod

sumCurrDlvPayAmnt

sumCurrDlvRcvAmnt

sumCurrDlvTotAmnt

m

m m m

Totals In USD Futures

DlvPayAmnt

DlvRcvAmnt

DlvTotAmnt

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 357 XML Report Descriptions

Text Report Structure

Clearing Member DlvCurr Currency ExMbr Ac

--------------- ------- -------- ----- --

XXXXX XXX XXX XXXXX XX

Contract FlxTrnNo SfxNo B CntrFaceVal FinSetlPrc PosnBal DlvCurrAmnt DlvSettlAmnt

ValueDat cshRefId

-------------------------------- --------- ----- - ------------- ---------- ----------- ------------------- -------------------

X XXXX 31-12-09 99999.9999 9 X X 999999999 99999 X 9,999,999.99+ 9999.99999 9,999,999 L 999,999,999,999.99+ 999,999,999,999.99+

31-12-09 XXXXXXXXX

------------------- -------------------

Total per Curr Options 999,999,999,999.99+ 999,999,999,999.99+

------------------- -------------------

Total per Curr Futures 999,999,999,999.99+ 999,999,999,999.99+

-------------------------------------- ------------------- -------------------

Totals per Currency per Member Options XXX 999,999,999,999.99+ 999,999,999,999.99+

-------------------

999,999,999,999.99+

-------------------------------------- ------------------- -------------------

Totals per Currency per Member Futures XXX 999,999,999,999.99+ 999,999,999,999.99+

-------------------

999,999,999,999.99+

Totals per Currency Options DlvPayAmnt DlvRcvAmnt DlvTotAmnt

--------------------------- ------------------- ------------------- -------------------

XXX 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+

Totals per Currency Futures DlvPayAmnt DlvRcvAmnt DlvTotAmnt

--------------------------- ------------------- ------------------- -------------------

XXX 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+

Totals In USD Options DlvPayAmnt DlvRcvAmnt DlvTotAmnt

--------------------- ------------------- ------------------- -------------------

XXX 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+

Totals In USD Futures DlvPayAmnt DlvRcvAmnt DlvTotAmnt

--------------------- ------------------- ------------------- -------------------

XXX 999,999,999,999.99+ 999,999,999,999.99+ 999,999,999,999.99+

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 358 XML Report Descriptions

4.5.6

CE051 FX Transactions & Instructions

Description

Frequency

Availability

This report inform the customer about the status of the delivery until settlement. All FX-transactions including their status are reported. lists the resulting payments (delivery and final settlement) for expired currency futures and exercised/assigend options that are handled manually via the CLS bank.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

ce051

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce051Grp, repeated 0 ... variable times:

ce051KeyGrp

membClgIdCod

ce051Grp10, repeated 0 ... variable times:

descr1

ce051Grp11, repeated 1 ... variable times:

m

o

Date

trnValDat

transRef

intrnlTranId

trnTyp

trnStatus

o

o

ce051RecTrans, repeated 1 ... variable times:

trnRecTyp o

currTypCod

exchRat5

o

o

o

o

o

o

o

o

o

m

o

m

m

m

m

m

Clearing Member

FX TRANSACTIONS

Trn.Date

Val.Date

Reference

Trn.Id

Typ

Sts

Cur

Rate

Eurex

XML Report Reference Manual

XML Report Descriptions

Version V 3.1.3

05.04.2017

Page 359

baseFxAmnt

pendingAmnt

confirmAmnt

abortAmnt

ce051Grp20, repeated 0 ... variable times:

descr1

ce051Grp21, repeated 0 ... variable times:

Date

trnValDat

currTypCod

baseFxAmnt

settlCurr

exchRat5

settlFxAmnt

buyCod

instSts

transRef

intrnlTranId

senderRef

alignText

alignValue

bicClr

Third party/ECAG

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

Trans. Amount

Pending Amount

Confirmed Amount

Aborted Amount

FX INSTRUCTIONS

Trn.Date

Val.Date

Cur

Base Amount

Sttl Cur

Rate

Settlement Amount

B/S

Ins Sts

Reference

Tran.Id

Sender Reference

BIC Codes Clearer/Third Party/ECAG

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 360 XML Report Descriptions

Text Report Structure

Clearing Member

---------------

XXXXX

FX TRANSACTIONS

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Trn.Date Val.Date Reference Trn.Id Typ Sts Cur Rate Trans. Amount Pending Amount Confirmed Amount Aborted Amount

-------- -------- --------- ------- --- --- ---- --- ----------- ---------------- ---------------- ---------------- ----------------

31-12-09 31-12-09 XXXXXXXXX XXXXXXX XXX X XXXX XXX 9,999.99999 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99

FX INSTRUCTIONS

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Trn.Date Val.Date Cur Base Amount Sttl Cur Rate Settlement Amount B/S Ins Sts Reference Tran.Id Sender Reference

BIC Codes Clearer/Third Party/ECAG Third party/ECAG

-------- -------- --- ------------------- -------- ----------- --------------------- --- ------- --------- ------- ----------------

31-12-09 31-12-09 XXX 999,999,999,999.99+ XXX 9,999.99999 9,999,999,999,999.99+ X X XXXXXXXXX XXXXXXX XXXXXXXXXXXXXXXX

XXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 361 XML Report Descriptions

4.5.7

CE055 FX Settlement Limit Report

Description

Frequency

Availability

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.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

ce055

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce055Grp, repeated 0 ... variable times:

rptEffDat

nextExpDat

nextStlmDat

ce055KeyGrp

membClgIdCod

ce055Rec, repeated 1 ... variable times:

m

fxRatesRec, repeated 0 ... variable times:

ccyPair o

exchRat5 o

futStlmtDtlsRec, repeated 0 ... variable times:

prodId o

o

o o

m

o

m

m

m

o

m

m

o

o

S-x

S-2

S

ClMbr

CCY Pair

FX Rates

Product Id

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 362 XML Report Descriptions

noOfCntrcts

stlmtAmntBaseCcy

baseCurrency

stlmtAmntQuoteCcy

amntAud

amntNzd

sumAmntEUR

sumAmntUsd

o

o

o

o

o

o

o

o

No. Of Contracts

Settlement Amounts in Base Ccy

Base Currency

Settlement Amounts in Quote Ccy

QuoteCurrency o Quote Currency

futGrossShortAmntInCcy, repeated 0 ... variable times:

amntInCcyRec, repeated 0 ... variable times:

amntEUR o

amntUsd

amntGBP

o

o

EUR

USD

amntCHF

amntJPY

o

o

GBP

CHF

JPY

AUD

NZD

sumAmntGBP

sumAmntCHF

sumAmntJPY

sumAmntAud

sumAmntNzd

sumEURAmntInEUR

sumUSDAmntInEUR

sumGBPAmntInEUR

sumCHFAmntInEUR

sumJPYAmntInEUR

sumAUDAmntInEUR

sumNZDAmntInEUR

o

o

o

o

o

o

o

o

o

o

o

o

optStlmtDtlsRec, repeated 0 ... variable times:

prodId

noOfCntrcts

indCallOrPut

strkPrc

stlmtAmntBaseCcy

baseCurrency

stlmtAmntQuoteCcy

o

o

o

o

o

o

o

(EUR in )EUR

(USD in )EUR

(GBP in )EUR

(CHF in )EUR

(JPY in )EUR

(AUD in )EUR

(NZD in )EUR

Product Id

No. Of Contracts

Call/ Put

Strike

Settlement Amounts in Base Ccy

Base Currency

Settlement Amounts in Quote Ccy

QuoteCurrency o Quote Currency

optGrossShortAmntInCcy, repeated 0 ... variable times:

amntInCcyRec, repeated 0 ... variable times:

amntEUR o EUR

Eurex

XML Report Reference Manual

XML Report Descriptions

amntUsd

amntGBP

amntCHF

amntJPY

amntAud

amntNzd

sumAmntEUR

sumAmntUsd

sumAmntGBP

sumAmntCHF

sumAmntJPY

sumAmntAud

sumAmntNzd

sumEURAmntInEUR

sumUSDAmntInEUR

sumGBPAmntInEUR

sumCHFAmntInEUR

sumJPYAmntInEUR

sumAUDAmntInEUR

sumNZDAmntInEUR

limitRec, repeated 1 ... variable times:

limitAmntInCcyRec, repeated 0 ... 1 times:

indivLimitAmntEURinEUR

indivLimitAmntUSDinEUR

indivLimitAmntGBPinEUR

indivLimitAmntCHFinEUR

indivLimitAmntJPYinEUR

indivLimitAmntAUDinEUR

indivLimitAmntNZDinEUR

indivLimitOverAllinEUR1

indivLimitOverAllinEUR2

grossShortAmntRec, repeated 0 ... 1 times:

o

o

o

o

o o

o o

o

o

o

o

o

indivGrossShortAmntEURinEUR

indivGrossShortAmntUSDinEUR

indivGrossShortAmntGBPinEUR

indivGrossShortAmntCHFinEUR

indivGrossShortAmntJPYinEUR

indivGrossShortAmntAUDinEUR

indivGrossShortAmntNZDinEUR

indivGrossShortOverAllInEUR1 o

o

o o

o

o

o o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

USD

GBP

CHF

JPY

AUD

NZD

(EUR in )EUR

(USD in )EUR

(GBP in )EUR

(CHF in )EUR

(JPY in )EUR

(AUD in )EUR

(NZD in )EUR

(EUR in )EUR

(USD in )EUR

(GBP in )EUR

(CHF in )EUR

(JPY in )EUR

(AUD in )EUR

(NZD in )EUR

Overall One EUR

Overall Two EUR

Version V 3.1.3

05.04.2017

Page 363

Eurex

XML Report Reference Manual

XML Report Descriptions

indivGrossShortOverAllInEUR2

limitUsageRec, repeated 0 ... 1 times:

limitUsageAmntEURInEUR

limitUsageAmntUSDInEUR

limitUsageAmntGBPInEUR

limitUsageAmntCHFInEUR

limitUsageAmntJPYInEUR

limitUsageAmntAUDInEUR

limitUsageAmntNZDInEUR

limitUsageOverAllInEUR1

limitUsageOverAllInEUR2

o

o o o

o o o

o

o

o

Version V 3.1.3

05.04.2017

Page 364

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 365 XML Report Descriptions

Text Report Structure

S-x S-2 S ClMbr

-------- -------- -------- -----

31-12-09 31-12-09 31-12-09 XXXXX

CCY Pair FX Rates

-------- -----------

XXXXXX 9,999.99999

Product Id No. Settlement Base Settlement Quote

Of Amounts in Ccy Amounts in Ccy

Contracts Base Ccy Quote Ccy

---------- --------- ---------------- ----- ---------------- -----

XXXX 999999999 +999999999999.99 XXX +999999999999.99 XXX

EUR USD GBP CHF JPY AUD NZD

---------------- ---------------- ---------------- ---------------- ---------------- ---------------- ----------------

+999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99

+999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99

(EUR in )EUR (USD in) EUR (GBP in) EUR (CHF in) EUR (JPY in) EUR (AUD in) EUR (NZD in) EUR

---------------- ---------------- ---------------- ---------------- ---------------- ---------------- ----------------

+999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99

Product Id No. Call/ Strike Settlement Base Settlement Quote

Of Put Amounts in Ccy Amounts in Ccy

Contracts Base Ccy Quote Ccy

---------- --------- ----- -------- ---------------- ---- ---------------- -----

XXXX 999999999 X 9999.999 +999999999999.99 XXX +999999999999.99 XXX

EUR USD GBP CHF JPY AUD NZD

---------------- ---------------- ---------------- ---------------- ---------------- ---------------- ----------------

+999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99

+999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99

(EUR in )EUR (USD in) EUR (GBP in) EUR (CHF in) EUR (JPY in) EUR (AUD in) EUR (NZD in) EUR

---------------- ---------------- ---------------- ---------------- ---------------- ---------------- ----------------

+999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 366 XML Report Descriptions

Limit 1

(EUR in )EUR (USD in) EUR (GBP in) EUR (CHF in) EUR (JPY in) EUR (AUD in) EUR (NZD in) EUR

---------------- ---------------- ---------------- ---------------- ---------------- ---------------- ----------------

+999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99

+999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99 +999999999999.99

Limit 1 Limit 2

Overall EUR Overall EUR

---------------- ----------------

+999999999999.99 +999999999999.99

+999999999999.99 +999999999999.99

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 367 XML Report Descriptions

4.5.8

CE056 End of Day CLS Settlement Report

Description

Frequency

Availability

This Report displays the following amounts by Member and currency, aggregated by Product Type (i.e. XCCY Swap, OTC FX and Listed

FX), that are due to settle over CLS on T+1.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

ce056

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce056Grp, repeated 0 ... variable times:

ce056KeyGrp

clgHseInd2

clearingHouse

ce056Grp1, repeated 1 ... variable times:

ce056KeyGrp1

participant

partLngName

ce056Grp2, repeated 0 ... variable times:

ce056KeyGrp2

currTypCod m

ce056Grp3, repeated 0 ... variable times:

ce056KeyGrp3

typeOfTransactions m

ce056Rec, repeated 1 ... variable times:

m

m

m

m

m

o

m

m

m

o

m

m

o

o

transDate

daySettlDate

amount

m

m

m

Clearing House

Clearing House

Participant

Participant Long Name

Currency

Type of Transactions

Transaction Date

Settlement Date

Amount

Eurex

XML Report Reference Manual

XML Report Descriptions

settlLocat

netPayinAmount

netPayoutAmount

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CE056.

Version V 3.1.3

05.04.2017

Page 368

m

m m

Settlement Location

Netted Payin Amount per Currency

Netted Payout Amount per Currency

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 369 XML Report Descriptions

4.5.9

CE070 Exercise And Assign Summary

Description

Frequency

Availability

This report lists exercised long positions and assigned short positions of stock options contracts. It contains information about the daily exercises and assignments in each series, arranged by clearing member, currency, product type, exchange member and account type.

There is also a list of delivery instructions resulting from the exercise process. It shows EUREX-CSD as the contracting party.

The data is sorted by exchange member and underlying. Cash settlement only contains an amount when the payment is made in cash.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce070

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce070Grp, repeated 0 ... variable times:

ce070KeyGrp

membClgIdCod m

ce070Grp1, repeated 1 ... variable times:

ce070KeyGrp1

currTypCod

prodTypId

prodId

undrLstClsPrc

ce070Grp2, repeated 1 ... variable times:

ce070KeyGrp2

membExchIdCod

ce070Grp3, repeated 1 ... variable times:

m

m

m

m

m

m

m

o

m

m

o

o

m

o

m

Clearing Member

ProdCurr

(XML only)

Product

UnderClose

ExMbr

Eurex

XML Report Reference Manual

XML Report Descriptions

ce070KeyGrp3

acctTypGrp m

ce070Grp4, repeated 1 ... variable times:

ce070KeyGrp4

cntrIdGrpS

cntrClasCod

prodId

cntrDtlGrpX

o

m

Ac

Contract

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

o

o

o

o

ce070Grp5, repeated 1 ... variable times:

ce070KeyGrp5

stlCurrTypCod

undrIsin

m

m

StlC

ISIN

undrDecCodGrp

undrIdCod m Underlying

undrIdLngNam

ctpyAcct

m

o CtpyAcct

ce070Grp6, repeated 1 ... variable times:

ce070KeyGrp6

recTypCod m (XML only)

ce070Rec2ExAs, repeated 0 ... variable times:

prelimFlg

exerQty

asgnQty

dlvClgHseTrnNo

setlmtSecuQty

dlvSetlmtAmnt

cshSetlmtAmnt

settlDat

o

o

o

o

o

o

o

o

Prel

Exerc

Assg

DlvIdNo

UnitsRec/Del

SettlAmnt

CashSettlAmnt

Settl Date

trdUnt o (XML only)

ce070Rec3Csh, repeated 0 ... variable times:

prelimFlg

cshQty

o

o

Prel

Cash

dlvClgHseTrnNo

setlmtSecuQty

dlvSetlmtAmnt

cshSetlmtAmnt

o

o

o

o

DlvIdNo

UnitsRec/Del

SettlAmnt

CashSettlAmnt

Version V 3.1.3

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XML Report Reference Manual

XML Report Descriptions

settlDat

trdUnt

sumAcctSetlmtSecuQty

sumAcctDlvSetlmtAmnt

sumAcctCshSetlmtAmnt

sumMembSetlmtSecuQty

sumMembDlvSetlmtAmnt

sumMembCshSetlmtAmnt

sumProdSetlmtSecuQty

sumProdDlvSetlmtAmnt

sumProdCshSetlmtAmnt

m

o

o o

o

o

m

m

o

o

o

Settl Date

(XML only)

Account Total

Member Total

Product Total

Text Report Structure

Clearing Member ProdCurr Product UnderClose

--------------- -------- ------- ----------

XXXXX XXX XXXX 9999.99999

ExMbr Ac Contract StlC ISIN Underlying CtpyAcct

----- -- ------------------------ ---- ------------ ----------------------------- --------

XXXXX XX X XXXX XXX 9999 999999 9 XXX XXXXXXXXXXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXX XXXXXX

Prel Exerc Assg DlvIdNo UnitsRec/Del SettlAmnt CashSettlAmnt Settl Date

---- -------- -------- ------- --------------- ------------------- ------------------- ----------

X 99999999 99999999 9999999 99,999,999.999+ 999,999,999,999.99+ 999,999,999,999.99+ 31-12-09

Prel Cash DlvIdNo UnitsRec/Del SettlAmnt CashSettlAmnt Settl Date

---- -------- ------- --------------- ------------------- ------------------- ----------

X +9999999 9999999 99,999,999.999+ 999,999,999,999.99+ 999,999,999,999.99+ 31-12-09

--------------- ------------------- -------------------

Account Total 99,999,999.999+ 999,999,999,999.99+ 999,999,999,999.99+

--------------- ------------------- -------------------

Member Total 99,999,999.999+ 999,999,999,999.99+ 999,999,999,999.99+

--------------- ------------------- -------------------

Product Total 99,999,999.999+ 999,999,999,999.99+ 999,999,999,999.99+

Version V 3.1.3

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Page 372 XML Report Descriptions

4.5.10

CE071 OptOn Fut ExerAssign Summary

Description

Frequency

Availability

This report provides information on exercised long positions and assigned short positions of options on futures.

It provides information about the daily exercises and assignments in each series, arranged by exchange member, account type and underlying futures contract.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce071

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce071Grp, repeated 0 ... variable times:

ce071KeyGrp

membClgIdCod

ce071Grp1, repeated 1 ... variable times:

ce071KeyGrp1

membExchIdCod

ce071Grp2, repeated 1 ... variable times:

ce071KeyGrp2

currTypCod

prodTypId

acctTypGrp

undrFutCntrIdGrp

undrFutProdId

undrFutExpMthDat

undrFutExpYrDat

trdUnt

m

m

m

m

m

m

m

m

m

m

m

o

m

m

o

o

m

o

m

Clearing Member

Exchange Member

Currency

ProductType

Account

UnderlyingFutContract

TradUnit

Eurex

XML Report Reference Manual

XML Report Descriptions

lstSetlmtPrc

ce071Grp3, repeated 1 ... variable times:

m

ce071KeyGrp3

cntrClasCod m

ce071Rec, repeated 1 ... variable times:

flxCntrIdGrp, repeated 0 ... 1 times:

cntrClasCod

prodId

o

m

cntrExpDat

flxOptCntrExerPrc

cntrVersNo

exerStylTyp

m

o

o

o

m setlTypCod

cntrIdGrp, repeated 0 ... 1 times:

cntrClasCod

prodId

o

m

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

flxCntrTrnIdNo

trnIdSfxNo

buyCod

exerQty

asgnQty

undrLngQty

undrShtQty

sumSrsSrsExerQty

sumSrsSrsAsgnQty

sumSrsUndrLngQty

sumSrsUndrShtQty

sumUndrUndrLngQty

sumUndrUndrShtQty

o

o

o o

o o

o

o

o

o

o

o

o

o

m

m

o

LstSetlPrc

(XML only)

Contract

FlxTrnNo

SfxNo

B

Exerc

Assg

FuturesCreationLong

FuturesCreationShort

Total per Class

Total per Underlying

Version V 3.1.3

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XML Report Reference Manual

XML Report Descriptions

Text Report Structure

Clearing Member Exchange Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Currency ProductType Account UnderlyingFutContract TradUnit LstSetlPrc

-------- ---------------------- ------- --------------------- ---------- ----------

XXX XXXXXXXXXXXXXXXXXXXXXX XX XXXX XXX 9999 9,999.9999 9999.99999

Contract FlxTrnNo SfxNo B Exerc Assg FuturesCreationLong FuturesCreationShort

-------------------------------- --------- ----- - ------- ------- ------------------- --------------------

X XXXX 31-12-09 99999.9999 9 X X 999999999 99999 X 999,999 999,999 999,999 999,999

------- ------- ------------------- --------------------

Total per Class 999,999 999,999 999,999 999,999

------------------- --------------------

Total per Underlying 999,999 999,999

Version V 3.1.3

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4.5.11

CE075 Notification/Allocation Summ

Description

Frequency

Availability

This report provides information on deliveries resulting from notification or allocation notice (per reference number). The contracting party is listed for internal deliveries (either a non-clearing member or a clearing member proprietary account). The contracting party is not displayed on the report for external deliveries that are carried out through the CSD.

As a complementary report to the delivery list, it supports the CSD concerning the release of deliveries and serves as a basis for internal deliveries to the CSD.

Settlement date of physically settled futures.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

ce075

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce075Grp, repeated 0 ... variable times:

ce075KeyGrp

membClgIdCod

ce075Grp1, repeated 1 ... variable times:

ce075KeyGrp1

currTypCod

ce075Grp2, repeated 1 ... variable times:

ce075KeyGrp2

prodTypId

m

m

m

futCntrIdGrp

prodId

cntrExpMthDat

cntrExpYrDat

ce075Grp3, repeated 1 ... variable times:

ce075KeyGrp3

m

m

m

m

o

o

o

m

m

m

m

o

m

Clearing Member

Currency

Product Type

Contract

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 376 XML Report Descriptions

isinCod

ctpyAcct

ce075Rec, repeated 1 ... variable times:

membExchIdCodNotif o

m

o

acctTypGrpNotif

trnQtyNotif

membExchIdCodAllc

acctTypGrpAllc

o

o

o

o

trnQtyAllc

netQty

faceAmnt

invcAmnt

dlvTrnNo

o

o

o

o

o

Deliverable Security

CtpyAcct

NotifMbr

Ac

Contracts

AllocMbr

Ac

Contracts

NetQty

Face Amount

Invoice Amount

DlvTrnNo

Text Report Structure

Clearing Member Currency

------------------------------------------------ --------

XXXXX - MEMBER LONG NAME XXX

Product Type Contract Deliverable Security CtpyAcct

---------------------- ------------- --------------------------------------------------------------------------- --------

XXXXXXXXXXXXXXXXXXXXXX XXXX XXX 9999 XXXXXXXXXXXX - ISIN LONG NAME XXXXXX

NotifMbr Ac Contracts AllocMbr Ac Contracts NetQty Face Amount Invoice Amount DlvTrnNo

-------- -- ----------- -------- -- ----------- -------- ----------------- ---------------------- --------

XXXXX XX 999,999,999 XXXXX XX 999,999,999 999,999+ 9,999,999,999.99+ 99,999,999,999,999.99+ 999999

Eurex

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05.04.2017

Page 377 XML Report Descriptions

4.5.12

CE120 ECC Delivery Report

Description

Frequency

Availability

This report contains the physically settled open deliveries for EEX.

The report is available for EEX/ECC Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce120

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce120Grp, repeated 0 ... variable times:

ce120KeyGrp

membClgIdCod

ce120Grp1, repeated 1 ... variable times:

ce120KeyGrp1

currTypCod

ce120Grp2, repeated 1 ... variable times:

ce120KeyGrp2

membExchIdCod

m

m

m

ce120Grp3, repeated 1 ... variable times:

ce120KeyGrp3

prodTypId m

ce120Grp4, repeated 1 ... variable times:

ce120KeyGrp4

acctGrpCod m

ce120Rec, repeated 1 ... variable times:

futCntrIdGrp

prodId

cntrExpMthDat

cntrExpYrDat

m

m

m

m

o

o

o

m

m

m

m

o

m

Clearing Member

Currency

Exchange Member

Product Type

Ac

FutContract

Eurex

XML Report Reference Manual

XML Report Descriptions

Version V 3.1.3

05.04.2017

Page 378

rmngTrdUntNo

dlvTrdUntNo

dlySetlmtPrc

lngShtInd

posnLngBal

posnShtBal

posnNetBal

cshRcvPayAmnt

vatRat

vatAmnt

totRcvPayAmnt

ccpDlvTrnId

sumAcctCshRcvPayAmnt

sumAcctVatAmnt

sumAcctTotRcvPayAmnt

sumMembCshRcvPayAmnt

sumMembVatAmnt

sumMembTotRcvPayAmnt

sumCurrCshRcvPayAmnt rency

sumCurrVatAmnt

sumCurrTotRcvPayAmnt

ce120SumGrp, repeated 0 ... 1 times:

ce120SumRec, repeated 0 ... variable times:

currTypCod

exchNam

sumDelvAmntCoop

sumDelvAmntEcc

sumVatCoop

sumVatEcc

sumCurrList

o

o

m

m

m

o

m m

m

o

o

o

o

m

m

m

m

m

m

m

m

m

m

m

m

m m

m

(XML only)

MWhDlv

StlPrc

(XML only)

CurLng

CurSht

NetPos

Cash Rcv/Pay

VAT %

VAT Amount

Total Rcv/Pay

CCPDvId

Totals per Account

Totals per Member

Totals per Clearing Member / Cur-

Totals per Curr

Exch

Delv Amt Coop

Delv Amt ECC

VAT Coop

VAT ECC

ALL

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 379 XML Report Descriptions

Text Report Structure

Clearing Member Currency Exchange Member Product Type

------------------------------------------------ -------- ------------------------------------------------ ----------------------

XXXXX - MEMBER LONG NAME XXX XXXXX - MEMBER LONG NAME XXXXXXXXXXXXXXXXXXXXXX

Ac FutContract MWhDlv StlPrc CurLng CurSht NetPos Cash Rcv/Pay VAT % VAT Amount

Total Rcv/Pay CCPDvId

-- ------------- ---------- ------- ------------- ------------- --------- ------------------ ----- -----------------

XX XXXX XXX 9999 999,999.99 0.99999 9,999,999,999 9,999,999,999 999,999 L +9,999,999,999.99 99.99 +9,999,999,999.99

+99,999,999,999.99 9999999

------------------ -----------------

Totals per Account +9,999,999,999.99 +9,999,999,999.99

------------------

+99,999,999,999.99

------------------ -----------------

Totals per Member +99,999,999,999.99 +9,999,999,999.99

------------------

+99,999,999,999.99

------------------ -----------------

Totals per Clearing Member / Currency +99,999,999,999.99 +9,999,999,999.99

------------------

+99,999,999,999.99

Totals per Curr Exch Delv Amt Coop Delv Amt ECC VAT Coop VAT ECC ALL

--------------- ----- ----------------- ----------------- ----------------- ----------------- ------------------

XXX XXXXX +9,999,999,999.99 +9,999,999,999.99 +9,999,999,999.99 +9,999,999,999.99 +99,999,999,999.99

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 380 XML Report Descriptions

4.5.13

CE710 Contract Expiration

Description

Frequency

Availability

This C7 report provides information related to option series with a time till expiry of not more than ten trading days. The report contains:

- The In- or Out-of-the-money value per unit

- Positions, which are held in this series at the end of the day

- The amount reflecting how far a long position of a series is in-themoney.

The report contains detailed information about expiring option series per member, currency and account. The total amounts of the long and short positions as well as the in-the-money amount are listed. On the expiration day the final position after automatic exercises but before contract expiration is shown.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Two weeks before expiration date through the expiration date..

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce710

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce710Grp, repeated 0 ... variable times:

ce710KeyGrp

membClgIdCod

ce710Grp1, repeated 1 ... variable times:

ce710KeyGrp1

membExchIdCod

ce710Grp2, repeated 1 ... variable times:

ce710KeyGrp2

currTypCod

m

o

o

o

m

m

m

m

o

m

m

m

m

Clearing Member

Exchange Member

Product Currency

Eurex

XML Report Reference Manual

XML Report Descriptions

accountName

ce710Grp3, repeated 1 ... variable times:

m

ce710KeyGrp3

prodTypId

prodId

ticSiz

m

m

ticVal

undrIdCod

m m

m

undrIdLngNam

undrLstClsPrc

m

m

ce710Grp4, repeated 1 ... variable times:

ce710KeyGrp4

cntrExpDat

cntrClasCod

m

m

ce710Rec, repeated 1 ... variable times:

cntrIdGrpSC7

cntrClasCod

prodId

cntrDtlGrpC7

cntrExpMthDat

o

m

cntrExpYrDat

cntrExpDat

cntrExercisePrice

flxCntrSynProdId

o

o

o

o

o

cntrVersNo

exerStylTyp

settlTyp

cntrPerUntInAmnt

trdUntVal

posnLngBal

posnShtBal

abdnQty

itmLngAmnt

itmShtAmnt

sumClasPosnLngBal

sumClasPosnShtBal

sumClasAbdnQty

sumClasItmLngAmnt

sumClasItmShtAmnt

sumProdPosnLngBal

o

o o

o

o

o

o

o

o

o

m

o

o

o

o

m

Account

ProductType

Product

Tick Size

TickVal

UnderId

Underlying

UnderlyingClose

ExpireDate

Contract Class

ITM/OTM Amount per unit

Trad Unit

CurLng

CurSht

AbanPos

In-the-money Lng

In-the-money Sht

Class Total

Product Total

Version V 3.1.3

05.04.2017

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XML Report Reference Manual

XML Report Descriptions

sumProdPosnShtBal

sumProdAbdnQty

sumProdItmLngAmnt

sumProdItmShtAmnt

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CE710.

o

o

o o

Version V 3.1.3

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Page 383 XML Report Descriptions

4.5.14

CE735 Expired Series Information

Description

Frequency

Availability

This C7 report provides details on expired series and positions that are in these series.

It is arranged by clearing member, exchange member, currency, account type, product type and options class. It contains details about expired series and totals for the position balance by class, by Eurex product and by exchange member.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Expiration date of options.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce735

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce735Grp, repeated 0 ... variable times:

ce735KeyGrp

membClgIdCod

ce735Grp1, repeated 1 ... variable times:

ce735KeyGrp1

membExchIdCod

m

m

ce735Grp2, repeated 1 ... variable times:

ce735KeyGrp2

currTypCod

expDat

ce735Grp3, repeated 1 ... variable times:

ce735KeyGrp3

accountName m

m

m

o

o

o

m

o

m

m

m

m

m

Clearing Member

Exchange Member

Currency

Expiration Date

Account

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 384 XML Report Descriptions

prodTypId m

ce735Grp4, repeated 1 ... variable times:

ce735KeyGrp4

prodId m

ce735Grp5, repeated 1 ... variable times:

Product Type

Product

ce735KeyGrp5

cntrClasCod m

ce735Rec, repeated 1 ... variable times:

Class

cntrIdGrpSC7

cntrClasCod

prodId

cntrDtlGrpC7

cntrExpMthDat

cntrExpYrDat

cntrExpDat

cntrExercisePrice

flxCntrSynProdId

cntrVersNo

exerStylTyp

settlTyp

posnLngBal

posnShtBal

sumClasPosnLngBal

sumClasPosnShtBal

sumSecuAcctLngPst

sumSecuAcctShtPst

sumCurrAcctLngPst

sumCurrAcctShtPst

o

m

o

o

o

o

m m

m

m

m

m

m

m

o

o

o

o

Expired PosLng

Expired PosSht

Total long position per Class

Total short position per Class

Total long position per Product

Total short position per Product

Total long position per Member

Total short position per Member

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CE735.

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 385 XML Report Descriptions

4.5.15

CE750 Expiration Payment-vs-Payment Overview

Description

Frequency

Availability

This C7 report lists the resulting payments (delivery and final settlement) for expired FX futures and exercised/assigned FX options that are handled via the CLS bank.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Expiration date of FX Derivatives.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce750

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce750Grp, repeated 0 ... variable times:

ce750KeyGrp

membClgIdCod

ce750Grp1, repeated 1 ... variable times:

ce750KeyGrp1

dlvCurrTypCod

currTypCod

ce750Grp2, repeated 1 ... variable times:

ce750KeyGrp2

m

m

m

membExchIdCod

ce750Grp3, repeated 1 ... variable times:

m

ce750KeyGrp3

accountName m

ce750Grp4, repeated 1 ... variable times:

ce750KeyGrp4

cntrIdGrpSC7

m

o

o

o

m

m

m

m

o

m

Clearing Member

Delivery Currency

Settlement Currency

Exchange Member

Ac

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 386 XML Report Descriptions

cntrClasCod

prodId

cntrDtlGrpC7

cntrExpMthDat

cntrExpYrDat

cntrExpDat

cntrExercisePrice

flxCntrSynProdId

o

m

cntrVersNo

exerStylTyp

settlTyp

buyCod

cntrFaceVal

finSetlmtPrc

m

o

ce750Rec, repeated 0 ... variable times:

posnBal m

o

o

o

m

o

o

o

o

o

Side

CntrFaceVal

FinSetlPrc

dlvCurrAmnt

dlvSetlmtAmnt

trnValDat

cshRefId

sumCurrDlvCurrAmntOpt

sumCurrDlvSetlmtAmntOpt

sumCurrDlvCurrAmntFut

sumCurrDlvSetlmtAmntFut

m

m

m

m

m

m

m

m

PosnBal

DlvCurrAmnt

DlvSettlAmnt

ValueDat

cshRefId

Total per Curr Options

Total per Curr Futures

ce750SumMbrLvlRecOpt, repeated 0 ... variable times:

currTypCod

Options m Totals per Currency per Member

sumCurrDlvPayAmnt

sumCurrDlvRcvAmnt

sumCurrDlvTotAmnt m m m

DlvPayAmnt

DlvRcvAmnt

DlvTotAmnt

ce750SumMbrLvlRecFut, repeated 0 ... variable times:

currTypCod

Futures m Totals per Currency per Member

sumCurrDlvPayAmnt

sumCurrDlvRcvAmnt

sumCurrDlvTotAmnt

ce750SumGrp, repeated 0 ... 1 times:

ce750SumRecOpt, repeated 0 ... variable times:

currTypCod

sumCurrDlvPayAmnt

m

m m m m

DlvPayAmnt

DlvRcvAmnt

DlvTotAmnt

Totals per Currency Options

DlvPayAmnt

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 387 XML Report Descriptions

sumCurrDlvRcvAmnt

sumCurrDlvTotAmnt m m

DlvRcvAmnt

DlvTotAmnt

ce750SumRecFut, repeated 0 ... variable times:

currTypCod

sumCurrDlvPayAmnt

sumCurrDlvRcvAmnt

m

m m

Totals per Currency Futures

DlvPayAmnt

DlvRcvAmnt

sumCurrDlvTotAmnt m

ce750SumRecOptUsd, repeated 0 ... variable times:

DlvTotAmnt

currTypCod

sumCurrDlvPayAmnt

sumCurrDlvRcvAmnt

sumCurrDlvTotAmnt

m

m m m

Totals In USD Options

DlvPayAmnt

DlvRcvAmnt

DlvTotAmnt

ce750SumRecFutUsd, repeated 0 ... variable times:

currTypCod m Totals In USD Futures

sumCurrDlvPayAmnt

sumCurrDlvRcvAmnt

sumCurrDlvTotAmnt m m m

DlvPayAmnt

DlvRcvAmnt

DlvTotAmnt

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CE750.

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 388 XML Report Descriptions

4.5.16

CE770 Exercise And Assign Overview

Description

Frequency

Availability

This C7 report lists exercised long positions and assigned short positions of stock options contracts. It contains information about the daily exercises and assignments in each series, arranged by clearing member, currency, product type, exchange member and account type.

There is also a list of delivery instructions resulting from the exercise process. It shows EUREX-CSD as the contracting party.

The data is sorted by exchange member and underlying. Cash settlement only contains an amount when the payment is made in cash.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce770

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce770Grp, repeated 0 ... variable times:

ce770KeyGrp

membClgIdCod

ce770Grp1, repeated 1 ... variable times:

ce770KeyGrp1

currTypCod

prodTypId

prodId

undrLstClsPrc

ce770Grp2, repeated 1 ... variable times:

ce770KeyGrp2

m

m

m

m

m

m

m

o

m

m

o

o

m

o

m

Clearing Member

ProdCurr

(XML only)

Product

UnderClose

Eurex

XML Report Reference Manual

XML Report Descriptions

membExchIdCod

ce770Grp3, repeated 1 ... variable times:

m

ce770KeyGrp3

accountName m

ce770Grp4, repeated 1 ... variable times:

ce770KeyGrp4

cntrIdGrpSC7

cntrClasCod o

m prodId

cntrDtlGrpC7

cntrExpMthDat

cntrExpYrDat

cntrExpDat

cntrExercisePrice

flxCntrSynProdId

cntrVersNo

o

o

o

o

o

o

ExMbr

Ac

exerStylTyp

settlTyp

o

o

ce770Grp5, repeated 1 ... variable times:

ce770KeyGrp5

stlCurrTypCod

undrIsin

m

m

StlC

ISIN

undrDecCodGrp

undrIdCod

undrIdLngNam

ctpyAcct

m

m

o

Underlying

CtpyAcct

ce770Grp6, repeated 1 ... variable times:

ce770KeyGrp6

recTypCod m (XML only)

ce770Rec2ExAs, repeated 0 ... variable times:

exerQty

asgnQty

o

o

Exerc

Assg

dlvClgHseTrnNo

setlmtSecuQty

dlvSetlmtAmnt

cshSetlmtAmnt

o

o

o

o

DlvIdNo

UnitsRec/Del

SettlAmnt

CashSettlAmnt

settlDat

trdUnt

o

o

Settl Date

(XML only)

ce770Rec3Csh, repeated 0 ... variable times:

cshQty o Cash

Version V 3.1.3

05.04.2017

Page 389

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XML Report Reference Manual

XML Report Descriptions

dlvClgHseTrnNo

setlmtSecuQty

dlvSetlmtAmnt

cshSetlmtAmnt

settlDat

trdUnt

sumAcctSetlmtSecuQty

sumAcctDlvSetlmtAmnt

sumAcctCshSetlmtAmnt

sumMembSetlmtSecuQty

sumMembDlvSetlmtAmnt

sumMembCshSetlmtAmnt

sumProdSetlmtSecuQty

sumProdDlvSetlmtAmnt

sumProdCshSetlmtAmnt

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CE770.

o

o

o

m

o

o o

o

o

m

m

o

o

o

o

DlvIdNo

UnitsRec/Del

SettlAmnt

CashSettlAmnt

Settl Date

(XML only)

Account Total

Member Total

Product Total

Version V 3.1.3

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05.04.2017

Page 391 XML Report Descriptions

4.5.17

CE771 OptOn Fut ExerAssign Overview

Description

Frequency

Availability

This C7 report provides information on exercised long positions and assigned short positions of options on futures. It provides information about the daily exercises and assignments in each series, arranged by exchange member, account type and underlying futures contract.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce771

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce771Grp, repeated 0 ... variable times:

ce771KeyGrp

membClgIdCod

ce771Grp1, repeated 1 ... variable times:

ce771KeyGrp1

membExchIdCod

m

m

ce771Grp2, repeated 1 ... variable times:

ce771KeyGrp2

currTypCod

prodTypId

m

m

accountName m

undrFutCntrIdGrp, repeated 0 ... 1 times:

undrFutProdId

undrFutExpMthDat

undrFutExpYrDat m

m

m

o

o

o

m

o

m

m

m

m

m

Clearing Member

Exchange Member

Currency

ProductType

Account

UnderlyingFutContract

Eurex

XML Report Reference Manual

XML Report Descriptions

trdUnt

lstSetlmtPrc

ce771Grp3, repeated 1 ... variable times:

ce771KeyGrp3

m

m

cntrClasCod m

ce771Rec, repeated 1 ... variable times:

flxCntrIdGrpC7, repeated 0 ... 1 times:

cntrClasCod o

prodId

cntrExpDat

cntrExercisePrice

flxCntrSynProdId

cntrVersNo

exerStylTyp

o

o

settlTyp m

cntrIdGrpSetlC7, repeated 0 ... 1 times:

cntrClasCod

prodId

cntrDtlGrpSetlC7

cntrExpMthDat

o

m m

m

o

m

cntrExpYrDat

cntrExercisePrice

cntrVersNo

buyCod

o

o

o

m

m

exerQty

asgnQty

undrLngQty

undrShtQty

sumSrsSrsExerQty

sumSrsSrsAsgnQty

sumSrsUndrLngQty

sumSrsUndrShtQty

sumUndrUndrLngQty

sumUndrUndrShtQty

o

o

o o

o o

o

o

o

o

TradUnit

LstSetlPrc

(XML only)

Contract

B

Exerc

Assg

FuturesCreationLong

FuturesCreationShort

Total per Class

Total per Underlying

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CE771.

Version V 3.1.3

05.04.2017

Page 392

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 393 XML Report Descriptions

4.5.18

CE775 Notification/Allocation Information

Description

Frequency

Availability

This C7 report provides information on deliveries resulting from notification or allocation notice (per reference number). The contracting party is listed for internal deliveries (either a non-clearing member or a clearing member proprietary account).

The contracting party is not displayed on the report for external deliveries that are carried out through the CSD. As a complementary report to the delivery list, it supports the CSD concerning the release of deliveries and serves as a basis for internal deliveries to the CSD.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

The report is available for EUREX/ECAG Members.

Expiration date of physically settled futures.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

ce775

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce775Grp, repeated 0 ... variable times:

ce775KeyGrp

membClgIdCod

ce775Grp1, repeated 1 ... variable times:

ce775KeyGrp1

currTypCod

ce775Grp2, repeated 1 ... variable times:

ce775KeyGrp2

prodTypId

flxFutCntrIdGrpC7

prodId

cntrExpMthDat

m

m

m

m

o

o

m

o

m

m

m

m

m

o

o

Clearing Member

Currency

Product Type

Eurex

XML Report Reference Manual

XML Report Descriptions

cntrExpYrDat

cntrExpDat

flxCntrSynProdId

settlTyp

ce775Grp3, repeated 1 ... variable times:

ce775KeyGrp3

isinCod

ctpyAcct

m

o

o

o

o

o

ce775Rec, repeated 1 ... variable times:

membExchIdCodNotif o

accountNameNotif

trnQtyNotif

o

o

membExchIdCodAllc

accountNameAllc

trnQtyAllc

netQty

o

o

o

o

faceAmnt

invcAmnt

dlvTrnNo

o

o

o

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CE775.

Deliverable Security

CtpyAcct

NotifMbr

Ac

Contracts

AllocMbr

Ac

Contracts

NetQty

Face Amount

Invoice Amount

DlvTrnNo

Version V 3.1.3

05.04.2017

Page 394

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05.04.2017

Page 395 XML Report Descriptions

4.5.19

CE780 Exercise Abandon Daily Maintenance Overview

Description

Frequency

Availability

This report lists the abandoned and unabandoned transactions for audit trailing.

The report is available in xml- and csv-format.

In addition the report contains information on flexible contracts.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce780

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce780Grp, repeated 0 ... variable times:

ce780KeyGrp

membClgIdCod

ce780Grp1, repeated 1 ... variable times:

ce780KeyGrp1

membExchIdCod

ce780Grp2, repeated 1 ... variable times:

ce780KeyGrp2

cntrIdGrpSC7

cntrClasCod

prodId

cntrDtlGrpC7

cntrExpMthDat

cntrExpYrDat

cntrExpDat

cntrExercisePrice

flxCntrSynProdId

cntrVersNo

m

m

o

m

o

o

o

o

o

o

m

o

o

o

m

m

m

m

o

m

Clearing Member

Exchange Member

Eurex

XML Report Reference Manual

XML Report Descriptions

exerStylTyp

settlTyp

ce780Rec, repeated 1 ... variable times:

accountName

trnTim

trdr

membExchIdCodObo

partIdCodObo

abdnTrnQty

totAbdnTrnQty

o

o

o

m

m

m

m

o

o

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CE780.

Ac

Trn Time

Trader

OnBehalf Member

OnBehalf User

Abandoned Qty

Total Qty

Version V 3.1.3

05.04.2017

Page 396

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05.04.2017

Page 397 XML Report Descriptions

4.5.20

CE790 In-the-money Configuration

Description

Frequency

Availability

This C7 report provides an overview of all changes to In-the-money parameter configuration for all members. It is arranged by clearing house, clearing member, exchange member and account name.

The report is available in xml- and csv-format.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ce790

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ce790Grp, repeated 0 ... variable times:

ce790KeyGrp

clgHseInd2

ce790Grp1, repeated 0 ... variable times:

ce790KeyGrp1

membClgIdCod

m

m

ce790Grp2, repeated 1 ... variable times:

ce790KeyGrp2

membExchIdCod

ce790Grp3, repeated 1 ... variable times:

m

ce790KeyGrp3

accountName m

ce790Grp4, repeated 1 ... variable times:

ce790KeyGrp4

o

o

o

m

o

m

m

m

m

m

prodId

currTypCod

m

m

ce790Rec, repeated 1 ... variable times:

Clearing House

Clearing Member

Exchange Member

AccountName

Product

Currency

Eurex

XML Report Reference Manual

XML Report Descriptions

membId

partIdCod

updDat

updTim

maintOperation

itmAmntConfig

itmAmntConfigbef

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CE790.

m

m m

o

o

m

m

Member

User ID

Upd Date

Upd Time

Operation

Version V 3.1.3

05.04.2017

Page 398

Eurex

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05.04.2017

Page 399 XML Report Descriptions

4.6

CI Intraday Reports

4.6.1

CI042 Margin Call

Description

Frequency

Availability

This is the intraday report based on the same data as the CD042 report. This report is available for clearing members and fully segregated Non-Clearing Members.

During Intra-day.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ci042

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ci042Grp, repeated 0 ... variable times:

ci042KeyGrp

membClgIdCodFrom

ci042Grp10, repeated 0 ... variable times:

membClgIdCod

clgMembCurrTypCod

m

m

m

ci042KeyGrp10

poolId

ci042Grp11, repeated 0 ... variable times:

ci042KeyGrp11

m

membExchIdCod

ci042RecA, repeated 0 ... variable times:

m

currTypCod

mgnReqrAmnt

m

m

cshCollAmnt

secuTotBalAmnt

m

m

o

o

o

m

o

m

m

m

m

m

(XML only)

Clearing Member

Currency

Pool ID

(XML only)

Curr

RequiredMargin

CashCollAmnt

AdjSecu

Eurex

XML Report Reference Manual

XML Report Descriptions

Version V 3.1.3

05.04.2017

Page 400

guarTotBalAmnt

ovrUndrCovAmnt

adjExchRat

ovrUndrCovAmntClgCurr

sumOvrUndrCovAmntClgCurr

ci042Grp20, repeated 0 ... variable times:

descr1

ci042Grp21, repeated 0 ... variable times:

o

ci042RecB, repeated 0 ... variable times:

poolId m

poolType

poolOwner m o

poolSrplShfl

poolUsedSrplShfl

segMgnReqUncov

Requirement

ci042Grp31, repeated 1 ... variable times:

ci042RecC, repeated 0 ... variable times:

o

m

m

poolId

poolType

poolOwner

poolDefltSrplShfl

poolDefltUsedSrplShfl

sumNetMgnSrpl

m

m o

m m

m

m

m

m

m

m

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CI042.

AdjGuar

Ovr/Udr

AdjExchRate

Ovr/Udr

Net Mgn Srpl

Daily Settlement Statement Summary

Pool ID

Pool Type

Pool Owner

Surplus/Shortfall

Used Surplus/Shortfall

Uncovered Segregated Margin

Pool ID

Pool Type

Pool Owner

Surplus/Shortfall

Used Surplus/Shortfall

Overall Net Mgn Srpl

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 401 XML Report Descriptions

4.6.2

CI050 Daily Margin

Description

Frequency

Availability

This is the intraday report based on the same data as the CC050 report. This report is available for clearing members and fully segregated Non-Clearing Members.

During Intra-day.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ci050

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ci050Grp, repeated 0 ... variable times:

ci050KeyGrp

membClgIdCod

ci050Grp1, repeated 1 ... variable times:

m

ci050KeyGrp1

membExchIdCod

ci050Grp2, repeated 1 ... variable times:

ci050KeyGrp2

m

currTypCod

ci050Grp3, repeated 1 ... variable times:

m

ci050KeyGrp3

acctTypFlexible

ci050Rec, repeated 1 ... variable times:

m

mgnGrpCod

mgnClsCod

mgnPremiumAmnt

m

m

m

mgnLiqDlvAmnt

mgnSprdAmnt

mgnAddlAmnt

m

m

m

o

m

o

m

m

m

m

m

o

o

Clearing Member

Exchange Member

Currency

Account

MgnGrp

MgnCls

Prem Mgn

Curt Liq / Dlv Mgn

Fut Sprd Mgn

Add Mgn

Eurex

XML Report Reference Manual

XML Report Descriptions

unadjMgnReq

sumAcctMgnPremiumAmnt

sumAcctMgnLiqDlvAmnt

sumAcctMgnSprdAmnt

sumAcctMgnAddlAmnt

summAcctUnadjMgnReq

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CI050.

o

o

o

o

m

o

Unad Mgn Reqr

Account Total

Version V 3.1.3

05.04.2017

Page 402

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 403 XML Report Descriptions

4.6.3

CI056 Preliminary CLS Settlement Report

Description

Frequency

Availability

This Report displays the following amounts by Member and currency, aggregated by Product Type (i.e. XCCY Swap, OTC FX and Listed

FX), that are due to settle over CLS on T+1.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

ci056

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ci056Grp, repeated 0 ... variable times:

ci056KeyGrp

clgHseInd2

clearingHouse

ci056Grp1, repeated 1 ... variable times:

ci056KeyGrp1

participant

partLngName

ci056Grp2, repeated 0 ... variable times:

ci056KeyGrp2

currTypCod m

ci056Grp3, repeated 0 ... variable times:

ci056KeyGrp3

typeOfTransactions

ci056Rec, repeated 1 ... variable times:

m

m

m

m

m

m

o

m

m

m

o

m

m

o

o

transDate

daySettlDate

amount

m

m

m

Clearing House

Clearing House

Participant

Participant Long Name

Currency

Type of Transactions

Transaction Date

Settlement Date

Amount

Eurex

XML Report Reference Manual

XML Report Descriptions

settlLocat

netPayinAmount

netPayoutAmount

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CI056.

Version V 3.1.3

05.04.2017

Page 404

m

m m

Settlement Location

Netted Payin Amount per Currency

Netted Payout Amount per Currency

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 405 XML Report Descriptions

4.6.4

CI060 Daily Margin Summary

Description

Frequency

Availability

This is the intraday report based on the same data as the CC060 report. This report is available for clearing members and fully segregated Non-Clearing Members.

During Intra-day.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

ci060

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ci060Grp, repeated 0 ... variable times:

ci060KeyGrp

membClgIdCod

clgCurrTypCod

ci060Grp1, repeated 1 ... variable times:

ci060KeyGrp1

poolId

currTypCod

ci060Grp3, repeated 1 ... variable times:

ci060KeyGrp3

membExchIdCod

ci060Rec, repeated 1 ... variable times:

acctTypFlexible

prtMgnUnadj

prtMgnReqt

exchRat

totMgnClgCurr

sumExchMbrPrtMgbReq

sumExchMbrClgCurr

m

m

m m

m

m

m

m

m

m

m

m

o

m

o

m

m

m

m

m

o

o

Clearing Member

ClrCurr

Pool ID

Currency

ExMbr

Account

Unadjusted Margin Requirement

Total Margin Requirement

ExchRat

Mgn Requ (Clr Curr)

Exchange Member Total

Eurex

XML Report Reference Manual

XML Report Descriptions

sumPoolIdTotal

sumPoolIdClgCurr

sumClgMbrTotMgnClgCurr

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CI060.

Version V 3.1.3

05.04.2017

Page 406

o o

o

Pool ID Total

Overall Pool ID Total (Clg Curr)

Overall Total Margin (Clr Curr)

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 407 XML Report Descriptions

4.7

CN Intraday (Night) Reports

4.7.1

CN042 Night Margin Call

Description

Frequency

Availability

This is the night version of intraday report CI042. This report is available for clearing members and fully segregated Non-Clearing

Members.

During the night.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cn042

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cn042Grp, repeated 0 ... variable times:

cn042KeyGrp

membClgIdCodFrom

cn042Grp10, repeated 0 ... variable times:

membClgIdCod

clgMembCurrTypCod

m

m

m

cn042KeyGrp10

poolId

cn042Grp11, repeated 0 ... variable times:

cn042KeyGrp11

m

membExchIdCod

cn042RecA, repeated 0 ... variable times:

m

currTypCod

mgnReqrAmnt

m

m

cshCollAmnt

secuTotBalAmnt

m

m

o

o

o

m

o

m

m

m

m

m

(XML only)

Clearing Member

Currency

Pool ID

(XML only)

Curr

RequiredMargin

CashCollAmnt

AdjSecu

Eurex

XML Report Reference Manual

XML Report Descriptions

Version V 3.1.3

05.04.2017

Page 408

guarTotBalAmnt

ovrUndrCovAmnt

adjExchRat

ovrUndrCovAmntClgCurr

sumOvrUndrCovAmntClgCurr

cn042Grp20, repeated 0 ... variable times:

descr1

cn042Grp21, repeated 0 ... variable times:

o

cn042RecB, repeated 0 ... variable times:

poolId m

poolType

poolOwner m o

poolSrplShfl

poolUsedSrplShfl

segMgnReqUncov

Requirement

cn042Grp31, repeated 1 ... variable times:

cn042RecC, repeated 0 ... variable times:

o

m

m

poolId

poolType

poolOwner

poolDefltSrplShfl

poolDefltUsedSrplShfl

sumNetMgnSrpl

m

m o

m m

m

m

m

m

m

m

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CN042.

AdjGuar

Ovr/Udr

AdjExchRate

Ovr/Udr

Net Mgn Srpl

Daily Settlement Statement Summary

Pool ID

Pool Type

Pool Owner

Surplus/Shortfall

Used Surplus/Shortfall

Uncovered Segregated Margin

Pool ID

Pool Type

Pool Owner

Surplus/Shortfall

Used Surplus/Shortfall

Overall Net Mgn Srpl

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 409 XML Report Descriptions

4.7.2

CN050 Nightly Margin

Description

Frequency

Availability

This is the night version of intraday report CI050. This report is available for clearing members and fully segregated Non-Clearing

Members.

During the night.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cn050

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cn050Grp, repeated 0 ... variable times:

cn050KeyGrp

membClgIdCod

cn050Grp1, repeated 1 ... variable times:

m

cn050KeyGrp1

membExchIdCod

cn050Grp2, repeated 1 ... variable times:

cn050KeyGrp2

m

currTypCod

cn050Grp3, repeated 1 ... variable times:

m

cn050KeyGrp3

acctTypFlexible m

cn050Rec, repeated 1 ... variable times:

mgnGrpCod

mgnClsCod

mgnPremiumAmnt

m

m

m

mgnLiqDlvAmnt

mgnSprdAmnt

mgnAddlAmnt

m

m

m

o

m

o

m

m

m

m

m

o

o

Clearing Member

Exchange Member

Currency

Account

MgnGrp

MgnCls

Prem Mgn

Curt Liq / Dlv Mgn

Fut Sprd Mgn

Add Mgn

Eurex

XML Report Reference Manual

XML Report Descriptions

unadjMgnReq

sumAcctMgnPremiumAmnt

sumAcctMgnLiqDlvAmnt

sumAcctMgnSprdAmnt

sumAcctMgnAddlAmnt

summAcctUnadjMgnReq

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CN050.

o

o

o

o

m

o

Unad Mgn Reqr

Account Total

Version V 3.1.3

05.04.2017

Page 410

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 411 XML Report Descriptions

4.7.3

CN060 Nightly Margin Summary

Description

Frequency

Availability

This is the night version of intraday report CI060. This report is available for clearing members and fully segregated Non-Clearing

Members.

During the night.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

cn060

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cn060Grp, repeated 0 ... variable times:

cn060KeyGrp

membClgIdCod

clgCurrTypCod

cn060Grp1, repeated 1 ... variable times:

cn060KeyGrp1

poolId

currTypCod

cn060Grp3, repeated 1 ... variable times:

cn060KeyGrp3

membExchIdCod

cn060Rec, repeated 1 ... variable times:

acctTypFlexible

prtMgnUnadj

prtMgnReqt

exchRat

totMgnClgCurr

sumExchMbrPrtMgbReq

sumExchMbrClgCurr

m

m

m m

m

m

m

m

m

m

m

m

o

m

o

m

m

m

m

m

o

o

Clearing Member

ClrCurr

Pool ID

Currency

ExMbr

Account

Unadjusted Margin Requirement

Total Margin Requirement

ExchRat

Mgn Requ (Clr Curr)

Exchange Member Total

Eurex

XML Report Reference Manual

XML Report Descriptions

sumPoolIdTotal

sumPoolIdClgCurr

sumClgMbrTotMgnClgCurr

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CN060.

Version V 3.1.3

05.04.2017

Page 412

o o

o

Pool ID Total

Overall Pool ID Total (Clg Curr)

Overall Total Margin (Clr Curr)

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 413 XML Report Descriptions

4.8

CR Clearing Ranking

4.8.1

CR010 Clearing Ranking

Description

Frequency

Availability

This report shows the clearing ranking.

This evaluation is done monthly. Different reports are generated for

DCMs and GCMs. A DCM receives a report with only his own activities. A GCM receives a report that documents his own activities, as well as all activities of his NCMs. NCMs do not receive these reports.

Monthly.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

cr010

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

cr010Grp, repeated 0 ... variable times:

cr010KeyGrp

membClgIdCod

cr010Grp1, repeated 1 ... variable times:

cr010KeyGrp1

membExchIdCod

m

m

cr010Grp2, repeated 1 ... variable times:

cr010KeyGrp2

rptPagTypCod

strtDat

endDat

cr010Grp3, repeated 1 ... variable times:

m

cr010KeyGrp3

acctTypGrp

m

m

m

o

o

o

m

o

m

m

m

m

m

ClearingMember

Exchange Member

Report Page Type

Start Date

End Date

Ac

Eurex

XML Report Reference Manual

XML Report Descriptions

cr010Rec, repeated 1 ... variable times:

prodId o

rnkTyp

prodVol

m

o

takUpVol

mktShr

rnk

rnkOf

o

o

o

o

trdCnt

exerVol

exerShr

rnkExer

rnkExerOf

asgnVol

notifVol

totProdVol

o

o

o

o

o

o

o

o

totTakUpVol

totMktShr

totTrdrRnk

totTrdrRnkOf

totTrdCnt

totExrVol

totExrShr

totTrdrRnkExer

totTrdrRnkExerOf

totAsgnVol

totNotifVol

totClgRnk

totClgRnkOf

totClgRnkExer

totClgRnkExerOf

o

o o

o

o

o

o

o

o

o

o

o

o

o

o

Prod

RT

Volume

TakeUpVol

MktShr

Rank

Of

NoTrd

ExerciseVol

ExrShr

Rank

Of

AssignmentVol

NotificationVol

Total

Clearing Rank

Version V 3.1.3

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XML Report Reference Manual Version V 3.1.3

05.04.2017

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Text Report Structure

ClearingMember Exchange Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Report Page Type Start Date End Date

------------------------ -------------- --------------

XXXXXXXXXXXXXXXXXXXXXXXX 31-12-09 31-12-09

Ac Prod RT Volume TakeUpVol MktShr Rank Of NoTrd ExerciseVol ExrShr Rank Of AssignmentVol NotificationVol

--- ---- --- ----------- ----------- ------ ----- ----- ---------- ----------- ------ ----- ----- ------------- ---------------

XXX XXXX XXX 99,999,999+ 999,999,999 999.99 99999 99999 9,999,999+ +99,999,999 999.99 99999 99999 999,999,999 999,999,999

----------- ----------- ------ ----- ----- ---------- ----------- ------ ----- ----- ------------- ---------------

Total 99,999,999+ 999,999,999 999.99 99999 99999 9,999,999+ +99,999,999 999.99 99999 99999 999,999,999 999,999,999

----- ----- ----- -----

Clearing Rank 99999 99999 99999 99999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 416 XML Report Descriptions

4.9

RD Trading RDS Reports

4.9.1

RD110 User Profile Maintenance

Description

Frequency

Availability

The report provides an overview of all changes made to the general attributes of a user and to his entitlement profile, i.e. deletions, additions, modifications. Relevant are all user roles which are maintainable by the members as well as such only maintainable by

Eurex.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

rd110

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

rd110Grp, repeated 0 ... variable times:

rd110KeyGrp

participantGrp

participant

partLngName

rd110Grp1, repeated 1 ... variable times:

rd110KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

rd110Grp2, repeated 1 ... variable times:

rd110KeyGrp2

user

m

m

m

o

m

m

o

m

o

m

m

m

m

m

o

o

Participant

Participant Long Name

BU

BU Long Name

BU Identifier

Trader

Eurex

XML Report Reference Manual

XML Report Descriptions

Version V 3.1.3

05.04.2017

Page 417

userNumericId

rd110Grp3, repeated 1 ... variable times:

o

rd110KeyGrp3

recTypCod m

rd110Rec1, repeated 0 ... variable times:

secuAdminCod

updCod

updDat

m

m

m

updTim

prvUpdDat

updtFldNam

audtValBefore

audtValAfter o

rd110Rec2, repeated 0 ... variable times:

secuAdminCod

updCod

m

m

m

o

m

o

updDat

updTim

prvUpdDat

mktGrpNam

entRole

totUserUpdCodAdd

totUserUpdCodChg

totUserUpdCodDel

totBUUpdCodAdd

totBUUpdCodChg

totBUUpdCodDel

totParticipantUpdCodAdd

totParticipantUpdCodChg

totParticipantUpdCodDel

m m

m

o o o

o

o

o o

m

m

o

m

Trader Id

(XML only)

SecuAdmin

UpdCod

Upd date

Upd Time

PrvUpdDat

FieldName

Previous Value

New Value

SecuAdmin

UpdCod

Upd Date

Upd Time

PrvUpdDat

MktGrp

Role

Total User Add

Total User Change

Total User Delete

Total Business Unit Add

Total Business Unit Change

Total Business Unit Delete

Total Participant Add

Total Participant Change

Total Participant Delete

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 418 XML Report Descriptions

Text Report Structure

Participant Participant Long Name BU BU Long Name BU Identifier

----------- ---------------------------------------- -------- ---------------------------------------- -------------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999

Trader Trader Id

------ ---------

XXXXXX 999999

SecuAdmin UpdCod Upd date Upd Time PrvUpdDat FieldName Previous Value

New Value

------------------------------ ------ -------- -------- --------- ------------------------------ --------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX 31-12-09 23:59:59 31-12-09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

SecuAdmin UpdCod Upd Date Upd Time PrvUpdDat MktGrp Role

------------------------------ ------ -------- -------- --------- -------- ------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX 31-12-09 23:59:59 31-12-09 XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

---------

Total User Add 99,999

---------

Total User Change 99,999

---------

Total User Delete 99,999

---------

Total Business Unit Add 99,999

---------

Total Business Unit Change 99,999

---------

Total Business Unit Delete 99,999

---------

Total Participant Add 99,999

---------

Total Participant Change 99,999

---------

Total Participant Delete 99,999

Eurex

XML Report Reference Manual Version V 3.1.3

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Page 419 XML Report Descriptions

4.9.2

RD115 User Profile Status

Description

Frequency

Availability

The report provides an overview of all current user entitlement profiles for a participant. It includes profiles maintainable by exchange participants and those maintainable only by Eurex. In addition, the report provides information on several users attributes like level or status. If a resource is missing in the list, the user is not entitled to use the resource.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

rd115

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

rd115Grp, repeated 0 ... variable times:

rd115KeyGrp

participantGrp

participant

partLngName

rd115Grp1, repeated 1 ... variable times:

rd115KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

rd115Grp2, repeated 1 ... variable times:

rd115KeyGrp2

user

userNumericId

rd115Grp3, repeated 1 ... variable times:

category o

o

o

m

m

m

m

m

m

m

o

m

m

o

o

m

o

m

Participant

Participant Long Name

BU

BU Long Name

BU Identifier

Trader

Trader Id

Category

Eurex

XML Report Reference Manual

XML Report Descriptions

usrGroup

level

logNam

isUSFlg

effStatus

delProtected

rd115Grp4, repeated 1 ... variable times:

rd115KeyGrp3

o

o

o

o

o

o

mktGrpNam

rd115Rec, repeated 1 ... variable times:

o

entRole m

Grp

Lvl

Login

US

EffSts

DelProtected

MktGrp

Role

Text Report Structure

Participant Participant Long Name BU BU Long Name BU Identifier

----------- ---------------------------------------- -------- ---------------------------------------- -------------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999

Trader Trader Id

------ ---------

XXXXXX 999999

Category Grp Lvl Login US EffSts DelProtected

---------------------------- --- --- ----------- -- ------ ------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX X XXXXXXXXXXX X X 9

MktGrp Role

-------- ------------------------------

XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Version V 3.1.3

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Eurex

XML Report Reference Manual Version V 3.1.3

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Page 421 XML Report Descriptions

4.9.3

RD120 User Transaction Size Limit Maintenance

Description

Frequency

Availability

The report provides all changes of the user product assignments made during the day and the automatic changes when a product is moved to a different product market group. In addition, it lists the maximum order quantities per user and product. If the user is blank, all listed changes of assignments and quantities were applied to the business unit.

Leaving the business unit empty indicates that the changes of quantities and/or product assignments are applied to the participant.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

rd120

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

rd120Grp, repeated 0 ... variable times:

rd120KeyGrp

participantGrp

participant

partLngName

rd120Grp1, repeated 1 ... variable times:

rd120KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

rd120Grp2, repeated 1 ... variable times:

rd120KeyGrp2

user

userNumericId

rd120Rec, repeated 1 ... variable times:

m

m

m

m

m

o

o

o

m

o

m

m

m

m

m

o

o

Participant

Participant Long Name

BU

BU Long Name

BU Identifier

Trader

Trader Id

Eurex

XML Report Reference Manual

XML Report Descriptions

mktGrpNam

prodId

updCod

updDat

updTim

secuAdminCod

prvUpdDat

updtFldNam

audtValBefore

audtValAfter

totUserUpdCodAdd

totUserUpdCodChg

totUserUpdCodDel

totBUUpdCodAdd

totBUUpdCodChg

totBUUpdCodDel

totParticipantUpdCodAdd

totParticipantUpdCodChg

totParticipantUpdCodDel

Version V 3.1.3

05.04.2017

Page 422

o

m m

m

o o

o

o

o o o

m

m

o

m

m

m

m

m

MktGrp

Prod

UpdCod

Upd Date

Upd Time

SecuAdmin

PrvUpdDat

FieldName

Previous Value

New Value

Total User Add

Total User Change

Total User Delete

Total Business Unit Add

Total Business Unit Change

Total Business Unit Delete

Total Participant Add

Total Participant Change

Total Participant Delete

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

Participant Participant Long Name BU BU Long Name BU Identifier

----------- ---------------------------------------- -------- ---------------------------------------- -------------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999

Trader Trader Id

------ ---------

XXXXXX 999999

MktGrp Prod UpdCod Upd Date Upd Time SecuAdmin PrvUpdDat FieldName

Previous Value New Value

-------- ---- ------ -------- -------- ------------------------------ --------- ------------------------------

XXXXXXXX XXXX XXXXXX 31-12-09 23:59:59 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

------------------------------

Total User Add 99,999

------------------------------

Total User Change 99,999

------------------------------

Total User Delete 99,999

------------------------------

Total Business Unit Add 99,999

------------------------------

Total Business Unit Change 99,999

------------------------------

Total Business Unit Delete 99,999

------------------------------

Total Participant Add 99,999

------------------------------

Total Participant Change 99,999

------------------------------

Total Participant Delete 99,999

Version V 3.1.3

05.04.2017

Page 423

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 424 XML Report Descriptions

4.9.4

RD125 User Transaction Size Limit Status

Description

Frequency

Availability

The report provides the state of the trader product and trader product market group assignments which is effective after the end-of-day processing. Additionally, the report lists the corresponding maximum order quantities per trader and product. As the transaction size limits of a trader are not validated against the limits of the business unit the trader belongs to, additional fields show the information about the effective transaction size limits of the trader. Assignments and quantities applying to the business unit overall are indicated by leaving the user blank.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

rd125

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

rd125Grp, repeated 0 ... variable times:

rd125KeyGrp

participantGrp

participant

partLngName

rd125Grp1, repeated 1 ... variable times:

rd125KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

rd125Grp2, repeated 1 ... variable times:

rd125KeyGrp2

user

m

m

m

o

m

m

o

o

o

m

o

m

m

m

m

m

Participant

Participant Long Name

BU

BU Long Name

BU Identifier

Trader

Eurex

XML Report Reference Manual

XML Report Descriptions

userNumericId

rd125Rec, repeated 1 ... variable times:

mktGrpNam

prodId

maxOrdrQty

maxCalSprdQty

maxTESQty

effMaxOrdrQty

effMaxCalSprdQty

effMaxTESQty

totUserProd

o

m m

o

m

m

m

m

m

m

Trader Id

MktGrp

Prod

MaxOrdQty

MaxCalSprdQty

Max TES Qty

EffMaxOrdQty

EffMaxCalSprdQty

EffMaxTESQty

Total Assigned Products

Text Report Structure

Participant Participant Long Name BU BU Long Name BU Identifier

----------- ---------------------------------------- -------- ---------------------------------------- -------------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999

Trader Trader Id MktGrp Prod MaxOrdQty MaxCalSprdQty Max TES Qty EffMaxOrdQty EffMaxCalSprdQty EffMaxTESQty

------ --------- -------- ---- --------- ------------- ----------- ------------ ---------------- ------------

XXXXXX 999999 XXXXXXXX XXXX 999,999 999,999 999,999 999,999 999,999 999,999

----------------

Total Assigned Products 99,999

Version V 3.1.3

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Page 425

Eurex

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Page 426 XML Report Descriptions

4.9.5

RD130 Trade Enrichment Rule Maintenance

Description

Frequency

Availability

This report provides an overview of all changes made to trade enrichment rules during the business day (deletions, additions, modifications).

The report is split per market participant, business unit and rule, and is sorted per rule, update action and time.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

rd130

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

rd130Grp, repeated 0 ... variable times:

rd130KeyGrp

participantGrp

participant

partLngName

rd130Grp1, repeated 1 ... variable times:

rd130KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

rd130Grp2, repeated 1 ... variable times:

rd130KeyGrp2

tradeEnrichmentRuleId

rd130Rec, repeated 1 ... variable times:

updCod

updDat

m

m

m

m

m

m

m

m

o

m

o

m

m

m

m

m

o

o

Participant

Participant Long Name

BU

BU Long Name

BU Identifier

Rule ID

UpdCod

Upd Date

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 427 XML Report Descriptions

updTim

secuAdminCod

prvUpdDat

updtFldNam

audtValBefore

audtValAfter

totBUUpdCodAdd

totBUUpdCodChg

totBUUpdCodDel

totParticipantUpdCodAdd

totParticipantUpdCodChg

totParticipantUpdCodDel

o o

m m

m

m

o

m

m

o o o

Upd Time

SecuAdmin

PrvUpdDat

Field Name

Previous value

New value

totBUUpdCodAdd totBUUpdCodChg

totBUUpdCodDel

totParticipantUpdCodAdd totParticipantUpdCodChg totParticipantUpdCodDel

Text Report Structure

Participant Participant Long Name BU BU Long Name BU Identifier Rule ID

----------- ---------------------------------------- -------- ---------------------------------------- ------------- -------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 99999

UpdCod Upd Date Upd Time SecuAdmin PrvUpdDat Field Name Previous value

New value

------ -------- -------- ------------------------------ --------- ------------------------------ --------------------------------

XXXXXX 31-12-09 23:59:59 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

-----totBUUpdCodAdd 99,999

-----totBUUpdCodChg 99,999

-----totBUUpdCodDel 99,999

-----totParticipantUpdCodAdd 99,999

-----totParticipantUpdCodChg 99,999

-----totParticipantUpdCodDel 99,999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 428 XML Report Descriptions

4.9.6

RD135 Trade Enrichment Rule Status

Description

Frequency

Availability

This report provides an overview of all current trade enrichment rules.

The report is split per market participant, business unit and rule and is sorted by rule.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

rd135

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

rd135Grp, repeated 0 ... variable times:

rd135KeyGrp

participantGrp

participant

partLngName

rd135Grp1, repeated 1 ... variable times:

rd135KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

rd135Grp2, repeated 1 ... variable times:

rd135KeyGrp2

tradeEnrichmentRuleId

rd135Rec, repeated 1 ... variable times:

validityFlg

account

accountName

freeText1

m

m

m

m

m

m

m

o o

o

o

o

o

m

o

m

m

m

m

m

Participant

Participant Long Name

BU

BU Long Name

BU Identifier

Rule ID

Valid

Ac

Account Name

Text1

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 429 XML Report Descriptions

freeText2

freeText3

opnClsCod

clearingTakeUpMember

cooperationPartner

ordOriginFirm

beneficiary

totBURules

o

o

o

o

o

o

o

o

Text2

Text3

O

TakeUpMbr

Coop Part.

Ext.Memb.

Beneficiary

Total Defined Rules

Text Report Structure

Participant Participant Long Name BU BU Long Name BU Identifier Rule ID

----------- ---------------------------------------- -------- ---------------------------------------- ------------- -------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 99999

Valid Ac Account Name Text1 Text2 Text3 O TakeUpMbr Coop Part. Ext.Memb. Beneficiary

----- -- -------------------------------- ------------ ------------ ------------ - --------- ---------- --------- -----------

X XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX X XXXXX XXXX XXXXXXX XXXXXXXXX

-----

Total Defined Rules 99999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 430 XML Report Descriptions

4.9.7

RD140 Pre-trade Limits Maintenance - Trading Participant

Description

Frequency

Availability

This report provides an overview of all changes made to pre-trade limits defined by the trading participant during the business day. Pretrade limits are functional limits on the number of open orders and quote sides stored in the orderbook.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

rd140

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

rd140Grp, repeated 0 ... variable times:

rd140KeyGrp

participant

rd140Grp1, repeated 0 ... variable times:

rd140KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

m

rd140Rec1, repeated 0 ... variable times:

updCod m

updDat

updTim

m

m

m

m

m

secuAdminCod

prvUpdDat

updtFldNam

audtValBefore

audtValAfter

m

o o

m

o

m

o

o

o

m

m

m

m

o

m

Participant

BU

BU Long Name

BU Identifier

UpdCod

Upd Date

Upd Time

SecuAdmin

PrvUpdDat

FieldName

Previous value

New value

Eurex

XML Report Reference Manual

XML Report Descriptions

Version V 3.1.3

05.04.2017

Page 431

rd140Grp2, repeated 0 ... variable times:

rd140KeyGrp2

product

rd140Rec2

updCod

updDat

updTim

secuAdminCod

o

prvUpdDat

updtFldNam

audtValBefore

audtValAfter

rd140Grp3, repeated 0 ... variable times:

rd140KeyGrp3

sessionId

rd140Rec3, repeated 0 ... variable times:

m

o o

o

m

m

m

m

m

updCod

updDat

updTim

secuAdminCod

prvUpdDat

updtFldNam

audtValBefore

audtValAfter o o

o

m

m

m

m

m

rd140Grp4, repeated 0 ... variable times:

rd140KeyGrp4

product

rd140Rec4

o

updCod

updDat

updTim

secuAdminCod

m

m

m

m

prvUpdDat

updtFldNam

audtValBefore

audtValAfter

totBUUpdCodAdd

totBUUpdCodChg

totBUUpdCodDel

totParticipantUpdCodAdd

m m

m

o

o

m

o o

Product

UpdCod

Upd Date

Upd Time

SecuAdmin

PrvUpdDat

FieldName

Previous value

New value

Session ID

UpdCod

Upd Date

Upd Time

SecuAdmin

PrvUpdDat

FieldName

Previous value

New value

Product

UpdCod

Upd Date

Upd Time

SecuAdmin

PrvUpdDat

FieldName

Previous value

New value

Total Business Unit Add

Total Business Unit Change

Total Business Unit Delete

Total Participant Add

Eurex

XML Report Reference Manual

XML Report Descriptions

totParticipantUpdCodChg

totParticipantUpdCodDel o o

Total Participant Change

Total Participant Delete

Version V 3.1.3

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Text Report Structure

Participant

-----------

XXXXX

BU BU Long Name BU Identifier

-------- ---------------------------------------- -------------

XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999

UpdCod Upd Date Upd Time SecuAdmin PrvUpdDat FieldName Previous value

New value

------ -------- -------- ------------------------------ --------- ------------------------------ --------------------------------

XXXXXX 31-12-09 23:59:59 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Product UpdCod Upd Date Upd Time SecuAdmin PrvUpdDat FieldName

Previous value New value

-------- ------ -------- -------- ------------------------------ --------- ------------------------------

XXXXXXXX XXXXXX 31-12-09 23:59:59 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Session ID

----------

99999999

UpdCod Upd Date Upd Time SecuAdmin PrvUpdDat FieldName Previous value

New value

------ -------- -------- ------------------------------ --------- ------------------------------ --------------------------------

XXXXXX 31-12-09 23:59:59 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Product UpdCod Upd Date Upd Time SecuAdmin PrvUpdDat FieldName

Previous value New value

-------- ------ -------- -------- ------------------------------ --------- ------------------------------

XXXXXXXX XXXXXX 31-12-09 23:59:59 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

------

Total Business Unit Add 99,999

------

Total Business Unit Change 99,999

------

Total Business Unit Delete 99,999

------

Total Participant Add 99,999

------

Total Participant Change 99,999

------

Total Participant Delete 99,999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 434 XML Report Descriptions

4.9.8

RD145 Pre-trade Limits Status - Trading Participant

Description

Frequency

Availability

This report lists the current status of all pre-trade limits defined by the trading participant per business unit and session. Pre-trade limits are functional limits on the number of open orders and quote sides stored in the orderbook.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

rd145

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

rd145Grp, repeated 0 ... variable times:

rd145KeyGrp

participant

rd145Grp1, repeated 1 ... variable times:

rd145KeyGrp1

businessUnit

rd145Rec1

maxNoBookOrdersPerFutureBu

maxNoBookOrdersPerOptionBu

m

m

rd145Grp2, repeated 0 ... variable times:

rd145KeyGrp2

product

rd145Rec2

o

o o

maxNoBookOrdersBu

rd145Grp3, repeated 0 ... variable times:

o

rd145KeyGrp3

sessionId

rd145Rec3

o

m

o

o

o

m

m

m

m

o

m

Participant

Business Unit

All Futures (BU)

All Options (BU)

Product

Product Specific (BU)

Session ID

Eurex

XML Report Reference Manual

XML Report Descriptions

maxNoBookOrdersPerFutureSes o

maxNoBookOrdersPerOptionSes o

rd145Grp4, repeated 0 ... variable times:

rd145KeyGrp4

product

rd145Rec4

o

maxNoBookOrdersSes o

Text Report Structure

Participant

-----------

XXXXX

Business Unit All Futures (BU) All Options (BU)

------------- ---------------- ----------------

XXXXXXXX 999999 999999

Product Product Specific (BU)

-------- ---------------------

XXXXXXXX 999999

Session ID All Futures (Session) All Options (Session)

---------- --------------------- ---------------------

99999999 999999 999999

Product Product Specific (Session)

-------- --------------------------

XXXXXXXX 999999

All Futures (Session)

All Options (Session)

Product

Product Specific (Session)

Version V 3.1.3

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4.9.9

RD155 Pre-trade Limits Status - Clearing Participant

Description

Frequency

Availability

For each clearing participant, this report lists the pre-trade limits defined by their trading participants in existing clearing relationships.

Pre-trade limits are functional limits on the number of open orders and quote sides stored in the orderbook.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

rd155

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

rd155Grp, repeated 0 ... variable times:

rd155KeyGrp

clearingParticipant

rd155Grp1, repeated 1 ... variable times:

rd155KeyGrp1

tradingParticipant

tradPartLngName

rd155Rec1

maxNoBookOrdersPerFutureBu

maxNoBookOrdersPerOptionBu

rd155Grp2, repeated 0 ... variable times:

rd155KeyGrp2

product

rd155Rec2

maxNoBookOrdersBu

m

o o

o

o

m

m

m

o

o

o

m

m

m

m

o

m

Participant

TrdPart

Trading Participant Name

All Futures (BU)

All Options (BU)

Product

Product Specific (BU)

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

Participant

-----------

XXXXX

TrdPart Trading Participant Name All Futures (BU) All Options (BU)

------- ---------------------------------------- ---------------- ----------------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 999999

Product Product Specific (BU)

-------- ---------------------

XXXXXXXX 999999

Version V 3.1.3

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4.10

TA Trading Maintenance

4.10.1

TA110 Contract Maintenance

Description

Frequency

Availability

CRE Area

The report contains information on all options series / futures contracts of an underlying / security. It shows all the options series / futures contracts of a product that are newly entered or deleted or have expired.

Daily.

This report is available for all members.

Public.

M/O Text Report Heading XML Report Structure

ta110

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ta110Grp, repeated 0 ... variable times:

ta110KeyGrp

prodId

ta110Rec, repeated 1 ... variable times:

prodExchAff

cntrIdGrp

cntrClasCod

prodId

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

valorNum

o

o

o

m

o

m

m

m

m

m

m

o

m

m

o

o

m

o

m

Product

(XML only)

Contract

ValorenNumber

Eurex

XML Report Reference Manual

XML Report Descriptions

cntrMtnCod

cntrStsOldCod

cntrStsNewCod

partIdCod

time

m

m

m

m

o

Mc

StatusOld

StatusNew

Participant

Time

Text Report Structure

Product

-------------------------------------

XXXX - PRODUCT LONG NAME

Contract ValorenNumber Mc StatusOld StatusNew Participant Time

------------------------ ------------------------- -- --------- --------- ----------- -----------

X XXXX XXX 9999 999999 9 XXXXXXXXXXXXXXXXXXXXXXXXX X X X XXXXXX 23:59:59.99

Version V 3.1.3

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4.10.2

TA111 All Active/Inactive Series

Description

Frequency

Availability

CRE Area

This report lists all active series (both options & futures) in all products available for the next business day.

Daily.

This report is available for all members.

Public.

XML Report Structure M/O Text Report Heading

ta111

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ta111Grp, repeated 0 ... variable times:

ta111KeyGrp

prodId

prodLngNam

prodTypId

productMIC

uniqueProdId

ta111ProdRec, repeated 1 ... variable times:

prodExchAff

isinCod

undrIsin

stlCurrTypCod

currTypCod

mgnStyle

exerStylTyp

setlTypCod

finSetlmtTim

usTrdrFlg

blkTrdFlg

m

o

m

m

m

o

o

o

m

o

m

m

m

m

m

m

m

m

o

m

o

m

o

m

m

m

Product

(XML only)

ProdType

ProductMIC

UniqueProdId

(XML only)

ISIN

UndrISIN

StlCurr

PrdCurr

Mgn

Exr

Stl

finStlTim

Us

Blk

Eurex

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05.04.2017

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flxCntrTrdAllwdFlg

minBlkSiz

dispDcml

exerPrcDcml

ticSiz

ticVal

matchTypeCode

stratMatchCode

oneSideQuoteAlwdFlg

eqBidAskQtyReqrFlg

maxPrice

quoteMinQty

fastMktQuoteMinQty

fastMarketQuotePcnt

undrIdCod

volaStratUndrId

ta111EbsHdrRec, repeated 0 ... variable times:

noOfStreams m

ta111EbsDataRec, repeated 0 ... variable times:

ebsDataTbl, repeated 1 ... 4 times:

streamType

streamService

streamAddr

streamPort

o

o o o

o o

o

o

m

m

m

o

m m

m

m

m

o

o

o

Flx

MinBlkSiz

DDcml

EDcml

TicSiz

TicVal

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

optiGatewayLocId

trdSysCod

m

m

(XML only)

(XML only)

preliminaryTradesAllowed o

ta111QuoteSpreadRec, repeated 0 ... variable times:

Preliminary Trades supported

spreadDaysMonth

spreadTimeToExp

spreadUndGrp

spreadUndGrpTbl, repeated 1 ... 6 times:

m

o

(XML only)

(XML only)

spreadBidPrice

spreadTickValue

priceStepTbl, repeated 1 ... 9 times:

priceStepCode

upperLimitPrice

priceStep

o o

spreadAbsPcntCode o

ta111PriceStepRec, repeated 0 ... variable times:

o

o

o

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

Eurex

XML Report Reference Manual

XML Report Descriptions

mktDpth

recoveryInterval

ta111CntrRec, repeated 0 ... variable times:

cntrIdGrp

cntrClasCod

prodId

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

cntrStsCod

expDat

valorNum

lepoFlg

trdUnt

strkPrcM

trdUntShares

trdUntCsh

uniqueCntrId

ta111SpinOffRec, repeated 0 ... variable times:

legNo m

prodId

cntrIdGrp, repeated 0 ... 1 times:

o

cntrClasCod

prodId

cntrDtlGrp

cntrExpMthDat

o

m

cntrExpYrDat

cntrExerPrc

cntrVersNo

isinCod

cntrShrQty

cntrCshSetlAmnt

dlvInd

undrLstClsPrc

undClsCurr

m

m

m

m

m

o

o

m

m

m

o

o

o

m

m

m

o

m

m

m

o

o

m

o

o

o

m

(XML only)

(XML only)

Contract

Sts

ExpDat

Valoren Number

Lepo

TradUnit

StrikePrcM

TradingUnitShares

TradingUnitCash

UniqueCntrId

LegNo

Prod

Contract

NewISIN

Shares

CashSettled

DT

Under Close Prc

UC Curr

Version V 3.1.3

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Text Report Structure

Product ProdType ProductMIC UniqueProdId

------------------------------------- -------- ---------- ------------

XXXX - PRODUCT LONG NAME XXXX XXXX 99999

ISIN UndrISIN StlCurr PrdCurr Mgn Exr Stl finStlTim Us Blk Flx MinBlkSiz DDcml EDcml TicSiz TicVal

Preliminary Trades supported

------------ ------------ ------- ------- --- --- --- --------- -- --- --- ----------- ----- ----- --------- ---------

XXXXXXXXXXXX XXXXXXXXXXXX XXX XXX X X X 23:59:59 X X X 999,999,999 9999 9999 999.99999 9999.9999

XXX

Contract Sts ExpDat Valoren Number Lepo TradUnit StrikePrcM TradingUnitShares TradingUnitCash

UniqueCntrId

------------------------ --- -------- ------------------------- ---- ---------- ---------- ----------------- ---------------

X XXXX XXX 9999 999999 9 X 31-12-09 XXXXXXXXXXXXXXXXXXXXXXXXX X 9,999.9999 9,999.9999 9,999 9,999.9999

9999999999

LegNo Prod Contract NewISIN Shares CashSettled DT Under Close Prc UC Curr

------- ---- ------------------------ ------------ ------ ----------- --- --------------- -------

XXXXXXX XXXX X XXXX XXX 9999 999999 9 XXXXXXXXXXXX 9,999 999.9999+ XXX 9999.99999 XXX

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Page 444 XML Report Descriptions

4.10.3

TA113 Complex and Flexible Instrument Definition

Description

Frequency

Availability

CRE Area

This report lists for each product and each complex instrument type, the complex and the flexible instruments available at the beginning of the day or created during the day.

Reports are split per Product, Instrument Type and Sub-Type (when it exists) and sorted per Instrument.

For each complex instrument, the report lists the instrument mnemonic, the number of legs, and for each leg, the leg mnemonic and the corresponding side and ratio.

For Option Volatility Strategies, the underlying leg (underlying product, side, ratio and mnemonic) and the underlying price are additionally listed.

For Flexible Instruments, a distinction is done between flexible Futures and flexible Options for which the full instrument definition is provided.

Daily.

This report is available for all members.

Public.

XML Report Structure M/O Text Report Heading

ta113

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ta113Grp, repeated 0 ... variable times:

ta113KeyGrp

instrumentTypGrp

product

instrumentType

instrumentSubType

ta113GrpRec, repeated 1 ... variable times:

instrumentId

instrumentMnemonic

m

m

o

m

m

m

o

o

o

m

m

m

m

o

m

Product

InstType

SubType

Instrument ID

Instrument Mnemonic

Eurex

XML Report Reference Manual

XML Report Descriptions

numberOfLegs m

instrumentLegGrp, repeated 0 ... variable times:

instrumentId

instrumentMnemonic

m

m

buyCod

ratio

m

m

underlyingLegGrp, repeated 0 ... variable times:

product o

instrumentId

instrumentMnemonic

buyCod

ratio

undPrice

flxInstrGrp, repeated 0 ... variable times:

flxCntrIdGrpT7

cntrClasCod

o

o

o

o

o

prodId

cntrExpDat

flxOptCntrExerPrc

cntrVersNo

exerStylTyp

settlTyp

flxCntrSynProdId

m

o

o

o

m

o

m

o

Legs

Leg ID

Leg Mnemonic

B/S

Ratio

Und Prod

Und Leg ID

Und Leg Mnemonic

B/S

Ratio

undLegPrice

FlxContract

SynP

Version V 3.1.3

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XML Report Reference Manual

XML Report Descriptions

Text Report Structure

Product InstType SubType

-------- -------- -------

XXXXXXXX XXXXXXXX XXXXXXX

Instrument ID Instrument Mnemonic Legs

-------------------- ---------------------------------------- ----

99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99

Leg ID Leg Mnemonic B/S Ratio

-------------------- ---------------------------------------- --- -----

99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX X 999

Und Prod Und Leg ID Und Leg Mnemonic B/S Ratio undLegPrice

-------- -------------------- ---------------------------------------- --- ----- -----------

XXXXXXXX 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX X 999 +9999.99999

FlxContract SynP

-------------------------------- ----

X XXXX 31-12-09 99999.9999 9 X X XXXX

Version V 3.1.3

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Page 447 XML Report Descriptions

4.10.4

TA114 Variance Futures Parameter

Description

Frequency

Availability

CRE Area

This daily report keeps track of the variance futures parameters approved by Market Supervision for all trading dates at the end of each trading day.

The report is split per product and instrument, listing variance futures parameters on product level and information on each historical trading date on instrument level.

Daily.

This report is available for all members.

Public.

XML Report Structure M/O Text Report Heading

ta114

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ta114Grp, repeated 0 ... variable times:

ta114KeyGrp

product

nextTradDat

prodHistoryGrp, repeated 1 ... variable times:

prodTradDat

defaultClearingPriceOffset

vegaUnit

m

m

m

m

m

annualisationFactor

secuLstClsPrc

ovnRat

prodManual

InstGrpRec, repeated 0 ... variable times:

instKeyGrp

instrumentId

o

m

o

m

m

m

m

m

o

o

m

m

m

m

m

Product

Next Trading Date

Prod Date

Default Offset

VegaUn

Ann

UndClsPrc

OvnRat

PM

Instrument ID

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 448 XML Report Descriptions

instrumentMnemonic

expDat

instHistoryGrp, repeated 1 ... variable times:

instTradDat m

m

m

clearingPriceOffset

totalNoTradingDays

elapsedNoTradingDays

standardVar

m

m

m

m

standardVol

realisedVar

realisedVol

underlyingPrice

expRat

discFactor

armvm

settlementVol

settlementPrc

instManual

m

m

m

m

m

m

m

m

m

m

Instrument Mnemonic

Expiration Date

Inst Date

Price Offset

Tday

Eday

Standard Var

Std Vol

Realised Var

Rea Vol

UndPrc

expRat

DiscFactor

ARMVM

Sett Vol

Settlement Prc

IM

Text Report Structure

Product Next Trading Date

-------- -----------------

XXXXXXXX 31-12-09

Prod Date Default Offset VegaUn Ann UndClsPrc OvnRat PM

--------- -------------- --------- --- ------------ -------- --

31-12-09 999999.999999 999999999 999 9,999.99999+ +99.9999 X

Instrument ID Instrument Mnemonic Expiration Date

-------------------- ---------------------------------------- ---------------

99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09

Inst Date Price Offset Tday Eday Standard Var Std Vol Realised Var Rea Vol UndPrc expRat DiscFactor ARMVM

Sett Vol Settlement Prc IM

--------- ------------- ---- ---- ------------- ------- ------------- ------- ----------- -------- ----------- --------------

31-12-09 999999.999999 9999 9999 999999.999999 999.99 999999.999999 999.99 +9999.99999 +99.9999 9.999999999 +999999.999999

999.99 999999.9999 X

Eurex

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05.04.2017

Page 449 XML Report Descriptions

4.10.5

TA115 Total Return Futures Parameters

Description

Frequency

Availability

CRE Area

This daily report keeps track of the Total Return Futures (TRF) parameters entered and approved by Market Supervision for the current and the previous business days. The report is split per product and instrument, listing first the TRF product parameters for the the previous and the current business days, followed by the TRF instrument parameter listed for each instrument for the current and the previous business days.

In case the product or the instrument conversion parameters used on the previous day have been modified afterwards, the most recent values will be regularly displayed with the business date corresponding to the previous business date and the former values will be displayed on an additional line with an empty business date.

Daily.

This report is available for all members.

Public.

XML Report Structure M/O Text Report Heading

ta115

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

ta115Grp, repeated 0 ... variable times:

ta115KeyGrp

product

nextBusDate

ta115ProductRec, repeated 1 ... variable times:

prodBusDate o

m

m

o

o

o

m

o

m

m

m

m

m

annualisationFactor

businessDayOffset

daySettlDate

fundingDays

fundingRate

m

m m

m

m

Product

Next Business Date

Prod Date

Ann

BDO

Settl Date

FD

Funding Rate

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 450 XML Report Descriptions

dailyFunding

accruedFunding

distributionIndex

dailyDistribution

accruedDistribution

underlyingIndex

m

m

ta115InstrumentGrp, repeated 0 ... variable times:

instKeyGrp

m

m

m

m

Day Funding

Acc Funding

Distri Index

Day Distribu

Acc Distribu

Under Index

instrumentId

instrumentMnemonic

m

m

Instrument ID

Instrument Mnemonic

expDat m

ta115InstrumentRec, repeated 1 ... variable times:

Expiration Date

instBusDate

expSettlDate

daysToMaturity

prelimIndex

o

m

m

m

Inst Date

ExpS Date

DMat

Prelim Index

finalIndex

settlSpread

settlBasis

settlClgPrc

m

m

m m

Final Index

Settl Spread

Settl Basis

Settl Price

Text Report Structure

Product Next Business Date

-------- ------------------

XXXXXXXX 31-12-09

Prod Date Ann BDO Settl Date FD Funding Rate Day Funding Acc Funding Distri Index Day Distribu Acc Distribu

Under Index

--------- --- --- ---------- -- -------------- -------------- -------------- -------------- -------------- --------------

31-12-09 999 +99 31-12-09 99 +999999.999999 +999999.999999 +999999.999999 +999999.999999 +999999.999999 +999999.999999

+999999.999999

Instrument ID Instrument Mnemonic Expiration Date

-------------------- ---------------------------------------- ---------------

99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09

Inst Date ExpS Date DMat Prelim Index Final Index Settl Spread Settl Basis Settl Price

--------- --------- ---- -------------- -------------- -------------- -------------- --------------

31-12-09 31-12-09 9999 +999999.999999 +999999.999999 +999999.999999 +999999.999999 +999999.999999

Eurex

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05.04.2017

Page 451 XML Report Descriptions

4.11

TC Trading Order and Quote Maintenance

4.11.1

TC541 Dly Strategy Order Maintenance

Description

Frequency

Availability

For each exchange member, separated by traders and options, this report lists all actions performed for the maintenance of strategy orders.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

tc541

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tc541Grp, repeated 0 ... variable times:

tc541KeyGrp

membExchIdCod

tc541Grp1, repeated 1 ... variable times:

tc541KeyGrp1

partIdCod

m

m

tc541Grp2, repeated 1 ... variable times:

tc541KeyGrp2

prodId

tc541Grp3, repeated 1 ... variable times:

m

o

o

o

m

o

m

m

m

m

m

tc541KeyGrp3

stratIdGrp

stratTyp o

stratLegGrp, repeated 1 ... 4 times:

stratLegInfo

buyCod m

Exchange Member

Trader

Product

stratTyp

B C

Eurex

XML Report Reference Manual

XML Report Descriptions

stratLegVol

cntrClasCod

prodId

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

stratUndrPrc

tc541Rec, repeated 1 ... variable times:

time m

seqId

ordrMtnCod

o

m

ordrNo

partIdCodObo

buyCod

opnClsCod

o

o

o

o

m

o

o

o

m

m

m

o

acctTypGrp

ordrQty

ordrExePrc

trdMtchPrc

ordrResCod

ordrGtcInd

membClgIdCod

cust

usrOrdrNum

ordrPersInd

text

membExchIdCodObo

o

o

o

o

o

o

o

o

o

o

o

o

Prod

ExpM

ExpY

ExercP

V

stratUndrPrc

Time

(XML only)

MaintCode

B

O

OrderNumber

TraderBehalf

Ac

Size

OrdrPrc

MatchPrc

Res

G

TuMbr

Customer

UsrOrdrNmbr

P

Text

ExMbrObo

Version V 3.1.3

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XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 453 XML Report Descriptions

Text Report Structure

Exchange Member Trader Product

------------------------------------------------ ------ -------

XXXXX - MEMBER LONG NAME XXXXXX XXXX stratTyp B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V

stratUndrPrc

-------- ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ -

XXXXXXX X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9

9999.99999

Time MaintCode OrderNumber TraderBehalf B O Ac Size OrdrPrc MatchPrc Res G TuMbr Customer UsrOrdrNmbr P

Text ExMbrObo

-------- --------- ----------- ------------ - - -- ------- ----------- ----------- --- - ----- ------------ ------------ -

23:59:59 XXXXXXX XXXXXXXXX XXXXXX X X XX 999,999 9999.99999+ 9999.99999+ XXX X XXXXX XXXXXXXXXXXX XXXXXXXXXXXX X

XXXXXXXXXXXX XXXXX

Eurex

XML Report Reference Manual

XML Report Descriptions

Version V 3.1.3

05.04.2017

Page 454

4.11.2

TC545 TES Trade Maintenance

Description For each exchange member, this report lists off-book trades of the following trade types added, changed, deleted or ratified during the trading day:

- Block Trades

- Vola Trades

- Basis Trades

- EEX EFP Trades

In case of EBI generated block trades the following add and ratify events are listed for the EBI counterpart(s):

1. When a counterpart approves an EBI generated block trade, an add event (TESOrdrMtnCod = 1 / A) will be reported on TC545.

2. When the counterpart of the last unapproved trade approves (finally approve) the EBI generated block trade, additional an ratify event

(TESOrdrMtnCod = 4 / R) will be reported on TC545.

Frequency

Availability

The listed information is separated per trader and options series or futures contract.

Daily.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

tc545

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tc545Grp, repeated 0 ... variable times:

tc545KeyGrp

membExchIdCod

tc545Grp1, repeated 1 ... variable times:

tc545KeyGrp1

m

m

m

m

o

o

o

m

o

m

m Exchange Member

Eurex

XML Report Reference Manual

XML Report Descriptions

partIdCod

tc545Grp2, repeated 1 ... variable times:

tc545KeyGrp2

cntrIdGrp

cntrClasCod

prodId

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

tc545Rec, repeated 1 ... variable times:

time

TESOrdrMtnCod

ordrTypCod

trdTyp

trnIdNo

partIdCodObo

buyCod

opnClsCod

acctTypGrp

ordrQty

ordrExePrc

isinCod

optTrnIdNo

membClgIdCod

cust

usrOrdrNum

text

ctrPtyId

audtOccNo

trdMtchPrc

dispDcml

membExchIdCodObo

processAsEBI

m

o

o

o

o

o

o

m

m

o

o

m

m

o

m

m

m

o

o

m

o

m

o

o

o

m

o

o

m

m

Trader

Contract

Time

Mc

(XML only)

TrT

TrnNo

TrdBhf

B/S

O

Ac

Size

OrdrPrc

ISIN

TrnNo

TuMbr

Customer

UsrOrdrNmbr

Text

CtrPty

(XML only)

(XML only)

(XML only)

ExMbrObo

ProcAsEBI

Version V 3.1.3

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XML Report Reference Manual Version V 3.1.3

05.04.2017

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Text Report Structure

Exchange Member Trader Contract

--------------- ------ ------------------------

XXXXX XXXXXX X XXXX XXX 9999 999999 9

Time Mc TrT TrnNo TrdBhf B/S O Ac Size OrdrPrc ISIN TrnNo TuMbr Customer UsrOrdrNmbr Text CtrPty

ExMbrObo ProcAsEBI

-------- -- --- ------ ------ --- - -- ------- ----------- ------------ ------ ----- ------------ ------------ ------------ ------

23:59:59 X XXX XXXXXX XXXXXX X X XX 999,999 9999.99999+ XXXXXXXXXXXX XXXXXX XXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXX

XXXXX X

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Page 457 XML Report Descriptions

4.11.3

TC546 Strategy TES Trade Maintenance

Description

Frequency

Availability

For each exchange member, this report lists all Strategy off-book trades added, changed, deleted or ratified during the trading day.

For each exchange member, separated by traders and options series, this report lists all actions performed for the maintenance of Strategy off-book trades.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

tc546

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tc546Grp, repeated 0 ... variable times:

tc546KeyGrp

membExchIdCod

tc546Grp1, repeated 1 ... variable times:

m

tc546KeyGrp1

partIdCod

tc546Grp2, repeated 1 ... variable times:

tc546KeyGrp2

m

prodId

tc546Grp3, repeated 1 ... variable times:

m

tc546KeyGrp3

stratIdGrp

stratTyp o

stratLegGrp, repeated 1 ... 4 times:

stratLegInfo

buyCod

stratLegVol

m

m

o

m

o

m

m

m

m

m

o

o

Exchange Member

Trader

Product

stratTyp

B C

Eurex

XML Report Reference Manual

XML Report Descriptions

cntrClasCod

prodId

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

stratUndrPrc

buyCod

stratEquLegVol

isinCod

tc546Rec, repeated 1 ... variable times:

time m

o

o

ordrMtnCod

ordrTypCod

trdTyp

trnIdNo

m

o

m

m

o

o

o

o

m

m

o

m

ebiTrdRefNo

partIdCodObo

buyCod

opnClsCod

acctTypGrp

ordrQty

ordrExePrc

membClgIdCod

cust

usrOrdrNum

text

ctrPtyId

audtOccNo

trdMtchPrc

dispDcml

undrDispDcml

membExchIdCodObo

processAsEBI

o

o

o

o

o

m

o

o

o

m

m

m

m

o

o

o

m

m

Prod

ExpM

ExpY

ExercP

V

stratUndrPrc

B

Qty

ISIN

Time

Mc

(XML only)

TrT

TrnNo

B

O

MTRNo

TrdBhf

Ac

Size

OrdrPrc

TuMbr

Customer

UsrOrdrNmbr

Text

CtrPty

(XML only)

(XML only)

(XML only)

(XML only)

ExMbrObo

ProcAsEBI

Version V 3.1.3

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Page 459 XML Report Descriptions

Text Report Structure

Exchange Member Trader Product

--------------- ------ -------

XXXXX XXXXXX XXXX stratTyp B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V

stratUndrPrc B Qty ISIN

-------- ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ -

XXXXXXX X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9

9999.99999 X 999999 XXXXXXXXXXXX

Time Mc TrT TrnNo MTRNo TrdBhf B O Ac Size OrdrPrc TuMbr Customer UsrOrdrNmbr Text CtrPty ExMbrObo

ProcAsEBI

-------- ------- --- ------ ------ ------ - - -- ------- ----------- ----- ------------ ------------ ------------ ------ --------

23:59:59 XXXXXXX XXX XXXXXX XXXXXX XXXXXX X X XX 999,999 9999.99999+ XXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXX XXXXX

X

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4.11.4

TC549 EBI Trade Maintenance

Description

Frequency

Availability

This report lists all details of EBI transactions entered by a broker and bilateral standard off-book trades entered via Eurex Clearing FIXML

Interface. It lists the counterparties, their subgroups, quantities and buy/sell sides. Following off-book trade types are enabled for EBI transactions: - Block Trades (including single leg block trades and strategy block trades) - EFP-Fin (Exchange for Physicals - Financials),

- EFS (Exchange for Swaps), - EFPI (Exchange for Physicals - Index

Futures).

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

tc549

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tc549Grp, repeated 0 ... variable times:

tc549KeyGrp

membExchIdCod

tc549Grp1, repeated 1 ... variable times:

tc549KeyGrp1

membExchIdCodEbi

partIdCod

tc549Grp2, repeated 1 ... variable times:

tc549KeyGrp2

m

m

m

ebiTrdRefNo

ordrTypCod

m

m

processAsEBI

tc549Grp3, repeated 1 ... variable times:

m

tc549KeyGrp3

recTypCod m

m

o

o

o

m

m

m

m

o

m

Exchange Member

EBI Member

EBI Trader

EBI RefNo

Order Type

ProcAsEBI

(XML only)

Eurex

XML Report Reference Manual

XML Report Descriptions

tc549Grp4, repeated 1 ... variable times:

tc549Grp5

tc549Rec1Block, repeated 0 ... variable times:

cntrIdGrp

cntrClasCod

prodId

o

m

Contract

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

m

m

o

cntrVersNo o

tc549Rec2Strblk, repeated 0 ... variable times:

stratIdGrp

stratTyp

stratLegGrp, repeated 1 ... 4 times:

stratLegInfo

buyCod

stratLegVol o

m

m stratTyp

B C

cntrClasCod

prodId

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

stratUndrPrc

buyCod

stratEquLegVol

isinCod

o

m

m

m

o

o

o

o

o

o

Prod

ExpM

ExpY

ExercP

V

stratUndrPrc

B

Qty

ISIN

tc549Rec3Eff, repeated 0 ... variable times:

futCntrIdGrp

prodId

cntrExpMthDat

m

m

FutContract

cntrExpYrDat

cntrCurrTypCod

hdgTyp

isinCod

nomVal

settlDat

cshPrcConv

secuShtNam

m

m

o

o

o

o

o

o

Fut Curr

Hdg

SecurityIsin

Nominal

Settl Date

CshPrc

Security Name

Version V 3.1.3

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XML Report Reference Manual

XML Report Descriptions

cpnRat

mrtyDat

exchRat

cpnFreq o

o

o

o

Coupon Rate

Mtrty Date

ExchRat

Frq

currTypCod

settlInst

o

o

Curr

SI

tc549Rec4Efs, repeated 0 ... variable times:

futCntrIdGrp

prodId

cntrExpMthDat

m

m

FutContract

cntrExpYrDat

cntrCurrTypCod

hdgTyp

exchRat

currTypCod

nomVal

settlDat

fixRat

cpnVarRef

cpnVarOfs

m

m

o

o

o

o

o

o

o o

Fut Curr

Hdg

ExchRat

Curr

Nominal

Settl Date

Rate

CpnVarRef

CpnOfs

strtDat

endDat

o

o

Start Date

End Date

cpnFreq o Frq

tc549Rec5Efx, repeated 0 ... variable times:

futCntrIdGrp

prodId

cntrExpMthDat

cntrExpYrDat

cntrCurrTypCod

hdgTyp

cshBsktRefId

nomVal

m

m

m

m

o

o

o

FutContract

Fut Curr

Hdg

ReferenceId

Nominal

settlInst o

tc549RecGrp, repeated 1 ... variable times:

SI

tc549Rec, repeated 0 ... variable times:

time m Time

TESOrdrMtnCod

trdTyp

trnIdNo

partIdCodObo

m

m

o

o

Mc

TrT

TrnNo

TrdBhf

Version V 3.1.3

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Eurex

XML Report Reference Manual

XML Report Descriptions

buyCod

ordrQty

ordrExePrc1

ctrPtyId

ctrPtySubGrpCod

audtOccNo

membExchIdCodObo

opnClsCod

acctTypGrp

txtGrp

cust

userOrdrNum

text

o

o

o

m

o

m

m

m

m

B/S

Size

OrdrPrc

CtrPty

Grp

(XML only)

ExMbrObo

O

Ac

m

m

m

Customer

UserOrderNo

Text

Version V 3.1.3

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05.04.2017

Page 464 XML Report Descriptions

Text Report Structure

Exchange Member

------------------------------------------------

XXXXX - MEMBER LONG NAME

EBI Member EBI Trader EBI RefNo Order Type ProcAsEBI

---------- ---------- --------- ---------- ---------

XXXXX XXXXXX XXXXXX X X

Contract

------------------------

X XXXX XXX 9999 999999 9 stratTyp B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V B C Prod ExpM ExpY ExercP V

stratUndrPrc B Qty ISIN

-------- ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ - ----- ---- ---- ---- ------ -

XXXXXXX X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9 X999X XXXX XXX 9999 999999 9

9999.99999 X 999999 XXXXXXXXXXXX

FutContract Fut Curr Hdg SecurityIsin Nominal Settl Date CshPrc Security Name Coupon Rate Mtrty Date

ExchRat Frq Curr SI

------------- -------- --- ------------ ----------- ---------- --------- ------------------------------ ----------- ----------

XXXX XXX 9999 XXX XXX XXXXXXXXXXXX 999,999,999 31-12-09 9999.9999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 99.9999 31-12-09

9999999.999999999 99 XXX XX

FutContract Fut Curr Hdg ExchRat Curr Nominal Settl Date Rate CpnVarRef CpnOfs Start Date End Date Frq

------------- -------- --- ----------------- ---- ----------- ---------- ------- ------------ -------- ---------- -------- ---

XXXX XXX 9999 XXX XXX 9999999.999999999 XXX 999,999,999 31-12-09 99.9999 XXXXXXXXXXXX +99.9999 31-12-09 31-12-09 99

FutContract Fut Curr Hdg ReferenceId Nominal SI

------------- -------- --- -------------------- ----------- --

XXXX XXX 9999 XXX XXX XXXXXXXXXXXXXXXXXXXX 999,999,999 XX

Time Mc TrT TrnNo TrdBhf B/S Size OrdrPrc CtrPty Grp ExMbrObo O Ac Customer UserOrderNo Text

-------- -- --- ------ ------ --- ------- ----------- ------ --- -------- - -- ------------ ------------ ------------

23:59:59 X XXX XXXXXX XXXXXX X 999,999 9999.99999+ XXXXX XXX XXXXX X XX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX

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4.11.5

TC810 Daily Trade Confirmation

Description

Frequency

Availability

This report contains an inventory of all the trades a market member matched during a trading day, arranged by traders and options series/ futures contracts. The matched trades are arranged by market member, trader, contract and account. This report is available for EEX/

ECC Members.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

tc810

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tc810Grp, repeated 0 ... variable times:

tc810KeyGrp

membExchIdCod

tc810Grp1, repeated 1 ... variable times:

tc810KeyGrp1

partIdCod

m

origExchId

tc810Grp2, repeated 1 ... variable times:

tc810KeyGrp2

prodId

productMIC

tc810Grp3, repeated 1 ... variable times:

m

o

tc810KeyGrp3

cntrIdGrp

m

m

cntrClasCod

prodId

cntrDtlGrp

o

m

o

o

o

m

o

m

m

m

m

m

Exchange Member

Trader

Original Exchange

Prod

ProductMIC

Contract

Eurex

XML Report Reference Manual

XML Report Descriptions

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

acctTypGrp

tc810Rec, repeated 1 ... variable times:

m

time

trnIdNo

m

m

o

o

m

m

ordrNo

buyCod

opnClsCod

trdMtchQty

ordrPrtFilCod

trdMtchPrc

ordrCmbTypCod

ordrTypCod

m

m

o

m

o

m

m

m

ordrResCod

membClgIdCod

cust

usrOrdrNum

text

trdTyp

origTrnDat

origTrnTim

origOrdrNo

origTrnId

origTrnDatCet

origTrnTimCet

membExchIdCodObo

origRpdOrdrNo

sumTotBuyOrdr

sumTotCntrBuy

sumTotSellOrdr

sumTotCntrSell

sumProdTotBuyOrdr

sumProdTotCntrBuy

sumProdTotSellOrdr

sumProdTotCntrSell

m m

m

m

m

m

o

o

m m

o

m

m

m

m

m

m

m

o

m

m

m

Account

Time

TrnNo

OrdrNo

B

O

MtchQty

F

MatchPrc

OcT

Typ

Res

ClMbr

Customer

UsrOrdrNmbr

Text

TrT

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

(XML only)

ExMbrObo

OrigRpdOrdNo

Total Buy Trades

Total Sell Trades

Product Total Buy Trades

Product Total Sell Trades

Version V 3.1.3

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Eurex

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05.04.2017

Page 467 XML Report Descriptions

Text Report Structure

Exchange Member Trader Original Exchange Prod ProductMIC Contract Account

--------------- ------ ----------------- ---- ---------- ------------------------ -------

XXXXX XXXXXX XXXX XXXX XXXX X XXXX XXX 9999 999999 9 XX

Time TrnNo OrdrNo B O MtchQty F MatchPrc OcT Typ Res ClMbr Customer UsrOrdrNmbr Text TrT ExMbrObo

OrigRpdOrdNo

-------- ------ --------- - - ------- - ----------- ------- --- --- ----- ------------ ------------ ------------ --- --------

23:59:59 XXXXXX XXXXXXXXX X X 999999 X 9999.99999+ XXXXXXX XXX XXX XXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXX XXXXX

99999999999999999999

----------- ------------

Total Buy Trades 999,999,999 999,999,999

----------- ------------

Total Sell Trades 999,999,999 999,999,999

----------- ------------

Product Total Buy Trades 999,999,999 999,999,999

----------- ------------

Product Total Sell Trades 999,999,999 999,999,999

Eurex

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Page 468 XML Report Descriptions

4.12

TD Trading Volumes And Performance

4.12.1

TD930 Daily Trade Statistics

Description

Frequency

Availability

CRE Area

This report provides the daily information on all the options series/ futures contracts. The daily prices and trade volumes are listed for all the options series of a product or all the futures contracts of a security.

Daily.

This report is available for all members.

Public.

XML Report Structure

td930

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

td930Grp, repeated 0 ... variable times:

td930KeyGrp

prodId

undrPrvClsPrc

undrLstClsPrc

td930Grp1, repeated 1 ... variable times:

td930KeyGrp1

cntrClasCod

td930Rec, repeated 1 ... variable times:

cntrDtlGrp

cntrExpMthDat

cntrExpYrDat

cntrExerPrc

cntrVersNo

lstSetlmtPrc_1

M/O Text Report Heading

m

m

m

m

o

o

o

m

o

m

m

o o

o

m

m

o

o

o

Product

PreviousClose

UnderClose

CP

Contract

LstSetlPrc

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 469 XML Report Descriptions

opnPrc

dlyHghPrc

dlyLowPrc

lstTrdPrc

currSetlmtPrc_1

dayTotVol

mtdTotVol

opnIntQty

sumClasOpnIntQty

sumProdOpnIntQty

o

o

o

o

m

m

o

o

o

o

OpnPrc

DlyHghPrc

DlyLowPrc

LstTrdPrc

SettlmPrc

Volume

MtdVolume

OpnIntQty

Total per Class

Total per Product

Text Report Structure

Product PreviousClose UnderClose

------------------------------------- ------------- ----------

XXXX - PRODUCT LONG NAME 9,999.99999 9999.99999

CP Contract LstSetlPrc OpnPrc DlyHghPrc DlyLowPrc LstTrdPrc SettlmPrc Volume MtdVolume OpnIntQty

-- ----------------- ---------- ----------- ---------- ---------- ----------- ---------- --------- ----------- --------------

X XXX 9999 999999 9 9999.99999 9999.99999+ 9999.99999 9999.99999 9999.99999+ 9999.99999 9,999,999 999,999,999 9,999,999

--------------

Total per Class 99,999,999,999

--------------

Total per Product 99,999,999,999

Eurex

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Page 470 XML Report Descriptions

4.12.2

TD940 Daily Regular Market Making Quote Request Performance

Description

Frequency

Availability

This report describes the on-request market making quality for the

Regular Market Making (RMM) program of a member by comparing the number of quote requests of the day to the number of quote request violations of the member.

Daily.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

td940

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td940Grp, repeated 0 ... variable times:

td940KeyGrp

membExchIdCod

membExchIdNam

td940Rec, repeated 1 ... variable times:

prodId

dCutLim

quoReqTot

goodQuoReqResp

quoReqViol

shtQuoPct

valQuoReqViol

valQuoReqTot

valGoodQuoReqResp

RESPONSES

violPct

o o

o

o

o

o

o

o

o

m

m

m

m

m

m

m

m

o

EXCHANGE MEMBER

PRODUCT

DAY CUT LIMIT

QUOTE REQUESTS TOTAL

GOOD QUOTE REQ RESPONSES

QUOTE REQ VIOLATIONS

PERCENT SHORT QUOTES

VALID QUO REQ VIOLATION

VALID QUO REQ TOTAL

VALID GOOD QUOTE REQ

VIOLATION PERCENT

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

EXCHANGE MEMBER: MEMBER LONG NAME

QUOTE DAY GOOD PERCENT VALID VALID VALID GOOD

PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION

TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT

------- -------- ---------- ---------- ---------- ------- ---------- ---------- ---------- ---------

XXXX 9999999999 9999999999 9999999999 9999999999 999.99 9999999999 9999999999 9999999999 999.99

Version V 3.1.3

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Page 472 XML Report Descriptions

4.12.3

TD941 Daily Permanent Market Making Quote Request Performance

Description

Frequency

Availability

This report describes the on-request market making quality for the

Permanent Market Making (PMM) program of a member by comparing the number of quote requests of the day to the number of quote request violations of the member.

Daily.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

td941

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td941Grp, repeated 0 ... variable times:

td941KeyGrp

membExchIdCod

membExchIdNam

td941Rec, repeated 1 ... variable times:

prodId

dCutLim

quoReqTot

goodQuoReqResp

quoReqViol

shtQuoPct

valQuoReqViol

valQuoReqTot

valGoodQuoReqResp

RESPONSES

violPct

o o

o

o

o

o

o

o

o

m

m

m

m

m

m

m

m

o

EXCHANGE MEMBER

PRODUCT

DAY CUT LIMIT

QUOTE REQUESTS TOTAL

GOOD QUOTE REQ RESPONSES

QUOTE REQ VIOLATIONS

PERCENT SHORT QUOTES

VALID QUO REQ VIOLATION

VALID QUO REQ TOTAL

VALID GOOD QUOTE REQ

VIOLATION PERCENT

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

EXCHANGE MEMBER: MEMBER LONG NAME

QUOTE DAY GOOD PERCENT VALID VALID VALID GOOD

PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION

TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT

------- -------- ---------- ---------- ---------- ------- ---------- ---------- ---------- ---------

XXXX 9999999999 9999999999 9999999999 9999999999 999.99 9999999999 9999999999 9999999999 999.99

Version V 3.1.3

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4.12.4

TD942 Daily Advanced Market Making Quote Request Performance

Description

Frequency

Availability

This report describes the on-request market making quality for the

Advanced Market Making (PMM) program of a member by comparing the number of quote requests of the day to the number of quote request violations of the member.

Daily.

This report is available for trading members only.

XML Report Structure

td942

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td942Grp, repeated 0 ... variable times:

td942KeyGrp

membExchIdCod

membExchIdNam

td942Grp1, repeated 1 ... variable times:

td942KeyGrp1

packCod

td942Rec, repeated 1 ... variable times:

prodId

dCutLim

quoReqTot

goodQuoReqResp

quoReqViol

shtQuoPct

valQuoReqViol

valQuoReqTot

valGoodQuoReqResp

RESPONSES

violPct

M/O Text Report Heading

m

m

m

m

m

m

m

m

m

o

o

o

o

o

o

o o

o

o

EXCHANGE MEMBER

PACKAGE

PRODUCT

DAY CUT LIMIT

QUOTE REQUESTS TOTAL

GOOD QUOTE REQ RESPONSES

QUOTE REQ VIOLATIONS

PERCENT SHORT QUOTES

VALID QUO REQ VIOLATION

VALID QUO REQ TOTAL

VALID GOOD QUOTE REQ

VIOLATION PERCENT

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

EXCHANGE MEMBER: MEMBER LONG NAME

PACKAGE: XXXXX

QUOTE DAY GOOD PERCENT VALID VALID VALID GOOD

PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION

TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT

------- -------- ---------- ---------- ---------- ------- ---------- ---------- ---------- ---------

XXXX 9999999999 9999999999 9999999999 9999999999 999.99 9999999999 9999999999 9999999999 999.99

Version V 3.1.3

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4.12.5

TD943 Daily Permanent Market Making Strategy Quote Request Performance

Description

Frequency

Availability

This report describes the on-request strategy market making quality for the Permanent Market Making (PMM) program of a member by comparing the number of strategy quote requests of the day to the number of quote request violations of the member.

Daily.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

td943

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td943Grp, repeated 0 ... variable times:

td943KeyGrp

membExchIdCod

membExchIdNam

td943Rec, repeated 0 ... variable times:

time18

prodId

instrumentMnemonic

fulfilled

m

m

m

m

m

m

m

m

m

m

m

m

EXCHANGE MEMBER

TIME

PRODUCT ID

INSTRUMENT MNEMONIC

FULFILLMENT INDICATOR

Text Report Structure

EXCHANGE MEMBER: MEMBER LONG NAME

PACKAGE: XXXXX

TIME PRODUCT INSTRUMENT MNEMONIC FULFILLED

------------------ ------- ------------------------------ ---------

XX:XX:XXXXXXXXXXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX

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4.12.6

TD944 Daily Advanced Market Making Strategy Quote Request Performance

Description

Frequency

Availability

This report describes the on-request strategy market making quality for the Advanced Market Making (PMM) program of a member by comparing the number of strategy quote requests of the day to the number of quote request violations of the member.

Daily.

This report is available for trading members only.

XML Report Structure

td944

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td944Grp, repeated 0 ... variable times:

td944KeyGrp

membExchIdCod

membExchIdNam

td944Grp1, repeated 0 ... variable times:

td944KeyGrp1

packCod

td944Rec, repeated 1 ... variable times:

time18

prodId

instrumentMnemonic

fulfilled

M/O Text Report Heading

m

m

m

m

m

m

m

m

m

m

m

m

m

EXCHANGE MEMBER

PACKAGE

TIME

PRODUCT ID

INSTRUMENT MNEMONIC

FULFILLMENT INDICATOR

Text Report Structure

EXCHANGE MEMBER: MEMBER LONG NAME

PACKAGE: XXXXX

TIME PRODUCT INSTRUMENT MNEMONIC FULFILLED

------------------ ------- ------------------------------ ---------

XX:XX:XXXXXXXXXXXX XXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX

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4.12.7

TD945 MTD - Regular Market Making Quote Request Performance

Description

Frequency

Availability

This report contains information on the on-request market maker performance in products for which the member is registered in the

Regular Market Making (RMM) program. The reporting period starts on the first business day of the current month. This report indicates whether the market maker is on target to comply with his obligations.

Daily.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

td945

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td945Grp, repeated 0 ... variable times:

td945KeyGrp

membExchIdCod

membExchIdNam

repPerFromDat

repPerToDat

td945Rec, repeated 1 ... variable times:

prodId

quoReqTot

mtdCutLim

goodQuoReqResp

quoReqViol

shtQuoPct

valQuoReqViol

valQuoReqTot

valGoodQuoReqResp

RESPONSES

violPct

o

o

o

o o

o

o

o

o

m

m

m

m

m

m

m

m

m m

o

EXCHANGE MEMBER

REPORTING PERIOD

PRODUCT

QUOTE REQUESTS TOTAL

MTD CUT LIMIT

GOOD QUOTE REQ RESPONSES

QUOTE REQ VIOLATIONS

PERCENT SHORT QUOTES

VALID QUOTE REQ VIOLATIONS

VALID QUOTE REQ TOTAL

VALID GOOD QUOTE REQ

VIOLATION PERCENT

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

EXCHANGE MEMBER: MEMBER LONG NAME

REPORTING PERIOD: 2009-12-31 to 2009-12-31

QUOTE MTD GOOD PERCENT VALID VALID VALID GOOD

PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION

TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT

------- -------- ----- --------- ---------- ------- ---------- --------- ---------- ---------

XXXX 99999 9999999999 9999999999 9999999999 999.99 9999999999 9999999999 9999999999 999.99

Version V 3.1.3

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4.12.8

TD946 MTD - Permanent Market Making Quote Request Performance

Description

Frequency

Availability

This report contains information on the on-request market maker performance in products for which the member is registered in the

Permanent Market Making (PMM) program. The reporting period starts on the first business day of the current month. This report indicates whether the market maker is on target to comply with his obligations.

Daily.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

td946

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td946Grp, repeated 0 ... variable times:

td946KeyGrp

membExchIdCod

membExchIdNam

repPerFromDat

repPerToDat

td946Rec, repeated 1 ... variable times:

prodId

quoReqTot

mtdCutLim

goodQuoReqResp

quoReqViol

shtQuoPct

valQuoReqViol

valQuoReqTot

valGoodQuoReqResp

violPct

o

o

o

o

o

o

o

o

o

o

m

m

m

m

m

m

m

m

m m

EXCHANGE MEMBER

REPORTING PERIOD

PRODUCT

QUOTE REQUESTS TOTAL

VIOLATION PERCENT

GOOD QUOTE REQ RESPONSES

QUOTE REQ VIOLATIONS

PERCENT SHORT QUOTES

VIOLATION PERCENT

VIOLATION PERCENT

VIOLATION PERCENT

VIOLATION PERCENT

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

EXCHANGE MEMBER: MEMBER LONG NAME

REPORTING PERIOD: 2009-12-31 to 2009-12-31

QUOTE MTD GOOD PERCENT VALID VALID VALID GOOD

PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION

TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT

------- -------- ----- --------- ---------- ------- ---------- --------- ---------- ---------

XXXX 99999 9999999999 9999999999 9999999999 999.99 9999999999 9999999999 9999999999 999.99

Version V 3.1.3

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4.12.9

TD947 MTD - Advanced Market Making Quote Request Performance

Description

Frequency

Availability

This report contains information on the on-request market maker performance in products for which the member is registered in the

Advanced Market Making (AMM) program. The reporting period starts on the first business day of the current month. This report indicates whether the market maker is on target to comply with his obligations.

Daily.

This report is available for trading members only.

XML Report Structure

td947

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td947Grp, repeated 0 ... variable times:

td947KeyGrp

membExchIdCod

membExchIdNam

repPerFromDat

repPerToDat

td947Grp1, repeated 1 ... variable times:

td947KeyGrp

packCod

td947Rec, repeated 1 ... variable times:

prodId

quoReqTot

mtdCutLim

goodQuoReqResp

quoReqViol

shtQuoPct

valQuoReqViol

valQuoReqTot

valGoodQuoReqResp

violPct

M/O Text Report Heading

m

m

m

m

m

m

m

m

m m

m

o

o

o

o

o

o

o o

o

o

EXCHANGE MEMBER

REPORTING PERIOD

PACKAGE

PRODUCT

QUOTE REQUESTS TOTAL

VIOLATION PERCENT

GOOD QUOTE REQ RESPONSES

QUOTE REQ VIOLATIONS

PERCENT SHORT QUOTES

VIOLATION PERCENT

VIOLATION PERCENT

VIOLATION PERCENT

VIOLATION PERCENT

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

EXCHANGE MEMBER: MEMBER LONG NAME

REPORTING PERIOD: 2009-12-31 to 2009-12-31

PACKAGE: XXXXX

QUOTE MTD GOOD PERCENT VALID VALID VALID GOOD

PRODUCT REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION

TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT

------- -------- ----- --------- ---------- ------- ---------- --------- ---------- ---------

XXXX 99999 9999999999 9999999999 9999999999 999.99 9999999999 9999999999 9999999999 999.99

Version V 3.1.3

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4.12.10 TD948 MTD - Permanent Market Making Strategy Quote Request Performance

Description

Frequency

Availability

This report contains information on the on-request strategy market maker performance in products for which the member is registered in the Permanent Market Making (PMM) program. The reporting period starts on the first business day of the current month. This report indicates whether the market maker is on target to comply with his obligations.

Daily.

This report is available for trading members only.

XML Report Structure

td948

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td948Grp, repeated 0 ... variable times:

td948KeyGrp

membExchIdCod

membExchIdNam

repPerFromDat

repPerToDat

td948Grp1, repeated 0 ... variable times:

td948KeyGrp1

prodId

td948Rec, repeated 1 ... variable times:

businessDay

quoReqTot

dayCutLim

goodQuoReqResp

quoReqViol

shtQuoPct

valQuoReqViol

valQuoReqTot

valGoodQuoReqResp

violPct

M/O Text Report Heading

m

m

m

m

m

m

o o

m

m

m

m

o

o

o

o

o

o o

o

o

EXCHANGE MEMBER

REPORTINF PERIOD

PRODUCT ID

BUSINESS DAY

QUOTE REQUEST TOTAL

DAY CUT LIMIT

GOOD QUOTE REQ RESPINSES

QUOTE REQUEST VIOLATIONS

PERCENT SHORT QUOTES

VIOLATION PERCENT

VIOLATION PERCENT

VIOLATION PERCENT

VIOLATION PERCENT

Eurex

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05.04.2017

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sumQuoReqTot

sumDayCutLim

sumGoodQuoReqResp

sumQuoReqViol

sumShtQuoPct

sumValQuoReqViol

sumValQuoReqTot

sumValGoodQuoReqResp

sumViolPct

mnthlyReq

fulfilled

m

m

m m

m

m

m

m

m

m

m

TOTAL PER PRODUCT

MONTHLY REQUIREMENT

FULFILLMENT INDICATOR

Text Report Structure

EXCHANGE MEMBER: MEMBER LONG NAME

PRODUCT: XXXX

QUOTE DAY GOOD PERCENT VALID VALID VALID GOOD

DAY REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION

TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT

---------- -------- ---------- --------- ---------- ------- ---------- ---------- ---------- ---------

XX/XX/XXXX 99999 9999999999 9999999999 9999999999 999.99 9999999999 9999999999 9999999999 999.99

===============================================================================================================

TOTALS: 99999 9999999999 9999999999 9999999999 999.99 9999999999 9999999999 9999999999 999.99

===============================================================================================================

MONTHLY <=

REQUIREMENT: 99.99%

FULFILLED: XXX

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4.12.11 TD949 MTD - Advanced Market Making Strategy Quote Request Performance

Description

Frequency

Availability

This report contains information on the on-request strategy market maker performance in products for which the member is registered in the Advanced Market Making (AMM) program. The reporting period starts on the first business day of the current month. This report indicates whether the market maker is on target to comply with his obligations.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

td949

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td949Grp, repeated 0 ... variable times:

td949KeyGrp

membExchIdCod

membExchIdNam

repPerFromDat

repPerToDat

td949Grp1, repeated 0 ... variable times:

td949KeyGrp1

packCod

td949Grp2, repeated 1 ... variable times:

td949KeyGrp2

prodId

td949Rec, repeated 1 ... variable times:

businessDay

quoReqTot

dayCutLim

goodQuoReqResp

quoReqViol

shtQuoPct

valQuoReqViol

o o

m

m

m

m

o

o

o

o

m

o

o

m

m

m

m

m

m

EXCHANGE MEMBER

REPORTINF PERIOD

PACKAGE

PRODUCT ID

BUSINESS DAY

QUOTE REQUEST TOTAL

DAY CUT LIMIT

GOOD QUOTE REQ RESPINSES

QUOTE REQUEST VIOLATIONS

PERCENT SHORT QUOTES

VIOLATION PERCENT

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valQuoReqTot

valGoodQuoReqResp

violPct

sumQuoReqTot

sumDayCutLim

sumGoodQuoReqResp

sumQuoReqViol

sumShtQuoPct

sumValQuoReqViol

sumValQuoReqTot

sumValGoodQuoReqResp

sumViolPct

mnthlyReq

fulfilled

m

m

m

m

m

m

m

m

m

m

o

o

o

m

VIOLATION PERCENT

VIOLATION PERCENT

VIOLATION PERCENT

TOTAL PER PRODUCT

MONTHLY REQUIREMENT

FULFILLMENT INDICATOR

Text Report Structure

EXCHANGE MEMBER: MEMBER LONG NAME

PACKAGE: XXXXX

PRODUCT: XXXX

QUOTE DAY GOOD PERCENT VALID VALID VALID GOOD

DAY REQUESTS CUT QUOTE REQ QUOTE REQ SHORT QUOTE REQ QUOTE REQ QUOTE REQ VIOLATION

TOTAL LIMIT RESPONSES VIOLATIONS QUOTES VIOLATIONS TOTAL RESPONSES PERCENT

---------- -------- ---------- --------- ---------- ------- ---------- ---------- ---------- ---------

XX/XX/XXXX 99999 9999999999 9999999999 9999999999 999.99 9999999999 9999999999 9999999999 999.99

===============================================================================================================

TOTALS: 99999 9999999999 9999999999 9999999999 999.99 9999999999 9999999999 9999999999 999.99

===============================================================================================================

MONTHLY <=

REQUIREMENT: 99.99%

FULFILLED: XXX

Eurex

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05.04.2017

Page 488 XML Report Descriptions

4.12.12 TD956 Permanent Market Making Measurement

Description

Frequency

Availability

This report contains daily quotation measurement values in products for which the member is registered in the Permanent Market Making

(PMM) program for each business day of the current month, up to the current day. Month-to-date totals are also available. The last report of the month contains additional fulfillment statistics. A member must fulfill required conditions to comply with his obligations.

Daily.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

td956

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td956Grp, repeated 0 ... variable times:

td956KeyGrp

membExchIdCod

membExchIdNam

membClgIdCod

membClgIdNam

td956Grp1, repeated 1 ... variable times:

td956KeyGrp1

prodId

covReq

expToBeQuot

nbrExrPrcToBeQuot

nbrTolViolDays

TIONS

reqMthVol

sumProdTim

sumAccumTim

sumReqTim

sumCovTim

sumViol

sumProdVolM

o

o

o

o

o

o

o

m

o

o

o

o

m

m

m

m

m

m

m

m

m

m

EXCHANGE MEMBER

CLEARING MEMBER

PRODUCT

COVERAGE REQUIREMENT

EXPIRATIONS TO BE QUOTED

STRIKES TO BE QUOTED

TOLERATED DAYS WITH VIOLA-

REQUIRED MONTHLY VOLUME

TOTALS

TOTALS

TOTALS

TOTALS

TOTALS

TOTALS

Eurex

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05.04.2017

Page 489 XML Report Descriptions

totQuoReqViolPct

mthReqCovTim

mthReqViol

mthReqVol

mthReqQuoReqViolP

fulfCovTimInd

fulfViolInd

fulfVolInd

fulfQuoReqViolPct

td956Rec, repeated 1 ... variable times:

factDat

prodTim

accumTim

reqTim

covTim

violInd

prodVolM

quoReqViolPct

o o

o

o

o

o

o

o o

o

o

o

o

o

o

o

o

TOTALS

MONTHLY REQUIREMENT

MONTHLY REQUIREMENT

MONTHLY REQUIREMENT

MONTHLY REQUIREMENT

FULFILLED

FULFILLED

FULFILLED

FULFILLED

DAY

PROD.TIME

ACCUM.TIME

REQUIREMENT

COVERED TIME

VIOLATION

VOLUME

QR VIOL.PERC.

Text Report Structure

CLEARING MEMBER: MEMBER LONG NAME

EXCHANGE MEMBER: MEMBER LONG NAME

PRODUCT: XXXX

PROGRAM: XXXXX

COVERAGE REQUIREMENT: 999.99% EXPIRATIONS TO BE QUOTED: 99999 STRIKES TO BE QUOTED: 99999

TOLERATED DAYS WITH VIOLATIONS:99999 REQUIRED MONTHLY VOLUME: 99999

DAY PROD.TIME ACCUM.TIME REQUIREMENT COVERED TIME VIOLATION VOLUME QR VIOL.PERC.

---------- ------------- ------------- ------------- ------------- --------- --------- ------------

2009-12-31 9999:59:59.99 9999:59:59.99 9999:59:59.99 9999:59:59.99 99999 99999 999.99%

=========================================================================================================

TOTALS: 9999:59:59.99 9999:59:59.99 9999:59:59.99 9999:59:59.99 99999 99999 999.99%

============= ========= ========= ============

MONTHLY >= <= >= <=

REQUIREMENT: 9999:59:59.99 99999 99999 999.99%

FULFILLED: XXX XXX XXX XXX

Eurex

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05.04.2017

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4.12.13 TD957 Advanced Market Making Measurement

Description

Frequency

Availability

This report contains daily quotation measurement values in products for which the member is registered in the Advanced Market Making

(AMM) program for each business day of the current month, up to the current day. Month-to-date totals are also available. The last report of the month contains additional fulfillment statistics. A member must fulfill required conditions to comply with his obligations.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

td957

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td957Grp, repeated 0 ... variable times:

td957KeyGrp

membExchIdCod

membExchIdNam

membClgIdCod

membClgIdNam

td957Grp1, repeated 1 ... variable times:

td957KeyGrp1

packCod

nbrIdxOptToBeQuot

BE QUOTED

nbrEqtOptToBeQuot

BE QUOTED

mthPackReqIdx

MENT

mthPackReqEqt

MENT

fulfPackIdxInd

fulfPackEqtInd

td957Grp2, repeated 1 ... variable times:

td957KeyGrp2

m

m

m

m

o

o o

o o

m

o

m

m

m

m

m

m

EXCHANGE MEMBER

CLEARING MEMBER

PACKAGE

NUMBER OF INDEX OPTIONS TO

NUMBER OF EQUITY OPTIONS TO

MONTHLY PACKAGE REQUIRE-

MONTHLY PACKAGE REQUIRE-

FULFILLED

FULFILLED

Eurex

XML Report Reference Manual

XML Report Descriptions

Version V 3.1.3

05.04.2017

Page 491

prodId

covReq

expToBeQuot

nbrExrPrcToBeQuot

nbrTolViolDays

TIONS

reqMthVol

sumProdTim

sumAccumTim

sumReqTim

sumCovTim

sumViol

sumProdVolM

totQuoReqViolPct

mthReqCovTim

mthReqViol

mthReqVol

mthReqQuoReqViolP

fulfCovTimInd

fulfViolInd

fulfVolInd

fulfQuoReqViolPct

td957Rec, repeated 1 ... variable times:

factDat

prodTim

accumTim

reqTim

covTim

violInd

prodVolM

quoReqViolPct

o

o

o

m

o

o

o

o

o

o

o

o

o

o

o o

o

o

o o o

o

o

o

o

o

o

o

o

DAY

PROD.TIME

ACCUM.TIME

REQUIREMENT

COVERED TIME

VIOLATION

VOLUME

QR VIOL.PERC.

PRODUCT

COVERAGE REQUIREMENT

EXPIRATIONS TO BE QUOTED

STRIKES TO BE QUOTED

TOLERATED DAYS WITH VIOLA-

REQUIRED MONTHLY VOLUME

TOTALS

TOTALS

TOTALS

TOTALS

TOTALS

TOTALS

TOTALS

MONTHLY REQUIREMENT

MONTHLY REQUIREMENT

MONTHLY REQUIREMENT

MONTHLY REQUIREMENT

FULFILLED

FULFILLED

FULFILLED

FULFILLED

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

CLEARING MEMBER: LONG MEMBER NAME

EXCHANGE MEMBER: LONG MEMBER NAME

PACKAGE XXXXX NUMBER OF INDEX OPTIONS TO BE QUOTED: 99999 NUMBER OF EQUITY OPTIONS TO BE QUOTED: 99999

MONTHLY: >= >=

PACKAGE REQUIREMENT: 99999 99999

FULFILLED: X X

PRODUCT: XXXX

COVERAGE REQUIREMENT: 999.99% EXPIRATIONS TO BE QUOTED: 99999 STRIKES TO BE QUOTED: 99999

TOLERATED DAYS WITH VIOLATIONS:99999 REQUIRED MONTHLY VOLUME: 99999

DAY PROD.TIME ACCUM.TIME REQUIREMENT COVERED TIME VIOLATION VOLUME QR VIOL.PERC.

---------- ------------- ------------- ------------- ------------- --------- --------- ------------

2009-12-31 9999:59:59.99 9999:59:59.99 9999:59:59.99 9999:59:59.99 99999 99999 999.99%

=========================================================================================================

TOTALS: 9999:59:59.99 9999:59:59.99 9999:59:59.99 9999:59:59.99 99999 99999 999.99%

============= ========= ========= ============

MONTHLY >= <= >= <=

REQUIREMENT: 9999:59:59.99 99999 99999 999.99%

FULFILLED: XXX XXX XXX XXX

Version V 3.1.3

05.04.2017

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4.12.14 TD959 Designated Market Making Measurement

Description

Frequency

Availability

This report contains daily designated market making measurement.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

td959

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td959Grp, repeated 0 ... variable times:

td959KeyGrp

membExchIdCod

membExchIdNam

membClgIdCod

membClgIdNam

td959Grp1, repeated 1 ... variable times:

td959KeyGrp1

packCod

prodId

td959Grp2, repeated 1 ... variable times:

td959KeyGrp2

packCod

covReq

expToBeQuot

nbrExrPrcToBeQuot

nbrTolViolDays

TIONS

reqMthVol

sumProdTim

sumAccumTim

sumReqTim

sumCovTim

sumViol

sumProdVolM

m

m

m

m

m

m

o

o

m

o

o

m

m

m

m

m

m

o

o

o

o

o

o

o

EXCHANGE MEMBER

CLEARING MEMBER

PACKAGE

PRODUCT

PACKAGE

COVERAGE REQUIREMENT

EXPIRATIONS TO BE QUOTED

STRIKES TO BE QUOTED

TOLERATED DAYS WITH VIOLA-

REQUIRED MONTHLY VOLUME

TOTALS

TOTALS

TOTALS

TOTALS

TOTALS

TOTALS

Eurex

XML Report Reference Manual

XML Report Descriptions

Version V 3.1.3

05.04.2017

Page 494

totQuoReqViolPct

mthReqCovTim

mthReqViol

mthReqVol

mthReqQuoReqViolP

fulfCovTimInd

fulfViolInd

fulfVolInd

fulfQuoReqViolPct

td959Rec, repeated 1 ... variable times:

o

factDat

prodTim

o

o

accumTim

reqTim

covTim

violInd

prodVolM

quoReqViolPct

o

o

o

o

o

o

o

o

o o

o

o

o o

TOTALS

MONTHLY REQUIREMENT

MONTHLY REQUIREMENT

MONTHLY REQUIREMENT

MONTHLY REQUIREMENT

FULFILLED

FULFILLED

FULFILLED

FULFILLED

DAY

PROD.TIME

ACCUM.TIME

REQUIREMENT

COVERED TIME

VIOLATION

VOLUME

QR VIOL.PERC.

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

CLEARING MEMBER: LONG MEMBER NAME

EXCHANGE MEMBER: LONG MEMBER NAME

PACKAGE XXXXX NUMBER OF INDEX OPTIONS TO BE QUOTED: 99999 NUMBER OF EQUITY OPTIONS TO BE QUOTED: 99999

MONTHLY: >= >=

PACKAGE REQUIREMENT: 99999 99999

FULFILLED: X X

PRODUCT: XXXX

COVERAGE REQUIREMENT: 999.99% EXPIRATIONS TO BE QUOTED: 99999 STRIKES TO BE QUOTED: 99999

TOLERATED DAYS WITH VIOLATIONS:99999 REQUIRED MONTHLY VOLUME: 99999

DAY PROD.TIME ACCUM.TIME REQUIREMENT COVERED TIME VIOLATION VOLUME QR VIOL.PERC.

---------- ------------- ------------- ------------- ------------- --------- --------- ------------

2009-12-31 9999:59:59.99 9999:59:59.99 9999:59:59.99 9999:59:59.99 99999 99999 999.99%

=========================================================================================================

TOTALS: 9999:59:59.99 9999:59:59.99 9999:59:59.99 9999:59:59.99 99999 99999 999.99%

============= ========= ========= ============

MONTHLY >= <= >= <=

REQUIREMENT: 9999:59:59.99 99999 99999 999.99%

FULFILLED: XXX XXX XXX XXX

Version V 3.1.3

05.04.2017

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4.12.15 TD980 Excessive System Usage Report

Description

Frequency

Availability

This report contains daily excessive system usage per product per limit type. All the parameters required to calculate the Excessive System

Usage (ESU) Fee are included in this report. This report additionally shows the ESU Fee in Euro for the systematic violations as well as the accidental violations. Actually, the ESU Fee will be charged only in case of systematic violations.

The purpose of the column showing the ESU fee for all violations is just to provide precise information about the potential ESU Fee that will have to be paid by a Participant, in case, the limit violation turns out to be a systematic one.

Daily.

This report is available for all members.

XML Report Structure M/O Text Report Heading

td980

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

td980Grp, repeated 0 ... variable times:

td980KeyGrp

participantGrp

participant

partLngName

td980ProdGrp, repeated 1 ... variable times:

td980KeyGrp1

prodId m

td980ProdRec1, repeated 1 ... variable times:

m

m

trDay

tradVolume

td980ProdRec2, repeated 1 ... variable times:

trDay m m

m

m

o

o

o

m

m

m

m

o

m

Participant

Participant Long Name

Product

TRADING DAY

TRADED VOLUME

TRADING DAY

Eurex

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05.04.2017

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limType

graceFactor

mmBase

volFactor

floorType

floor

mmPrgrmCod

mmPackCod

mmReq

quotePerformance

spreadQuality

txnLimit

txnCnt

violation

violationCnt

classifViolation

excessTxn

headroom

feeEUR

o

o o

o

o

o

o

o

o

o

o

o o

o

o

o

o

o

o

LIMIT TYPE

GRACE FACTOR

MM-BASE

VOL FACTOR

FLOOR TYPE

FLOOR

MM PROGRAM

MM PACKAGE

MM REQ

QUOTE PERFORMANCE

SPREAD QUALITY

TRANSACTION LIMIT

TRANSACTION COUNT

VIOLATION

VIOLATION COUNT

CLASSIFICATION

EXCESS TRANSACTIONS

Headroom

FEE_EUR

Text Report Structure

Participant Participant Long Name

----------- ----------------------------------------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Product

-------

XXXX

TRADING DAY TRADED VOLUME

----------- -------------

31-12-09 999999999999

TRADING DAY LIMIT TYPE GRACE FACTOR MM-BASE VOL FACTOR FLOOR TYPE FLOOR MM PROGRAM MM PACKAGE MM REQ

QUOTE PERFORMANCE SPREAD QUALITY TRANSACTION LIMIT TRANSACTION COUNT VIOLATION VIOLATION COUNT CLASSIFICATION

EXCESS TRANSACTIONS Headroom FEE_EUR

----------- ---------- ------------ ------------ ---------- ------------ ------------ ---------- ---------- -------

31-12-09 XXXXXXXX 9.9999 999999999999 9999 XXXXXXXXXXXX 999999999999 XXXX XXXXX 99.9999

9.9999 9.9999 999999999999 999,999,999 XXX 99 XXXXXXXXX

999999999999 9.9999 99999.99

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4.12.16 TD981 Month-to-Date OTR

Description

Frequency

Availability

This report contains the month-to-date Order to Trade Ratio per product.

Additionally, all the parameters required to calculate the Order to Trade

Ratio are also included in this report.

Daily.

This report is available for all members.

XML Report Structure M/O Text Report Heading

td981

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

td981Grp, repeated 0 ... variable times:

td981KeyGrp

participantGrp

participant

partLngName

td981Rec1, repeated 1 ... variable times:

totTrdDays

mtdDays

td981Grp1, repeated 1 ... variable times:

td981KeyGrp1

prodId

td981Rec2, repeated 1 ... variable times:

trDay

mmPrgrmCod

mmPackCod

mmReq

graceFactor

mmBase

m

m

m

m

m

o

o

o

m

o

o

m

m

o

m

m

o

o

m

o

m

Participant

Participant Long Name

Total trading days in the current month

Trading Days (Month-to-Date)

Product

TRADING DAY

MM PROGRAM

MM PACKAGE

MM REQ

GRACE FACTOR

MM-BASE

Eurex

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05.04.2017

Page 499 XML Report Descriptions

tradVolume

volFactor

quotePerformance

quoteSizeQuality

spreadQuality

floorType

floor

volLim

mtdVolLim

mtdOrderedVol

mtdOtr

o

o o

o

o

o

o o

o

o o

TRADED VOLUME

VOL FACTOR

QUOTE PERFORMANCE

QUOTE SIZE QUALITY

SPREAD QUALITY

FLOOR TYPE

FLOOR

VOLUME LIMIT

VOLUME LIMIT (MtD)

ORDERED VOLUME (MtD)

ORDER TO TRADE RATIO (MtD)

Text Report Structure

Participant Participant Long Name

----------- ----------------------------------------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Total trading days in the current month Trading Days (Month-to-Date)

--------------------------------------- ----------------------------

99 99

Product

-------

XXXX

TRADING DAY MM PROGRAM MM PACKAGE MM REQ GRACE FACTOR MM-BASE TRADED VOLUME VOL FACTOR QUOTE PERFORMANCE QUOTE SIZE QUALITY

SPREAD QUALITY FLOOR TYPE FLOOR VOLUME LIMIT VOLUME LIMIT (MtD) ORDERED VOLUME (MtD)

ORDER TO TRADE RATIO (MtD)

----------- ---------- ---------- ------- ------------ ------------ ------------- ---------- ----------------- ------------------

31-12-09 XXXX XXXXX 99.9999 9.9999 999999999999 999999999999 9999 9.9999 999999999999

9.9999 XXXXXXXXXXXX 999999999999 999999999999 999999999999 9999999999999

999.9999

Eurex

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05.04.2017

Page 500 XML Report Descriptions

4.12.17 TD982 Special Report French Equity Options

Description

Frequency

Availability

This report contains special quotation requirements for French Equity

Options. This report has no effect on any fees or incentives granted to

Market Makers in the context of existing and established Equity

Options market making obligation schemes covering Regular Market

Making (RMM), Permanent Market Making (PMM) and Advanced

Market Making (AMM) programs.

Daily.

This report is available for trading members only.

XML Report Structure

td982

rptHd

exchNam

envText

rptCod

rptNam

rptPrntEffDat

rptPrntRunDat

td982Grp, repeated 0 ... variable times:

td982KeyGrp

membExchIdCod

membExchIdNam

membClgIdCod

membClgIdNam

td982Grp1, repeated 1 ... variable times:

td982KeyGrp1

prodId

packCod

covReq

expToBeQuot

nbrExrPrcToBeQuot

td982Rec, repeated 1 ... variable times:

factDat

prodTim

reqTim

covTim

violInd

covTimPercent

sumProdTim

M/O Text Report Heading

m

m

m

m

m

m

m

m

m

m

m

m

o

o

o

o

o

o

o

o

o

o

EXCHANGE MEMBER

CLEARING MEMBER

PRODUCT

PACKAGE

COVERAGE REQUIREMENT

EXPIRATIONS TO BE QUOTED

STRIKES TO BE QUOTED

DAY

PROD.TIME

REQUIREMENT

COVERED TIME

VIOLATION

COVERED TIME (in %)

TOTALS

Eurex

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05.04.2017

Page 501 XML Report Descriptions

sumAccumTim

sumReqTim

sumCovTim

sumViol

sumCovTimPercent

mthReqCovTim

disclaimer

o

o

m

o

o

o

o

TOTALS

TOTALS

TOTALS

TOTALS

TOTALS

MONTHLY REQUIREMENT

DISCLAIMER

Text Report Structure

CLEARING MEMBER: MEMBER LONG NAME

EXCHANGE MEMBER: MEMBER LONG NAME

PRODUCT: XXXX

PACKAGE: XXXXX

COVERAGE REQUIREMENT: 999.99% EXPIRATIONS TO BE QUOTED: 99999 STRIKES TO BE QUOTED: 99999

DAY PROD.TIME ACCUM.TIME REQUIREMENT COVERED TIME VIOLATION COVERED TIME (in %)

---------- ------------- ------------- ------------- ------------- --------- -------------------

2009-12-31 9999:59:59.99 9999:59:59.99 9999:59:59.99 9999:59:59.99 99999 999.99%

======================================================================================================

TOTALS: 9999:59:59.99 9999:59:59.99 9999:59:59.99 9999:59:59.99 99999 999.99%

============= ========= ===================

MONTHLY REQUIREMENT: 9999:59:59.99

DISCLAIMER:

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Eurex

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05.04.2017

Page 502 XML Report Descriptions

4.13

TE TES, Order and Quote Maintenance

4.13.1

TE535 Cross and Quote Requests

Description

Frequency

Availability

For each market participant and for each exchange, this report lists all

Cross Trade Announcement and Request For Quote requests entered during the day.

Reports are grouped per Business Unit, Trader and Request Type

(CTA for Cross Trade Announcement or RFQ for Request for Quote) and sorted per Product, Instrument Type, Instrument ID and Request

Time.

Note that RFQ requests automatically generated by the Matching

Engine are not listed on this report.

Daily.

This report is available for trading members only.

XML Report Structure

te535

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

te535Grp, repeated 0 ... variable times:

te535KeyGrp

participantGrp

participant

partLngName

te535Grp1, repeated 1 ... variable times:

te535KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

M/O Text Report Heading

m

m

o

m

o

m

m

m

m

m

o

o

m

m

Participant

Participant Long Name

BU

BU Long Name

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05.04.2017

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businessUnitId

te535Grp2, repeated 1 ... variable times:

te535KeyGrp2

user

m

m

te535Grp3, repeated 1 ... variable times:

te535KeyGrp3

reqType m

te535Grp4, repeated 1 ... variable times:

te535KeyGrp4

instrumentGrp

product

instrumentType

m

m

instrumentId

instrumentMnemonic

m

m

te535Rec, repeated 1 ... variable times:

reqTime m

buyCod

reqQty

o

o

BU Identifier

Trader

Type

Product

InstType

Instrument Id

Instrument Mnemonic

Time

B/S

Quantity

Text Report Structure

Participant Participant Long Name BU BU Long Name BU Identifier Trader Type

----------- ---------------------------------------- -------- ---------------------------------------- ------------- ------ ----

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 XXXXXX XXX

Product InstType Instrument Id Instrument Mnemonic Time B/S Quantity

-------- -------- -------------------- ---------------------------------------- ------------------ --- ---------

XXXXXXXX XXXXXXXX 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXX X 999999999

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4.13.2

TE540 Daily Order Maintenance

Description

Frequency

Availability

For each market participant and for each exchange, this report lists all orders regularly entered, traded, changed or deleted during the day.

The report is split per business unit, session and trader and sorted per product, instrument type, instrument and time.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

te540

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

te540Grp, repeated 0 ... variable times:

te540KeyGrp

participantGrp

participant

partLngName

te540Grp1, repeated 1 ... variable times:

te540KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

sessionId

te540Grp2, repeated 1 ... variable times:

te540KeyGrp2

user

te540Grp3, repeated 1 ... variable times:

te540KeyGrp3

instrumentGrp

m

m

m

m

m

m

m

m

m

o

m

m

o

o

m

o

m

Participant

Participant Long Name

BU

BU Long Name

BU Identifier

Session

Trader

Eurex

XML Report Reference Manual

XML Report Descriptions

product

instrumentType

instrumentId

instrumentMnemonic

te540Rec, repeated 1 ... variable times:

time18 m

exchangeOrderId

alphaOrderNo

o

o

m

m

m

m

activity

reason

buyCod

ordrTyp

ordrQty

limOrdrPrc

stopPrice

execQty

o

o

o

o

m

m

o

o

execPrc

triggered

inactivated

pendingDeletion

persistent

tradingRestriction

entryDate

entryTime

priorityDate

priorityTime

timeValidity

expiryDate

businessUnit

busUntLngName

enteringUser

clientRef

tradingCapacity

MatchInstCrossId

Crossed

tradeEnrichmentRuleId

clearingData

commonClearingData

clearingTakeUpMember

ordOriginFirm

o

o

o

o

o

o

o o

o

o

o

o

o

o

o

o

o

o

o

o

o

o

Product

InstType

Instrument Id

Instrument Mnemonic

Take Up Mbr

OrgFirm

Time

Order ID

Order No

Act

Reas

B

Typ

Size

LimPrc

TrgPrc

ExecQty

I

D

ExecPrc

Trg

P

Res

Entry Date

Entry Time

Priority Date

Prority Time

Exp

Expiry Date

BU Obo

BU Obo Long Name

Trader Obo

ClientRef

TC

SMP-ID

Crossed

Rule Id

Version V 3.1.3

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XML Report Descriptions

beneficiary

customerInstr

complianceInfo

complianceId

originCountryCode

flexAcctInfo

freeText1

freeText2

freeText3

legClearingGrp

leg1Grp

account

opnClsCod

leg2Grp

account

opnClsCod

leg3Grp

account

opnClsCod

leg4Grp

account

opnClsCod

leg5Grp

account

opnClsCod

o o

o

o

o

o

o

o o

Beneficia

C

Compliance Info

Compliance ID

OCC

Flex Account Info

Text 1

Text 2

Text 3

o

o

o

o

o

o

o

o

o

o

Leg 1

Leg 2

Leg 3

Leg 4

Leg 5

Version V 3.1.3

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Text Report Structure

Participant Participant Long Name BU BU Long Name BU Identifier Session Trader

----------- ---------------------------------------- -------- ---------------------------------------- ------------- -------- ------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 99999999 XXXXXX

Product InstType Instrument Id Instrument Mnemonic

-------- -------- -------------------- ----------------------------------------

XXXXXXXX XXXXXXXX 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time Order ID Order No Act Reas B Typ Size LimPrc TrgPrc ExecQty ExecPrc Trg I D P

Res Entry Date Entry Time Priority Date Prority Time Exp Expiry Date BU Obo

BU Obo Long Name Trader Obo ClientRef TC SMP-ID Crossed Rule Id

Take Up Mbr OrgFirm Beneficia C Compliance Info Compliance ID OCC Flex Account Info

Text 1 Text 2 Text 3 Leg 1 Leg 2 Leg 3 Leg 4 Leg 5

------------------ -------------------- ------------ --- ------ - --- ------- ----------- ----------- ------- ----------- --- - - -

XXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXX X 999999 X XXX 999,999 9999.99999+ 9999.99999+ 999999 9999.99999+ XXX X X X

XXX 31-12-09 XXXXXXXXXXXXXXXXXX 31-12-09 XXXXXXXXXXXXXXXXXX XXX 31-12-09 XXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX XXXXXXXXXXXXXXXXXXXX XX 9999999999 X 99999

XXXXX XXXXXXX XXXXXXXXX X XXXXXXXXXXXXXXXXXXXX 99999999999999999999 XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XX X XX X XX X XX X XX X

Eurex

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4.13.3

TE545 Daily TES Maintenance

Description

Frequency

Availability

For each exchange member, this report lists the T7 Entry Service

(TES) activity for simple, complex and flexible instruments.

The Deal and the TES price decomposition is not provided for executed TES trades.

The following TES trades are listed:

- Block, Block TAM and Basis Trades.

- EFPF trades with the Bond References.

- EFPI trades with the cash basket references.

- EFS trades with the swap references.

- Vola Trades with the options block trade references.

The initiating user of a TES trade can see all sides' activities but without the corresponding Clearing info which is only disclosed to the approving traders.

(Market Supervision can see everything).

The listed information is split per user, product and instrument and sorted per time.

Daily.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

te545

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

te545Grp, repeated 0 ... variable times:

te545KeyGrp

participantGrp

participant

partLngName

te545Grp1, repeated 1 ... variable times:

te545KeyGrp1

m

o

o

o

m

m

m

m

o

m

m

m

Participant

Participant Long Name

Eurex

XML Report Reference Manual

XML Report Descriptions

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

te545Grp2, repeated 1 ... variable times:

te545KeyGrp2

user

te545Grp3, repeated 1 ... variable times:

m

m

m

m

BU

BU Long Name

BU Identifier

User

te545KeyGrp3

instrumentGrp

product

instrumentType

instrumentId

instrumentMnemonic

m

m

te545Rec, repeated 1 ... variable times:

time18 m

m

m

tesId

tesType

tesActivity

tesInitiatorBU

tesInitiatorUser

isBroker

isDisclosed

tesDescription

execPrc

closTime

entryTime

execTime

OnBehalfGrp

businessUnit

busUntLngName

enteringUser

m

m

m

m m

o o

o

o

o

m

o

o

o

o

Product

InstType

Instrument Id

Instrument Mnemonic

Time

TES ID

Type

Act

Initiator

User

B

D

Description

Price

Clos Time

Entry Time

Exec Time

BU Obo

BU Obo Long Name

Trader Obo

extReferenceGrp

efpfReferenceGrp, repeated 0 ... variable times:

isinCod

nomVal

m

m

SecurityID

Nominal

mrtyDat

secuShtNam

couponRat

cshPrcConv

o

o

o

o

Mtrty Date

security Name

Coupon Rate

CshPrc

Version V 3.1.3

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XML Report Descriptions

couponFrq

settlDat

settlInst

hdgTyp

o

o

o

m

Coupon Frq

Settl Date

SI

Hdg

currTypCod o Curr

efpiReferenceGrp, repeated 0 ... variable times:

cashBsktRefId

nomVal

m

m

ReferenceId

Nominal

settlInst

hdgTyp

o

m

SI

Hdg

currTypCod o Curr

efsReferenceGRp, repeated 0 ... variable times:

nomVal

couponFrq

fixedRat

couponVarRef

m

o

o

o

Nominal

Coupon Frq

Rate

CpnVarRef

couponVarOfs

swapCust1

swapCust2

strtDat

endDat

settlDat

settlInst

hdgTyp

m

o

o

m

o

o o

m

CpnVarOfs

Swap Payer

Swap Receiver

Start Date

End Date

Settl Date

SI

Hdg

currTypCod o Curr

volaReferenceGrp, repeated 0 ... variable times:

OptionsContract

product

instrumentId

instrumentMnemonic

m

m

Product

Instrument Id

optTrnIdNo

optUsedQty

m

m

o

Instrument Mnemonic

TrnNo

UsedQty

tamReferenceGrp, repeated 0 ... variable times:

customIndex m Custom Index

sideGrp, repeated 1 ... variable times:

sideId m

execQty

buyCod

m

m

Side ID

Size

sideBU

sideTrader

m

m

B/S

Bus Unit

Trader

Version V 3.1.3

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XML Report Descriptions

sideStatus

approvalTime

sideClearingInfo

opnClsCod

account

flexAcctInfo

tradingCapacity

clearingTakeUpMember

ordOriginFirm

beneficiary

customerInstr

complianceInfo

complianceId

originCountryCode

freeText1

freeText2

freeText3

o

o

o

o

o

o

o

o

o

o o

o

o

o

m

o

Sts

Appr Time

OC

AC

Flex Account Info

TC

Take Up Mbr

OrgFirm

Beneficia

C

Compliance Info

Compliance ID

OCC

Text 1

Text 2

Text 3

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Text Report Structure

Participant Participant Long Name

----------- ----------------------------------------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

BU BU Long Name BU Identifier

-------- ---------------------------------------- -------------

XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999

User

------

XXXXXX

Product InstType Instrument Id Instrument Mnemonic

-------- -------- -------------------- ----------------------------------------

XXXXXXXX XXXXXXXX 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time TES ID Type Act Initiator User B D Description Price Clos Time

Entry Time Exec Time BU Obo BU Obo Long Name Trader Obo

------------------ -------------------- ---- --- --------- ------ - - -------------------- ----------- ------------------

XXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXX X X XXXXXXXX XXXXXX X X XXXXXXXXXXXXXXXXXXXX 9999.99999+ XXXXXXXXXXXXXXXXXX

XXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX

SecurityID Nominal Mtrty Date security Name Coupon Rate CshPrc

Coupon Frq Settl Date SI Hdg Curr

------------ ----------- ---------- ------------------------------ -------------------------------- ---------

XXXXXXXXXXXX 999,999,999 31-12-09 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 9999.9999

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09 XX XXX XXX

ReferenceId Nominal SI Hdg Curr

-------------------------------- ----------- -- --- ----

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999,999,999 XX XXX XXX

Nominal Coupon Frq Rate CpnVarRef

CpnVarOfs Swap Payer Swap Receiver Start Date End Date Settl Date SI Hdg Curr

----------- -------------------------------- -------------------------------- --------------------------------

999,999,999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXX 31-12-09 31-12-09 31-12-09 XX XXX XXX

Product Instrument Id Instrument Mnemonic TrnNo UsedQty

-------- -------------------- ---------------------------------------- ------ ---------

XXXXXXXX 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXX 999999999

Custom Index

--------------

+999999.999999

Side ID Size B/S Bus Unit Trader Sts Appr Time OC AC Flex Account Info TC Take Up Mbr OrgFirm

Beneficia C Compliance Info Compliance ID OCC Text 1 Text 2 Text 3

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-------------------- ------ --- -------- ------ --- ------------------ -- -- -------------------------------- -- ----------- -------

XXXXXXXXXXXXXXXXXXXX 999999 X XXXXXXXX XXXXXX X XXXXXXXXXXXXXXXXXX X XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XX XXXXX XXXXXXX

XXXXXXXXX X XXXXXXXXXXXXXXXXXXXX 99999999999999999999 XX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX

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4.13.4

TE550 Open Order Detail

Description

Frequency

Availability

For each market participant and for each exchange, this report lists all orders remaining in the order book at the end of the day.

The report is split per business unit and trader and sorted per product, instrument type, instrument and order number. For each instrument, the accumulated total number of resting buy and sell orders and the corresponding remaining quantities are given.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

te550

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

te550Grp, repeated 0 ... variable times:

te550KeyGrp

participantGrp

participant

partLngName

te550Grp1, repeated 1 ... variable times:

te550KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

te550Grp2, repeated 1 ... variable times:

te550KeyGrp2

user

te550Grp3, repeated 1 ... variable times:

m

te550KeyGrp3

m

m

m

m

m

m

o

o

o

m

m

m

m

o

m

Participant

Participant Long Name

BU

BU Long Name

BU Identifier

Trader

Eurex

XML Report Reference Manual

XML Report Descriptions

instrumentGrp

product

instrumentType

instrumentId

instrumentMnemonic m

te550Rec, repeated 1 ... variable times:

exchangeOrderId

alphaOrderNo

m

m

m

m

m

buyCod

ordrTyp

ordrQty

limOrdrPrc

stopPrice

execQty

triggered

tradingRestriction

o

o

o

o

m

m

m

o

entryDate

entryTime

priorityDate

priorityTime

timeValidity

expiryDate

clientRef

tradingCapacity

MatchInstCrossId

clearingData1

commonClearingData1

clearingTakeUpMember

ordOriginFirm

beneficiary

complianceInfo

flexAcctInfo

o

m

o

m

o

m

m

m m

freeText1

freeText2

freeText3

legClearingGrp

leg1Grp

account

opnClsCod

leg2Grp

o

o

o

o

o

o o

o

o

o

Product

InstType

Instrument Id

Instrument Mnemonic

Order ID

Order No

B

Typ

Size

LimPrc

TrgPrc

ExecQty

Trg

Res

Entry Date

Entry Time

Priority Date

Prority Time

Exp

Expiry Date

ClientRef

TC

SMP-ID

Take Up Mbr

OrgFirm

Beneficia

Compliance Info

Flex Account Info

Text 1

Text 2

Text 3

Leg 1

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account

opnClsCod

leg3Grp

account

opnClsCod

leg4Grp

account

opnClsCod

leg5Grp

account

opnClsCod

openBuyOrders

openBuyVolume

openSellOrders

openSellVolume

o

o

o

o

o

o m m m

o

o

m

Leg 2

Leg 3

Leg 4

Leg 5

Total Open Buy Orders

Total Open Buy Volume

Total Open Sell Orders

Total Open Sell Volume

Text Report Structure

Participant Participant Long Name BU BU Long Name BU Identifier Trader

----------- ---------------------------------------- -------- ---------------------------------------- ------------- ------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 XXXXXX

Product InstType Instrument Id Instrument Mnemonic

-------- -------- -------------------- ----------------------------------------

XXXXXXXX XXXXXXXX 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Order ID Order No B Typ Size LimPrc TrgPrc ExecQty Trg Res Entry Date Entry Time Priority Date

Prority Time Exp Expiry Date ClientRef TC SMP-ID Take Up Mbr OrgFirm Beneficia

Compliance Info Flex Account Info Text 1 Text 2 Text 3 Leg 1 Leg 2

Leg 3 Leg 4 Leg 5

-------------------- ------------ - --- ------- ----------- ----------- ------- --- --- ---------- ------------------ -------------

XXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXX X XXX 999,999 9999.99999+ 9999.99999+ 999999 XXX XXX 31-12-09 XXXXXXXXXXXXXXXXXX 31-12-09

XXXXXXXXXXXXXXXXXX XXX 31-12-09 XXXXXXXXXXXXXXXXXXXX XX 9999999999 XXXXX XXXXXXX XXXXXXXXX

XXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XX X XX X

XX X XX X XX X

------------------

Total Open Buy Orders 999,999,999

------------------

Total Open Buy Volume 999,999,999

------------------

Total Open Sell Orders 999,999,999

------------------

Total Open Sell Volume 999,999,999

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4.13.5

TE810 T7 Daily Trade Confirmation

Description

Frequency

Availability

This report contains an inventory of all T7 on-exchange and TES trades executed for a market participant during a trading day. Identified by their T7 deal item, trades are arranged by market participant, trader, product, simple instrument and clearing account. The trades are sorted by execution time.

On and Off book Trade statistics (i.e. number of buy and sell onexchange and TES trades and the corresponding accumulated quantities) are provided per instrument and account and per product at the end of the report.

This report is similar to report TC810, that is based on clearing positions. In contrast, report TE810 is based on trade information directly obtained from T7. For variance futures and total return futures it contains both trading and clearing notations.

Daily.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

te810

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

te810Grp, repeated 0 ... variable times:

te810KeyGrp

participantGrp

participant

partLngName

te810Grp1, repeated 1 ... variable times:

te810KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

o

o

o

m

o

m

m

m

m

m

m

m

m

m

m

Participant

Participant Long Name

BU

BU Long Name

BU Identifier

Eurex

XML Report Reference Manual

XML Report Descriptions

te810Grp2, repeated 1 ... variable times:

te810KeyGrp2

user

te810Grp3, repeated 1 ... variable times:

m

te810KeyGrp3

product m

te810Grp4, repeated 1 ... variable times:

te810KeyGrp4

instrumentGrp

product

instrumentType

instrumentId

m

m

m

instrumentMnemonic

tradingCapacity

m

m

te810Rec, repeated 1 ... variable times:

time18 m

tradeType

matchEvent

matchStep

matchDeal

parentDeal

dealItem

exchangeOrderId

alphaOrderNo

buyCod

opnClsCod

ordrPrtFilCod

execQty

execPrc

clearingQty

clearingPrc

instrumentType

instrumentId

instrumentMnemonic

ordrTyp

tesType

limOrdrPrc

timeValidity

tradingRestriction

membClgIdCod

o

o

o

o

o

o

o

o

o

o

m

o

m

m

o

m

o

m

m

m

m

o

m

m

Trader

Product

Product

InstType

Instrument Id

Instrument Mnemonic

TC

Time

Type

Event

Step

Deal

Parent Deal

Item

Order ID

Order No

B/S

O/C

P/F

Quantity

Trade Prc

Clearing Qty

Clearing Prc

StraType

Strategy Id

Strategy Mnemonic

Typ

TES

LimPrc

Exp

Res

ClMbr

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XML Report Descriptions

cust

usrOrdrNum

text

account

accountName

instrumentStatsGrp

onExchStatsGrp

sumTotBuyOrdr

sumTotCntrBuy

sumTotClgBuy

sumTotSellOrdr

sumTotCntrSell

sumTotClgSell

tesStatsGrp

sumTESTotBuy

sumTESVolBuy

sumTESClgBuy

sumTESTotSell

sumTESVolSell

sumTESClgSell

productStatsGrp

onExchProdStatsGrp

sumProdTotBuyOrdr

sumProdTotCntrBuy

sumProdTotClgBuy

sumProdTotSellOrdr

sumProdTotCntrSell

sumProdTotClgSell

tesProdStatsGrp

sumProdTESTotBuy

sumProdTESVolBuy

sumProdTESClgBuy

sumProdTESTotSell

sumProdTESVolSell

sumProdTESClgSell

o

o o

o

o

Customer

UsrOrdrNmbr

Text

Account

Account Name

m m o

m m

o

Total On-Exch Buy Trades

Clg Buy

Total On-Exch Sell Trades

Clg Sell

o

m

m

m m

o

Total Buy TES Trades

Clg Buy

Total Sell TES Trades

Clg Sell

Version V 3.1.3

05.04.2017

Page 519

o

m

m

m m o

Product Buy On-Exch Trades

Clg Buy

Product Sell On-Exch Trades

Clg Sell

m

m

o m m

o

Product Buy TES Trades

Clg Buy

Product Sell TES Trades

Clg Sell

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XML Report Reference Manual Version V 3.1.3

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Page 520 XML Report Descriptions

Text Report Structure

Participant Participant Long Name

----------- ----------------------------------------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

BU BU Long Name BU Identifier

-------- ---------------------------------------- -------------

XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999

Trader

------

XXXXXX

Product

--------

XXXXXXXX

Product InstType Instrument Id Instrument Mnemonic TC

-------- -------- -------------------- ---------------------------------------- --

XXXXXXXX XXXXXXXX 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XX

Time Type Event Step Deal Parent Deal Item Order ID Order No B/S O/C P/F

Quantity Trade Prc Clearing Qty Clearing Prc StraType Strategy Id

Strategy Mnemonic Typ TES LimPrc Exp Res ClMbr Customer UsrOrdrNmbr

Text Account Account Name

------------------ ---- ---------- ---------- ---------- ----------- ---------- -------------------- ------------ --- --- ---

XXXXXXXXXXXXXXXXXX XXXX 9999999999 9999999999 9999999999 9999999999 9999999999 XXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXX X X X

999999 9999.99999+ 999999999 +9999.99999 XXXXXXXX 99999999999999999999

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXX X 9999.99999+ XXX XXX XXXXX XXXXXXXXXXXX XXXXXXXXXXXX

XXXXXXXXXXXX XX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

----------- -----------

Total On-Exch Buy Trades 999,999,999 999,999,999

-----------

Clg Buy 999,999,999

----------- -----------

Total On-Exch Sell Trades 999,999,999 999,999,999

-----------

Clg Sell 999,999,999

----------- -----------

Total Buy TES Trades 999,999,999 999,999,999

-----------

Clg Buy 999,999,999

----------- -----------

Total Sell TES Trades 999,999,999 999,999,999

-----------

Clg Sell 999,999,999

----------- -----------

Product Buy On-Exch Trades 999,999,999 999,999,999

-----------

Eurex

XML Report Reference Manual

XML Report Descriptions

Clg Buy 999,999,999

----------- -----------

Product Sell On-Exch Trades 999,999,999 999,999,999

-----------

Clg Sell 999,999,999

----------- -----------

Product Buy TES Trades 999,999,999 999,999,999

-----------

Clg Buy 999,999,999

----------- -----------

Product Sell TES Trades 999,999,999 999,999,999

-----------

Clg Sell 999,999,999

Version V 3.1.3

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Page 522 XML Report Descriptions

4.13.6

TE812 Daily Prevented Self-Matches

Description

Frequency

Availability

This report contains the prevented self matches during a trading day.

The structure of this report is similar to report TE810. The prevented self matches are identified by their transaction times. They are arranged by market participant, trader, product, instrument [not by clearing account as for TE810] and sorted by transaction time.

Prevented self-match statistics (i.e. number of buy and sell prevented self-matches and the corresponding accumulated quantities) are provided at the end of the report.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

te812

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

te812Grp, repeated 0 ... variable times:

te812KeyGrp

participantGrp

participant

partLngName

te812Grp1, repeated 1 ... variable times:

te812KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

te812Grp2, repeated 1 ... variable times:

te812KeyGrp2

user

te812Grp3, repeated 1 ... variable times:

m

m

m

m

m

m

m

o

o

o

m

m

m

m

o

m

Participant

Participant Long Name

BU

BU Long Name

BU Identifier

Trader

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Page 523 XML Report Descriptions

te812KeyGrp3

product m

te812Grp4, repeated 1 ... variable times:

te812KeyGrp4

instrumentGrp

product

instrumentType

instrumentId

m

m

m

instrumentMnemonic m

te812Rec, repeated 1 ... variable times:

time18

tradeType

m

m

exchangeOrderId

alphaOrderNo

MatchInstCrossId

buyCod

m

m

m

m

smpDeletedQty

deletedQty

execPrc

ordrTyp

limOrdrPrc

timeValidity

tradingRestriction

membClgIdCod

cust

usrOrdrNum

text

tradingCapacity

sumTotBuyOrdr

sumTotCntrBuy

sumTotSellOrdr

sumTotCntrSell

sumProdTotBuyOrdr

Matches

sumProdTotCntrBuy

sumProdTotSellOrdr

Matches

sumProdTotCntrSell m

m

m

m m

m

m m

o

o

o

o

o

o

o

m

m

m

m

m

Product

Product

InstType

Instrument Id

Instrument Mnemonic

Time

Type

Order ID

Order No

SMP-ID

B/S

Smp Deleted Qty

Deleted Qty

Trade Prc

Typ

LimPrc

Exp

Res

ClMbr

Customer

UsrOrdrNmbr

Text

TC

Total Buy Prevented Self-Matches

Total Sell Prevented Self-Matches

Product Total Buy Prevented Self-

Product Total Sell Prevented Self-

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XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 524 XML Report Descriptions

Text Report Structure

Participant Participant Long Name

----------- ----------------------------------------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

BU BU Long Name BU Identifier

-------- ---------------------------------------- -------------

XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999

Trader

------

XXXXXX

Product

--------

XXXXXXXX

Product InstType Instrument Id Instrument Mnemonic

-------- -------- -------------------- ----------------------------------------

XXXXXXXX XXXXXXXX 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time Type Order ID Order No SMP-ID B/S Smp Deleted Qty Deleted Qty Trade Prc Typ LimPrc Exp

Res ClMbr Customer UsrOrdrNmbr Text TC

------------------ ---- -------------------- ------------ ---------- --- --------------- ----------- ----------- --- ----------- ---

XXXXXXXXXXXXXXXXXX XXXX XXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXX 9999999999 X 999999 999999 9999.99999+ XXX 9999.99999+ XXX

XXX XXXXX XXXXXXXXXXXX XXXXXXXXXXXX XXXXXXXXXXXX XX

----------- -----------

Total Buy Prevented Self-Matches 999,999,999 999,999,999

----------- -----------

Total Sell Prevented Self-Matches 999,999,999 999,999,999

----------- -----------

Product Total Buy Prevented Self-Matches 999,999,999 999,999,999

----------- -----------

Product Total Sell Prevented Self-Matches 999,999,999 999,999,999

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Page 525 XML Report Descriptions

4.13.7

TE910 T7 Daily Trade Activity

Description

Frequency

Availability

CRE Area

This report lists for each product and each instrument all on-exchange match steps and TES trades created during the day and provides the corresponding on and off-book trade volume reporting.

Reports are grouped per Product, Instrument Type and Instrument ID and sorted per Trade Time.

For each trade, the report gives the trade type, the trade price, the executed quantity and the number of traded buy and sell orders. It gives also for each on-exchange match step the accumulated trade quantity per instrument since the start of day and the relative higher and lower trade prices at the trade time.

Daily.

This report is available for all members.

Public.

M/O Text Report Heading XML Report Structure

te910

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

te910Grp, repeated 0 ... variable times:

te910KeyGrp

instrumentGrp

product

instrumentType

instrumentId

instrumentMnemonic

te910Rec, repeated 1 ... variable times:

time18

matchStep

tradeType

isDisclosed

o

o

o

m

o

m

m

m

m

m

m

o

m

m

m

m

m

m

Product

InstType

Instrument Id

Instrument Mnemonic

Time

MatchStep

Type

D

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05.04.2017

Page 526 XML Report Descriptions

Aggressor

numberOfBuy

numberOfSell

execQty

execPrc

accumQty

highPrc

lowPrc

TradeStatisticsGrp

sumAllTrades

sumAllVolume

sumSynTrades

sumSynVolume

sumTesTrades

sumTesVolume

sumNonDisclTrades

sumNonDisclVolume

m

o

o

o

o

o

o

m

m

m

m

m

m

m

m m

Aggressor

Nb Buy

Nb Sell

Quantity

Trade Price

AccumQty

Higher Price

Lower Price

All Trades

All Volume

Syn Trades

Syn Volume

Tes Trades

Tes Volume

ND Trades

ND Volume

Text Report Structure

Product InstType Instrument Id Instrument Mnemonic

-------- -------- -------------------- ----------------------------------------

XXXXXXXX XXXXXXXX 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time MatchStep Type D Aggressor Nb Buy Nb Sell Quantity Trade Price AccumQty Higher Price Lower Price

------------------ ---------- ---- - --------- --------- --------- -------- ----------- -------- ------------ -----------

XXXXXXXXXXXXXXXXXX 9999999999 XXXX X XXXX 999999999 999999999 999999 9999.99999+ 999999 9999.99999+ 9999.99999+

--------------

All Trades 99,999,999,999

--------------

All Volume 99,999,999,999

--------------

Syn Trades 99,999,999,999

--------------

Syn Volume 99,999,999,999

--------------

Tes Trades 99,999,999,999

--------------

Tes Volume 99,999,999,999

--------------

ND Trades 99,999,999,999

--------------

ND Volume 99,999,999,999

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Page 527 XML Report Descriptions

4.13.8

TE930 T7 Daily Trade Statistics

Description

Frequency

Availability

CRE Area

This report provides the daily information for T7 trades executed on the simple instrument level, included flexible instruments. The daily prices and trade volumes are listed for all options and futures series and summarised on the product level. This report is similar to the report

TD930, that is based on clearing positions. In contrast, the report

TE930 is based on the deal information directly obtained from T7. For

Variance Futures and Total Return Futures, the report TE930 is based only on trading notations.

Daily.

This report is available for all members.

Public.

M/O Text Report Heading XML Report Structure

te930

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

te930Grp, repeated 0 ... variable times:

te930KeyGrp

product

undrPrvClsPrc

undrLstClsPrc

te930Grp1, repeated 1 ... variable times:

te930KeyGrp1

cntrClasCod

te930Rec, repeated 1 ... variable times:

instrumentId

instrumentMnemonic

lstSetlmtPrc_1

opnPrc

dlyHghPrcSignd

o

m

o

m

m

m

m

m

o

o

o

m

m

o

o

o

m

o o

Product

PreviousClose

UnderClose

CP

Instrument Id

Instrument Mnemonic

LstSetlPrc

OpnPrc

DlyHghPrcSignd

Eurex

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05.04.2017

Page 528 XML Report Descriptions

dlyLowPrcSignd

lstTrdPrc

currSetlmtPrc_1

dayTotVol

dayTesVol

mtdTotVol

mtdTesVol

opnIntQty

sumClasDayTotVol

sumClasDayTesVol

sumClasMtdTotVol

sumClasMtdTesVol

sumClasOpnIntQty

sumProdDayTotVol

sumProdDayTesVol

sumProdMtdTotVol

sumProdMtdTesVol

sumProdOpnIntQty

o

m

m

m

m

m

o o

o

o

o

o o

o

o

o

o

o

DlyLowPrcSignd

LstTrdPrc

SettlmPrc

Volume

TES Vol

MtdVolume

MtdTesVol

OpnIntQty

Totals per Class

Totals per Product

Text Report Structure

Product PreviousClose UnderClose

----------- ------------- ----------

XXXXXXXX 9,999.99999 9999.99999

CP Instrument Id Instrument Mnemonic LstSetlPrc OpnPrc DlyHghPrcSignd DlyLowPrcSignd LstTrdPrc

SettlmPrc Volume TES Vol MtdVolume MtdTesVol OpnIntQty

-- -------------------- ---------------------------------------- ---------- ----------- -------------- -------------- -----------

X 99999999999999999999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 9999.99999 9999.99999+ +9999.99999 +9999.99999 9999.99999+

9999.99999 9,999,999 999,999,999 999,999,999 999,999,999 9,999,999

-------------- -------------- -------------- -------------- --------------

Totals per Class 99,999,999,999 99,999,999,999 99,999,999,999 99,999,999,999 99,999,999,999

-------------- -------------- -------------- -------------- --------------

Totals per Product 99,999,999,999 99,999,999,999 99,999,999,999 99,999,999,999 99,999,999,999

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4.14

TR Trading Ranking

4.14.1

TR010 Trading Ranking

Description This report shows the number of traded contracts per member and product, the market share related to all traded contracts in a product and the corresponding rank. Additionally the same evaluation is done separately for agent positions, for principal positions and for market maker positions.

This evaluation is available monthly.

Report is available on demand for EEX members only.

Frequency

Availability

Monthly.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

tr010

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tr010Grp, repeated 0 ... variable times:

tr010KeyGrp

membExchIdCod

strtDat

endDat

tr010Rec, repeated 1 ... variable times:

prodId

prodVol

mktShr

rnk

prodVolA

mktShrA

m

m

o

m

o

o

o

o

o

m

o

m

m

m

m

m

m

m

m

ExchangeMember

Start Date

End Date

Product

Volume

MktShare

Rank

AgentVolume

MktShare

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rnkA

prodVolP

mktShrP

rnkP

prodVolM

mktShrM

rnkM

o

o

o o

o

o

o

Rank

PrincipalVolume

MktShare

Rank

MktMkrVolume

MktShare

Rank

Text Report Structure

ExchangeMember Start Date End Date

------------------------------------------------ -------------- --------------

XXXXX - MEMBER LONG NAME 31-12-09 31-12-09

Product Volume MktShare Rank AgentVolume MktShare Rank PrincipalVolume MktShare Rank MktMkrVolume MktShare Rank

------- ----------- -------- ----- ------------- -------- ----- ----------------- -------- ----- -------------- -------- -----

XXXX 99,999,999+ 999.99 99999 99,999,999+ 999.99 99999 99,999,999+ 999.99 99999 99,999,999+ 999.99 99999

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4.14.2

TR900 Daily Order and Quote Transactions

Description

Frequency

Availability

This report contains the aggregation of transactions under the German

HFT Law. It is calculated on a daily basis and shows numbers for the report creation date, average of the last 249 days, average of the preceeding 250 days and the new 250 days average including the report date.

Daily.

This report is available for all members.

M/O Text Report Heading XML Report Structure

tr900

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tr900Grp, repeated 0 ... variable times:

tr900KeyGrp

participantGrp

participant

partLngName

tr900Grp1, repeated 1 ... variable times:

tr900KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

transDate

movAvgTransDate report date

movAvgTransRepDate report date

tr900Rec, repeated 1 ... variable times:

acctTypCod

Participant

Participant Long Name

BU

BU Long Name

BU Identifier

Report Date

Starting date of 250 Mov. AVG. excl.

Starting date of 250 Mov. AVG. incl.

Account

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numOfTransactions

avgOf249Days

avgOf250Days

avgOfPrev250Days

Transactions Report Date

249 D. Mov. AVG. excl. report date

250 D. Mov. AVG. incl. report date

250 Days Mov. AVG. excl. report date

Text Report Structure

Participant Participant Long Name

----------- ----------------------------------------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

BU BU Long Name BU Identifier Report Date Starting date of 250 Mov. AVG. excl. report date

Starting date of 250 Mov. AVG. incl. report date

-------- ---------------------------------------- ------------- ----------- ------------------------------------------------

XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 XX/XX/XXXX XX/XX/XXXX

XX/XX/XXXX

Account Transactions Report Date 249 D. Mov. AVG. excl. report date 250 D. Mov. AVG. incl. report date

250 Days Mov. AVG. excl. report date

------- ------------------------ ---------------------------------- ----------------------------------

X 999,999,999,999 999,999,999,999 999,999,999,999

999,999,999,999

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4.15

TT Entitlement and Security

4.15.1

TT110 User Security Maintenance

Description

Frequency

Availability

This report lists all changes made to the user security profiles. The report lists Resource Access Levels which are maintainable by the members as well as such only maintainable by Market Supervision.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

tt110

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt110Grp, repeated 0 ... variable times:

tt110KeyGrp

membExchIdCod

tt110Grp1, repeated 1 ... variable times:

tt110KeyGrp1

partIdCod

tt110Grp2, repeated 1 ... variable times:

tt110KeyGrp2

updCod

updTim

membExchIdCodSec

partIdCodSec

prvUpdDat

tt110Rec, repeated 1 ... variable times:

m

o

m

m

m

m

o

o

o

o

m

o

m

m

m

m

m

Exchange Member

Trader

UpdCod

Upd Time

Secu

Coord

PrvUpdDat

Eurex

XML Report Reference Manual

XML Report Descriptions

rescAccLvlPos

rescAccLvlNoBefore

rescAccLvlNoAfter

sumPartIdUpdCodAdd

sumPartIdUpdCodChg

sumPartIdUpdCodDel

sumMembUpdCodAdd

sumMembUpdCodChg

sumMembUpdCodDel

o

o o

m m

m

o o

m

Resource

RAL Before

RAL After

Total Trader Add

Total Trader Change

Total Trader Delete

Total Member Add

Total Member Change

Total Member Delete

Text Report Structure

Exchange Member Trader

------------------------------------------------ ------

XXXXX - MEMBER LONG NAME XXXXXX

UpdCod Upd Time Secu Coord PrvUpdDat Resource RAL Before RAL After

------ -------- ----- ------ --------- ---------------------------------------------------- ---------- ---------

XXXXXX 23:59:59 XXXXX XXXXXX 31-12-09 999 - XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 9 9

------

Total Trader Add 99,999

------

Total Trader Change 99,999

------

Total Trader Delete 99,999

------

Total Member Add 99,999

------

Total Member Change 99,999

------

Total Member Delete 99,999

Version V 3.1.3

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4.15.2

TT115 User Security Status

Description

Frequency

Availability

This report lists all current user profiles for an exchange member. The report lists Resource Access Levels which are maintainable by the members as well as such only maintainable by Market Supervision.

The report is available for EUREX/ECAG Members and EEX/ECC

Members.

Daily.

This report is available for trading members only.

XML Report Structure

tt115

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt115Grp, repeated 0 ... variable times:

tt115KeyGrp

membExchIdCod

tt115Grp1, repeated 1 ... variable times:

tt115KeyGrp1

partIdCod

tt115Rec, repeated 1 ... variable times:

rescAccLvlPos

rescAccLvlNo

Text Report Structure

Exchange Member

------------------------------------------------

XXXXX - MEMBER LONG NAME

Trader Resource RAL No

------ ---------------------------------------------------- ------

XXXXXX 999 - XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 9

M/O Text Report Heading

o

m

o

m

m

m

m

m

o

o

m

o

m

m

Exchange Member

Trader

Resource

RAL No

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4.15.3

TT120 Trader Underlying Maintenance

Description

Frequency

Availability

This report shows all changes of the trader product and trader product group assignments made during the day and its automatic changes due to the move of a product between product groups. Addtionally the report lists the changes of the maximum order quantities and of maximum wholesale risk amount per trader and product. Changes of the assignments and quantities applying to the exchange member overall are indicated by leaving the participant ID blank.

Daily.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

tt120

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt120Grp, repeated 0 ... variable times:

tt120KeyGrp

membExchIdCod

tt120Grp1, repeated 1 ... variable times:

tt120KeyGrp1

partIdCod

tt120Rec, repeated 1 ... variable times:

prodGrpNam

prodId

maxOrdrQty

maxTESQty

maxCalSprdQty

updCod

time

membExchIdCodSec

partIdCodSec

m

o

m

m

m

m m

m

m

m

m

o

m

o

m

m

m

m

m

o

o

Exchange Member

Trader

PrdGrp

Prod

MaxOrdQty

MaxTESQty

MaxCalSprdQty

UpdCod

Time

Secu

Coord

Eurex

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prvUpdDat

sumPartIdUpdCodAdd

sumPartIdUpdCodChg

sumPartIdUpdCodGrpChg

sumPartIdUpdCodDel

sumMembUpdCodAdd

sumMembUpdCodChg

sumMembUpdCodGrpChg

sumMembUpdCodDel o o o

m

o

o

m m

m

PrvUpdDat

Total Trader Add

Total Trader Change

Total Trader Grp Change

Total Trader Delete

Total Member Add

Total Member Change

Total Member Grp Change

Total Member Delete

Text Report Structure

Exchange Member

------------------------------------------------

XXXXX - MEMBER LONG NAME

Trader PrdGrp Prod MaxOrdQty MaxTESQty MaxCalSprdQty UpdCod Time Secu Coord PrvUpdDat

------ ------ ------------------------------------- --------- --------- ------------- ------ ----------- ----- ------ ---------

XXXXXX XXXXXX XXXX - PRODUCT LONG NAME 999999 999999 999999 XXXXXX 23:59:59.99 XXXXX XXXXXX 31-12-09

---------

Total Trader Add 99,999

---------

Total Trader Change 99,999

---------

Total Trader Grp Change 99,999

---------

Total Trader Delete 99,999

---------

Total Member Add 99,999

---------

Total Member Change 99,999

---------

Total Member Grp Change 99,999

---------

Total Member Delete 99,999

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4.15.4

TT121 Member Underlying Maintenance

Description

Frequency

Availability

This report shows all changes of the member product and member product group assignments made during the respective business day and its automatic changes due to the move of a product between product groups.

Additionally the report lists the changes of the maximum order quantities and of the maximum wholesale risk amount per member and product/product group.

This report only includes member specific data of the related NCMs but not of the clearer itself.

Daily.

This report is available for clearing members only.

M/O Text Report Heading XML Report Structure

tt121

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt121Grp, repeated 0 ... variable times:

tt121KeyGrp

membClgIdCod

tt121Grp1, repeated 1 ... variable times:

tt121KeyGrp1

membExchIdCod

tt121Rec, repeated 1 ... variable times:

prodGrpNam

prodId

maxOrdrQty

maxTESQty

maxCalSprdQty

updCod

updTim

m

m

m

m

m

m

m m

m

o

o

o

m

o

m

m

m

m

m

Clearing Member

Member

PrdGrp

Prod

MaxOrdQty

MaxTESQty

MaxCalSprdQty

UpdCod

Upd Time

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membExchIdCodSec

partIdCodSec

prvUpdDat

sumMembUpdCodAdd

sumMembUpdCodChg

sumMembUpdCodGrpChg

sumMembUpdCodDel o o o

m

m

o

o

Secu

Coord

PrvUpdDat

Total Member Add

Total Member Change

Total Member Grp Change

Total Member Delete

Text Report Structure

Clearing Member

------------------------------------------------

XXXXX - MEMBER LONG NAME

Member PrdGrp Prod MaxOrdQty MaxTESQty MaxCalSprdQty UpdCod Upd Time Secu Coord PrvUpdDat

------ ------ ------------------------------------- --------- --------- ------------- ------ -------- ----- ------ ---------

XXXXX XXXXXX XXXX - PRODUCT LONG NAME 999999 999999 999999 XXXXXX 23:59:59 XXXXX XXXXXX 31-12-09

---------

Total Member Add 99,999

---------

Total Member Change 99,999

---------

Total Member Grp Change 99,999

---------

Total Member Delete 99,999

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4.15.5

TT125 Trader Underlying Status

Description

Frequency

Availability

This report shows the state of the trader product and trader product group assignments which is effective after the end-of-day processing.

This includes the changes of the trader product assignments due to the move of a product between product groups. Addtionally the report lists the corresponding maximum order quantities and of maximum wholesale risk amount per trader and product. Assignments and quantities applying to the exchange member overall are indicated by leaving the participant ID blank.

Daily.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

tt125

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt125Grp, repeated 0 ... variable times:

tt125KeyGrp

membExchIdCod

tt125Grp1, repeated 1 ... variable times:

tt125KeyGrp1

partIdCod

tt125Rec, repeated 1 ... variable times:

prodGrpNam

prodId

maxOrdrQty

maxTESQty

maxCalSprdQty

sumPartIdProdId

m

o

o

o

m

m

m

m

o

m

m

o

m

m

m

m

m o

Exchange Member

Trader

PrdGrp

Product

Max Ord Qty

Max TES Qty

MaxCalSprdQty

Total Assigned Products

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

Exchange Member

------------------------------------------------

XXXXX - MEMBER LONG NAME

Trader PrdGrp Product Max Ord Qty Max TES Qty MaxCalSprdQty

------ ------ ------------------------------------- ----------- ----------- -------------

XXXXXX XXXXXX XXXX - PRODUCT LONG NAME 999999 999999 999999

-----------

Total Assigned Products 9999

Version V 3.1.3

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4.15.6

TT126 Member Underlying Status

Description

Frequency

Availability

This report shows the state of the member product and member product group assignments effective on the next business day.

This includes the changes of the member product assignments due to the move of a product between product groups. Additionally the report lists the corresponding maximum order quantities and the maximum wholesale risk amount per member and product/product group.

This report only includes member specific data of the related NCMs but not of the clearer itself.

Daily.

This report is available for clearing members only.

M/O Text Report Heading XML Report Structure

tt126

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt126Grp, repeated 0 ... variable times:

tt126KeyGrp

membClgIdCod

tt126Grp1, repeated 1 ... variable times:

tt126KeyGrp1

membExchIdCod

tt126Rec, repeated 1 ... variable times:

prodGrpNam

prodId

maxOrdrQty

maxTESQty

maxCalSprdQty

sumMembIdProdId

m

o

o

o

m

m

m

m

o

m

m

m

m

m

m m

m

m

Clearing Member

Member

PrdGrp

Product

Max Ord Qty

Max TES Qty

MaxCalSprdQty

Total Assigned Products

Eurex

XML Report Reference Manual

XML Report Descriptions

Text Report Structure

Clearing Member

------------------------------------------------

XXXXX - MEMBER LONG NAME

Member PrdGrp Product Max Ord Qty Max TES Qty MaxCalSprdQty

------ ------ ------------------------------------- ----------- ----------- -------------

XXXXX XXXXXX XXXX - PRODUCT LONG NAME 999999 999999 999999

-----------

Total Assigned Products 9999

Version V 3.1.3

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Page 543

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4.15.7

TT130 Risk Event Report

Description

Frequency

Availability

This report contains details concerning risk protection limits, occured

Stop-Button and Slowdown-Button events and market maker protection events.

Daily.

This report is available for clearing members only.

XML Report Structure M/O Text Report Heading

tt130

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt130Grp, repeated 0 ... variable times:

tt130KeyGrp

membClgIdCod

tt130Grp1, repeated 1 ... variable times:

m

m

m

m

o

o

o

m

o

m

m Clearing Member

tt130KeyGrp1

membExchIdCod

tt130Grp2, repeated 1 ... variable times:

tt130KeyGrp2

usrIdStopConf

usrIdStopMs

m

m m

tt130OQDelGrp, repeated 0 ... variable times:

Exchange Member

prodId

acctTypGrp

o

o

tt130StButtGrp, repeated 0 ... variable times:

descr1 o

Prod

Ac

Stop-Button Actions

tt130StButtRec, repeated 1 ... variable times:

trnTim m Time

membStopRlseInd

usrIdStopInit

m

m

Action

Initiator

Confirmer

ExMbrObo

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descr1 a Stop Button o Order/Quote Delete in consequence of

tt130OQDelRec, repeated 1 ... variable times:

trnTim m Time

blkAuctInd

delOrdrCnt

o

m

BAR

DelOrdrCnt

delQuoCnt

stopRsltMsg

m

o

DelQuoCnt

Success/Failure Msg

tt130MMProtGrp, repeated 0 ... variable times:

descr1 o Market Maker Protection

tt130MMProtRec, repeated 1 ... variable times:

trnTim m Time

setTrigCod

volLimQty

m

o

Set/Trig

VolLim

deltaLimQty

vegaLimQty

timIntvlSec o

tt130PTRGrp, repeated 0 ... variable times:

o

o

DeltaLim

VegaLim

TimI

descr1 o

tt130PTRRec, repeated 1 ... variable times:

trnTim

rskLimTyp

prodTrdStsCod

rskEvntTyp

volLimQty

deltaLngLimQty

deltaShtLimQty

vegaLngLimQty

vegaShtLimQty

timIntvlSec

m

m

m

m

o

o o

o

o

o

Pre-Trading Risk Limits

P

E

Time

Typ

VolLim

DeltaLo

DeltaSh

VegaLo

VegaSh

TimI

timIntvlVol

timIntvlOrdrCnt

timIntvlMaxViol

timIntvlViolCnt o

o o

o

TIVol

TIOrdNo

TM

TC

ExMbr membExchIdCodObo o

tt130RskLimGrp, repeated 0 ... variable times:

descr1 o Risk Limits

tt130RskLimRec, repeated 1 ... variable times:

mtnMbr

affMbr

m

m

MtnMbr

AffMbr

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rskLimTyp

rskLimLvl

currTypCod

trnDelay

ordrDelFlg

persOrdOnl

rskLimMtnCod

trnTim

m

o

m

o

m

m

m

o

Typ

Lvl

Curr

Delay

Del

POO

Action

Time

updDat

userId1

o

o

lstUpdDat

UserId

tt130RskDelGrp, repeated 0 ... variable times:

descr1

Risk Limit processing o Order/Quote Delete in consequence of

tt130RskDelRec, repeated 1 ... variable times:

trnTim

blkAuctInd

delOrdrCnt

delQuoCnt

m

o

m

m

Time

BAR

DelOrdrCnt

DelQuoCnt

rskLimRsltMsg o

tt130SlowButtGrp, repeated 0 ... variable times:

Success/Failure Msg

descr1 o Manual Member Slowdown

tt130SlowButtRec, repeated 1 ... variable times:

trnTim

membSlowRlseInd

usrIdSlowInit

usrIdSlowConf

usrIdSlowMs

trnDelay

m

m

m m m

o

Time

Action

Initiator

Confirmer

ExMbrObo

Delay

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Text Report Structure

Clearing Member Exchange Member

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Prod Ac

------------------------------------- --

XXXX - PRODUCT LONG NAME XX

Stop-Button Actions

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time Action Initiator Confirmer ExMbrObo

-------- -------- ----------- ----------- -----------

23:59:59 XXXXXXXX XXXXXXXXXXX XXXXXXXXXXX XXXXXXXXXXX

Order/Quote Delete in consequence of a Stop Button

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time BAR DelOrdrCnt DelQuoCnt Success/Failure Msg

-------- --- ----------- ----------- --------------------------------------------------------------------------------

23:59:59 X 999,999,999 999,999,999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Market Maker Protection

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time Set/Trig VolLim DeltaLim VegaLim TimI

-------- -------- ----------- ----------- ----------- -----

23:59:59 X 999,999,999 999,999,999 999,999,999 99999

Pre-Trading Risk Limits

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time Typ P E VolLim DeltaLo DeltaSh VegaLo VegaSh TimI TIVol TIOrdNo TM TC ExMbr

-------- ---- - - ----------- ----------- ----------- ----------- ----------- ----- ------------- ------------- -- -- -----

23:59:59 XXXX X X 999,999,999 999,999,999 999,999,999 999,999,999 999,999,999 99999 9,999,999,999 9,999,999,999 99 99 XXXXX

Risk Limits

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

MtnMbr AffMbr Typ Lvl Curr Delay Del POO Action Time lstUpdDat UserId

------ ------ ---- --- ---- ----- --- --- ------ ----------- --------- -----------

XXXXX XXXXX XXXX 9 XXX 9999 X X XXXXXX 23:59:59.99 31-12-09 XXXXXXXXXXX

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Page 548 XML Report Descriptions

Order/Quote Delete in consequence of Risk Limit processing

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time BAR DelOrdrCnt DelQuoCnt Success/Failure Msg

-------- --- ----------- ----------- --------------------------------------------------------------------------------

23:59:59 X 999,999,999 999,999,999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Manual Member Slowdown

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time Action Initiator Confirmer ExMbrObo Delay

-------- ------ ----------- ----------- ----------- -----

23:59:59 X XXXXXXXXXXX XXXXXXXXXXX XXXXXXXXXXX 9999

Eurex

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4.15.8

TT131 Risk Event Trader Report

Description

Frequency

Availability

This report contains details concerning risk protection limits, occured

Stop-Button and Slowdown-Button events and market maker protection events.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

tt131

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt131Grp, repeated 0 ... variable times:

tt131KeyGrp

membExchIdCod

tt131Grp1, repeated 1 ... variable times:

m

m

m

m

o

o

o

m

o

m

m Exchange Member

tt131KeyGrp1

partIdCod

tt131Grp2, repeated 1 ... variable times:

tt131KeyGrp2

usrIdStopConf

usrIdStopMs

o

m m

tt131OQDelGrp, repeated 0 ... variable times:

Trader

prodId

acctTypGrp

o

o

tt131StButtGrp, repeated 0 ... variable times:

descr1 o

Prod

Ac

Stop-Button Actions

tt131StButtRec, repeated 1 ... variable times:

trnTim m Time

membStopRlseInd

usrIdStopInit

m

m

Action

Initiator

Confirmer

ExMbrObo

Eurex

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descr1 a Stop Button o Order/Quote Delete in consequence of

tt131OQDelRec, repeated 1 ... variable times:

trnTim m Time

blkAuctInd

delOrdrCnt

o

m

BAR

DelOrdrCnt

delQuoCnt

stopRsltMsg

m

o

DelQuoCnt

Success/Failure Msg

tt131MMProtGrp, repeated 0 ... variable times:

descr1 o Market Maker Protection

tt131MMProtRec, repeated 1 ... variable times:

trnTim m Time

setTrigCod

volLimQty

m

o

Set/Trig

VolLim

deltaLimQty

vegaLimQty

timIntvlSec o

tt131PTRGrp, repeated 0 ... variable times:

o

o

DeltaLim

VegaLim

TimI

descr1 o

tt131PTRRec, repeated 1 ... variable times:

trnTim

rskLimTyp

prodTrdStsCod

rskEvntTyp

volLimQty

deltaLngLimQty

deltaShtLimQty

vegaLngLimQty

vegaShtLimQty

timIntvlSec

m

m

m

m

o

o o

o

o

o

Pre-Trading Risk Limits

P

E

Time

Typ

VolLim

DeltaLo

DeltaSh

VegaLo

VegaSh

TimI

timIntvlVol

timIntvlOrdrCnt

timIntvlMaxViol

timIntvlViolCnt o

o o

o

TIVol

TIOrdNo

TM

TC

ExMbr membExchIdCodObo o

tt131RskLimGrp, repeated 0 ... variable times:

descr1 o Risk Limits

tt131RskLimRec, repeated 1 ... variable times:

mtnMbr

affMbr

m

m

MtnMbr

AffMbr

Eurex

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Page 551 XML Report Descriptions

rskLimTyp

rskLimLvl

currTypCod

trnDelay

ordrDelFlg

persOrdOnl

rskLimMtnCod

trnTim

m

o

m

o

m

m

m

o

Typ

Lvl

Curr

Delay

Del

POO

Action

Time

updDat

userId1

o

o

lstUpdDat

UserId

tt131RskDelGrp, repeated 0 ... variable times:

descr1

Risk Limit processing o Order/Quote Delete in consequence of

tt131RskDelRec, repeated 1 ... variable times:

trnTim

blkAuctInd

delOrdrCnt

delQuoCnt

m

o

m

m

Time

BAR

DelOrdrCnt

DelQuoCnt

rskLimRsltMsg o

tt131SlowButtGrp, repeated 0 ... variable times:

Success/Failure Msg

descr1 o Manual Member Slowdown

tt131SlowButtRec, repeated 1 ... variable times:

trnTim

membSlowRlseInd

usrIdSlowInit

usrIdSlowConf

usrIdSlowMs

trnDelay

m

m

m m m

o

Time

Action

Initiator

Confirmer

ExMbrObo

Delay

Eurex

XML Report Reference Manual Version V 3.1.3

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Page 552 XML Report Descriptions

Text Report Structure

Exchange Member Trader

------------------------------------------------ ------

XXXXX - MEMBER LONG NAME XXXXXX

Prod Ac

------------------------------------- --

XXXX - PRODUCT LONG NAME XX

Stop-Button Actions

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time Action Initiator Confirmer ExMbrObo

-------- -------- ----------- ----------- -----------

23:59:59 XXXXXXXX XXXXXXXXXXX XXXXXXXXXXX XXXXXXXXXXX

Order/Quote Delete in consequence of a Stop Button

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time BAR DelOrdrCnt DelQuoCnt Success/Failure Msg

-------- --- ----------- ----------- --------------------------------------------------------------------------------

23:59:59 X 999,999,999 999,999,999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Market Maker Protection

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time Set/Trig VolLim DeltaLim VegaLim TimI

-------- -------- ----------- ----------- ----------- -----

23:59:59 X 999,999,999 999,999,999 999,999,999 99999

Pre-Trading Risk Limits

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time Typ P E VolLim DeltaLo DeltaSh VegaLo VegaSh TimI TIVol TIOrdNo TM TC ExMbr

-------- ---- - - ----------- ----------- ----------- ----------- ----------- ----- ------------- ------------- -- -- -----

23:59:59 XXXX X X 999,999,999 999,999,999 999,999,999 999,999,999 999,999,999 99999 9,999,999,999 9,999,999,999 99 99 XXXXX

Risk Limits

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

MtnMbr AffMbr Typ Lvl Curr Delay Del POO Action Time lstUpdDat UserId

------ ------ ---- --- ---- ----- --- --- ------ ----------- --------- -----------

XXXXX XXXXX XXXX 9 XXX 9999 X X XXXXXX 23:59:59.99 31-12-09 XXXXXXXXXXX

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Page 553 XML Report Descriptions

Order/Quote Delete in consequence of Risk Limit processing

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time BAR DelOrdrCnt DelQuoCnt Success/Failure Msg

-------- --- ----------- ----------- --------------------------------------------------------------------------------

23:59:59 X 999,999,999 999,999,999 XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Manual Member Slowdown

----------------------------------------------------------------------------------------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Time Action Initiator Confirmer ExMbrObo Delay

-------- ------ ----------- ----------- ----------- -----

23:59:59 X XXXXXXXXXXX XXXXXXXXXXX XXXXXXXXXXX 9999

Eurex

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Page 554 XML Report Descriptions

4.15.9

TT132 Market Maker Protection

Description

Frequency

Availability

For each market participant and for each exchange, this report lists all market maker protection (mmp) activities during the day, i.e. the maintenance of the mmp limits, the inactivation and the reactivation of quotes.

Reports are split per Business Unit and Product and sorted by Time and mmp Activity.

When the quote trading exceeds a defined mmp limit on product or instrument type level, corresponding quotes are inactivated. For each quote inactivation (manual or due to a mmp limit break) and for each manual reactivation, two records are generated with the same time:

- one with the mmp limits and the quote inactivation status,

- one with the corresponding mmp counters which are reset when quotes are reactivated.

Daily.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

tt132

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt132Grp, repeated 0 ... variable times:

tt132KeyGrp

participantGrp

participant

partLngName

tt132Grp1, repeated 1 ... variable times:

tt132KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

m

m

o

o

o

m

o

m

m

m

m

m

m

m

Participant

Participant Long Name

BU

BU Long Name

Eurex

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businessUnitId

tt132Grp2, repeated 1 ... variable times:

tt132KeyGrp2

product

tt132Rec, repeated 1 ... variable times:

time18

mmpActivity

mmpReason

sessionId

instrumentType

activationType

mmpVolume

mmpPercent

mmpDelta

mmpVega

mmpTimeWindow

m

m

m

o

o

o

m

m

m o o

o o

BU Identifier

Product

Time

Act

Reason

Session

InstType

QuoAct

Volume

Percent

Delta

Vega

TimeWin

Text Report Structure

Participant Participant Long Name BU BU Long Name BU Identifier Product

----------- ---------------------------------------- -------- ---------------------------------------- ------------- --------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999 XXXXXXXX

Time Act Reason Session InstType QuoAct Volume Percent Delta Vega TimeWin

------------------ --- ------ -------- -------- ------ ---------- ---------- ---------- ---------- ----------

XXXXXXXXXXXXXXXXXX XXX XXXXXX 99999999 XXXXXXXX X 9999999999 9999999999 9999999999 9999999999 9999999999

Eurex

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Page 556 XML Report Descriptions

4.15.10 TT133 Trading Risk Events

Description

Frequency

Availability

This report provides an overview of all trading risk actions triggered on

Eurex Exchange's T7 during the trading day:, i.e.

- stop / release trading occurrences on user and business unit level

This report will not contain the clearing risk events triggered on Eurex

Classic which will continue to be provided in the existing reports TT130 resp. TT131.

Daily.

This report is available for trading members only.

XML Report Structure M/O Text Report Heading

tt133

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt133Grp, repeated 0 ... variable times:

tt133KeyGrp

participantGrp

participant

partLngName

tt133Grp1, repeated 1 ... variable times:

tt133KeyGrp1

businessUnitGrp

businessUnit

busUntLngName

businessUnitId

tt133Grp2, repeated 1 ... variable times:

tt133KeyGrp2

user

tt133Rec, repeated 1 ... variable times:

audtEntId

m

m

m

o

m

m

m

m

m

o

m

m

o

o

m

o

m

Participant

Participant Long Name

BU

BU Long Name

BU Identifier

Trader

Entered by

Eurex

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05.04.2017

Page 557 XML Report Descriptions

audtApprId

updDat

updTim

mktGrpNam

action

audtExecId

totUserIdRiskEvt

totBusinessUnitIdRiskEvt

totParticipantIdRiskEvt

m

m

m

m

o m

m

m

m

Approved by

Update Date

Update Time

Market

Action

Executed By

Total User Risk Events

Total Business Unit Risk Events

Total Participant Risk Events

Text Report Structure

Participant Participant Long Name BU BU Long Name BU Identifier

----------- ---------------------------------------- -------- ---------------------------------------- -------------

XXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 999999

Trader Entered by Approved by Update Date Update Time Market

Action Executed By

------ ------------------------------ ------------------------------ ----------- ----------- --------

XXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX 31-12-09 23:59:59 XXXXXXXX

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX XXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

-----------

Total User Risk Events 99999

-----------

Total Business Unit Risk Events 99999

-----------

Total Participant Risk Events 99999

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 558 XML Report Descriptions

4.15.11 TT150 Optional Four Eye Principle

Description

Frequency

Availability

This audit trail report

"TT150 - Optional Four Eye Principle"

documents the exercises and abandonments, position transfer with cash, the respective initiator and the confirmer. In case Eurex acts on behalf, the Eurex user ID will be visible. Otherwise the user id of the member who initiates the change is shown.

Daily.

This report is available for trading members only.

XML Report Structure

tt150

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt150Grp, repeated 0 ... variable times:

tt150KeyGrp

membExchIdCod

membClgIdCod

tt150Grp1, repeated 1 ... variable times:

tt150KeyGrp1

fourEyesApprAct

tt150Grp2, repeated 1 ... variable times:

tt150KeyGrp2

acctTypGrp

flxCntrDtlClassGrp

cntrClasCod

flxCntrDtlGrp

prodId

cntrExpMthDat

cntrExpYrDat

cntrExpDat

M/O Text Report Heading

m

m

m

m

o

o

o

m

o

m

m

m

o

o

o

m

o

o

o

ExMbr

ClMbr

Approval Action

Ac

Contract Detail

Eurex

XML Report Reference Manual

XML Report Descriptions

cntrExerPrc

flxOptCntrExerPrc

cntrVersNo

exerStylTyp

setlTypCod

tt150Rec, repeated 1 ... variable times:

trnTim

trnQty

usrIdFourEyeInit

usrIdFourEyeAppr

o

o

o

o

o

m m

m

m

TrnTime

Quantity

Initiator

Approver

Text Report Structure

ExMbr ClMbr

------------------------------------------------ ------------------------------------------------

XXXXX - MEMBER LONG NAME XXXXX - MEMBER LONG NAME

Approval Action

--------------------------------------------------

XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX

Ac Contract Detail TrnTime Quantity Initiator Approver

-- ------------------------------------------------ ----------- ----------- ----------- -----------

XX X XXXX XXX 9999 31-12-09 999999 99999.9999 9 X X 23:59:59.99 999,999,999 XXXXXXXXXXX XXXXXXXXXXX

Version V 3.1.3

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Page 559

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4.15.12 TT750 Clearing Four Eye Principle

Description

Frequency

Availability

This C7 report will be used to trace changes of each four-eye principle request of all users. For every four-eye principle action it will be checked whether the user has the right to initiate that action and also whether he/she requires approval from other user. It is arranged by clearing member and exchange member.

The report is available in xml- and csv-format.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

tt750

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt750Grp, repeated 0 ... variable times:

tt750KeyGrp

membClgIdCod

tt750Grp1, repeated 1 ... variable times:

m

tt750KeyGrp1

membExchIdCod

tt750Grp2, repeated 1 ... variable times:

tt750KeyGrp2

fourEyesApprAct

currTypCod

tt750Grp3, repeated 1 ... variable times:

tt750KeyGrp3

m

accountName m

tt750Grp4, repeated 1 ... variable times:

tt750KeyGrp4

m

m

o

m

o

m

m

m

m

m

o

o

Clearing Member

Exchange Member

Approval Action

Currency

AccountName

Eurex

XML Report Reference Manual

XML Report Descriptions

cntrIdGrpSC7

cntrClasCod

prodId

cntrDtlGrpC7

cntrExpMthDat

cntrExpYrDat

cntrExpDat

cntrExercisePrice

o

m

flxCntrSynProdId

cntrVersNo

exerStylTyp

settlTyp

tt750Rec, repeated 1 ... variable times:

TransactionId o

allocationId

fourEyesStatus

o

m

o

o

o

o

o

o

o

o

trnQty

trnLngQty

trnShtQty

membExchIdCodTo

initiatorGrp, repeated 1 times:

usrIdFourEyeInit

trnDat

trnTim

o

o

o

o

m

m

m

approverGrp, repeated 1 times:

usrIdFourEyeAppr

partIdCodObo

membExchIdCodObo

trnDat

trnTim

m

o

o

o

o

Transaction ID

AllocationID

4 EP Status

Transaction Quantity

Transfer Long Quantity

Transfer Short Quantity

CpExc

Initiator

Approval Date

Approval Time

Approver

On Behalf of Participant ID

On Behalf of Participant ID

Approval Date

Approval Time

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR TT750.

Version V 3.1.3

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4.15.13 TT760 User Entitlement Status

Description

Frequency

Availability

This C7 report will contain the latest snapshot of entitlement settings and role assignments of all active users of particular participant.

The report is available in xml- and csv-format.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

tt760

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt760Grp, repeated 0 ... variable times:

m

m

m

m

o

o

o

m

o

m

tt760KeyGrp

clgHseSmbl

tt760Grp1, repeated 1 ... variable times:

tt760KeyGrp1

mktSmbl

asOnDat

asOnTim

tt760Grp2, repeated 1 ... variable times:

m

m

m m

Clearing House Symbol

Market Symbol

Transaction Date

Transaction Time

tt760KeyGrp2

partSmbl

tt760Grp3, repeated 0 ... variable times:

tt760KeyGrp3

m Participant Symbol

usrLgn

rolAssgnReq

m

m

User Login Name

Role Assignment Required

usrLastModDat o

tt760UserRec1, repeated 0 ... variable times:

Last Modified Date

rolDescrptn o Role Description

Eurex

XML Report Reference Manual

XML Report Descriptions

lastRolUpdDat o

tt760UserRec2, repeated 0 ... variable times:

Last Role Update Date

privlgeId

privlgeDescrptn

o

o

Privilege ID

Privilege Description

entitlmntLvl

accntOwnr

accntName

ownrshipIndictr

lastPrivUpdDat

tt760UserRec3, repeated 1 times:

qcFlag

lastQcUpdDat

o

o o

o

o

m

o

Entitlement Level

Account Owner

Account Name

Ownership Indicator

Last Privilege Update Date

Qualified Clearer Flag

Last QC Flag Update Date

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR TT760.

Version V 3.1.3

05.04.2017

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Page 564 XML Report Descriptions

4.15.14 TT761 User Entitlement Changes

Description

Frequency

Availability

This C7 report will be used to trace changes in entitlement settings and role assignments of all users belonging to a particular participant for the current reporting period, i.e. assignment/ de-assignment of roles, changes in effective entitlement settings or Qualified Clearer (.QC.) flag value.

The report is available in xml- and csv-format.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

tt761

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt761Grp, repeated 0 ... variable times:

tt761KeyGrp

clgHseSmbl

tt761Grp1, repeated 1 ... variable times:

m

tt761KeyGrp1

mktSmbl

tt761Grp2, repeated 1 ... variable times:

tt761KeyGrp2

tt761KeyGrp4

trnDat

m

partSmbl

tt761Grp3, repeated 1 ... variable times:

m

tt761KeyGrp3

usrLgn m

tt761Grp4, repeated 0 ... variable times:

m

o

m

o

m

m

m

m

m

o

o

Clearing House Symbol

Market Symbol

Participant Symbol

User Login Name

Transaction Date

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 565 XML Report Descriptions

trnTim

initrUsrLgn

initrPartSmbl

apprUserLgn

apprPartSmbl

fourEyesIndictr

onBhalfUsrLgn

onBhalfPartSmbl

qcFlag o

tt761UserRec4, repeated 0 ... 1 times:

entUsrStatus o

o

o

o

o

m

o m

o

Transaction Time

Initiator User Login Name

Initiator Participant Symbol

Approver User Login Name

Approver Participant Symbol

4 EP Indicator

On Behalf User Login Name

On Behalf Participant Symbol

usrResnForChang m Reason For Change related to User

tt761UserRec1, repeated 0 ... variable times:

rolDescrptn

activityTyp

o

o

Role Description

Activity Type

tt761UserRec2, repeated 0 ... variable times:

privlgeId o Privilege ID

privlgeDescrptn

entitlmntLvl

o

o

Privilege Description

Entitlement Level

accntOwnr

accntName o o

ownrshipIndictr o

tt761UserRec3, repeated 0 ... 1 times:

Account Owner

Account Name

Ownership Indicator

Qualified Clearer Flag

Entitlement User Status

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR TT761.

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 566 XML Report Descriptions

4.15.15 TT762 Participant Entitlement Status

Description

Frequency

Availability

This C7 report will contain the latest snapshot of entitlement settings for particular participant.

The report is available in xml- and csv-format.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

tt762

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt762Grp, repeated 0 ... variable times:

tt762KeyGrp

clgHseSmbl

tt762Grp1, repeated 1 ... variable times:

tt762KeyGrp1

mktSmbl

asOnDat

asOnTim

tt762Grp2, repeated 1 ... variable times:

m

tt762KeyGrp2

partSmbl

rolAssgnReq

partLastModDat

m

m

o

tt762PartRec1, repeated 0 ... variable times:

rolDescrptn o

lastRolUpdDat o

tt762PartRec2, repeated 0 ... variable times:

privlgeId o

m

m m

m

o

o

o

m

m

m

m

o

m

Clearing House Symbol

Market Symbol

Transaction Date

Transaction Time

Participant Symbol

Role Assignment Required

Last Modified Date

Role Description

Last Role Update Date

Privilege ID

Eurex

XML Report Reference Manual

XML Report Descriptions

privlgeDescrptn

entitlmntLvl

accntOwnr

accntName

ownrshipIndictr

lastPrivUpdDat

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR TT762.

o

o

o o

o

o

Privilege Description

Entitlement Level

Account Owner

Account Name

Ownership Indicator

Last Privilege Update Date

Version V 3.1.3

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Page 568 XML Report Descriptions

4.15.16 TT763 Participant Entitlement Changes

Description

Frequency

Availability

This C7 report will be used to trace changes in the entitlement settings of particular participant for the current reporting period i.e. assignment/ de-assignment of roles and modification of maximum rights of the participant.

The report is available in xml- and csv-format.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

tt763

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt763Grp, repeated 0 ... variable times:

tt763KeyGrp

clgHseSmbl

tt763Grp1, repeated 1 ... variable times:

tt763KeyGrp1

mktSmbl

tt763Grp2, repeated 1 ... variable times:

tt763KeyGrp2

partSmbl

tt763Grp3, repeated 1 ... variable times:

tt763KeyGrp3

trnDat

trnTim

initrUsrLgn

initrPartSmbl

apprUserLgn

m

m

m

o m

o

m

m

m

m

o

m

m

o

o

m

o

m

Clearing House Symbol

Market Symbol

Participant Symbol

Transaction Date

Transaction Time

Initiator User Login Name

Initiator Participant Symbol

Approver User Login Name

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 569 XML Report Descriptions

apprPartSmbl

fourEyesIndictr

o

o

Approver Participant Symbol

4 EP Indicator

partResnForChang pant m Reason For Change related to Partici-

tt763PartRec1, repeated 0 ... variable times:

rolDescrptn o Role Description

activityTyp o

tt763PartRec2, repeated 0 ... variable times:

Activity Type

privlgeId

privlgeDescrptn

o

o

Privilege ID

Privilege Description

entitlmntLvl

accntOwnr

accntName

ownrshipIndictr

tt763PartRec3, repeated 1 times:

entPartStatus

o

o o

o

o

Entitlement Level

Account Owner

Account Name

Ownership Indicator

Entitlement Particpant Status

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR TT763.

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4.15.17 TT764 Four-eye Request Processing Entitlement

Description

Frequency

Availability

This C7 report will be used to trace changes in status of each four-eye request initiated by/acted upon user of a participant or on the participant itself in Entitlement Service. Four-eye life cycle where a user of the participant was involved but initiating user belongs to another participant will also be reported.

The report is available in xml- and csv-format.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for clearing and trading members.

XML Report Structure M/O Text Report Heading

tt764

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt764Grp, repeated 0 ... variable times:

tt764KeyGrp

clgHseSmbl

tt764Grp1, repeated 1 ... variable times:

tt764KeyGrp1

mktSmbl

tt764Grp2, repeated 1 ... variable times:

tt764KeyGrp2

fourEyesIndictr

entActivity

partSmbl

usrLgn

tt764Grp3, repeated 1 ... variable times:

tt764KeyGrp3

trnDat

o

m

o

m

m

m

m

m

o

o

m

m

m

m

m

o

m

Clearing House Symbol

Market Symbol

four-eye Indicator

Activity

Participant Symbol

User Login Name

Transaction Date

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trnTim

fourEyesStatus

fourEyesResnForChang

prntfourEyesIndictr

initrPartSmbl

initrUsrLgn

onBhalfUsrLgn

onBhalfPartSmbl

tt764Rec1, repeated 0 ... variable times:

rolDescrptn o

activityTyp o

tt764Rec2, repeated 0 ... variable times:

privlgeId

privlgeDescrptn

entitlmntLvl

accntOwnr

accntName

ownrshipIndictr

o

o

o

o

o

o

m o

o

o

m

m

m

o

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR TT764.

Transaction Time

four-eye Status

Reason For Change

Parent four-eye Indicator

Initiator Participant Symbol

Initiator User Login Name

On Behalf User Login Name

On Behalf Participant Symbol

Role Description

Activity Type

Privilege ID

Privilege Description

Entitlement Level

Account Owner

Account Name

Ownership Indicator

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4.15.18 TT770 Password Change

Description

Frequency

Availability

This C7 report provides an overview of all changes to password changes for all members. It is arranged by exchange member and trader.

The report is available in xml- and csv-format.

The report is available for EUREX/ECAG Members.

Daily.

This report is available for trading members only.

M/O Text Report Heading XML Report Structure

tt770

rptHdr

exchNam

envText

rptCod

rptNam

rptFlexKey

membId

membLglNam

rptPrntEffDat

rptPrntEffTim

rptPrntRunDat

tt770Grp, repeated 0 ... variable times:

tt770KeyGrp

membExchIdCod

tt770Grp1, repeated 1 ... variable times:

tt770KeyGrp1

partIdCod

tt770Rec, repeated 1 ... variable times:

secuAdminCod

updDat

updTim

prvUpdDat

maintOperation

o

o

o

m

o

m

m

m

m

m

m

m

m

m

m

m

m

Exchange Member

User ID

Updating User

Upd Date

Upd Time

Previous Update

Operation

Text Report Structure

NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR TT770.

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XML Report Descriptions

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5 Introduction to Report Tag Descriptions

This is a description of the tags of XML reports. An overview of the tag descriptions is given first.

5.1

Tag Characteristics

The characteristics of each tag are detailed giving the following information.

Description

A short description of the tag’s functional meaning.

Format

Defines the format and size of the tag.

Table 5.1

describes common

formats for tags.

Format

alphanumeric n numeric

n [, m]

numeric signed

n [, m]

DateFormat

TimeFormat

TimeFormat18

Description Example

Text of maximal length n, stored as string.

A tag with format “alphanumeric

6” may contain the values

“TRD001” or “ABC” or ““.

Number with n significant digits and, if given, precision m. The number is stored as a string containing the decimal point if applicable.

A tag with format “numeric 5, 2” might contain the values

“314.15” or “3.14” or “0.00”.

Signed number with n significant digits and, if given, precision m. The number is stored as a string prefixed with the “+” or “-” sign and containing the decimal point if applicable.

A tag with format “numeric signed

5, 2” may contain the values

“+314.15” or “+3.14” or

“--314.15” or “+0.00”.

Date, stored as a string in the format

CCYY-MM-DD

A DateFormat tag may contain the value “2005-03-28”.

Time, stored as a string in the format hh:mm:ss.cc

A TimeFormat tag may contain the value “23:59:59.99”

Time, stored as a string in the format hh:mm:ss.cc.ccc.ccc

A TimeFormat tag may contain the value “23:59:59.99.999.999”

Table 5.1 - Tag Formats

Valid Values

Decodes

Descriptions

Some tags have a predefined limited set of values they may contain.

The decoded literals belonging to the valid values constants as used in the generic text reports.

A short description of the value’s functional meaning.

Eurex

XML Report Reference Manual

Introduction to Report Tag Descriptions

Where used

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A reference to the XML reports which contain this tag in their structure.

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6 XML Report Tag Descriptions

The following sections provide specific information on XML Report tags.

6.1

abdnInd

Description

Format

Valid Values

Y

N

Where used:

This field indicates whether the member has abandoned the position from automatic exercise.

alphanumeric 1

Decodes Descriptions

Yes

No

CB011 Std and Flx Cntr Dly Transactn

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

6.2

abdnQty

Description

Format

Where used:

This field contains abandoned quantity, which is the number of contracts excluded from automatic exercise for the repective option series.

numeric 9

CE010 In-the-money Advisory

CE030 Member Expiration

CE710 Contract Expiration

6.3

abdnTrnQty

Description This field contains the abandoned transaction quantity, which is the number of contracts excluded from automatic exercise.

Format numeric signed 9

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CE780 Exercise Abandon Daily Maintenance Overview

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6.4

abortAmnt

Description This field contains aborted amount.

Format numeric signed 14, 2

Where used: CE051 FX Transactions & Instructions

6.5

accntName

Description This field indicates the name of an account or account group on which the privilege is applicable.

Format

Where used:

alphanumeric 32

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

6.6

accntOwnr

Description This field specifies the participant symbol of the account owner

Format alphanumeric 5

Where used: TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

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6.7

account

Description

Format

Where used:

This field contains the account group code, which gives the type and the sub type of trading account in which the transaction is executed.

alphanumeric 2

RD135 Trade Enrichment Rule Status

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

6.8

accountDescr

Description This field indicates the account description.

Format

Where used:

alphanumeric 255

CA770 Account Maintenance

6.9

accountName

Description This field contains the descriptive name of the account defined by the account owner.

Format alphanumeric 32

Where used: CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB012 Account Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

CE710 Contract Expiration

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

RD135 Trade Enrichment Rule Status

TE810 T7 Daily Trade Confirmation

TT750 Clearing Four Eye Principle

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Page 579

6.10

accountNameAllc

Description This field contains the descriptive name of the account defined by the account owner, who will receive the allocated contracts.

Format alphanumeric 32

Where used: CE775 Notification/Allocation Information

6.11

accountNameNotif

Description This field contains the descriptive name of the account defined by the account owner, who will deliver the notified contracts.

Format alphanumeric 32

Where used: CE775 Notification/Allocation Information

6.12

accountStatus

Description This field indicates whether the account is active or inactive.

Format alphanumeric 10

Valid Values

Active

Inactive

Decodes Descriptions

Active

Inactive

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Where used: CA770 Account Maintenance

6.13

accountSubType

Description This field describes the account sub type.

Format alphanumeric 20

Valid Values

Agent

Market Maker

Proprietary

Where used:

Decodes Descriptions

Agent

Market Maker

Proprietary

CA770 Account Maintenance

6.14

accountType

Description This field describes the account type.

Format alphanumeric 10

Valid Values

Root

House

Client

Where used:

Decodes Descriptions

Root

House

Client

CA770 Account Maintenance

6.15

accruedDistribution

Description This field represents the Accrued Distribution amount of the previous business day incremented by the Daily Distribution amount calculated for the business day.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric signed 12, 6

TA115 Total Return Futures Parameters

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Page 581

6.16

accruedFunding

Description This field represents the Accrued Funding amount of the previous business day incremented by the Daily Funding amount calculated for the business day.

Format numeric signed 12, 6

Where used: TA115 Total Return Futures Parameters

6.17

acctGrpCod

Description This field contains the account group code, which is the member's account in which the transaction is executed. For valid values refer to section acctTypGrp.

Format alphanumeric 2

Where used: CA052 Capital Adjustment Positions

CC040 Liquidating Values

CC055 Daily Margin Offset

CE120 ECC Delivery Report

6.18

acctNameTo

Description This field contains the account name of the receiving member.

Format alphanumeric 32

Where used: CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

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6.19

acctTyp36Grp

Description This field contains the account type group, which is the member's account in which the transaction is executed.

Format alphanumeric 36

Where used: CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB196 Daily Overall Fee Summary

CB320 Daily Clearing Fees - Equities

6.20

acctTypCod

Description This field contains the account type code, which gives the type of trading account in which the transaction is executed.

Format alphanumeric 1

Valid Values

M

P

A

G

Where used:

Decodes Descriptions

Agent account

Giveup account

Market Maker account

Proprietary account

CB315 Daily Clearing Fees - Bonds

CB325 Daily Service Fees

CB330 Daily Settlement Fees

TR900 Daily Order and Quote Transactions

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Page 583

6.21

acctTypFlexible

Description This field contains the Flexible Account Structure name, which is the member's account in which the transaction is executed.

Format alphanumeric 32

Where used: CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD015 Detailed Account Statement

CI050 Daily Margin

CI060 Daily Margin Summary

CN050 Nightly Margin

CN060 Nightly Margin Summary

6.22

acctTypGrp

Description This field contains the account type, which is the member's account

(position/transaction account) in which the transaction is executed.

Format alphanumeric 2

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XML Report Tag Descriptions

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Page 584

Valid Values Decodes

A1

A2

A3

A4

A5

A6

A7

A8

A9

P1

P2

PP

TT

AA AA

A A

AL

G1

G2

M

M1

M

M1

M2 M2

P P

All

G1

A1)

G2

P1

P2

PP

Tot

A1

A2

A3

A4

A5

A6

A7

A8

A9

Where used:

Descriptions

Agent Accounts A1

Agent Accounts A2

Agent Accounts A3

Agent Accounts A4

Agent Accounts A5

Agent Accounts A6

Agent Accounts A7

Agent Accounts A8

Agent Accounts A9

Agent Accounts AA

All Accounts

Pre-Designated Give-Up (actually booked to

Designated Give-Up (actually booked to A1)

Market Maker Accounts

Market Maker Account M1

Market Maker Account M2

Proprietary Account P1

Proprietary Account P2

Proprietary Accounts

Total Accounts

CA054 Capital Adjustment Orders

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB020 Position Summary

CB021 Position / Active Trd Summary

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CB160 Accepted Take-Up Trades

CB172 Credit Futures Separation

CB225 Daily Eurex Fines

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC045 Additional Margin

CC050 Daily Margin

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE050 Expiration Payment-vs-Payment

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CR010 Clearing Ranking

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT150 Optional Four Eye Principle

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6.23

acctTypGrpAllc

Description This field indicates the account type group of the member, who will receive the allocated contracts. For valid values refer to section acctTypGrp.

Format

Where used:

alphanumeric 2

CE075 Notification/Allocation Summ

6.24

acctTypGrpFrom

Description This field indicates the account type group of the delivering member, which is a member's transaction account. For valid values refer to section acctTypGrp.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

alphanumeric 2

CB030 Position Transfer Overview

CB120 Member Exception-Positions

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

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Page 586

6.25

acctTypGrpNotif

Description This field indicates the account type group of the member, who will deliver the notified contracts. For valid values refer to section acctTypGrp.

Format

Where used:

alphanumeric 2

CE075 Notification/Allocation Summ

6.26

acctTypGrpTo

Description This field contains the account type group of the receiving member, which is a member's transaction account. For valid values refer to section acctTypGrp

Format

Where used:

alphanumeric 2

CB030 Position Transfer Overview

CB110 Account Transfer Exception

CB120 Member Exception-Positions

6.27

acctTypGrpX

Description This field indicates the account type group. For valid values refer to section acctTypGrp.

Format alphanumeric 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB001 Product and Price Report

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB187 Monthly Rebates Overview

CB192 Monthly Fee Statement

CB196 Daily Overall Fee Summary

CB320 Daily Clearing Fees - Equities

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6.28

accumQty

Description This field contains the accumulated trade quantity since start of

Trading.

Format numeric 9

Where used: TE910 T7 Daily Trade Activity

6.29

accumTim

Description This field indicates the accumulated time with valid quotes in relevant series. It is also known as basis quotation time and used to calculate the quotation coverage.

Format TimeFormat

Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

6.30

acrInt

Description

Format

This field contains the accrued interest on a bond since last coupon date.

numeric signed 9, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CE038 Deliverable Bonds

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Page 588

6.31

action

Description

Format

Where used:

This field shows the GUI action that is required to be processed in

RDS. Valid values: stopBusinessUnit stopBusinessUnitMarketSupervision releaseBusinessUnit releaseBusinessUnitMarketSupervision stopUser releaseUser stopUserMarketSupervision releaseUserMarketSupervision.

alphanumeric 40

TT133 Trading Risk Events

6.32

activationType

Description This field contains the activation type.

Format alphanumeric 1

Valid Values

0

1

Where used:

Decodes

INACTI

ACTIVE

Descriptions

Quotes are inactivated

Quotes are activated

TT132 Market Maker Protection

6.33

activDat

Description

Format

Where used:

This field contains activation date, when the last position change took place.

DateFormat

CB020 Position Summary

CB021 Position / Active Trd Summary

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Page 589

6.34

activity

Description

Format

Valid Values

1

2

3

4

5

6

Where used:

This field contains the activity information.

alphanumeric 1

Decodes

D

F

P

R

A

M vation/reactivation)

TE540 Daily Order Maintenance

Descriptions

Order / Quote Side Add

Order / Quote Side Modify (including inacti-

Order / Quote Side Delete

Order/ Quote Side Full Match

Order / Quote Side Partial Match

Market Reset

6.35

activityTyp

Description This field indicates the operation performed during Role De-/

Assignment

Format alphanumeric 20

Valid Values

Assign

De-assign

Where used:

Decodes Descriptions

Assign

De-assign

TT761 User Entitlement Changes

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

6.36

actvSin

Description This field contains the date of the user ID.

Eurex

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XML Report Tag Descriptions

Version V 3.1.3

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Format

Where used:

DateFormat

CB186 Monthly Rebates TDP

6.37

addInfo

Description

Format

Where used:

This field contains the additional info.

alphanumeric 40

CB197 Excessive System Usage Fee

CB325 Daily Service Fees

6.38

addMgnAmntPdVd

Description This field contains the additional margin amount in margin class currency for price-down/volatility-down scenario. It is calculated as a difference between the current liquidating cost and the projected liquidating cost under this scenario.

Format

Where used:

numeric signed 13, 2

CC045 Additional Margin

CC745 Additional Margin

6.39

addMgnAmntPdVn

Description This field contains the additional margin amount in margin class currency for price-down/volatility-neutral scenario. It is calculated as a difference between the current liquidating cost and the projected liquidating cost under this scenario.

Format numeric signed 13, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CC045 Additional Margin

CC745 Additional Margin

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6.40

addMgnAmntPdVu

Description This field contains the additional margin amount in margin class currency for price-down/volatility-up scenario. It is calculated as a difference between the current liquidating cost and the projected liquidating cost under this scenario.

Format numeric signed 13, 2

Where used: CC045 Additional Margin

CC745 Additional Margin

6.41

addMgnAmntPuVd

Description This field contains the additional margin amount in margin class currency for price-up/volatility-down scenario. It is calculated as a difference between the current liquidating cost and the projected liquidating cost under this scenario.

Format

Where used:

numeric signed 13, 2

CC045 Additional Margin

CC745 Additional Margin

6.42

addMgnAmntPuVn

Description This field contains the additional margin amount in margin class currency for price-up/volatility-neutral scenario. It is calculated as a difference between the current liquidating cost and the projected liquidating cost under this scenario.

Format numeric signed 13, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CC045 Additional Margin

CC745 Additional Margin

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6.43

addMgnAmntPuVu

Description This field contains the additional margin amount in margin class currency for price-up/volatility-up scenario. It is calculated as a difference between the current liquidating cost and the projected liquidating cost under this scenario.

Format numeric signed 13, 2

Where used: CC045 Additional Margin

CC745 Additional Margin

6.44

addMgnUsage

Description This field direction for which additional margin is used - empty means both, U upside, D downside (these two apply only to gross-delivered security positions).

Format numeric 1

Valid Values

1

2

3

Where used:

Decodes

U

D

CC040 Liquidating Values

CC740 Liquidating Values

Descriptions

6.45

addMgnWorstCaseAmnt

Description This field contains the worst case pure additional margin (before adjusting by margin factor).

Format numeric signed 13, 2

Eurex

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XML Report Tag Descriptions

Version V 3.1.3

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Where used: CC045 Additional Margin

CC745 Additional Margin

6.46

addTxt

Description

Format

Where used:

This field contains the additional Text.

alphanumeric 40

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.47

adjAddAmntPdVd

Description This field contains the adjusted additional margin amount for the pricedown/volatility-down scenario. Adjustment is done using the offset factor.

Format numeric signed 13, 2

Where used: CC045 Additional Margin

CC745 Additional Margin

6.48

adjAddAmntPdVn

Description This field contains the adjusted additional margin amount for the pricedown/volatility-neutral scenario. Adjustment is done using the offset factor.

Format

Where used:

numeric signed 13, 2

CC045 Additional Margin

CC745 Additional Margin

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6.49

adjAddAmntPdVu

Description This field contains the adjusted additional margin amount for the pricedown/volatility-up scenario. Adjustment is done using the offset factor.

Format numeric signed 13, 2

Where used: CC045 Additional Margin

CC745 Additional Margin

6.50

adjAddAmntPuVd

Description This field contains the adjusted additional margin amount for the priceup/volatility-down scenario. Adjustment is done using the offset factor.

Format numeric signed 13, 2

Where used: CC045 Additional Margin

CC745 Additional Margin

6.51

adjAddAmntPuVn

Description This field contains the adjusted additional margin amount for the priceup/volatility-neutral scenario. Adjustment is done using the offset factor.

Format numeric signed 13, 2

Where used: CC045 Additional Margin

CC745 Additional Margin

6.52

adjAddAmntPuVu

Description This field contains the adjusted additional margin amount for the priceup/volatility-up scenario. Adjustment is done using the offset factor.

Format numeric signed 13, 2

Eurex

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XML Report Tag Descriptions

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Where used: CC045 Additional Margin

CC745 Additional Margin

6.53

adjExchRat

Description The field contains the adjusted exchange rate, which is used to convert from margin class currency to clearing currency.

Format numeric 11, 6

Where used: CC055 Daily Margin Offset

CC755 Daily Margin Offset

CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.54

adjMgn

Description

Format

Where used:

This field contains the adjusted margin requirement based on the current liquidating value of member's cash and security position.

numeric signed 13, 2

CC011 Current Liquidating Margin

CC711 Current Liquidating Margin

6.55

affMbr

Description

Format

Where used:

This field contains the affected member ID.

alphanumeric 5

TT130 Risk Event Report

TT131 Risk Event Trader Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.56

aggQty

Description

Format

Where used:

This field contains the Aggregation Quantity.

numeric 3

CB320 Daily Clearing Fees - Equities

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6.57

Aggressor

Description This field indicates the aggressor side.

Format alphanumeric 1

Valid Values

B

S

Where used:

Decodes

Buy

Sell

Descriptions

Incoming order was a Buy order

Incoming order was a Sell order

TE910 T7 Daily Trade Activity

6.58

aggRsrvdAmnt

Description This field contains the aggregated reservation amount that is displayed in clearing member currency and is assigned to the default pool of the clearing member.

Format numeric signed 13, 2

Where used: CD235 Reservation amount

6.59

alignCalcUndPrcPdVd

Description This field is never displayed on report. It serves only internally for text alignment.

Format numeric 9, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 597

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.60

alignCalcUndPrcPdVn

Description This field is never displayed on report. It serves only internally for text alignment.

Format numeric 9, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.61

alignCalcUndPrcPdVu

Description This field is never displayed on report. It serves only internally for text alignment.

Format numeric 9, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.62

alignCalcUndPrcPuVd

Description This field is never displayed on report. It serves only internally for text alignment.

Format numeric 9, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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6.63

alignCalcUndPrcPuVn

Description This field is never displayed on report. It serves only internally for text alignment.

Format numeric 9, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.64

alignCalcUndPrcPuVu

Description This field is never displayed on report. It serves only internally for text alignment.

Format numeric 9, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.65

alignLiquValuePdVd

Description This field is never displayed on report. It serves only internally for text alignment.

Format numeric signed 14, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.66

alignLiquValuePdVn

Description This field is never displayed on report. It serves only internally for text alignment.

Format numeric signed 14, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CC040 Liquidating Values

CC740 Liquidating Values

Version V 3.1.3

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6.67

alignLiquValuePdVu

Description This field is never displayed on report. It serves only internally for text alignment.

Format

Where used:

numeric signed 14, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.68

alignLiquValuePuVd

Description This field is never displayed on report. It serves only internally for text alignment.

Format

Where used:

numeric signed 14, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.69

alignLiquValuePuVn

Description This field is never displayed on report. It serves only internally for text alignment.

Format

Where used:

numeric signed 14, 2

CC040 Liquidating Values

CC740 Liquidating Values

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 600

6.70

alignLiquValuePuVu

Description This field is never displayed on report. It serves only internally for text alignment.

Format numeric signed 14, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.71

alignLiqValRowName

Description Row names for CC040 report - they are constants, but as we need both column names and row names, we have to implement the row names like variables.

Format alphanumeric 11

Valid Values

Liqu Value

Where used:

Decodes

CC040 Liquidating Values

CC740 Liquidating Values

Descriptions

Liqu Value row name

6.72

alignRiskRowName7

Description Row name for CC040 report - used only to align bottom risk row.

Format alphanumeric 7

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.73

alignScenarioVolaPdVd

Description This field is never displayed on report. It serves only internally for text alignment.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 601

Format

Where used:

numeric 5, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.74

alignScenarioVolaPdVn

Description This field is never displayed on report. It serves only internally for text alignment.

Format

Where used:

numeric 5, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.75

alignScenarioVolaPdVu

Description This field is never displayed on report. It serves only internally for text alignment.

Format

Where used:

numeric 5, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.76

alignScenarioVolaPuVd

Description This field is never displayed on report. It serves only internally for text alignment.

Format

Where used:

numeric 5, 2

CC040 Liquidating Values

CC740 Liquidating Values

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 602

6.77

alignScenarioVolaPuVn

Description This field is never displayed on report. It serves only internally for text alignment.

Format numeric 5, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.78

alignScenarioVolaPuVu

Description This field is never displayed on report. It serves only internally for text alignment.

Format numeric 5, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.79

alignText

Description This field is used as placeholder for alignment

Format

Where used:

alphanumeric 15

CD091 ISA Direct Mem. Asset Summary

CE051 FX Transactions & Instructions

6.80

alignTextKRX

Description This field is used as placeholder for alignment on TXT report for KRX contribution.

Format alphanumeric 17

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CD090 Overall Asset Summary

Version V 3.1.3

05.04.2017

Page 603

6.81

alignTextTEX

Description This field is used as placeholder for alignment on TXT report for TEX contribution.

Format alphanumeric 17

Where used: CD090 Overall Asset Summary

6.82

alignValue

Description This field is used as placeholder for alignment

Format

Where used:

alphanumeric 52

CE051 FX Transactions & Instructions

6.83

allocationId

Description Unique process ID of the allocation.

Format alphanumeric 19

Where used: CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

TT750 Clearing Four Eye Principle

6.84

alphaOrderNo

Description This field indicates the unique order ID stamped at the exchange or the order identification number assigned to an order by the Eurex classic exchange, in alphanumeric format.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 604

Format

Where used:

alphanumeric 12

TE540 Daily Order Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

6.85

amntAud

Description This field contains the amount in AUD.

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.86

amntCHF

Description This field contains the amount in CHF.

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.87

amntClvCsh

Description This field contains the current liquidating value of the member's cash risk position. It is rounded to single digit after decimal.

Format numeric signed 13, 2

Where used: CC011 Current Liquidating Margin

CC711 Current Liquidating Margin

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 605

6.88

amntClvSecu

Description This field contains the current liquidating value of the member's security risk positions.

Format numeric signed 13, 2

Where used: CC011 Current Liquidating Margin

CC711 Current Liquidating Margin

6.89

amntCrd

Description

Format

Where used:

Amount to be credited to the CM for the trade. A CM can be credited with fines over dividend payment.

numeric 12, 4

CB225 Daily Eurex Fines

6.90

amntDbt

Description

Format

Where used:

Amount to be debited from the CM for the trade.

numeric 12, 4

CB225 Daily Eurex Fines

6.91

amntEUR

Description This field contains the Amount in EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.92

amntGBP

Description This field contains the Amount in GBP

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.93

amntJPY

Description This field contains the amount in JPY.

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.94

amntNzd

Description This field contains the amount in NZD.

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

Version V 3.1.3

05.04.2017

Page 606

6.95

amntType

Description Contains information about type of funding which needs to be provided by a member.

Format

Where used:

alphanumeric 19

CD091 ISA Direct Mem. Asset Summary

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.96

amntUsd

Description This field contains the Amount in USD

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.97

amount

Description

Format

Where used:

This field contains transaction amount on Product Level numeric signed 17, 2

CE056 End of Day CLS Settlement Report

CI056 Preliminary CLS Settlement Report

Version V 3.1.3

05.04.2017

Page 607

6.98

annualisationFactor

Description This field indicates the annualisation factor, i.e. the average number of trading days during one year.

Format numeric 3

Where used: TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

6.99

approvalTime

Description This field contains the time provided by the Exchange when the TES side is approved.

Format TimeFormat18

Where used: TE545 Daily TES Maintenance

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 608

6.100 apprPartSmbl

Description This field indicates the participant of user who approved the entitlement setting changes (in case of four-eye Processing).

Format alphanumeric 5

Where used: TT761 User Entitlement Changes

TT763 Participant Entitlement Changes

6.101 apprUserLgn

Description This field indicates the user who approved the entitlement setting changes.

Format alphanumeric 11

Where used: TT761 User Entitlement Changes

TT763 Participant Entitlement Changes

6.102 appStatus

Description This field indicates the status of the allocation request for the party with the respective party role.

Format alphanumeric 12

Valid Values not approved approved rejected cancelled

Where used:

Decodes Descriptions

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.103 appTimOfBuyer

Description This field contains the Approval time of the buyer.

Format

Where used:

TimeFormat

CB191 Monthly TES Late Entry Fine

Version V 3.1.3

05.04.2017

Page 609

6.104 appTimOfSeller

Description This field contains the Approval time of the seller.

Format TimeFormat

Where used: CB191 Monthly TES Late Entry Fine

6.105 armvm

Description

Format

Where used:

This field indicates the Accumulated Return on Modified Variation

Margin.

numeric signed 12, 6

TA114 Variance Futures Parameter

6.106 artCrdAmnt

Description This field contains the Artificial Cash Call amount for corresponding

Credit.

Format

Where used:

numeric 15, 2

CD012 Daily Cash Account NCM / RC

CD072 Monthly Cash Account NCM / RC

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 610

6.107 artDebAmnt

Description This field contains the Artificial Cash Withdrawal amount for corresponding Debit.

Format numeric 15, 2

Where used: CD012 Daily Cash Account NCM / RC

CD072 Monthly Cash Account NCM / RC

6.108 asgnQty

Description

Format

Where used:

This field contains the number of assigned contracts.

numeric 9

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

6.109 asgnVol

Description

Format

Where used:

This field contains the volume of assigned contracts.

numeric 9

CR010 Clearing Ranking

6.110 asiaLongText

Description This field contains the free-format text comment for long term contribution.

Format alphanumeric 20

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CD090 Overall Asset Summary

Version V 3.1.3

05.04.2017

Page 611

6.111

asiaMidText

Description This field contains the free-format text comment for mid term contribution.

Format alphanumeric 20

Where used: CD090 Overall Asset Summary

6.112 asiaShortText

Description This field contains the free-format text comment for short term contribution.

Format alphanumeric 20

Where used: CD090 Overall Asset Summary

6.113 asOnDat

Description This field indicates the date on which snapshot was taken.

Format

Where used:

DateFormat

TT760 User Entitlement Status

TT762 Participant Entitlement Status

6.114 asOnTim

Description This field indicates the time at which snapshot was taken.

Format TimeFormat

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TT760 User Entitlement Status

TT762 Participant Entitlement Status

Version V 3.1.3

05.04.2017

Page 612

6.115 asstTot

Description

Format

Where used:

This field contains the total assets of a type provided by the member.

numeric 14

CD090 Overall Asset Summary

6.116 audtApprId

Description This field indicates the login name of the user who approved the trading risk event.

Format alphanumeric 30

Where used: TT133 Trading Risk Events

6.117 audtEntId

Description This field indicates the login name of the user who entered the trading risk event..

Format

Where used:

alphanumeric 30

TT133 Trading Risk Events

6.118 audtExecId

Description This field indicates The user (usually a Service Administrator) on whose behalf the trading risk action was entered by the Market Supervision..

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

alphanumeric 30

TT133 Trading Risk Events

6.119 audtOccNo

Description This field contains the audit trail occurrence number.

Format

Where used:

numeric 2

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

6.120 audtValAfter

Description This field indicates the Audit Trail Data After change.

Format

Where used:

alphanumeric 32

RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

6.121 audtValBefore

Description This field indicates the Audit Trail Data Before change.

Format

Where used:

alphanumeric 32

RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

Version V 3.1.3

05.04.2017

Page 613

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 614

6.122 autoCloseOut

Description This field indicates, whether the automatic close-out is to be applied to the given account.

Format alphanumeric 1

Valid Values

Y

N

Where used:

Decodes

Yes

No

Descriptions

Apply Automatic Close-out

Do not apply Automatic Close-out

CA770 Account Maintenance

6.123 avgOf249Days

Description This field contains the average number of relevant order and quote transactions of the preceeding 249 days

Format

Where used:

numeric 12

TR900 Daily Order and Quote Transactions

6.124 avgOf250Days

Description This field contains the average number of relevant order and quote transactions of 250 predeeding days includiung the report date

Format

Where used:

numeric 12

TR900 Daily Order and Quote Transactions

6.125 avgOfPrev250Days

Description This field contains the average number of relevant order and quote transactions of the preceeding 250 days before the report date

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 12

TR900 Daily Order and Quote Transactions

6.126 baseCurrency

Description This field contains the Base Currency

Format

Where used:

alphanumeric 3

CE055 FX Settlement Limit Report

Version V 3.1.3

05.04.2017

Page 615

6.127 baseFxAmnt

Description This field contains base transaction amount.

Format numeric signed 14, 2

Where used: CE051 FX Transactions & Instructions

6.128 bckMthNetLngBal

Description This field contains the back months total net long position of the margin class.

Format

Where used:

numeric 9

CC020 Futures Spread Margin

CC720 Futures Spread Margin

6.129 bckMthNetShtBal

Description This field contains the back months total net short position of the margin class.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 9

CC020 Futures Spread Margin

CC720 Futures Spread Margin

Version V 3.1.3

05.04.2017

Page 616

6.130 bckMthSpdMgn

Description This field contains the spread margin applied on all back month futures spread pairs positions of a margin class.

Format numeric signed 11, 2

Where used: CC020 Futures Spread Margin

CC720 Futures Spread Margin

6.131 bckMthSpdPos

Description This field contains back month spread position, which is the net spread position applied on all back month futures spread pair positions.

Format numeric signed 9

Where used: CC020 Futures Spread Margin

CC720 Futures Spread Margin

6.132 bckMthSpdRat

Description This field contains the back month spread rate, which is applied on all futures spread pairs containing only the back month positions.

Format numeric 9

Where used: CC020 Futures Spread Margin

CC720 Futures Spread Margin

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 617

6.133 bckMthTotLngBal

Description This field contains the total of back months net long position on contracts of the margin class.

Format numeric 9

Where used: CC020 Futures Spread Margin

CC720 Futures Spread Margin

6.134 bckMthTotShtBal

Description This field contains the total of back months net short position on contracts of the margin class.

Format numeric 9

Where used: CC020 Futures Spread Margin

CC720 Futures Spread Margin

6.135 beneficiary

Description This field contains a reference number agreed between the Eurex exchange participant and its external cooperation partner from different exchange, used in selected cooperation links such as with KRX.

Format alphanumeric 9

Where used: CB012 Account Statement

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

RD135 Trade Enrichment Rule Status

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

Eurex

XML Report Reference Manual

Format

Valid Values

Before

After

Where used:

Version V 3.1.3

05.04.2017

Page 618 XML Report Tag Descriptions

6.136 bfrAfr

Description This field contains before after decode, which indicates whether the given configurations are before or after the maintenance operation.

alphanumeric 6

Decodes Descriptions

Before

After

CA770 Account Maintenance

6.137 bfrAfrDec

Description This field contains before after decode, which indicates whether the given transaction details are before or after the capital adjustment.

Format alphanumeric 6

Valid Values Decodes Descriptions

BEFORE Before

AFTER After

Where used: CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA752 Capital Adjustment Positions Overview

6.138 bicClr

Description

Format

Where used:

This field indicates the BIC code of the clearing member.

alphanumeric 52

CE051 FX Transactions & Instructions

Eurex

XML Report Reference Manual

Format

Where used:

Version V 3.1.3

05.04.2017

Page 619 XML Report Tag Descriptions

6.139 billDat

Description This field indicates the billing date on which the service was actually provided.

DateFormat

CB325 Daily Service Fees

6.140 billMonth

Description This field indicates Billing Month on which the service was actually provided.

Format

Where used:

DateFormat

CB350 Monthly Fee Statement

6.141 billTyp

Description

Format

Valid Values

CASH

INFO

Where used:

This field displays the billing type.

alphanumeric 4

Decodes Descriptions for trades of surplus /gross for trades of offsetting block

CB225 Daily Eurex Fines

6.142 blkAuctInd

Description This field indicates whether the contract was put into a block auction.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

B

Where used:

Decodes Descriptions

Block Auction

TT130 Risk Event Report

TT131 Risk Event Trader Report

Version V 3.1.3

05.04.2017

Page 620

6.143 blkTrdFlg

Description This field indicates whether block trading facility is available for the product.

Format alphanumeric 1

Where used: TA111 All Active/Inactive Series

6.144 businessDay

Description This field contains current business day.

Format

Where used:

alphanumeric 10

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.145 businessDayOffset

Description This field represents the Business Date Offset, i.e. the number of business days subtracted (when negative) from or added (when positive) to the Business Date in order to get the corresponding Day

Settlement Date.

Format

Where used:

numeric signed 2

TA115 Total Return Futures Parameters

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.146 businessUnit

Description This field indicates the business unit.

Format alphanumeric 8

Where used: CB069 Transaction Report

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TR900 Daily Order and Quote Transactions

TT132 Market Maker Protection

TT133 Trading Risk Events

6.147 businessUnitId

Description This field indicates numeric identifier of the business unit.

Format

Where used:

numeric 6

CB069 Transaction Report

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

Version V 3.1.3

05.04.2017

Page 621

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TR900 Daily Order and Quote Transactions

TT132 Market Maker Protection

TT133 Trading Risk Events

Version V 3.1.3

05.04.2017

Page 622

6.148 busUntLngName

Description This field indicates long name of the business unit.

Format alphanumeric 40

Where used: CB069 Transaction Report

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TR900 Daily Order and Quote Transactions

TT132 Market Maker Protection

TT133 Trading Risk Events

6.149 buyCod

Description

Format

This field contains the buy code, which indicates whether the transaction is a buy or sell of a contract.

alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

P

R

B

S

Where used:

Decodes

Buy

Sell

Payr

Recr

Descriptions

CA054 Capital Adjustment Orders

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB191 Monthly TES Late Entry Fine

CB715 Average Pricing

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE071 OptOn Fut ExerAssign Summary

CE750 Expiration Payment-vs-Payment Overview

CE771 OptOn Fut ExerAssign Overview

TA113 Complex and Flexible Instrument Definition

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

Version V 3.1.3

05.04.2017

Page 623

Eurex

XML Report Reference Manual

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Version V 3.1.3

05.04.2017

Page 624

6.150 calcIntAmnt

Description This field contains the amount of the member's cash collateral deposits exceeding the interest free limit. It is the basis for the interest calculation.

Format numeric signed 13, 2

Where used: CD230 Monthly Interest Report

6.151 calcUndPrcPdVd

Description This field contains the last closing price of the underlying for the pricedown/volatility-down scenario, with 5 decimals at most.

Format numeric 9, 5

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.152 calcUndPrcPdVn

Description This field contains the last closing price of the underlying for the pricedown/volatility-neutral scenario, with 5 decimals at most.

Format numeric 9, 5

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.153 calcUndPrcPdVu

Description This field contains the last closing price of the underlying for the pricedown/volatility-up scenario, with 5 decimals at most.

Format numeric 9, 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CC040 Liquidating Values

CC740 Liquidating Values

Version V 3.1.3

05.04.2017

Page 625

6.154 calcUndPrcPuVd

Description This field contains the last closing price of the underlying for the priceup/volatility-down scenario, with 5 decimals at most.

Format

Where used:

numeric 9, 5

CC040 Liquidating Values

CC740 Liquidating Values

6.155 calcUndPrcPuVn

Description This field contains the last closing price of the underlying for the priceup/volatility-neutral scenario, with 5 decimals at most.

Format

Where used:

numeric 9, 5

CC040 Liquidating Values

CC740 Liquidating Values

6.156 calcUndPrcPuVu

Description This field contains the last closing price of the underlying for the priceup/volatility-up scenario, with 5 decimals at most.

Format

Where used:

numeric 9, 5

CC040 Liquidating Values

CC740 Liquidating Values

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.157 calDat

Description

Format

Where used:

This field contains the date of fee calculation.

DateFormat

CB182 Monthly OTC CCP Fee Statement

Version V 3.1.3

05.04.2017

Page 626

6.158 capAdjInfoTxt

Description This field contains the capital adjustment information text, which is the free-format note specific to capital adjustment.

Format

Where used:

alphanumeric 40

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

6.159 capAdjMtnTyp

Description This field contains the capital adjustment maintenance code, which indicates whether it is a change in contract specifications of existing regular/LEPO series or a new series added after a capital adjustment.

Format alphanumeric 3

Valid Values

C

A

Where used:

Decodes

Change

Add

Descriptions

CA051 Capital Adjustment Series

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 627

6.160 capAdjStsCod

Description This field contains capital adjustment status code, which indicates the status of the series before/after the capital adjustment.

Format alphanumeric 1

Valid Values

A

C

E

Where used:

Decodes Descriptions

Active

Inactive

Expired

CA051 Capital Adjustment Series

6.161 capAdjTrnTyp

Description This field contains capital adjustment transaction code for the type of the capital adjustment transaction. Currently it is 594 for all types of capital adjustments.

Format

Where used:

alphanumeric 3

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

6.162 cascId

Description

Format

Where used:

This field indicates the cascade ID.

alphanumeric 6

CB115 EEX Position Transfer

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6.163 cash

Description

Format

Where used:

This field contains CASH = Variation Margin + Option Premium.

numeric signed 16, 2

CC100 Risk Values History for Limits

6.164 cashBsktRefId

Description The field contains the textual specification for the cash basket reference ID, which is a unique reference ID of the equity cash basket linked to the transaction.

Format

Where used:

alphanumeric 32

TE545 Daily TES Maintenance

6.165 cashCollAmntClear

Description This field contains the Cash collateral amount in clearing currency.

Format numeric 14, 2

Where used: CB235 Daily Security Collateral Fee Statement

6.166 category

Description This field contains the user category.

Format alphanumeric 28

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values Decodes

Algorithmic Trading Engine

Electronic Eye

Order Routing System

Quote Machine

Trader Development Program

Trading Engine

Where used: RD115 User Profile Status

Descriptions

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6.167 cb120RecTypCod

Description This field contains the record type code, which indicates the modified or rejected position transactions.

Format alphanumeric 1

Valid Values

1

2

Where used:

Decodes Descriptions

Trades posted with closing errors

Rejected position transfers

CB120 Member Exception-Positions

6.168 cCorpFlag

Description This field indicates whether the report contains only data of CCorp members.

Format alphanumeric 1

Valid Values

Y

N

Where used:

Decodes Descriptions

Yes

No

CB192 Monthly Fee Statement

Eurex

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6.169 ccpDlvTrnId

Description This field contains the CCP delivery transaction number.

Format numeric 7

Where used: CB011 Std and Flx Cntr Dly Transactn

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CE120 ECC Delivery Report

6.170 ccyPair

Description

Format

Where used:

This field contains the Currency Pair.

alphanumeric 6

CE055 FX Settlement Limit Report

6.171 clasGrpCod

Description This field indicates the option class group code (call or put).

Format alphanumeric 1

Valid Values

C

P

Where used:

Decodes

Call

Put

CE030 Member Expiration

Descriptions

Eurex

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6.172 classifViolation

Description This field contains type of violation: "Systematic" or "Accidental" or

"n.a."

Format alphanumeric 9

Valid Values

0

1

2

Where used:

Decodes n.a.

Accidental

Systematic

Descriptions

TD980 Excessive System Usage Report

6.173 clearingHouse

Description This field contains the long name of the Clearing House ID (ie.ECAG)

Format alphanumeric 30

Where used: CE056 End of Day CLS Settlement Report

CI056 Preliminary CLS Settlement Report

6.174 clearingParticipant

Description Clearing Member of the exchange that has a specific Clearing

Business Unit which receives trade information for the trades of all own trading business units as well as for the trades of the trading business units of related Non-Clearing Members.

Format

Where used:

alphanumeric 5

RD155 Pre-trade Limits Status - Clearing Participant

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6.175 clearingPrc

Description This field contains the clearing price when it differs from the order execution price.

Format numeric signed 9, 5

Where used: TE810 T7 Daily Trade Confirmation

6.176 clearingPriceOffset

Description This field indicates the clearing price offset of the variance futures contract.

Format

Where used:

numeric 12, 6

TA114 Variance Futures Parameter

6.177 clearingQty

Description This field contains the clearing quantity when it differs from the order executed quantity.

Format

Where used:

numeric 9

TE810 T7 Daily Trade Confirmation

6.178 clearingSystemLicense

Description This field indicates the assigned clearing licenses for all standard and flexible accounts, i.e. whether the account is used in C7 and/or for clearing of OTC IRS products.

Format

Where used:

alphanumeric 20

CA770 Account Maintenance

Eurex

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Page 633

6.179 clearingTakeUpMember

Description This field indicates the name of the participant, which did the take-up.

Format alphanumeric 5

Where used: RD135 Trade Enrichment Rule Status

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

6.180 clgCurrTypCod

Description This field contains the clearing currency type code of the currency, which is used by the clearing house for clearing of all the positions.

The currency code is based on the ISO standard.

Format

Where used:

alphanumeric 3

CC045 Additional Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC745 Additional Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CI060 Daily Margin Summary

CN060 Nightly Margin Summary

6.181 clgHseInd2

Description This field contains the clearing house ID.

Format alphanumeric 4

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CA770 Account Maintenance

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CE056 End of Day CLS Settlement Report

CE790 In-the-money Configuration

CI056 Preliminary CLS Settlement Report

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6.182 clgHseSmbl

Description This field indicates to which clearing house the entitlement related data for the participant/ user belong to.

Format alphanumeric 4

Valid Values

1

2

Where used:

Decodes Descriptions

ECAG

ECAL

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

6.183 clgMembCurrTypCod

Description This field contains the clearing member currency type code according to the ISO standard.

Format alphanumeric 3

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CD033 Collateral Composition

CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

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6.184 clientRef

Description This field indicates the client order ID entered by the trader.

Format

Where used:

alphanumeric 20

TE540 Daily Order Maintenance

TE550 Open Order Detail

6.185 closTime

Description This field contains the Closure Time entered by the initiating user of the

TES trade and corresponds to the original trader agreement time.

Format

Where used:

TimeFormat18

TE545 Daily TES Maintenance

6.186 clrCurrTypCod

Description This field specifies the Clearing currency type according to the ISO standard.

Format

Where used:

alphanumeric 3

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

Eurex

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XML Report Tag Descriptions

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6.187 clrFunAmnt

Description This field contains the clearing fund amount, which is the clearing member's direct deposited capital. As part of the Eurex clearing fund, it serves as a safeguard against unusual price movements not covered by the margin calculation in case of a member default. The amount is valued in euro.

Format

Where used:

numeric 12

CD090 Overall Asset Summary

6.188 clrFunMin

Description This field contains the minimum clearing fund usage of the clearing member if calculated clearing fund requirements are smaller

Format

Where used:

numeric 12

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

6.189 clrFunPctOfMgnReq

Description This field contains the percentage of the average margin requirement, which gives the minimum clearing fund requirement of the member.

Format

Where used:

numeric 5, 2

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

6.190 clrFunPerPoolTotal

Description This field contains maximum from fields: Current day requirement, mid term requirement, long term requirement.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 12

CD091 ISA Direct Mem. Asset Summary

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Page 637

6.191 clrFunTotal

Description This field contains maximum value from Current/Mid/Long Term

Requirement plus KRX Contribution for Clearing Fund of a member .

Format

Where used:

numeric signed 12

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

6.192 clsAdjQty

Description This field contains closing adjustment quantity, which is the number of position close adjustments exceeding the zero cost quantity. A late closing fee is levied on these.

Format numeric signed 9

Where used: CB167 Late Closing Fees

6.193 clvCpnAdjInd

Description This field indicates the coupon adjustment of current liquidating value for bonds.

Format

Where used:

alphanumeric 2

CC011 Current Liquidating Margin

CC711 Current Liquidating Margin

Eurex

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Page 638

6.194 cntrClasCod

Description This field contains the option class code, which indicates whether it is a

Call or Put option.

Format alphanumeric 1

Valid Values

C

P

Where used:

Decodes

Call

Put

Descriptions

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CC010 Premium Margin

CC020 Futures Spread Margin

CC040 Liquidating Values

CC710 Premium Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CE010 In-the-money Advisory

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CE030 Member Expiration

CE035 Expired Series

CE050 Expiration Payment-vs-Payment

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE780 Exercise Abandon Daily Maintenance Overview

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TE930 T7 Daily Trade Statistics

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

Version V 3.1.3

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Page 639

6.195 cntrCshAmnt

Description Contains cash funding amount.

Format

Where used:

numeric signed 12

CD091 ISA Direct Mem. Asset Summary

6.196 cntrCshSetlAmnt

Description This field contains the contract cash settlement amount per contract before or after a spin-off.

Format numeric signed 7, 4

Where used: TA111 All Active/Inactive Series

Eurex

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6.197 cntrCurrTypCod

Description This field contains the contract currency type code, which is the currency in which transactions will be settled. The currency code is based on the ISO standard.

Format

Where used:

alphanumeric 3

TC549 EBI Trade Maintenance

6.198 cntrExercisePrice

Description This field contains the Exercise price for an options contract .

Format numeric 19, 6

Where used: CA752 Capital Adjustment Positions Overview

CB012 Account Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE780 Exercise Abandon Daily Maintenance Overview

TT750 Clearing Four Eye Principle

6.199 cntrExerPrc

Description This field indicates the option contract exercise price, at which the underlying will be received or delivered when the option contract is exercised.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 6

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CC010 Premium Margin

CC040 Liquidating Values

CC710 Premium Margin

CC740 Liquidating Values

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE050 Expiration Payment-vs-Payment

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TT150 Optional Four Eye Principle

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05.04.2017

Page 641

6.200 cntrExerPrcX

Description This field indicates the option contract exercise price, at which the underlying will be received or delivered when the option contract is exercised.

Format numeric 20, 10

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB165 Eurex Fee Statement

CB167 Late Closing Fees

Version V 3.1.3

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Page 642

6.201 cntrExpDat

Description This field indicates expiration date of the contract. This is the last trading day of the contract.

Format

Where used:

DateFormat

CA752 Capital Adjustment Positions Overview

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB021 Position / Active Trd Summary

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CC010 Premium Margin

CC020 Futures Spread Margin

CC040 Liquidating Values

CC710 Premium Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CE010 In-the-money Advisory

CE030 Member Expiration

CE050 Expiration Payment-vs-Payment

CE071 OptOn Fut ExerAssign Summary

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

TA113 Complex and Flexible Instrument Definition

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.202 cntrExpDayDat

Description This field indicates the expiration day of the contract.

Format

Where used:

numeric 2

CB165 Eurex Fee Statement

Version V 3.1.3

05.04.2017

Page 643

6.203 cntrExpMthDat

Description This field indicates the expiration month of the contract.

Format numeric 2

Valid Values

7

8

9

10

3

4

1

2

5

6

11

12

Where used:

Decodes

JAN

FEB

MAR

APR

MAY

JUN

JUL

AUG

SEP

OCT

NOV

DEC

Descriptions

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB102 Cash Settled Contracts

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB172 Credit Futures Separation

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CC010 Premium Margin

CC020 Futures Spread Margin

CC040 Liquidating Values

CC710 Premium Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

Version V 3.1.3

05.04.2017

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XML Report Reference Manual

XML Report Tag Descriptions

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

6.204 cntrExpYrDat

Description This field indicates the expiration year of the contract.

Format

Where used:

numeric 4

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB172 Credit Futures Separation

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CC010 Premium Margin

CC020 Futures Spread Margin

CC040 Liquidating Values

CC710 Premium Margin

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XML Report Reference Manual

XML Report Tag Descriptions

CC720 Futures Spread Margin

CC740 Liquidating Values

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

Version V 3.1.3

05.04.2017

Page 646

6.205 cntrFaceVal

Description This field contains the face value of the contract.

Format

Where used:

numeric signed 12, 2

CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.206 cntrMtnCod

Description This field contains the contract maintenance code, which indicates the status of the traded contract.

Eurex

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XML Report Tag Descriptions

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Format

Where used:

alphanumeric 1

TA110 Contract Maintenance

6.207 cntrPerUntInAmnt

Description This field contains the in-the-money (positive) or out-of-the-money

(negative) amount per unit.

Format

Where used:

numeric signed 11, 5

CE030 Member Expiration

CE710 Contract Expiration

6.208 cntrSecAmnt

Description Contains securities funding amount.

Format numeric signed 12

Where used: CD091 ISA Direct Mem. Asset Summary

6.209 cntrShrQty

Description This field contains the quantity of shares per contract before or after a spin-off.

Format numeric 9

Where used: TA111 All Active/Inactive Series

Eurex

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XML Report Tag Descriptions

Version V 3.1.3

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Page 648

6.210 cntrStsCod

Description This field contains the contract status code, which indicates its availability for trading.

Format alphanumeric 1

Valid Values

I

A

Where used:

Decodes Descriptions

Active

Inactive

TA111 All Active/Inactive Series

6.211 cntrStsNewCod

Description This field indicates new status of a contract. It is recorded only if the status of the contract undergoes any change in the trading day.

Format alphanumeric 1

Valid Values

A

E

R

P

Where used:

Decodes Descriptions

Active

Expired

Reporting

Pending

TA110 Contract Maintenance

6.212 cntrStsOldCod

Description This field indicates the previous status of a contract. It is recorded only if the status of the contract undergoes any change in the trading day.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

R

P

A

E

Where used:

Decodes Descriptions

Active

Expired

Reporting

Pending

TA110 Contract Maintenance

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05.04.2017

Page 649

6.213 cntrTotItmAmnt

Description This field contains the total in-the-money amount for the contracts held in the option series.

Format numeric signed 14, 2

Where used: CE030 Member Expiration

6.214 cntrTypCod

Description This field contains the contract type code.

Format

Where used:

alphanumeric 1

CB315 Daily Clearing Fees - Bonds

6.215 cntrVersNo

Description This field indicates the contract version number. This field is valid for options only. The version number of the contract is increased by 1 for each capital adjustment on the product.

Format numeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CC010 Premium Margin

CC020 Futures Spread Margin

CC040 Liquidating Values

CC710 Premium Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE050 Expiration Payment-vs-Payment

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE780 Exercise Abandon Daily Maintenance Overview

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

Version V 3.1.3

05.04.2017

Page 650

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

Version V 3.1.3

05.04.2017

Page 651

6.216 cntrVersNoX

Description This field indicates the contract version number. This field is valid for options only. The version number of the contract is increased by 1 for each capital adjustment on the product.

Format

Where used:

alphanumeric 5

CB165 Eurex Fee Statement

CB167 Late Closing Fees

6.217 collAmnt

Description This field contains the collateral amount, which is the value in euro of the cash or securities such as bonds and shares pledged by the member to cover for margin requirements determined by Eurex clearing.

Format numeric 9

Where used: CD032 Daily Guarantee

6.218 collClientEcm

Description Collaterals assigned to ECM segregated clients.

Format

Where used:

numeric 14, 2

CD043 ECM: Value Based Alloc. Method

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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6.219 collGrpLimFact

Description This field contains the limit factor used by Eurex to cut value of collateral deposits in a security type, before considering them for fulfilling margin requirement. Limit factor depends on the security group and its volatility.

Format

Where used:

numeric 8, 2

CD033 Collateral Composition

6.220 collPropEcm

Description Collateral assigned of a Clearer on Account PP together with ICM.

Format numeric 14, 2

Where used: CD043 ECM: Value Based Alloc. Method

6.221 collStsCod

Description This field indicates the status of the collateral transaction done on current day.

Format alphanumeric 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

EX

CP

IC

ER

PE

BL

PC

RJ

SC

PX

BX

BC

PA

BR

CF

DL

PO

Where used:

Decodes

Pending Approval

Balance Reduced

Confirmed

Deleted

Pend Eurex Adj Bal Onl

Pending Eurex

Blocked

Pending Confirmation

Rejected

Expired

Complete

Incomplete

Pending Error

Sent to Cash Location

Pending Approval CSD

Blocked CSD GC

Blocked CSD CL

Descriptions

CD100 Audit Trail Coll Transactions

Version V 3.1.3

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Page 653

6.222 collVal

Description

Format

Where used:

This field contains the collateral value of the given security types.

numeric 12, 2

CD033 Collateral Composition

6.223 collValBond

Description This field contains the value of bond collateral deposits for the given pool ID.

Format numeric 12, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CD033 Collateral Composition

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6.224 collValCash

Description This field contains the value of cash collateral deposits for the given pool ID.

Format numeric 12, 2

Where used: CD033 Collateral Composition

6.225 collValClgCurr

Description This field contains the value of collateral deposits of given security type, calculated in clearing member currency.

Format numeric 12, 2

Where used: CD033 Collateral Composition

6.226 collValEff

Description This field contains the effective value of collateral deposits, which is the minimum of the limit and the actual collateral deposits.

Format

Where used:

numeric 12, 2

CD033 Collateral Composition

6.227 collValStock

Description This field contains the value of stock collateral deposits for the given pool ID.

Format numeric 12, 2

Eurex

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Where used: CD033 Collateral Composition

6.228 combTypCod

Description This field contains the Combination type.

Format

Where used:

alphanumeric 1

CB165 Eurex Fee Statement

6.229 compCaptAmnt

Description The field contains the company capital requirement amount for clearing license of Eurex. The requirement depends on the daily risk taken by the member through its positions in the market.

Format

Where used:

numeric 12

CD090 Overall Asset Summary

6.230 compCaptMin

Description This field contains the minimum company capital usage of the clearing member if calculated company capital requirements are smaller.

Format

Where used:

numeric 12

CD090 Overall Asset Summary

6.231 compCaptPctOfMgnReq

Description This field contains the percentage of the average margin requirement, which gives the minimum company capital requirement of the member.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 5, 2

CD090 Overall Asset Summary

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6.232 compCaptTotal

Description This field contains maximum value from current/mid/long term requirement plus KRX contribution for company capital of a member.

Format

Where used:

numeric signed 12

CD090 Overall Asset Summary

6.233 complianceId

Description This field electronically identifies orders generated automatically and indicates to the compliance authorities the corresponding algorithm used by traders.

Format

Where used:

numeric 20

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

6.234 complianceInfo

Description This field contains free format text used by traders to indicate to the compliance authorities their trading strategy.

Format

Where used:

alphanumeric 20

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.235 confirmAmnt

Description This field contains the confirmed amount.

Format

Where used:

numeric signed 14, 2

CE051 FX Transactions & Instructions

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6.236 contribution

Description This field shows contribution amount.

Format numeric 12

Where used: CD092 Asset Summary Aggregation

6.237 convFact

Description This field contains the conversion factor, which is used to equalize for the difference in issue terms between the notional bond and the real bond eligible for delivery. It is used to calculate the final delivery price.

Format numeric 7, 6

Where used: CE038 Deliverable Bonds

6.238 cooperationPartner

Description This field denotes the MIC code for the market associated with the external cooperation partner

Format alphanumeric 4

Valid Values

XKFE

XTAF

Decodes Descriptions

Korea Exchange (Futures Market)

Taiwan Futures Exchange

Eurex

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Where used: RD135 Trade Enrichment Rule Status

6.239 couponFrq

Description This field contains the textual specification for the coupon frequency, which is the number ofinterest payments (coupon) made annually.

Format alphanumeric 32

Where used: TE545 Daily TES Maintenance

6.240 couponRat

Description This field contains the textual specification for the coupon rate, which is the yearly rate of interest a bond receives on its face value.

Format

Where used:

alphanumeric 32

TE545 Daily TES Maintenance

6.241 couponVarOfs

Description This field contains the textual specification for the variable offset rate, which is expressed as +/- n basis points (reference rate). It is applicable for EFS transactions only.

Format

Where used:

alphanumeric 32

TE545 Daily TES Maintenance

Eurex

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6.242 couponVarRef

Description This field contains the textual specification for the reference rate, which is used as the variable rate for the swap. It is applicable for EFS transactions only.

Format alphanumeric 32

Where used: TE545 Daily TES Maintenance

6.243 coverage

Description This field shows how many percent of total requirement is covered by contribution.

Format numeric 3

Where used: CD092 Asset Summary Aggregation

6.244 covReq

Description

Format

Where used:

This field contains coverage requirement, which is the percentage of trading period required to be covered by good quotes for a member registered under advanced or permanent market maker program.

numeric 5

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

6.245 covTim

Description This field contains coverage time, which is the total time for which active good quotes were provided on the series in the market trading hours.

Eurex

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XML Report Tag Descriptions

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Format

Where used:

TimeFormat

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

6.246 covTimPercent

Description This field contains the COVERED TIME per day in percentages.

Format numeric 6, 2

Where used: TD982 Special Report French Equity Options

6.247 cpnAdj

Description

Format

Where used:

This field contains the coupon adjustment expressed as a percentage per annum.

numeric signed 13, 3

CC031 Theoretical Values II

6.248 cpnDat

Description

Format

Where used:

This field contains the coupon date on which the coupon will be paid for a bond.

DateFormat

CC031 Theoretical Values II

Eurex

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6.249 cpnFreq

Description

Format

Where used:

This field contains the coupon frequency, which is the number of interest payments (coupon) made annually.

numeric 2

TC549 EBI Trade Maintenance

6.250 cpnRat

Description

Format

Where used:

This field contains the coupon rate, which is the yearly rate of interest a bond receives on its face value.

numeric 6, 4

CE038 Deliverable Bonds

TC549 EBI Trade Maintenance

6.251 cpnVarOfs

Description This field contains the variable offset rate, which is expressed as +/- n basis points (reference rate). It is applicable for EFS transactions only.

Format

Where used:

numeric signed 6, 4

TC549 EBI Trade Maintenance

6.252 cpnVarRef

Description This field indicates the reference rate, which is used as the variable rate for the swap. It is applicable for EFS transactions only.

Format

Where used:

alphanumeric 12

TC549 EBI Trade Maintenance

Eurex

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6.253 Crossed

Description

Format

This flag indicates whether an order was partially or fully deleted due to self-match prevention.

alphanumeric 1

Valid Values

Y

N

Where used:

Decodes Descriptions

SMP action took place

No SMP action took place

TE540 Daily Order Maintenance

6.254 csdId

Description

Format

Where used:

This field contains the Central Securities Depository (CSD) ID.

alphanumeric 6

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD037 Claim Amount Based Collaterals

CD080 Monthly Collateral Movement

CD100 Audit Trail Coll Transactions

6.255 cshAcctCod

Description This field contains the cash account code, which indicates the type of coverage for which the deposited collateral is used.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

F

C

R

H

M

Where used:

Decodes

CLEARING HOUSE

MARGIN

CLEARING FUND

COMPANY CAPITAL

REGULAR

Descriptions

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD032 Daily Guarantee

CD080 Monthly Collateral Movement

CD100 Audit Trail Coll Transactions

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6.256 cshAcctNo2

Description This field indicates the cash account number.

Format alphanumeric 22

Where used: CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD015 Detailed Account Statement

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

6.257 cshBalAmnt

Description This field contains the cash balance at the start and at the end of the day for the balance action. The snapshot of the balances is taken at a time predefined by Eurex.

Format numeric signed 13, 2

Where used: CD230 Monthly Interest Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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6.258 cshBsktRefId

Description The field contains the cash basket reference ID, which is a unique reference ID of the equity cash basket linked to the transaction.

Format alphanumeric 20

Where used: TC549 EBI Trade Maintenance

6.259 cshCollAmnt

Description This field contains the cash collateral amount pledged against any margin requirements.

Format

Where used:

numeric signed 13, 2

CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.260 cshInstId

Description This field indicates the cash instruction ID.

Format

Where used:

alphanumeric 15

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

6.261 cshIntRat

Description This field contains the cash market interest rate of the currency.

Format numeric signed 7, 4

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CC040 Liquidating Values

CC740 Liquidating Values

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6.262 cshLocKeyCod

Description This field contains the cash location key code, which indicates where the cash account is maintained.

Format

Where used:

alphanumeric 5

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD015 Detailed Account Statement

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

6.263 cshPosNet

Description This filed contains the member's net cash risk position of the security.

Format numeric signed 13, 2

Where used: CC011 Current Liquidating Margin

CC711 Current Liquidating Margin

6.264 cshPrcConv

Description This field contains the clean cash price of the cash leg basket.

Format

Where used:

numeric 8, 4

TC549 EBI Trade Maintenance

TE545 Daily TES Maintenance

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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6.265 cshQty

Description

Format

Where used:

This field contains the quantity of the cash leg (equities) resulting from a volatility strategy trade in equity options entered as a TES block trade.

numeric signed 8

CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

6.266 cshRcvPayAmnt

Description This field contains the cash amount receivable/payable of a physically settled delivery per account and futures contract.

Format numeric signed 12, 2

Where used: CE120 ECC Delivery Report

6.267 cshRefCod

Description This field contains the cash reference code for the transaction in the cash account.

Format alphanumeric 15

Where used: CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

Eurex

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6.268 cshRefId

Description This field will contain a reference id which would be used to map a cash transaction to a particular member position.

Format alphanumeric 9

Where used: CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.269 cshSetlmtAmnt

Description This field contains the cash settlement amount to be credited (positive) or debited (negative amount) due to exercise or assignment of positions.

Format numeric signed 14, 2

Where used: CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

6.270 cshStlRun

Description This field indicates the cash settlement run.

Format alphanumeric 4

Valid Values

NTP

ADD1

DTP1

DTP2

DTP3

DTP4

DTP5

DTP6

MISC

Decodes Descriptions

Night time processing

Additional run 1

Day time processing 1

Day time processing 2

Day time processing 3

Day time processing 4

Day time processing 5

Day time processing 6 miscellaneous run

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD072 Monthly Cash Account NCM / RC

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6.271 ctpyAcct

Description This field contains the CSD-account number of the counterparty, which is used by the CCP for security related transactions of the member. As

Eurex Clearing is the central counterparty to every transaction it's

Eurex' CSD number that appears here.

Format

Where used:

alphanumeric 6

CE070 Exercise And Assign Summary

CE075 Notification/Allocation Summ

CE770 Exercise And Assign Overview

CE775 Notification/Allocation Information

6.272 ctribTypText

Description This field contains the contribution type text, which indicates the form in which the member's asset are deposited.

Format alphanumeric 25

Where used: CD090 Overall Asset Summary

6.273 ctrPtyId

Description

Format

This field contains the counterparty member ID.

alphanumeric 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

6.274 ctrPtySubGrpCod

Description This field contains the subgroup code of the counterparty.

Format

Where used:

alphanumeric 3

TC549 EBI Trade Maintenance

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6.275 culi

Description

Format

Where used:

This field contains CULI = Premium Margin + Current Liquidating

Margin + Variation Margin + Option Premium.

numeric signed 16, 2

CC100 Risk Values History for Limits

6.276 currentVola

Description This field contains liquidating value for a single price-dir/vola-dir.

Format

Where used:

numeric 5, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.277 currIntRat

Description This field contains the cash market interest rate of the currency.

Format numeric signed 13, 4

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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Where used: CC011 Current Liquidating Margin

CC031 Theoretical Values II

CC711 Current Liquidating Margin

6.278 currSetlmtPrc

Description This field contains the current settlement price of a contract.

Format numeric 9, 5

Where used: CB021 Position / Active Trd Summary

CB063 Flx Cntr Transactn Overview

6.279 currSetlmtPrc_1

Description This field contains the current settlement price of a contract.

Format numeric 9, 5

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB102 Cash Settled Contracts

TD930 Daily Trade Statistics

TE930 T7 Daily Trade Statistics

6.280 currTypCod

Description This field indicates the currency in which transactions will be settled.

The currency code is based on the ISO standard.

Format alphanumeric 3

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CA052 Capital Adjustment Positions

CA752 Capital Adjustment Positions Overview

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB225 Daily Eurex Fines

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

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Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

CC040 Liquidating Values

CC050 Daily Margin

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC750 Daily Margin

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD032 Daily Guarantee

CD033 Collateral Composition

CD040 Monthly Guarantee Expiration

CD042 Daily Settlement Statement

CD043 ECM: Value Based Alloc. Method

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

CD092 Asset Summary Aggregation

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CD235 Reservation amount

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE056 End of Day CLS Settlement Report

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XML Report Reference Manual

XML Report Tag Descriptions

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE790 In-the-money Configuration

CI042 Margin Call

CI050 Daily Margin

CI056 Preliminary CLS Settlement Report

CI060 Daily Margin Summary

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

TA111 All Active/Inactive Series

TC549 EBI Trade Maintenance

TE545 Daily TES Maintenance

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT750 Clearing Four Eye Principle

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6.281 currTypCod_1

Description This field indicates the currency in which transactions will be settled.

The currency code is based on the ISO standard.

Format alphanumeric 3

Where used: CD091 ISA Direct Mem. Asset Summary

6.282 curSecuPrice

Description This field contains the security last closing price at the last market closing, with 5 decimals at most.

Format numeric 9, 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CC040 Liquidating Values

CC740 Liquidating Values

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6.283 cust

Description

Format

Where used:

This field contains the customer-related information provided during the entry of the transaction.

alphanumeric 12

CA054 Capital Adjustment Orders

CB030 Position Transfer Overview

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB120 Member Exception-Positions

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

6.284 custFrom

Description This field contains the customer-related information for the transfer transaction, which was entered by the delivering member. It is meant for the member's internal usage and to signify the source of the transfer transaction.

Format

Where used:

alphanumeric 12

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

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6.285 customerInstr

Description This field refers to the rate identifier defined by the Futures Industry

Association (FIA) and contains information about the way how the order has been entered in the system. It may be used by the clearing applications to charge the corresponding fees.

Format

Where used:

alphanumeric 1

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

6.286 customIndex

Description This field represents the Custom Index to be applied to the trading to clearing price conversion.

Format

Where used:

numeric signed 12, 6

TE545 Daily TES Maintenance

6.287 custText

Description

Format

Where used:

This field contains the free-format text provided by the member, which is used for the member internal usage to refer to their customer.

alphanumeric 12

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

6.288 custTextX

Description This field contains the free-format text provided by the member, which is used for the member internal usage to refer to their customer.

Format alphanumeric 36

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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Where used: CB165 Eurex Fee Statement

6.289 custTo

Description

Format

Where used:

This field contains the customer-related information for the transfer transaction, which was entered by the receiving member. It is meant for the member's internal usage and to signify the destination of the transfer transaction.

alphanumeric 12

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

6.290 dailyDistribution

Description This field represents the Distribution amount calculated for the day from the Distribution Index difference between the business day and the previous business day.

Format numeric signed 12, 6

Where used: TA115 Total Return Futures Parameters

6.291 dailyFunding

Description This field represents the Daily Funding amount calculated from the

Funding Rate entered for the day and applied for the Funding Days to the Underyling Index of the previous day.

Format numeric signed 12, 6

Where used: TA115 Total Return Futures Parameters

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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6.292 dailyTransLimitPerMemProd

Description This field contains the Daily transaction limit per member and product.

Format numeric 15

Where used: CB197 Excessive System Usage Fee

6.293 date

Description

Format

Where used:

This field contains the date of transaction, which will be in generic date format.

DateFormat

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD230 Monthly Interest Report

CE051 FX Transactions & Instructions

6.294 dayAvgText

Description This field contains the day average text, which is a description of the daily average margin requirement.

Format

Where used:

alphanumeric 20

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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6.295 dayCutLim

Description This field contain the day cut off limit.

Format

Where used:

numeric 10

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.296 dayMat

Description

Format

Where used:

Days to maturity referring the number of days between maturity date and the greater of the novation or effective/start date.

numeric 5

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.297 dayNo

Description

Format

Where used:

This field indicates the number of days between the contractual settlement date of the front and the term leg of the Repo.

numeric 7

CB315 Daily Clearing Fees - Bonds

6.298 dayReqClrFun

Description This field contains the clearing fund requirement on a daily level.

Format numeric signed 12

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

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6.299 dayReqCompCapt

Description This field contains the company capital requirement on a daily level.

Format numeric signed 12

Where used: CD090 Overall Asset Summary

6.300 dayReqEqCapt

Description This field contains the company capital requirement on a daily level.

Format

Where used:

numeric signed 12

CD091 ISA Direct Mem. Asset Summary

6.301 daySettlDate

Description This field represents the Day Settlement Date, i.e. the Business Date plus the Business Day Offset.

Format

Where used:

DateFormat

CE056 End of Day CLS Settlement Report

CI056 Preliminary CLS Settlement Report

TA115 Total Return Futures Parameters

6.302 daysToMaturity

Description This field represents the Days to Maturity calculated as the calendar day difference between the Expiration Settlement Date and the Day

Settlement Date.

Eurex

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XML Report Tag Descriptions

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05.04.2017

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Format

Where used:

numeric 4

TA115 Total Return Futures Parameters

6.303 dayTesVol

Description This field contains the total TES contract volume of the current day.

Format numeric 9

Where used: TE930 T7 Daily Trade Statistics

6.304 dayTotVol

Description This field contains the total volume of the current day.

Format

Where used:

numeric 9

TD930 Daily Trade Statistics

TE930 T7 Daily Trade Statistics

6.305 dCutLim

Description

Format

Where used:

This field contains the daily cut limit, which is the maximum number of quote requests used for calculating the daily violation percentage.

numeric 10

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.306 dealItem

Description

Format

Where used:

This field contains the Deal Item ID - sequential number.

numeric 10

TE810 T7 Daily Trade Confirmation

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6.307 defaultClearingPriceOffset

Description This field indicates the default value used to initialize the clearing price offset of new variance futures contracts.

Format

Where used:

numeric 12, 6

TA114 Variance Futures Parameter

6.308 deletedQty

Description In case of SMP (Self-Match Prevention), this field contains the total deleted quantity due to SMP. For incoming orders/quote sides, this is the sum of the smpDeletedQty and any other cancelled quantity according to the Self-Match Prevention rule. For resting orders/quote sides deletedQty is identical to smpDeletedQty.

Format numeric 9

Where used: TE812 Daily Prevented Self-Matches

6.309 delOrdrCnt

Description This field contains delete order count, which is the number of open orders deleted in consequence to a stop button risk event.

Format numeric 9

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

Version V 3.1.3

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6.310 delProtected

Description This field contains information whether a user is protected from deletion by the business unit service administrator.

Format numeric 1

Valid Values

0

1

Where used:

Decodes

F

T

RD115 User Profile Status

Descriptions

FALSE

TRUE

6.311 delQuoCnt

Description This field contains delete quote count, which is the number of open quotes deleted in consequence to a stop button risk event.

Format numeric 9

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.312 deltaLimQty

Description This field contains the market maker protection delta limit quantity, which is the absolute number of purchased calls plus sold puts minus the sum of sold calls and purchased puts through quotes of the same subgroup.

Format numeric 9

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

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6.313 deltaLngLimQty

Description This field contains the delta long limit quantity, which is the accumulated quantity of buy orders for calls and sell orders for puts.

Format

Where used:

numeric 9

TT130 Risk Event Report

TT131 Risk Event Trader Report

6.314 deltaShtLimQty

Description This field contains the delta short limit quantity, which is the accumulated quantity of sell orders for calls and buy orders for puts.

Format

Where used:

numeric 9

TT130 Risk Event Report

TT131 Risk Event Trader Report

6.315 descr

Description

Format

Where used:

This field contains the description of the type and purpose of the transaction.

alphanumeric 80

CB068 Transaction Mix

Eurex

XML Report Reference Manual

Format

Where used:

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6.316 descr1

Description This field contains the description of the data in the report, which clearly demarcates different sections of the report.

alphanumeric 130

CD033 Collateral Composition

CD042 Daily Settlement Statement

CE051 FX Transactions & Instructions

CI042 Margin Call

CN042 Night Margin Call

TT130 Risk Event Report

TT131 Risk Event Trader Report

6.317 discFactor

Description This field indicates the discount factor calculated from the interest till expiration.

Format numeric 10, 9

Where used: TA114 Variance Futures Parameter

6.318 disclaimer

Description This field contains the disclaimer of the report.

Format

Where used:

alphanumeric 300

TD982 Special Report French Equity Options

6.319 dispDcml

Description This field contains the number of displayed decimals.

Format numeric 4

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Where used: TA111 All Active/Inactive Series

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

6.320 distributionIndex

Description This field represent the Distribution Index entered for the business day.

Format numeric signed 12, 6

Where used: TA115 Total Return Futures Parameters

6.321 dlvClgHseTrnNo

Description This field contains the delivery clearing house transaction number.

Format

Where used:

numeric 7

CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

6.322 dlvCurrAmnt

Description This field contains the delivery amount in the delivery currency.

Format

Where used:

numeric signed 14, 2

CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.323 dlvCurrTypCod

Description This field contains delivery currency type code, which is the currency for payments at delivery and final settlement.

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Format

Where used:

alphanumeric 3

CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.324 dlvDueDat

Description This field contains the delivery due date of the collateral, for which a transaction is entered or modified in the current day.

Format

Where used:

DateFormat

CD100 Audit Trail Coll Transactions

6.325 dlvInd

Description

Format

Valid Values

DVP

FOP

Where used:

This field indicates the delivery instruction code.

alphanumeric 3

Decodes

Delivery Versus Payment

Free Of Payment

Descriptions

TA111 All Active/Inactive Series

6.326 dlvSetlmtAmnt

Description This field contains the delivery settlement amount that a member receives (positive amount) or has to pay (negative amount).

Format numeric signed 14, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CE050 Expiration Payment-vs-Payment

CE070 Exercise And Assign Summary

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

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6.327 dlvTrdUntNo

Description This field contains the delivery trade unit number for physically settled open deliveries.

Format numeric 8, 2

Where used: CE120 ECC Delivery Report

6.328 dlvTrnNo

Description This field indicates the delivery transaction number, which is a reference number assigned for deliveries resulting from notification or allocation.

Format numeric 6

Where used: CE075 Notification/Allocation Summ

CE775 Notification/Allocation Information

6.329 dlyHghPrc

Description This field indicates the highest trade price of the contract or external underlying recorded in the current day.

Format numeric 9, 5

Where used: TD930 Daily Trade Statistics

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6.330 dlyHghPrcSignd

Description This field indicates the highest trade price of the contract or external underlying recorded in the current day.

Format numeric signed 9, 5

Where used: TE930 T7 Daily Trade Statistics

6.331 dlyIntAmnt

Description This field contains the daily interest earned by a member on its cash collateral deposits exceeding the interest free limit.

Format

Where used:

numeric signed 13, 2

CD230 Monthly Interest Report

6.332 dlyLowPrc

Description This field indicates the lowest trade price of the contract or external underlying recorded in the current day.

Format

Where used:

numeric 9, 5

TD930 Daily Trade Statistics

6.333 dlyLowPrcSignd

Description This field indicates the lowest trade price of the contract or external underlying recorded in the current day.

Format numeric signed 9, 5

Where used: TE930 T7 Daily Trade Statistics

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.334 dlySetlmtPrc

Description This field contains the daily settlement price.

Format

Where used:

numeric 10, 5

CB064 Flx Cntr Daily Transactions

CE120 ECC Delivery Report

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6.335 downAdptIntRat

Description This field contains the down-adapted interest rate, which is the rate used to discount member's positive cash position to get the current liquidating value.

Format numeric signed 13, 4

Where used: CC011 Current Liquidating Margin

CC711 Current Liquidating Margin

6.336 dummyColumn1

Description This field is used as a placeholder for an empty column.

Format

Where used:

alphanumeric 11

CD091 ISA Direct Mem. Asset Summary

6.337 dummyColumn2

Description This field is used as a placeholder for an empty column.

Format alphanumeric 11

Where used: CD091 ISA Direct Mem. Asset Summary

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6.338 ebiTrdRefNo

Description This field indicates the EBI (E- Brokerage Interface) trade reference number of the EBI multilateral trade.

Format alphanumeric 6

Where used: TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

6.339 ecbExchRat

Description This field contains the ECB exchange rate.

Format

Where used:

numeric 12, 5

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.340 effContribution

Description This field shows effective contribution amount.

Format

Where used:

numeric 12

CD092 Asset Summary Aggregation

6.341 effExpDat

Description This field contains the effective expiry date. For standard contracts effExpDat is the exact expiry day of the contract (DD.MM.YYYY) and for flexible contracts it is the expiry date as mentioned in the contract.

This is the technical date as present in the Eurex system after which trading is disallowed on the contract.

Format DateFormat

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB011 Std and Flx Cntr Dly Transactn

CB021 Position / Active Trd Summary

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6.342 effMaxCalSprdQty

Description This field contains the effective maximum allowed future spread quantity for a trader in a given product.

Format

Where used:

numeric 9

RD125 User Transaction Size Limit Status

6.343 effMaxOrdrQty

Description This field contains the effective maximum quantity of regular order, which is allowed to the trader in the given product.

Format numeric 9

Where used: RD125 User Transaction Size Limit Status

6.344 effMaxTESQty

Description This field contains the effective maximum quantity of a TES trade, which is allowed to the trader in the given product.

Format numeric 9

Where used: RD125 User Transaction Size Limit Status

6.345 effStatus

Description This field contains the effective user status.

Format alphanumeric 1

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Valid Values

1

2

Where used:

Decodes

1

2

RD115 User Profile Status

Descriptions

Active

Suspended

6.346 elapsedNoTradingDays

Description This field indicates the number of elapsed trading days since the contract introduction.

Format numeric 4

Where used: TA114 Variance Futures Parameter

6.347 endDat

Description

Format

Where used:

This field indicates the end date, up to which the member's transactions are considered while generating the report.

DateFormat

CR010 Clearing Ranking

TC549 EBI Trade Maintenance

TE545 Daily TES Maintenance

TR010 Trading Ranking

6.348 entActivity

Description This field specifies the activity for which the four-eye request is pending.

Format alphanumeric 1

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Valid Values

3

4

1

2

Where used:

Decodes Descriptions

Participant Role Assignment Maintenance

User Role Assignment Maintenance

Max Rights Maintenance

User Entitlement Maintenance

TT764 Four-eye Request Processing Entitlement

6.349 enteringUser

Description This field indicates the user who entered the order.

Format alphanumeric 6

Where used: TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

6.350 entitlmntLvl

Description This field specifies to which extend the assigned privilege can be executed by the participant/ user.

Format alphanumeric 1

Valid Values

0

1

2

3

Decodes Descriptions no entitlement level defined, meaning entitlement level of parent account group applies (if applicable) explicitly no entitlement to execute the specific privilege entitlement to execute the specific privilege is given to a certain extent (relevant in the context of four-eye processing) entitlement to execute the specific privilege is given to a certain extent (relevant in the context of four-eye processing) entitlement to execute the specific privilege is given to a certain extent (relevant in the context of four-eye processing)

Eurex

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Where used: TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

6.351 entPartStatus

Description This field contains the changed .entitlement specific status. of the participant for which entitlement settings have been changed

Format alphanumeric 1

Valid Values

I

A

Where used:

Decodes Descriptions

Active

Inactive

TT763 Participant Entitlement Changes

6.352 entRole

Description

Format

Where used:

This field contains the entitlement role.

alphanumeric 30

RD110 User Profile Maintenance

RD115 User Profile Status

6.353 entryDate

Description This field contains the original entry date of the given order, which is in generic date format.

Format DateFormat

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TE540 Daily Order Maintenance

TE550 Open Order Detail

Version V 3.1.3

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6.354 entryTime

Description This field contains the original entry time of the given order, which is in generic time format.

Format

Where used:

TimeFormat18

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

6.355 entTimDatCet

Description This field indicates the Date when the trade was entered or when substantial changes exist. It is the time of the last change in the Eurex system in Central European Time (CET).

Format DateFormat

Where used: CB191 Monthly TES Late Entry Fine

6.356 entTimTimCet

Description This field contains the Time when the trade was entered or when substantial changes exist. It is the time of the last change in the Eurex system in Central European Time (CET).

Format TimeFormat

Where used: CB191 Monthly TES Late Entry Fine

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6.357 entUsrStatus

Description This field contains the changed .entitlement specific status. of the user

Format alphanumeric 1

Valid Values

I

A

Where used:

Decodes Descriptions

Active

Inactive

TT761 User Entitlement Changes

6.358 envText

Description

Format

Valid Values

A

S

P

Where used:

This field describes from which technical environment the report comes from.

alphanumeric 1

Decodes Descriptions

Acceptance

Simulation

Production

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB068 Transaction Mix

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CB069 Transaction Report

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB225 Daily Eurex Fines

CB235 Daily Security Collateral Fee Statement

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC031 Theoretical Values II

CC033 Theoretical Values III

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XML Report Reference Manual

XML Report Tag Descriptions

CC034 Theoretical Prices

CC040 Liquidating Values

CC045 Additional Margin

CC050 Daily Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD032 Daily Guarantee

CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

CD040 Monthly Guarantee Expiration

CD042 Daily Settlement Statement

CD043 ECM: Value Based Alloc. Method

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

CD092 Asset Summary Aggregation

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CD235 Reservation amount

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE055 FX Settlement Limit Report

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CE056 End of Day CLS Settlement Report

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

CI042 Margin Call

CI050 Daily Margin

CI056 Preliminary CLS Settlement Report

CI060 Daily Margin Summary

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

CR010 Clearing Ranking

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD943 Daily Permanent Market Making Strategy Quote Request

Performance

TD944 Daily Advanced Market Making Strategy Quote Request Performance

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TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TD982 Special Report French Equity Options

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

TR010 Trading Ranking

TR900 Daily Order and Quote Transactions

TT110 User Security Maintenance

TT115 User Security Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT132 Market Maker Protection

TT133 Trading Risk Events

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

TT770 Password Change

6.359 eqBidAskQtyReqrFlg

Description This field indicates whether quotes must have equal quantities on the bid and ask side.

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Format

Valid Values

Y

N

Where used:

alphanumeric 1

Decodes Descriptions

Yes

No

TA111 All Active/Inactive Series

6.360 eqCaptMin

Description This field contains the minimum company capital usage of the clearing member if calculated clearing fund requirements are smaller

Format

Where used:

numeric 12

CD091 ISA Direct Mem. Asset Summary

6.361 eqCaptPctOfMgnReq

Description This field contains the percentage of the average margin requirement, which gives the minimum company capital requirement of the member.

Format numeric 5, 2

Where used: CD091 ISA Direct Mem. Asset Summary

6.362 eqCaptPerPoolTotal

Description This field contains maximum from fields: Current day requirement, mid term requirement, long term requirement.

Format numeric 12

Where used: CD091 ISA Direct Mem. Asset Summary

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6.363 eqCaptTotal

Description This field contains total company capital provided by ISA Direct

Member (summed up securities and cash). The amount is valued in euro.

Format

Where used:

numeric 12

CD091 ISA Direct Mem. Asset Summary

6.364 excessTxn

Description This field contains excess transactions above the transaction limit

Format numeric 12

Where used: TD980 Excessive System Usage Report

6.365 exchangeOrderId

Description This field indicates the unique order ID stamped at the exchange or the order identification number assigned to an order by the Eurex classic exchange.

Format alphanumeric 20

Where used: TE540 Daily Order Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

6.366 exchIdCod

Description This field indicates the ID of the relevant exchange.

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Format

Valid Values

XEUR

XEEX

XETR

XFRA

XSWX

XEUB

XISX

XEPD

XEEM

XEGX

XKFE

XTAF

MKTW

XEUM

PIRM

SLXT

Where used:

alphanumeric 4

Decodes Descriptions

Eurex

EEX

Xetra

Boerse Frankfurt

Swiss Exchange

Eurex Bonds

International Securities Exchange

EEX Power Derivatives

EEX Emission Products

EEX Gas Products

Korea Exchange

Taiwan Exchange

MarkitWire

Eurex Repo SecLend Market

Pirum Systems Limited

SL-x Trading Europe Ltd

CB001 Product and Price Report

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB196 Daily Overall Fee Summary

6.367 exchNam

Description This field contains the exchange name.

Format alphanumeric 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

EUREX

EEX

Where used:

Decodes Descriptions

Eurex

EEX

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB068 Transaction Mix

CB069 Transaction Report

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

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CB225 Daily Eurex Fines

CB235 Daily Security Collateral Fee Statement

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

CC040 Liquidating Values

CC045 Additional Margin

CC050 Daily Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD032 Daily Guarantee

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CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

CD040 Monthly Guarantee Expiration

CD042 Daily Settlement Statement

CD043 ECM: Value Based Alloc. Method

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

CD092 Asset Summary Aggregation

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CD235 Reservation amount

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE055 FX Settlement Limit Report

CE056 End of Day CLS Settlement Report

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

CI042 Margin Call

CI050 Daily Margin

CI056 Preliminary CLS Settlement Report

CI060 Daily Margin Summary

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

CR010 Clearing Ranking

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

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RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD943 Daily Permanent Market Making Strategy Quote Request

Performance

TD944 Daily Advanced Market Making Strategy Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TD982 Special Report French Equity Options

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

TR010 Trading Ranking

TR900 Daily Order and Quote Transactions

TT110 User Security Maintenance

TT115 User Security Status

TT120 Trader Underlying Maintenance

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT132 Market Maker Protection

TT133 Trading Risk Events

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

TT770 Password Change

Version V 3.1.3

05.04.2017

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6.368 exchRat

Description

Format

Where used:

This field indicates the exchange rate with the clearing house currency.

numeric 16, 9

CC060 Daily Margin Summary

CC760 Daily Margin Summary

CI060 Daily Margin Summary

CN060 Nightly Margin Summary

TC549 EBI Trade Maintenance

6.369 exchRat5

Description This field contains the exchange rate.

Format numeric 9, 5

Where used: CE051 FX Transactions & Instructions

CE055 FX Settlement Limit Report

Eurex

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6.370 exchRatPdVd

Description This field contains the adjusted exchange rate for the price-down/ volatility-down scenario.

Format numeric signed 15, 6

Where used: CC045 Additional Margin

CC745 Additional Margin

6.371 exchRatPdVn

Description This field contains the adjusted exchange rate for the price-down/ volatility-neutral scenario.

Format numeric signed 15, 6

Where used: CC045 Additional Margin

CC745 Additional Margin

6.372 exchRatPdVu

Description This field contains the adjusted exchange rate for the price-down/ volatility-up scenario.

Format numeric signed 15, 6

Where used: CC045 Additional Margin

CC745 Additional Margin

6.373 exchRatPuVd

Description This field contains the adjusted exchange rate for the price-up/ volatility-down scenario.

Format numeric signed 15, 6

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CC045 Additional Margin

CC745 Additional Margin

Version V 3.1.3

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6.374 exchRatPuVn

Description This field contains the adjusted exchange rate for the price-up/ volatility-neutral scenario.

Format

Where used:

numeric signed 15, 6

CC045 Additional Margin

CC745 Additional Margin

6.375 exchRatPuVu

Description This field contains the adjusted exchange rate for the price-up/ volatility-up scenario.

Format

Where used:

numeric signed 15, 6

CC045 Additional Margin

CC745 Additional Margin

6.376 exchRatRed

Description This field contains the exchange rate reduced to 3 decimals.

Format numeric 11, 3

Where used: CD033 Collateral Composition

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 711

6.377 execPrc

Description

Format

Where used:

This field contains the order execution price, which may be different from the limit price provided by the participant. In case of SMP (Self-

Match Prevention), this field contains the price level at which the selfmatch was prevented.

numeric signed 9, 5

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

6.378 execQty

Description

Format

Where used:

This field contains the order executed quantity, which is the matched quantity as a result of a trade.

numeric 9

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE910 T7 Daily Trade Activity

6.379 execTime

Description This field contains the time provided by the Exchange when the TES trade is executed.

Format TimeFormat18

Where used: TE545 Daily TES Maintenance

Eurex

XML Report Reference Manual

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6.380 exerPrcDcml

Description This field contains the number of displayed decimals in the exercise price.

Format numeric 4

Where used: TA111 All Active/Inactive Series

6.381 exerQty

Description

Format

Where used:

This field contains the number of exercised contracts.

numeric 9

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

6.382 exerShr

Description

Format

Where used:

This field contains exercised share, which is the member's percentage share out of the total exercised positions on a product.

numeric 5, 2

CR010 Clearing Ranking

6.383 exerStylTyp

Description This field indicates the exercise style of the option, which determines when the option can be exercised by the option holder.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

A

E

Where used:

Decodes Descriptions

American

European

CA752 Capital Adjustment Positions Overview

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB021 Position / Active Trd Summary

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CB165 Eurex Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CC010 Premium Margin

CC020 Futures Spread Margin

CC040 Liquidating Values

CC710 Premium Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CE050 Expiration Payment-vs-Payment

CE071 OptOn Fut ExerAssign Summary

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE780 Exercise Abandon Daily Maintenance Overview

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

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6.384 exerVol

Description

Format

This field contains the sum of all exercised contracts per member. It is shown only in DCM and GCM reports and in latter case includes contracts of GCM and all of his NCMs.

numeric signed 8

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CR010 Clearing Ranking

Version V 3.1.3

05.04.2017

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6.385 expDat

Description

Format

Where used:

This field contains the expiration date of the contract.

DateFormat

CE035 Expired Series

CE735 Expired Series Information

TA111 All Active/Inactive Series

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

6.386 expiryDate

Description This field contains the expiration date of the order applied by the participant. The order remains valid until this date.

Format

Where used:

DateFormat

TE540 Daily Order Maintenance

TE550 Open Order Detail

6.387 expRat

Description

Format

Where used:

This field indicates the interpolated interest rate till the contract expiration given in percentage.

numeric signed 6, 4

TA114 Variance Futures Parameter

Eurex

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XML Report Tag Descriptions

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6.388 expSettlDate

Description This field represents the Expiration Settlement Date, i.e. the Expiration

Date of the contract plus the Business Day Offset.

Format DateFormat

Where used: TA115 Total Return Futures Parameters

6.389 expToBeQuot

Description This field contains the number of expirations to be quoted as an obligation to a market maker program.

Format

Where used:

numeric 5

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

6.390 extTrdNum

Description This field contains the trade number, which is provided from the trading location. This is applicable for gross positions only.

Format alphanumeric 10

Where used: CC011 Current Liquidating Margin

CC711 Current Liquidating Margin

6.391 faceAmnt

Description This field contains the face amount, which is the nominal value of bonds that a member receives (positive amount) or has to deliver

(negative amount). For shares it is the number of units.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric signed 12, 2

CE075 Notification/Allocation Summ

CE775 Notification/Allocation Information

6.392 factDat

Description

Format

Where used:

This field indicates the reporting business day.

DateFormat

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

Version V 3.1.3

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6.393 fastMarketQuotePcnt

Description This field contains the maximum quote spread increase during fast market, as opposed to continuous trading or auction.

Format numeric 3

Where used: TA111 All Active/Inactive Series

6.394 fastMktQuoteMinQty

Description This field contains the minimum quantity required for quotes in the fast market state.

Format numeric 9

Where used: TA111 All Active/Inactive Series

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.395 fee

Description

Format

Where used:

This field contains the fee floor/fixed.

numeric 10, 4

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

Version V 3.1.3

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6.396 feeAdjInd

Description This field indicates whether the fee adjustment is manually entered.

Format alphanumeric 1

Valid Values

Y

N

X

Where used:

Decodes Descriptions

Manually entered

Origin

Manually entered

CB165 Eurex Fee Statement

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.397 feeAftGivSavReb

Description This field contains the fee after given savings/rebates.

Format

Where used:

numeric 15, 2

CB187 Monthly Rebates Overview

6.398 feeAftSavReb

Description This field contains the fee after savings/rebates.

Eurex

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XML Report Tag Descriptions

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Format

Where used:

numeric 15, 2

CB187 Monthly Rebates Overview

6.399 feeAmnt

Description

Format

Where used:

This field contains the fee amount for the contract.

numeric signed 11, 2

CB167 Late Closing Fees

6.400 feeByUnt

Description This field contains the fee amount per trading unit.

Format

Where used:

numeric signed 9, 2

CB010 Position Detail

6.401 feeCalcTim

Description This field contains the time from when the positions of the previous day are subject to late closing fee. Currently, the value of this field is 13:30

(1:30 p.m.) CET.

Format

Where used:

TimeFormat

CB167 Late Closing Fees

6.402 feeCalcTimLG

Description This field indicates whether the fee is calculated before or after the fee calculation time.

Eurex

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XML Report Tag Descriptions

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Format

Where used:

alphanumeric 1

CB167 Late Closing Fees

6.403 feeCapAmnt

Description This field contains market maker rebate amount.

Format numeric 11, 2

Where used: CB169 MM Fee Refund

6.404 feeEUR

Description

Format

Where used:

This column is supposed to display the Excessive System Usage Fee in Euro.

numeric 7, 2

TD980 Excessive System Usage Report

6.405 feeGrp

Description

Format

Where used:

Name of the fee group.

alphanumeric 40

CB350 Monthly Fee Statement

6.406 feeIndCatAmnt

Description This field contains the sum of fee per fee category.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric signed 11, 2

CB192 Monthly Fee Statement

6.407 feeIndCatTyp

Description This field contains the fee name.

Format

Where used:

alphanumeric 30

CB192 Monthly Fee Statement

Version V 3.1.3

05.04.2017

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6.408 feeIndTyp

Description This field contains the fee name.

Format alphanumeric 30

Where used: CB001 Product and Price Report

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB179 Monthly Rebate Report

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB196 Daily Overall Fee Summary

CB225 Daily Eurex Fines

CB330 Daily Settlement Fees

6.409 feeMmAmnt

Description This field contains the Monthly rebate per product regarding Market

Making.

Format numeric 11, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB169 MM Fee Refund

Version V 3.1.3

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6.410 feeOverl

Description

Format

Where used:

This field contains the fee overall.

numeric 15, 2

CB187 Monthly Rebates Overview

6.411 feeReb

Description

Format

Where used:

This field contains the transaction fee per record,manual adjusted fee of rebate(incentives) or manually entered.

numeric 11, 2

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.412 feeStrMmAmnt

Description This field contains the Monthly rebate per product regarding Strategy

Market Making.

Format

Where used:

numeric 11, 2

CB169 MM Fee Refund

6.413 feeTotal

Description

Format

Total fee per price basis.

numeric 10, 4

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

6.414 feeTypCodX

Description This field contains the Fee Type Text.

Format alphanumeric 15

Where used: CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.415 feeTypNam

Description This field contains the fee type name.

Format

Where used:

alphanumeric 40

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

6.416 feeVar

Description

Format

Where used:

This field contains the fee variable.

numeric 10, 4

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

Version V 3.1.3

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Page 722

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XML Report Reference Manual Version V 3.1.3

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6.417 feeVol

Description

Format

Where used:

Fee basis for rebate calculation (only relevant for ATP rebate).

numeric 10, 4

CB350 Monthly Fee Statement

6.418 finalIndex

Description This field represents the Final Index set to the daily Underlying Index and used for the Preliminary to Final price conversion.

Format

Where used:

numeric signed 12, 6

TA115 Total Return Futures Parameters

6.419 finSetlmtAmnt

Description This field contains the final settlement amount per option series/futures contract per account.

Format numeric signed 12, 2

Where used: CB102 Cash Settled Contracts

CB702 Cash Settled Contracts Overview

6.420 finSetlmtPrc

Description This field contains the final settlement price of the contract after expiration of a series.

Format numeric 9, 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB702 Cash Settled Contracts Overview

CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

Version V 3.1.3

05.04.2017

Page 724

6.421 finSetlmtTim

Description This field indicates the final settlement time at the expiration day.

Format

Where used:

TimeFormat

TA111 All Active/Inactive Series

6.422 fixedRat

Description

Format

Where used:

This field contains the textual specification for the rate of interest applicable on the fixed leg of the swap/exchange trade.

alphanumeric 32

TE545 Daily TES Maintenance

6.423 fixRat

Description

Format

Where used:

This field contains the rate of interest applicable on the fixed leg of the swap/exchange trade.

numeric 6, 4

TC549 EBI Trade Maintenance

6.424 flexAcctInfo

Description This field contains the flexible account information entered by members as free format text in order to segregate their clients positions.

Eurex

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XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

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Format

Where used:

alphanumeric 32

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

6.425 flexIdCod

Description This field contains the Flexible Contracts ID.

Format

Where used:

alphanumeric 12

CB165 Eurex Fee Statement

6.426 floor

Description

Format

Where used:

This field contains month floor which is used to calculate volume component.

numeric 12

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

6.427 floorType

Description This field indicates whether member was qualified for MM Base, possible values are "MM Floor. / .non-MM Floor".

Format

Where used:

alphanumeric 12

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 726

6.428 flrLimFlg

Description This field indicates the floor limit of synchronous transactions, which is the minimum amount of transactions that a member can perform on a product without charges even if he does not trade on it.

Format alphanumeric 1

Where used: CB065 System Transaction Overview

6.429 flxCntrGuStsCod

Description This field contains the flexible contract give-up status code.

Format alphanumeric 1

Valid Values

P

G

C

Where used:

Decodes Descriptions

Predesignated

Designated

Complete

CB011 Std and Flx Cntr Dly Transactn

CB064 Flx Cntr Daily Transactions

6.430 flxCntrInd

Description This field contains the flexible contract indicator code, which indicates that the trade was performed on the member defined contract and not on the exchange defined contract.

Format alphanumeric 2

Valid Values

FL

Where used:

Decodes Descriptions

Flexible Contract

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 727

6.431 flxCntrMtnCod

Description This field contains the flexible contract maintenance code, which indicates the status of the traded flexible contract.

Format alphanumeric 1

Valid Values

Y

Z

W

X

S

T

U

V

1

2

3

4

O

P

Q

R

K

L

M

N

G

H

I

J

C

D

A

B

E

F

Decodes Descriptions

Approve Trade

Delivered to CCP

Accept Give-Up

Delete Trade

Enter Trade

Full Position Transfer

Enter Give-Up

Cash Settlement

Assignment

Capital Adjustment

Position Transfer Take-up

Delete Give-Up

Modify Trade

Delete Position Transfer

Enter Position Transfer

Pending Delivery

Accept Position Transfer

Expired Trade

Settlement Complete

Enter Take-Up

Close Out

Variation Margin

Trade Separation

Exercise

Notification

Allocation

Enter Position Transfer Cash

Take-Up Position Transfer Cash

Accept Position Transfer Cash

Delete Position Transfer Cash

Eurex

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XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

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Where used: CB011 Std and Flx Cntr Dly Transactn

CB064 Flx Cntr Daily Transactions

6.432 flxCntrSynProdId

Description This field contains a synthetical product ID for flexible contracts. It is derived from regular product ID by configuring it according to the settlement type and exercise type.

Format

Where used:

alphanumeric 4

CA752 Capital Adjustment Positions Overview

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB021 Position / Active Trd Summary

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

TA113 Complex and Flexible Instrument Definition

TT750 Clearing Four Eye Principle

6.433 flxCntrTrdAllwdFlg

Description This field indicates whether flexible contract trade is allowed for the product.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TA111 All Active/Inactive Series

Version V 3.1.3

05.04.2017

Page 729

6.434 flxCntrTrnIdNo

Description This field contains the transaction ID number of the flexible contract.

Format numeric 9

Where used: CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CC010 Premium Margin

CC020 Futures Spread Margin

CC040 Liquidating Values

CE050 Expiration Payment-vs-Payment

CE071 OptOn Fut ExerAssign Summary

6.435 flxCntrTrnStsCod

Description This field indicates the flexible contract transaction status.

Format alphanumeric 1

Eurex

XML Report Reference Manual

Valid Values

P

R

S

T

I

N

L

O

U

V

X

D

E

G

A

C

Where used:

XML Report Tag Descriptions

Decodes

Assigned

Closed

Deleted

Exercised

Given up

Inverse

Notified

Allocated

Delv. to CCP

Pending Delv

Ratified

Settled

Pos Transfer

Unratified

M2M Prem SOD

Expired

Descriptions

CB001 Product and Price Report

CB011 Std and Flx Cntr Dly Transactn

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

Version V 3.1.3

05.04.2017

Page 730

6.436 flxOptCntrExerPrc

Description This field contains the flexible option contract exercise price, which is defined by the participant. It is the price at which the underlying will be received or delivered when the contract is exercised.

Format numeric 9, 4

Where used: CB011 Std and Flx Cntr Dly Transactn

CB021 Position / Active Trd Summary

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CC010 Premium Margin

CC020 Futures Spread Margin

CC040 Liquidating Values

CC710 Premium Margin

CC720 Futures Spread Margin

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CC740 Liquidating Values

CE050 Expiration Payment-vs-Payment

CE071 OptOn Fut ExerAssign Summary

TA113 Complex and Flexible Instrument Definition

TT150 Optional Four Eye Principle

Version V 3.1.3

05.04.2017

Page 731

6.437 fourEyesApprAct

Description This field contains the Approval Action.

Format alphanumeric 50

Where used: TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

6.438 fourEyesIndictr

Description This field is a system generated field corresponding to every pending activity which is entered in the pending table.

Format alphanumeric 10

Where used: TT761 User Entitlement Changes

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

6.439 fourEyesResnForChang

Description This field indicates the reason for the change in the four-eye.

Format alphanumeric 100

Where used: TT764 Four-eye Request Processing Entitlement

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.440 fourEyesStatus

Description This field indicates the status of the four-eye.

Format alphanumeric 20

Valid Values

Pending

Approve

Reject

Delete

System Delete

Where used:

Decodes Descriptions

Pending

Approve

Reject

Delete

System Delete

TT750 Clearing Four Eye Principle

TT764 Four-eye Request Processing Entitlement

Version V 3.1.3

05.04.2017

Page 732

6.441 freeText1

Description This field contains the text entered by the participant.

For Eurex Classic this fields displays the content of the Text field.

Format

Where used:

alphanumeric 12

RD135 Trade Enrichment Rule Status

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

6.442 freeText2

Description This field contains the text entered by the participant.

For Eurex Classic this fields displays the content of the Cust field.

Format alphanumeric 12

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: RD135 Trade Enrichment Rule Status

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

Version V 3.1.3

05.04.2017

Page 733

6.443 freeText3

Description This field contains the text entered by the participant.

For Eurex Classic this fields displays the content of the UarOrdrNum field.

Format

Where used:

alphanumeric 12

RD135 Trade Enrichment Rule Status

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

6.444 fulfCovTimInd

Description This field indicates whether quotes are provided for the minimum coverage time required as per the market maker package obligations.

Format alphanumeric 3

Valid Values Decodes Descriptions

YES Yes

NO No

Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

6.445 fulfilled

Description Fulfillment Indicator

Eurex

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Page 734 XML Report Tag Descriptions

Format

Valid Values

0

1

Where used:

alphanumeric 1

Decodes

NO

YES

Descriptions

TD943 Daily Permanent Market Making Strategy Quote Request

Performance

TD944 Daily Advanced Market Making Strategy Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

Format

Valid Values

AMM

ADM

DMM

RMM

PMM

PML

PMS

FAILED

Where used:

6.446 fulfillId

Description This field indicates fulfilment of market maker obligations. If fulfilled, it contains the type of obligation also.

alphanumeric 6

Decodes Descriptions

Advanced Market Making

Advanced Designated Market Making

Designated Market Making

Regular Market Making

Permanent Market Making

Permanent Market Making Long

Permanent Market Making Short

Market Making Not Fulfilled

CB169 MM Fee Refund

CB187 Monthly Rebates Overview

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 735

6.447 fulfPackEqtInd

Description This field indicates whether the market maker package requirement for the minimum number of equity products is fulfilled.

Format alphanumeric 1

Valid Values

Y

N

Where used:

Decodes Descriptions

Yes

No

TD957 Advanced Market Making Measurement

6.448 fulfPackIdxInd

Description This field indicates whether the market maker package requirement for the minimum number of quotes on index based option products is fulfilled.

Format alphanumeric 1

Valid Values

Y

N

Where used:

Decodes Descriptions

Yes

No

TD957 Advanced Market Making Measurement

6.449 fulfQuoReqViolPct

Description This field indicates whether the total valid quotes request violation percentage is less than or equal to the monthly allowed violation percentage.

Format alphanumeric 3

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values Decodes Descriptions

YES Yes

NO No

Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

Version V 3.1.3

05.04.2017

Page 736

6.450 fulfViolInd

Description This field indicates whether the sum of violations is less or equal to the maximum number of tolerated violation days.

Format alphanumeric 3

Valid Values Decodes Descriptions

YES Yes

NO No

Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

6.451 fulfVolInd

Description This field indicates whether the sum of market maker volume is greater than or equal to the required monthly volume.

Format alphanumeric 3

Valid Values Decodes Descriptions

YES Yes

NO No

Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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05.04.2017

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6.452 fullRebVol

Description This field contains the fully rebated volume.

Format numeric 15

Where used: CB169 MM Fee Refund

CB179 Monthly Rebate Report

CB187 Monthly Rebates Overview

6.453 fundingDays

Description This field represents the Funding Days calculated as the calendar day difference between the current and the previous Day Settlement date.

Format numeric 2

Where used: TA115 Total Return Futures Parameters

6.454 fundingRate

Description This field represents the Funding Rate entered on that business day and used for the Daily Funding calculation, i.e. the periodic or the overnight interest rate determined on the previous evening.

Format numeric signed 12, 6

Where used: TA115 Total Return Futures Parameters

6.455 fundType

Description This field contains the funding type (default fund, company capital).

Format alphanumeric 15

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CD092 Asset Summary Aggregation

Version V 3.1.3

05.04.2017

Page 738

6.456 givUpAcptInd

Description This field contains the give-up accept indicator, which indicates whether the give-up has been accepted by the give-up member's clearing member.

Format alphanumeric 1

Valid Values

Y

N

Where used:

Decodes Descriptions

Yes

No

CB011 Std and Flx Cntr Dly Transactn

CB064 Flx Cntr Daily Transactions

6.457 givUpFeeAmnt

Description This field contains the give-up fee amount charged on the accepted give-ups.

Format

Where used:

numeric signed 5, 2

CB140 Accepted Give-Up Trades

6.458 givUpSts

Description This field contains the give-up status of the transaction.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

N

R

U

P

G

D

C

M

T

Where used:

Decodes

Predesign.

Given-Up

Taken-Up

Rejected

Undesign.

Deleted

Changed

GU-Accepted

TU-Accepted

CB001 Product and Price Report

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

Descriptions

Version V 3.1.3

05.04.2017

Page 739

6.459 goodQuoReqResp

Description This field contains the good quote request responses, which is the unadjusted number of good answered quote requests provided by the member as obligatory to a market maker agreement with Eurex.

Format

Where used:

numeric 10

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 740

6.460 graceFactor

Description This field contains a Grace Factor which allows Market Makers with

Quote Performance lower than the Market Maker performance requirement to be eligible for the Market Maker Floor.

Format numeric 5, 4

Where used: TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

6.461 grpId

Description

Format

Where used:

This field contains the Group ID for TDP.

numeric 1

CB186 Monthly Rebates TDP

6.462 grpOffSet

Description This field contains the group offset, which is the degree of correlation between margin classes of a margin group. It is used to adjust the negative additional margin amounts before they are used to calculate the additional margin of the margin class.

Format numeric signed 3, 2

Where used: CC045 Additional Margin

CC745 Additional Margin

6.463 gtcOrdrFlg

Description This field indicates whether the order is a Good-till-Cancelled order

(GTC).

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

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Valid Values

X

Where used:

Decodes Descriptions

Good-till-canceled

CA054 Capital Adjustment Orders

6.464 guarAmnt

Description This field contains the nominal value of the guarantee.

Format numeric 9

Where used: CD032 Daily Guarantee

CD040 Monthly Guarantee Expiration

6.465 guarExpDat

Description This field contains the expiration date of the guarantee.

Format

Where used:

DateFormat

CD032 Daily Guarantee

CD040 Monthly Guarantee Expiration

6.466 guarFct

Description

Format

Where used:

This field contains the guarantee factor, which is used to evaluate the current liquidated value of the guarantee provided by the member.

numeric 3, 2

CD032 Daily Guarantee

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.467 guarIdCod

Description This field contains the guarantor ID code.

Format

Where used:

alphanumeric 5

CD032 Daily Guarantee

6.468 guarNam

Description This field contains the guarantor name.

Format alphanumeric 40

Where used: CD032 Daily Guarantee

CD040 Monthly Guarantee Expiration

Version V 3.1.3

05.04.2017

Page 742

6.469 guarNo

Description

Format

Where used:

This field indicates the guarantee number, which is provided by Eurex.

alphanumeric 4

CD032 Daily Guarantee

CD040 Monthly Guarantee Expiration

6.470 guarStrtDat

Description This field contains the guarantee start date, which is the date on which it becomes effective.

Format DateFormat

Where used: CD032 Daily Guarantee

CD040 Monthly Guarantee Expiration

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 743

6.471 guarText

Description

Format

This field contains the comments regarding the guarantee (used by

Eurex).

alphanumeric 60

Where used: CD040 Monthly Guarantee Expiration

6.472 guarTotBalAmnt

Description This field contains the total guarantee amount maintained by the member to cover for its margin requirements in the margin class currency.

Format numeric signed 9

Where used: CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.473 guarTypCod

Description This field contains the guarantee type code, which indicates the purpose for which the guarantee will be used.

Format alphanumeric 1

Valid Values

F

C

H

M

R

Where used:

Decodes

CLEARING HOUSE

MARGIN

CLEARING FUND

COMPANY CAPITAL

REGULAR

Descriptions

CD040 Monthly Guarantee Expiration

Eurex

XML Report Reference Manual Version V 3.1.3

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Page 744 XML Report Tag Descriptions

6.474 gutSts

Description

Format

Where used:

This field indicates the status of give-up transactions/orders.

alphanumeric 2

CB120 Member Exception-Positions

6.475 hdgTyp

Description

Format

Valid Values

DUR

PFC

NOM

Where used:

This field indicates the hedge type used in the off-book trade.

alphanumeric 3

Decodes Descriptions

Duration Hedge

Price Factor Hedge

Nominal Hedge

TC549 EBI Trade Maintenance

TE545 Daily TES Maintenance

6.476 headroom

Description This field contains available headroom before the excessive limit is reached.

Format

Where used:

numeric 5, 4

TD980 Excessive System Usage Report

6.477 headSettlAcctType

Description This field contains the Headquarter Settlement Account.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

alphanumeric 35

CB330 Daily Settlement Fees

6.478 highPrc

Description

Format

Where used:

This field contains the higher price since start of trading.

numeric signed 9, 5

TE910 T7 Daily Trade Activity

Version V 3.1.3

05.04.2017

Page 745

6.479 inactivated

Description This field contains the information of the order inactive/active status

Format alphanumeric 1

Valid Values

0

1

Where used:

Decodes

I

Descriptions

Active

Inactive

TE540 Daily Order Maintenance

6.480 indCallOrPut

Description This field contains the Call/Put Indicator.

Format

Where used:

alphanumeric 1

CE055 FX Settlement Limit Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 746

6.481 indivGrossShortAmntAUDinEUR

Description This field contains the individual Gross Short Amount in AUD converted into EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.482 indivGrossShortAmntCHFinEUR

Description This field contains the individual Gross Short Amount in CHF converted into EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.483 indivGrossShortAmntEURinEUR

Description This field contains the individual Gross Short Amount in EUR converted into EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.484 indivGrossShortAmntGBPinEUR

Description This field contains the individual Gross Short Amount in GBP converted into EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 747

6.485 indivGrossShortAmntJPYinEUR

Description This field contains the individual Gross Short Amount in JPY converted into EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.486 indivGrossShortAmntNZDinEUR

Description This field contains the individual Gross Short Amount in NZD converted into EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.487 indivGrossShortAmntUSDinEUR

Description This field contains the individual Gross Short Amount in USD converted into EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.488 indivGrossShortOverAllInEUR1

Description This field contains the Individual Gross Short overall amount one converted into EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 748

6.489 indivGrossShortOverAllInEUR2

Description This field contains the Individual Gross Short overall amount two converted into EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.490 indivLimitAmntAUDinEUR

Description This field contains the individual Limit Amount in AUD converted into

EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.491 indivLimitAmntCHFinEUR

Description This field contains the individual Limit Amount in CHF converted into

EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.492 indivLimitAmntEURinEUR

Description This field contains the individual Limit Amount in EUR converted into

EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 749

6.493 indivLimitAmntGBPinEUR

Description This field contains the individual Limit Amount in GBP converted into

EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.494 indivLimitAmntJPYinEUR

Description This field contains the individual Limit Amount in JPY converted into

EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.495 indivLimitAmntNZDinEUR

Description This field contains the individual Limit Amount in NZD converted into

EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.496 indivLimitAmntUSDinEUR

Description This field contains the individual Limit Amount in USD converted into

EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 750

6.497 indivLimitOverAllinEUR1

Description This field contains the Individual Limit one overall amount converted into EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.498 indivLimitOverAllinEUR2

Description This field contains the Individual Limit two overall amount converted into EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.499 initrPartSmbl

Description This field indicates the participant of user who had initiated the entitlement setting changes.

Format

Where used:

alphanumeric 5

TT761 User Entitlement Changes

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

6.500 initrUsrLgn

Description This field indicates the user who has initiated the entitlement setting changes.

Format alphanumeric 11

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TT761 User Entitlement Changes

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

Version V 3.1.3

05.04.2017

Page 751

6.501 instBusDate

Description This field represents the Business date on which the following TRF

Instrument Parameters apply.

Format

Where used:

DateFormat

TA115 Total Return Futures Parameters

6.502 instManual

Description This field indicates when some manual entries overwrite the variance futures instrument parameters.

Format alphanumeric 1

Valid Values

0

1

Where used:

Decodes

F

T

Descriptions

False - Automatic Calculation

True - Manual Update

TA114 Variance Futures Parameter

6.503 instrumentId

Description This field indicates the instrument identification.

Format numeric 20

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

Version V 3.1.3

05.04.2017

Page 752

6.504 instrumentMnemonic

Description This field contains the instrument mnemonic.

Format

Where used:

alphanumeric 40

TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TD943 Daily Permanent Market Making Strategy Quote Request

Performance

TD944 Daily Advanced Market Making Strategy Quote Request Performance

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

6.505 instrumentSubType

Description This field describes the type of the strategy. An up-to-date list will be provided in the System Documentation on the Eurex Homepage.

Format alphanumeric 7

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TA113 Complex and Flexible Instrument Definition

Version V 3.1.3

05.04.2017

Page 753

6.506 instrumentType

Description This field contains the instrument type code.

Format alphanumeric 1

Valid Values

3

4

5

1

2

6

7

8

9

F

Where used:

Decodes

SIMPLE

O-STRAT

O-NS-STR

VOLA-STR

F-SPREAD

IPS

F-STRAT

PCK-BNDL

STRIP

FLEXIBLE

Descriptions

Simple Instrument

Standard Option Strategy

Non-Standard Option Strategy

Volatility Strategy

Futures Spread

Inter Product Spread

Standard Futures Strategy

Pack and Bundle

Strip

Flexible Instrument

TA113 Complex and Flexible Instrument Definition

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TT132 Market Maker Protection

6.507 instSts

Description

Format

Where used:

This field contains the instruction status.

alphanumeric 1

CE051 FX Transactions & Instructions

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 754

6.508 instSubTypCod

Description This field contains the Instrument subtype code.

Format alphanumeric 6

Where used: CB165 Eurex Fee Statement

6.509 instTradDat

Description This field indicates the trading date of the variance futures instrument parameters.

Format

Where used:

DateFormat

TA114 Variance Futures Parameter

6.510 instTypCod

Description This field contains the instrument type code.

Format alphanumeric 3

Where used: CB225 Daily Eurex Fines

CB315 Daily Clearing Fees - Bonds

6.511 intFreeLimAmnt

Description This field contains the interest free limit amount, which is the minimum limit of cash collateral deposits required to earn interest. It is defined per currency by Eurex and only the amount exceeding this limit earns interest.

Format numeric signed 13, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CD230 Monthly Interest Report

Version V 3.1.3

05.04.2017

Page 755

6.512 intRatPct

Description This field contains the percentage rate at which a member gets interest on its cash collateral deposits from Eurex.

Format numeric signed 6, 5

Where used: CD230 Monthly Interest Report

6.513 intrnlTranId

Description This field contains the internal FX transaction ID.

Format

Where used:

alphanumeric 7

CE051 FX Transactions & Instructions

6.514 invcAmnt

Description This field contains the amount receivable (positive number) or payable

(negative number).

Format

Where used:

numeric signed 16, 2

CE038 Deliverable Bonds

CE075 Notification/Allocation Summ

CE775 Notification/Allocation Information

6.515 invcNo

Description

Format

This field contains the Invoice Number.

alphanumeric 20

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 756

Where used: CB193 Monthly Connections and Services

6.516 isBroker

Description

Format

This field indicates when the TES trade is entered by a broker, i.e. when the initiating user is not an approving trader.

alphanumeric 1

Valid Values

0

1

Where used:

Decodes

F

T

Descriptions

False - The TES trade is not a broker trade

True - The TES trade is a broker trade

TE545 Daily TES Maintenance

6.517 isDisclosed

Description This field indicates when the TES trade is published or not intraday.

Format alphanumeric 1

Valid Values

0

1

Where used:

Decodes

F

T

Descriptions

False

True

TE545 Daily TES Maintenance

TE910 T7 Daily Trade Activity

6.518 isinCod

Description This field contains the International Security Identification Number

(ISIN) of the product. On some reports it can alternatively contain the kind of collateral, eg. CASH, CLAIM AMNT or SECU.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

alphanumeric 12

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB225 Daily Eurex Fines

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CC080 Security/Cash Risk Position

CC780 Security/Cash Risk Position

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD037 Claim Amount Based Collaterals

CD080 Monthly Collateral Movement

CD100 Audit Trail Coll Transactions

CE038 Deliverable Bonds

CE075 Notification/Allocation Summ

CE775 Notification/Allocation Information

TA111 All Active/Inactive Series

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TE545 Daily TES Maintenance

Version V 3.1.3

05.04.2017

Page 757

6.519 isUSFlg

Description

Format

Valid Values

1

2

Where used:

This field contains the information whether a user is US located.

alphanumeric 1

Decodes

F

T

RD115 User Profile Status

Descriptions

False - is not located in the US

True - is located in the US

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.520 itmAmnt

Description This field contains the in-the-money amount.

Format

Where used:

numeric signed 11, 2

CB063 Flx Cntr Transactn Overview

Version V 3.1.3

05.04.2017

Page 758

6.521 itmAmntConfig

Description The field shows the In-the-Money amount configuration for a combination of product and account groups.

Format

Where used:

numeric 6, 2

CE790 In-the-money Configuration

6.522 itmAmntConfigbef

Description The field shows the previous In-the-Money amount configuration for a combination of product and account groups.

Format numeric 6, 2

Where used: CE790 In-the-money Configuration

6.523 itmLngAmnt

Description This field contains the in-the-money amount of the long position in the respective option series. The abandoned long positions are also included in calculating the in-the-money amount.

Format numeric signed 11, 2

Where used: CE010 In-the-money Advisory

CE710 Contract Expiration

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 759

6.524 itmPerUntAmnt

Description This field contains the in-the-money amount per trading unit.

Format numeric 9, 5

Where used: CE010 In-the-money Advisory

6.525 itmShtAmnt

Description This field contains the in-the-money amount of the short positions. The abandoned short positions are also included in calculating the in-themoney amount.

Format numeric signed 11, 2

Where used: CE010 In-the-money Advisory

CE710 Contract Expiration

6.526 KRXContribLink

Description This field contains final KRX clearing fund contribution for the member as maximum from (KRXContribMax and KRXContribMin). Result will be added to standard (total) clearing fund.

Format numeric 12

Where used: CD090 Overall Asset Summary

6.527 KRXContribLong

Description This field contains Yearly 99% percentile from sum of Additional Margin and Spread Margin for the Korean member.

Format numeric 12

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 760

Where used: CD090 Overall Asset Summary

6.528 KRXContribMax

Description This field contains maximum KRX clearing fund contribution for the member.

Format numeric 12

Where used: CD090 Overall Asset Summary

6.529 KRXContribMid

Description This field contains Quarterly 99% percentile from sum of Additional

Margin and Spread Margin for the Korean member.

Format

Where used:

numeric 12

CD090 Overall Asset Summary

6.530 KRXContribMin

Description This field contains the minimum KRX clearing fund contribution for the member.

Format

Where used:

numeric 12

CD090 Overall Asset Summary

6.531 KRXContribShort

Description This field contains Monthly 99% percentile from sum of Additional

Margin and Spread Margin for the Korean member.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 12

CD090 Overall Asset Summary

Version V 3.1.3

05.04.2017

Page 761

6.532 krxIdNo

Description

Format

Where used:

This field contains a reference number agreed upon between the exchange participant and its KRX member alphanumeric 9

CB741 KRX Position Information

6.533 krxMbrCod

Description This field contains the member name at KRX.

Format numeric 3

Where used: CB741 KRX Position Information

6.534 krxTrdStsCod

Description This field contains the processing state of a trade send to KRX.

Format alphanumeric 1

Valid Values

A

P

R

Where used:

Decodes

Accepted

Pending

Rejected

Descriptions

CB741 KRX Position Information

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.535 land

Description

Format

Where used:

This field contains the country name.

alphanumeric 25

CB186 Monthly Rebates TDP

Version V 3.1.3

05.04.2017

Page 762

6.536 lastPrivUpdDat

Description This field indicates the date at which the entitlement settings for this privilege entry were last changed for the Participant/User.

Format

Where used:

DateFormat

TT760 User Entitlement Status

TT762 Participant Entitlement Status

6.537 lastQcUpdDat

Description This field indicates the date at which QC flag of the user was last updated.

Format

Where used:

DateFormat

TT760 User Entitlement Status

6.538 lastRolUpdDat

Description This field indicates the date at which the Role was assigned to the

Participant/User.

Format DateFormat

Where used: TT760 User Entitlement Status

TT762 Participant Entitlement Status

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 763

6.539 legNo

Description

Format

Valid Values

1ST LEG

2ND LEG

Where used:

This field indicates the leg number of the contract.

alphanumeric 7

Decodes Descriptions

1st Leg

2nd Leg

CB315 Daily Clearing Fees - Bonds

TA111 All Active/Inactive Series

6.540 lepoFlg

Description

Format

Where used:

This field indicates whether the option series belongs to a Low

Exercise Price Option (LEPO) series.

alphanumeric 1

TA111 All Active/Inactive Series

6.541 level

Description

Format

Valid Values

1

2

3

This field contains the level, which determines if the user is allowed to act on behalf of other users in his user group or business unit.

alphanumeric 1

Decodes

1

2

3

Descriptions

Trader

Head Trader

Supervisor

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: RD115 User Profile Status

Version V 3.1.3

05.04.2017

Page 764

6.542 limExcInd

Description This field indicates whether the member has exceeded the transaction limit.

Format alphanumeric 1

Valid Values

Y

N

Where used:

Decodes

Yes

No

CB068 Transaction Mix

Descriptions

6.543 limitTypExcLimit

Description This field contains the Limit type of exceeded limit.

Format alphanumeric 1

Valid Values

S

N

Where used:

Decodes Descriptions

Standard

All Transactions

CB197 Excessive System Usage Fee

6.544 limitUsageAmntAUDInEUR

Description This field contains the limit Usage Amount in AUD converted into EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 765

6.545 limitUsageAmntCHFInEUR

Description This field contains the limit Usage Amount in CHF converted into EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.546 limitUsageAmntEURInEUR

Description This field contains the limit Usage Amount in EUR converted into EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.547 limitUsageAmntGBPInEUR

Description This field contains the limit Usage Amount in GBP converted into EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.548 limitUsageAmntJPYInEUR

Description This field contains the limit Usage Amount in JPY converted into EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 766

6.549 limitUsageAmntNZDInEUR

Description This field contains the limit Usage Amount in NZD converted into EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.550 limitUsageAmntUSDInEUR

Description This field contains the limit Usage Amount in USD converted into EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.551 limitUsageOverAllInEUR1

Description This field contains the limit one Usage overall amount converted into

EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.552 limitUsageOverAllInEUR2

Description This field contains the limit two Usage overall amount converted into

EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

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6.553 limOrdrPrc

Description This field contains the order limit price, which is limit price provided by the participant.

Format numeric signed 9, 5

Where used: TE540 Daily Order Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

6.554 limProdExc

Description This field contains the product transaction limit defined by Eurex.

Format numeric 8

Where used: CB068 Transaction Mix

6.555 limProdExcInd

Description This field contains the number by which the member has exceeded the transaction limit in the product.

Format numeric 8

Where used: CB068 Transaction Mix

6.556 limType

Description

Format

This filed shows the type of transaction limit.

alphanumeric 8

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

A

S

Where used:

Decodes

All

Standard

Descriptions

CB069 Transaction Report

TD980 Excessive System Usage Report

6.557 lineId

Description

Format

Where used:

This field contains the Line Id.

numeric 20

CB193 Monthly Connections and Services

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6.558 liquValuePdVd

Description This field contains liquidating value for the price-down/volatility-down scenario.

Format

Where used:

numeric signed 12, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.559 liquValuePdVn

Description This field contains liquidating value for the price-down/volatility-neutral scenario.

Format

Where used:

numeric signed 12, 2

CC040 Liquidating Values

CC740 Liquidating Values

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6.560 liquValuePdVu

Description This field contains liquidating value for the price-down/volatility-up scenario.

Format numeric signed 12, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.561 liquValuePuVd

Description This field contains liquidating value for the price-up/volatility-down scenario.

Format numeric signed 12, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.562 liquValuePuVn

Description This field contains liquidating value for the price-up/volatility-neutral scenario.

Format numeric signed 12, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.563 liquValuePuVu

Description This field contains liquidating value for the price-up/volatility-up scenario.

Format numeric signed 12, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CC040 Liquidating Values

CC740 Liquidating Values

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6.564 liqValRowName

Description Row names for CC040 report - they are constants, but as we need both column names and row names, we have to implement the row names like variables.

Format alphanumeric 11

Valid Values

Liqu Value

Where used:

Decodes

CC040 Liquidating Values

CC740 Liquidating Values

Descriptions

Liqu Value row name

6.565 lngShtExerAllcInd

Description This field contains the Long/Short/Exercise/Allocation/Undefined indicator for the position.

Format alphanumeric 1

Valid Values

E

A

L

S

Where used:

Decodes

CC040 Liquidating Values

CC740 Liquidating Values

Descriptions

Long

Short

Exercise

Allocation

Net Equal = Undefined

Eurex

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6.566 lngShtInd

Description This field indicates whether the position is Long (L) or Short (S) or Netequal ( ).

Format alphanumeric 1

Valid Values

L

S

Decodes Descriptions

Long

Short

Where used: CB102 Cash Settled Contracts

CB702 Cash Settled Contracts Overview

CC010 Premium Margin

CC710 Premium Margin

CE120 ECC Delivery Report

6.567 lngTermAvgText

Description This field contains the long term average text, which describes the duration over which the margin requirement is averaged.

Format

Where used:

alphanumeric 20

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

6.568 lngTermReqClrFun

Description This field contains the member's average clearing fund requirement.

Format numeric signed 12

Where used: CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

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6.569 lngTermReqCompCapt

Description This field contains the member's company capital requirement.

Format

Where used:

numeric signed 12

CD090 Overall Asset Summary

6.570 lngTermReqEqCapt

Description This field contains the member's average company capital requirement.

Format

Where used:

numeric signed 12

CD091 ISA Direct Mem. Asset Summary

6.571 logNam

Description

Format

Where used:

This field indicates the login name of the user.

alphanumeric 11

RD115 User Profile Status

6.572 lowPrc

Description

Format

Where used:

This field contains the lower price since start of trading.

numeric signed 9, 5

TE910 T7 Daily Trade Activity

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.573 lstSetlmtPrc

Description This field contains the last settlement price.

Format

Where used:

numeric 9, 5

CA051 Capital Adjustment Series

CB021 Position / Active Trd Summary

CB063 Flx Cntr Transactn Overview

CC010 Premium Margin

CC710 Premium Margin

CE038 Deliverable Bonds

CE071 OptOn Fut ExerAssign Summary

CE771 OptOn Fut ExerAssign Overview

6.574 lstSetlmtPrc_1

Description This field contains the last settlement price.

Format numeric 9, 5

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB102 Cash Settled Contracts

TD930 Daily Trade Statistics

TE930 T7 Daily Trade Statistics

6.575 lstTrdPrc

Description This field contains the last trade price.

Format

Where used:

numeric signed 9, 5

TD930 Daily Trade Statistics

TE930 T7 Daily Trade Statistics

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6.576 maintOperation

Description The field describes the maintenance operation of the process.

Format alphanumeric 6

Valid Values

Add

Modify

Delete

Where used:

Decodes Descriptions

Add

Modify

Delete

CA770 Account Maintenance

CE790 In-the-money Configuration

TT770 Password Change

6.577 matchDeal

Description This field contains match Deal ID - sequential number.

Format

Where used:

numeric 10

TE810 T7 Daily Trade Confirmation

6.578 matchEvent

Description This field contains match Event ID - sequential number.

Format numeric 10

Where used: TE810 T7 Daily Trade Confirmation

6.579 MatchInstCrossId

Description This field contains the optional SMP-ID entered by the user and determines together with the business unit ID the context of the self-match prevention check.

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Format

Where used:

numeric 10

TE540 Daily Order Maintenance

TE550 Open Order Detail

TE812 Daily Prevented Self-Matches

6.580 matchStep

Description This field contains match step ID - sequential number.

Format

Where used:

numeric 10

TE810 T7 Daily Trade Confirmation

TE910 T7 Daily Trade Activity

6.581 matchTypeCode

Description This field indicates the matching algorithm used on the Eurex system.

Format alphanumeric 1

Valid Values

P

T

Where used:

Decodes Descriptions

Pro Rata Matching

Price Time Matching

TA111 All Active/Inactive Series

6.582 matDatType

Description This field indicates the Maturity Date.

Format DateFormat

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

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6.583 matuDat

Description

Format

Where used:

This field contains the maturity date of bond, after which the bond ceases to exist.

DateFormat

CE038 Deliverable Bonds

6.584 maxCalSprdQty

Description This field contains the maximum allowed future spread quantity for a trader in a given product.

Format numeric 9

Where used: RD125 User Transaction Size Limit Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

6.585 maxCollValSecuGrp

Description This field contains the maximum collateral deposits per security group

(Limit) as stipulated by Eurex.

Format numeric 12, 2

Where used: CD033 Collateral Composition

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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6.586 maxNoBookOrdersBu

Description This field contains the Maximum number of open orders and quote sides on on trading business unit level for a specific product.

Format numeric 6

Where used: RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

6.587 maxNoBookOrdersPerFutureBu

Description This field contains the Maximum number of open orders and quote sides on trading business unit level for all futures.

Format numeric 6

Where used: RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

6.588 maxNoBookOrdersPerFutureSes

Description This field contains the Maximum number of open orders and quote sides on single session level for all futures.

Format numeric 6

Where used: RD145 Pre-trade Limits Status - Trading Participant

6.589 maxNoBookOrdersPerOptionBu

Description This field contains the Maximum number of open orders and quote sides on trading business unit level for all options.

Format numeric 6

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

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6.590 maxNoBookOrdersPerOptionSes

Description This field contains the Maximum number of open orders and quote sides on single session level for all options.

Format

Where used:

numeric 6

RD145 Pre-trade Limits Status - Trading Participant

6.591 maxNoBookOrdersSes

Description This field contains the Maximum number of open orders and quote sides on single session level for a specific product.

Format numeric 6

Where used: RD145 Pre-trade Limits Status - Trading Participant

6.592 maxOrdrQty

Description This field contains the maximum quantity of regular order, which is allowed to the trader in the given product.

Format numeric 9

Where used: RD125 User Transaction Size Limit Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

Eurex

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XML Report Tag Descriptions

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6.593 maxPrice

Description This field contains the maximum price to apply to any order or quote side for the product. The number of decimal places allowed is limited by the product related data field dispDcml.

Format numeric signed 9, 5

Where used: TA111 All Active/Inactive Series

6.594 maxTESQty

Description This field indicates the maximum amount in the product currency that the member can trade while entering an off-book transaction.

Format numeric 9

Where used: RD125 User Transaction Size Limit Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

6.595 membClgConfCodFrom

Description This field contains the clearing member confirmation code, which indicates the approval/disapproval of the delivering member.

Format

Where used:

alphanumeric 1

CB120 Member Exception-Positions

6.596 membClgConfCodTo

Description This field contains the clearing member confirmation code, which indicates the approval/disapproval of the receiving member.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

alphanumeric 1

CB120 Member Exception-Positions

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6.597 membClgIdCod

Description This field indicates the general clearing member or direct clearing member.

Format

Where used:

alphanumeric 5

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB225 Daily Eurex Fines

CB235 Daily Security Collateral Fee Statement

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC040 Liquidating Values

CC045 Additional Margin

CC050 Daily Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD020 Collateral Movement/Coverage

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CD030 Security Expiration

CD031 Daily Collateral Valuation

CD032 Daily Guarantee

CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

CD040 Monthly Guarantee Expiration

CD042 Daily Settlement Statement

CD043 ECM: Value Based Alloc. Method

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

CD092 Asset Summary Aggregation

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CD235 Reservation amount

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE055 FX Settlement Limit Report

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

CI042 Margin Call

CI050 Daily Margin

CI060 Daily Margin Summary

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

CR010 Clearing Ranking

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC810 Daily Trade Confirmation

TD956 Permanent Market Making Measurement

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TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TT121 Member Underlying Maintenance

TT126 Member Underlying Status

TT130 Risk Event Report

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

Version V 3.1.3

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6.598 membClgIdCod_1

Description This field indicates the general clearing member or direct clearing member.

Format

Where used:

alphanumeric 5

CD091 ISA Direct Mem. Asset Summary

6.599 membClgIdCod_2

Description This field indicates the general clearing member or direct clearing member.

Format alphanumeric 5

Where used: CD092 Asset Summary Aggregation

6.600 membClgIdCodCpty

Description This field indicates the name of the clearing member who acts as the counterparty in transactions of give-up, take-up or position transfer.

Format alphanumeric 5

Where used: CB730 Position Transfer Summary

Eurex

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6.601 membClgIdCodFrom

Description This field indicates the clearing member ID of the delivering member.

Format alphanumeric 5

Where used: CB120 Member Exception-Positions

CD033 Collateral Composition

CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.602 membClgIdCodTo

Description This field indicates the clearing member ID of the receiving member.

Format

Where used:

alphanumeric 5

CB030 Position Transfer Overview

CB120 Member Exception-Positions

CD033 Collateral Composition

6.603 membClgIdNam

Description This field contains the full name of clearing institution of the member.

Format

Where used:

alphanumeric 50

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

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6.604 membCsdAct

Description This field contains the member's account at the central securities depository (CSD).

Format alphanumeric 12

Where used: CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD037 Claim Amount Based Collaterals

CD080 Monthly Collateral Movement

CD100 Audit Trail Coll Transactions

6.605 membExchConfCodFrom

Description This field contains the exchange member confirmation code, which indicates the approval/disapproval of the delivering member institution that initiated the give-up or position transfer transaction.

Format alphanumeric 1

Where used: CB120 Member Exception-Positions

6.606 membExchConfCodTo

Description This field contains the exchange member confirmation code, which indicates the approval/disapproval of the receiving member institution.

Format alphanumeric 1

Where used: CB120 Member Exception-Positions

6.607 membExchIdCod

Description This field contains the exchange member.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

alphanumeric 5

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB068 Transaction Mix

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

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XML Report Reference Manual

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CB790 Premium Information

CB795 Variation Margin Information

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC040 Liquidating Values

CC045 Additional Margin

CC050 Daily Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD031 Daily Collateral Valuation

CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

CD042 Daily Settlement Statement

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD091 ISA Direct Mem. Asset Summary

CD230 Monthly Interest Report

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE050 Expiration Payment-vs-Payment

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE780 Exercise Abandon Daily Maintenance Overview

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CE790 In-the-money Configuration

CI042 Margin Call

CI050 Daily Margin

CI060 Daily Margin Summary

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

CR010 Clearing Ranking

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD943 Daily Permanent Market Making Strategy Quote Request

Performance

TD944 Daily Advanced Market Making Strategy Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

TR010 Trading Ranking

TT110 User Security Maintenance

TT115 User Security Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

TT770 Password Change

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.608 membExchIdCod_1

Description This field contains the exchange member.

Format

Where used:

alphanumeric 5

CD091 ISA Direct Mem. Asset Summary

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6.609 membExchIdCodAllc

Description This field contains the code of the exchange member for the allocated contracts. It indicates the name of the member institution, which is a legal entity (here in the context of the Exchange Member).

Format

Where used:

alphanumeric 5

CE075 Notification/Allocation Summ

CE775 Notification/Allocation Information

6.610 membExchIdCodCpty

Description This field indicates the name of the exchange member who acts as the counterparty in transactions of give-up, take-up or position Transfer.

Format

Where used:

alphanumeric 5

CB730 Position Transfer Summary

6.611 membExchIdCodEbi

Description This field contains the member exchange ID of E- Brokerage Interface

(EBI) trade, which is the member (Broker) who executes/enters the offexchange multilateral trade on behalf of an investor.

Format alphanumeric 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TC549 EBI Trade Maintenance

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6.612 membExchIdCodFrom

Description This field indicates the member, which initiated the give-up or position transfer transaction.

Format alphanumeric 5

Where used: CB120 Member Exception-Positions

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB751 Take-Up Trades Overview

CD012 Daily Cash Account NCM / RC

CD072 Monthly Cash Account NCM / RC

6.613 membExchIdCodISA

Description This field indicates ISA Direct Member.

Format alphanumeric 5

Where used: CD092 Asset Summary Aggregation

6.614 membExchIdCodNotif

Description This field contains the code of the exchange member for the notified contracts. It indicates the name of the member institution, which is a legal entity (here in the context of Exchange Member).

Format alphanumeric 5

Where used: CE075 Notification/Allocation Summ

CE775 Notification/Allocation Information

Eurex

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6.615 membExchIdCodObo

Description This field indicates the name of the institution in the context of acting on-behalf-of an exchange member.

Format alphanumeric 5

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB102 Cash Settled Contracts

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB150 Take-Up Trades History

CB702 Cash Settled Contracts Overview

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CE780 Exercise Abandon Daily Maintenance Overview

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT750 Clearing Four Eye Principle

6.616 membExchIdCodSec

Description This field indicates the ID of the member, which performed the maintenance activity.

Format

Where used:

alphanumeric 5

TT110 User Security Maintenance

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

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6.617 membExchIdCodTo

Description This field indicates the name of the member, which received the transaction related to give-up, take-up and position transfer

Format alphanumeric 5

Where used: CB011 Std and Flx Cntr Dly Transactn

CB030 Position Transfer Overview

CB064 Flx Cntr Daily Transactions

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB750 Give-Up Trades Overview

TT750 Clearing Four Eye Principle

6.618 membExchIdNam

Description This field indicates the name of the member institution, which describes a legal entity (here in the context of the exchange member).

Format

Where used:

alphanumeric 50

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD943 Daily Permanent Market Making Strategy Quote Request

Performance

TD944 Daily Advanced Market Making Strategy Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.619 membId

Description

Format

Where used:

This field contains the member ID.

alphanumeric 5

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB068 Transaction Mix

CB069 Transaction Report

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

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CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB225 Daily Eurex Fines

CB235 Daily Security Collateral Fee Statement

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

CC040 Liquidating Values

CC045 Additional Margin

CC050 Daily Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD020 Collateral Movement/Coverage

CD030 Security Expiration

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CD031 Daily Collateral Valuation

CD032 Daily Guarantee

CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

CD040 Monthly Guarantee Expiration

CD042 Daily Settlement Statement

CD043 ECM: Value Based Alloc. Method

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

CD092 Asset Summary Aggregation

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CD235 Reservation amount

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE055 FX Settlement Limit Report

CE056 End of Day CLS Settlement Report

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

CI042 Margin Call

CI050 Daily Margin

CI056 Preliminary CLS Settlement Report

CI060 Daily Margin Summary

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

CR010 Clearing Ranking

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

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XML Report Tag Descriptions

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

TR010 Trading Ranking

TR900 Daily Order and Quote Transactions

TT110 User Security Maintenance

TT115 User Security Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT132 Market Maker Protection

TT133 Trading Risk Events

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

TT770 Password Change

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XML Report Tag Descriptions

6.620 membLglNam

Description This field contains the legal name of the member.

Format alphanumeric 40

Where used: CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB068 Transaction Mix

CB069 Transaction Report

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

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CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB225 Daily Eurex Fines

CB235 Daily Security Collateral Fee Statement

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

CC040 Liquidating Values

CC045 Additional Margin

CC050 Daily Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

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CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD032 Daily Guarantee

CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

CD040 Monthly Guarantee Expiration

CD042 Daily Settlement Statement

CD043 ECM: Value Based Alloc. Method

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

CD092 Asset Summary Aggregation

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CD235 Reservation amount

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE055 FX Settlement Limit Report

CE056 End of Day CLS Settlement Report

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

CI042 Margin Call

CI050 Daily Margin

CI056 Preliminary CLS Settlement Report

CI060 Daily Margin Summary

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

CR010 Clearing Ranking

RD110 User Profile Maintenance

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RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

TR010 Trading Ranking

TR900 Daily Order and Quote Transactions

TT110 User Security Maintenance

TT115 User Security Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT132 Market Maker Protection

TT133 Trading Risk Events

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

TT760 User Entitlement Status

TT761 User Entitlement Changes

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TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

TT770 Password Change

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6.621 membPropCtpyIdCod

Description This field contains the ID of the proposed counterparty for the flexible contract transaction.

Format alphanumeric 5

Where used: CB011 Std and Flx Cntr Dly Transactn

CB064 Flx Cntr Daily Transactions

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.622 membSlowRlseInd

Description This field indicates the manual member slowdown action.

Format alphanumeric 1

Valid Values

D

Where used:

Decodes Descriptions

Slowed down

TT130 Risk Event Report

TT131 Risk Event Trader Report

6.623 membStopRlseInd

Description This field indicates the stop button action.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

S

R

Where used:

Decodes

Stopped

Released

Descriptions

TT130 Risk Event Report

TT131 Risk Event Trader Report

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6.624 membTxnNode

Description This field contains the identification number of the Member Integration

System Server (MISS) used by the member to perform the transactions.

Format alphanumeric 4

Where used: CB068 Transaction Mix

6.625 mgnAddlAmnt

Description This field contains the additional margin amount to cover for the worst case loss that could occur during the subsequent trading day, considering upside in the price of the underlying. If negative, it is adjusted using the offset factor.

Format

Where used:

numeric signed 13, 2

CC050 Daily Margin

CC750 Daily Margin

CI050 Daily Margin

CN050 Nightly Margin

6.626 mgnAddlAmntFctr

Description This field contains the margin requirement for the margin class after applying cross margining within the margin group.

Format numeric signed 13, 2

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Where used: CC045 Additional Margin

CC745 Additional Margin

6.627 mgnAmnt

Description This field contains the margin amount, which is provided by member to cover Eurex Clearing's risk of member default. It can be provided in cash, evaluated securities or company capital itself.

Format

Where used:

numeric 11

CD090 Overall Asset Summary

6.628 mgnCalcPrc

Description This field contains the margin calculation prices, which are the theoretically expected upside and downside prices due to volatility.

Format numeric signed 13, 5

Where used: CC033 Theoretical Values III

6.629 mgnClsCod

Description This field indicates the margin class code, which is a group of instruments carrying similar risks.

Format alphanumeric 5

Where used: CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

CC040 Liquidating Values

CC045 Additional Margin

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CC050 Daily Margin

CC080 Security/Cash Risk Position

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC780 Security/Cash Risk Position

CI050 Daily Margin

CN050 Nightly Margin

6.630 mgnClsCurr

Description This field contains the margin class currency.

Format

Where used:

alphanumeric 3

CC040 Liquidating Values

CC045 Additional Margin

CC055 Daily Margin Offset

CC740 Liquidating Values

CC745 Additional Margin

CC755 Daily Margin Offset

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6.631 mgnClsCurrAdjRow

Description This field contains the margin class currency.

Format alphanumeric 3

Where used: CC045 Additional Margin

CC745 Additional Margin

6.632 mgnClsCurrExRow

Description This field contains the margin class currency.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

alphanumeric 3

CC045 Additional Margin

CC745 Additional Margin

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6.633 mgnClsCurrRiskRow

Description This field contains the margin class currency in risk row (it's referenced by refDisplAlign, therefore separate type is needed).

Format alphanumeric 3

Where used: CC040 Liquidating Values

CC045 Additional Margin

CC740 Liquidating Values

CC745 Additional Margin

6.634 mgnClsCurrTotRow

Description This field contains the margin class currency.

Format alphanumeric 3

Where used: CC045 Additional Margin

CC745 Additional Margin

6.635 mgnClsExchRat

Description This field indicates the margin class exchange rate, which is used to convert the original cash amount into the margin class currency.

Format numeric signed 13, 6

Where used: CC080 Security/Cash Risk Position

CC780 Security/Cash Risk Position

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6.636 mgnClsExpMthDat

Description This field indicates the expiration month of the margin class.

Format numeric 2

Valid Values

5

6

7

8

1

2

3

4

9

10

11

12

Where used:

Decodes

JAN

FEB

MAR

APR

MAY

JUN

JUL

AUG

SEP

OCT

NOV

DEC

CC040 Liquidating Values

CC045 Additional Margin

CC740 Liquidating Values

CC745 Additional Margin

Descriptions

6.637 mgnClsExpYrDat

Description This field indicates the expiration year of the margin class.

Format

Where used:

numeric 4

CC040 Liquidating Values

CC045 Additional Margin

CC740 Liquidating Values

CC745 Additional Margin

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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

Where used: 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

Where used: 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

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CC050 Daily Margin

CC750 Daily Margin

CI050 Daily Margin

CN050 Nightly Margin

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6.641 mgnLngAllBal

Description This field contains the margin long allocated balance, which is the number of open/allocated long contracts.

Format numeric 9

Where used: CC020 Futures Spread Margin

CC720 Futures Spread Margin

6.642 mgnMajCurr

Description This field contains the margin major currency.

Format

Where used:

alphanumeric 3

CC055 Daily Margin Offset

CC755 Daily Margin Offset

6.643 mgnMinCurr

Description This field contains the margin minor currency.

Format

Where used:

alphanumeric 3

CC055 Daily Margin Offset

CC755 Daily Margin Offset

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XML Report Tag Descriptions

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6.644 mgnOfstClgCurr

Description This field contains the margin offset in the clearing currency, which is the difference between margin surplus and margin shortfall. It is used to reduce the total margin requirement of clearing members operating in different currencies, further improving the efficient use of capital.

Format

Where used:

numeric signed 13, 2

CC055 Daily Margin Offset

CC755 Daily Margin Offset

6.645 mgnParm

Description This field contains the margin parameter applicable in case of maximum expected up and down movement in the security price.

Format

Where used:

numeric signed 11, 2

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

6.646 mgnParmDown

Description This field contains the margin parameter down, which is applicable in case of maximum expected down movement in the security price.

Format

Where used:

numeric signed 11, 2

CC033 Theoretical Values III

6.647 mgnParmFlg

Description This field indicates whether the expected price movement of the security is provided in absolute value or in percentage.

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Format

Valid Values

A

P

Where used:

alphanumeric 1

Decodes Descriptions

Absolute in the security settlement currency.

Percentage

CC033 Theoretical Values III

CC034 Theoretical Prices

6.648 mgnPremiumAmnt

Description This field contains the margin premium amount for positions on option products subject to traditional style premium posting. Long positions lead to margin credit (negative amounts) while short positions lead to margin debit (positive amounts).

Format

Where used:

numeric signed 13, 2

CC010 Premium Margin

CC050 Daily Margin

CC710 Premium Margin

CC750 Daily Margin

CI050 Daily Margin

CN050 Nightly Margin

6.649 mgnReqClientEcm

Description Margin Requirement ECM seg clients in default pool (booking to Def. pool except Clearer,Clearer,PP)

Format

Where used:

numeric 14, 2

CD043 ECM: Value Based Alloc. Method

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6.650 mgnReqPropEcm

Description Margin Requirment of a Clearer on Account PP together with Shortfall of all segregated Pools

Format numeric 14, 2

Where used: CD043 ECM: Value Based Alloc. Method

6.651 mgnReqrAmnt

Description This field contains the margin requirement of a clearing member in clearing member currency.

Format

Where used:

numeric signed 13, 2

CD033 Collateral Composition

CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.652 mgnShtNotBal

Description This field contains the margin short notified balance, which is the number of open/notified short contracts.

Format numeric 9

Where used: CC020 Futures Spread Margin

CC720 Futures Spread Margin

6.653 mgnSprdAmnt

Description This field contains the future spread margin, which covers the risk caused by the imperfect price correlation between contracts of same underlying but different expiration months.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric signed 13, 2

CC050 Daily Margin

CC750 Daily Margin

CI050 Daily Margin

CN050 Nightly Margin

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6.654 mgnStyle

Description This field indicates the margin style applicable for the product.

Format alphanumeric 1

Where used: TA111 All Active/Inactive Series

6.655 mgnVola

Description This field contains margin volatility, which is the percentage price variations of the underlying arising between consecutive trading days.

Format numeric signed 8, 2

Where used: CC034 Theoretical Prices

6.656 midTermAvgText

Description This field contains the mid term average text, which describes the duration over which the margin requirement is averaged.

Format

Where used:

alphanumeric 20

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

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6.657 midTermReqClrFun

Description This field contains the mid term requirement clearing fund, which is the member's average clearing fund requirement over a specified short time interval.

Format numeric signed 12

Where used: CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

6.658 midTermReqCompCapt

Description This field contains the mid term requirement company capital, which is the member's average company capital requirement over a specified short time interval.

Format

Where used:

numeric signed 12

CD090 Overall Asset Summary

6.659 midTermReqEqCapt

Description This field contains the mid term requirement company capital, which is the member's average equity capital requirement over a specified short time interval.

Format

Where used:

numeric signed 12

CD091 ISA Direct Mem. Asset Summary

6.660 minBlkSiz

Description This field contains the minimum block size, which is the minimum trade quantity.

Format numeric 9

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Where used: TA111 All Active/Inactive Series

6.661 minMajRat

Description The field contains the adjusted exchange rate, which is used to convert from margin class currency to clearing currency.

Format numeric 10, 6

Where used: CC055 Daily Margin Offset

CC755 Daily Margin Offset

6.662 minMaxInd

Description This field contains the Minimum Maximum indicator for Risk Values.

Format alphanumeric 1

Valid Values

0

1

2

Where used:

Decodes

Zero

Min

Max

Descriptions

CC100 Risk Values History for Limits

6.663 mkrTkrCod

Description This field contains the Make /Taker-Flag.

Format alphanumeric 1

Where used: CB165 Eurex Fee Statement

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6.664 mktDpth

Description

Format

Where used:

This field contains the maximum orderbook depth for the product in the

Enhanced Broadcast Solution stream.

numeric 2

TA111 All Active/Inactive Series

6.665 mktGrpNam

Description This field contains the market group name. This could either be a product assignment group or and an entire market.

Format

Where used:

alphanumeric 8

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

TT133 Trading Risk Events

6.666 mkToMktTick

Description This field contains the mark-to-market tick, which is the number of minimal price movements between trading price of the position and the day's settlement price. It is used in evaluating variation margin for the day.

Format numeric signed 7, 2

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CB702 Cash Settled Contracts Overview

Eurex

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6.667 mktShr

Description

Format

Where used:

This field contains market share, which is the member's percentage share out of the total contract volume on a product.

numeric 5, 2

CR010 Clearing Ranking

TR010 Trading Ranking

6.668 mktShrA

Description This field contains market share agent, which is the member's percentage share out of the total contract volume on a product through agent account.

Format numeric 5, 2

Where used: TR010 Trading Ranking

6.669 mktShrLngPct

Description This field contains the market share long percentage, which is the percentage of the members' market share based on the total number of long positions in a contract.

Format numeric 5, 2

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

6.670 mktShrM

Description This field contains market share market maker, which is the member's percentage share out of the total contract volume on a product through market maker account.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 5, 2

TR010 Trading Ranking

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6.671 mktShrP

Description

Format

This field contains market share proprietary, which is the member's percentage share out of the total contract volume on a product through proprietary account.

numeric 5, 2

Where used: TR010 Trading Ranking

6.672 mktShrShtPct

Description This field contains the market share short percentage, which is the percentage of the members market share based on the total number of short positions in a contract.

Format numeric 5, 2

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

6.673 mktSmbl

Description This field indicates to which market within the clearing house the entitlement related data for the participant/ user belong to.

Format alphanumeric 10

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

Version V 3.1.3

05.04.2017

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6.674 mmBase

Description This field contains Market Maker Base value on that day, which applies to the spread quality on this day

Format numeric 12

Where used: TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

6.675 mmPackCod

Description This field contains the Market Maker Package on that trading day if applicable (depends on the product).

Format alphanumeric 5

Where used: TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

6.676 mmpActivity

Description This field contains the activity information of market marker protection.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

3

4

5

6

1

2

Where used:

Decodes

ADD

MOD

DEL

LOA

CHK

QUO

TT132 Market Maker Protection

Descriptions

Add

Modify

Delete

Load

Check

Quote

6.677 mmpDelta

Description This field contains the market marker protection delta.

Format

Where used:

numeric 10

TT132 Market Maker Protection

Version V 3.1.3

05.04.2017

Page 819

6.678 mmpPercent

Description This field contains the market marker protection percent.

Format numeric 10

Where used: TT132 Market Maker Protection

6.679 mmpReason

Description This field contains the mmp reason.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

3

4

1

2

Where used:

Decodes

MMPARA

INACTI

REACTI

MMPROT

Descriptions

Market Maker Parameter Update

Quote Inactivation

Quote Reactivation

Market Maker Protection

TT132 Market Maker Protection

Version V 3.1.3

05.04.2017

Page 820

6.680 mmPrgrmCod

Description This field contains the information on the MM program on that trading day, if applicable

Format alphanumeric 4

Where used: TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

6.681 mmpTimeWindow

Description This field contains the market marker protection time window.

Format numeric 10

Where used: TT132 Market Maker Protection

6.682 mmpVega

Description This field contains the market marker protection vega.

Format

Where used:

numeric 10

TT132 Market Maker Protection

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.683 mmpVolume

Description This field contains the market marker protection volume.

Format

Where used:

numeric 10

TT132 Market Maker Protection

Version V 3.1.3

05.04.2017

Page 821

6.684 mmReq

Description

Format

Where used:

This field shows Market Maker requirement to be fulfilled on that trading day to be eligible for Market Maker fee structure for that Month.

numeric 6, 4

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

6.685 mnthlyReq

Description This field contains the monthly required violation percentage.

Format numeric 6, 2

Where used: TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.686 modelTyp

Description Model type

Format alphanumeric 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

NP

HT

GO

SI

BR

Where used:

Decodes

Standard pricing

High Turnover pricing

Gold pack

Silver pack

Bronze pack

Descriptions

CB182 Monthly OTC CCP Fee Statement

Version V 3.1.3

05.04.2017

Page 822

6.687 movAvgTransDate

Description This field contains the starting date of the 250 day average calculation excl. The report date

Format alphanumeric 10

Where used: TR900 Daily Order and Quote Transactions

6.688 movAvgTransRepDate

Description This field contains the starting date of the 250 day average calculation incl. the report date

Format

Where used:

alphanumeric 10

TR900 Daily Order and Quote Transactions

6.689 mrtyDat

Description

Format

Where used:

This field contains the maturity date of the traded bond.

DateFormat

TC549 EBI Trade Maintenance

TE545 Daily TES Maintenance

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 823

6.690 mtdCutLim

Description This field contains monthly cut limit, which is the maximum number of quote requests used for calculating the violation percentage.

Format numeric 10

Where used: TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

6.691 mtdDays

Description This field contains the total trading days till date

Format numeric 2

Where used: TD981 Month-to-Date OTR

6.692 mtdOrderedVol

Description This field contains the cumulated ordered volume on this trading day and all previous days of the month which is divided by volume limit to get the order to trade ratio.

Format numeric 13

Where used: TD981 Month-to-Date OTR

6.693 mtdOtr

Description

Format

This field contains order to trade ratio (month-to-date) per product.

numeric 7, 4

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TD981 Month-to-Date OTR

Version V 3.1.3

05.04.2017

Page 824

6.694 mtdTesVol

Description This field contains the monthly TES contract volume in the current month.

Format numeric 9

Where used: TE930 T7 Daily Trade Statistics

6.695 mtdTotVol

Description This field contains the monthly total contract volume in the current month.

Format numeric 9

Where used: TD930 Daily Trade Statistics

TE930 T7 Daily Trade Statistics

6.696 mtdVolLim

Description This field contains the sum of Volume Limits of this trading day and all previous trading days of the month which is required to calculate order to trade ratio.

Format numeric 12

Where used: TD981 Month-to-Date OTR

6.697 mthDlyAvgVolX

Description This field contains the daily average contract volume in the current month.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

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Format

Where used:

numeric 12

CB186 Monthly Rebates TDP

6.698 mthPackReqEqt

Description This field contains the number of equity options that must be fulfilled within the market maker package. This is less or equal to the number of equity products within the package.

Format

Where used:

numeric 5

TD957 Advanced Market Making Measurement

6.699 mthPackReqIdx

Description This field containes the number of equity index options that must be fulfilled within the respective market maker program package in order to fulfill the whole package. This is less or equal to the number of index products within the package.

Format numeric 5

Where used: TD957 Advanced Market Making Measurement

6.700 mthReqCovTim

Description This field indicates the sum of the required time to be covered by good quotes and is equal to

sumReqTim

.

Format TimeFormat

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

Version V 3.1.3

05.04.2017

Page 826

6.701 mthReqQuoReqViolP

Description This field contains the required the violation percentage, based on the valid quote request violations in proportion to the valid quote requests in the respective market maker program/package that must not be exceeded.

Format

Where used:

numeric 6, 2

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

6.702 mthReqViol

Description This field conatins the number of maximum tolerated days with violation and is equal to

nbrTolViolDays

.

Format

Where used:

numeric 5

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

6.703 mthReqVol

Description This field contains the required monthly volume.

Format numeric 9

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

Version V 3.1.3

05.04.2017

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Format

Valid Values

M

N

O

P

I

J

K

L

E

F

G

H

A

B

C

D

Y

Z

U

V

W

X

Q

R

S

T

6.704 mtnCod

Description This field contains the maintenance code, which indicates the last activity performed.

alphanumeric 1

Decodes Descriptions

Approve Trade

Delivered to CCP

Accept Give-Up

Delete Trade

Enter Trade

Full Position Transfer

Enter Give-Up

Cash Settlement

Assignment

Capital Adjustment

Position Transfer Take-up

Delete Give-Up

Modify Trade

Delete Position Transfer

Enter Position Transfer

Pending Delivery

Accept Position Transfer

Expired Trade

Settlement Complete

Enter Take-Up

Close Out

Variation Margin

Trade Separation

Exercise

Notification

Allocation

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 828

Where used: CB001 Product and Price Report

6.705 mtnMbr

Description

Format

Where used:

This field contains the maintenance member ID.

alphanumeric 5

TT130 Risk Event Report

TT131 Risk Event Trader Report

6.706 nbrEqtOptToBeQuot

Description This field contains the number of equity products on which the members have to place quotes as an obligation to a market maker program.

Format numeric 5

Where used: TD957 Advanced Market Making Measurement

6.707 nbrExrPrcToBeQuot

Description This field contains the number of exercise price around the current underlying price, at which the member has to place quotes as an obligation to market maker program.

Format numeric 5

Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 829

6.708 nbrIdxOptToBeQuot

Description This field contains the number of index based products on which the members have to place quotes as an obligation to a market maker program.

Format numeric 5

Where used: TD957 Advanced Market Making Measurement

6.709 nbrTolViolDays

Description This field contains the number of maximum tolerated days with violation in the market maker program.

Format numeric 5

Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

6.710 ndm

Description

Format

Where used:

This field contains NDM = Additional Margin + Future Spread Margin.

numeric signed 16, 2

CC100 Risk Values History for Limits

6.711 netFeeAmnt

Description This field contains the net fee payable by the member.

Format

Where used:

numeric signed 9, 2

CB179 Monthly Rebate Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 830

6.712 netFeeAmntX

Description This field contains the net fee payable by the member.

Format numeric 11, 2

Where used: CB186 Monthly Rebates TDP

6.713 netFutPos

Description This field contains the netted futures position of the member.

Format

Where used:

numeric signed 8

CC040 Liquidating Values

CC740 Liquidating Values

6.714 netPayinAmount

Description This field contains Settlement Obligation after netting (payin -or- payout)

Format

Where used:

numeric 18, 2

CE056 End of Day CLS Settlement Report

CI056 Preliminary CLS Settlement Report

6.715 netPayoutAmount

Description This field contains Settlement Obligation after netting (payin -or- payout)

Format numeric 18, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CE056 End of Day CLS Settlement Report

CI056 Preliminary CLS Settlement Report

Version V 3.1.3

05.04.2017

Page 831

6.716 netQty

Description

Format

Where used:

This field contains the number of contracts to be settled per delivery. It is the number of contracts to be delivered (negative) or received

(positive).

numeric signed 8

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB102 Cash Settled Contracts

CB702 Cash Settled Contracts Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CE075 Notification/Allocation Summ

CE775 Notification/Allocation Information

6.717 netRskPos

Description This field contains the net long (positive) or short (negative) risk position.

Format

Where used:

numeric signed 13, 3

CC040 Liquidating Values

CC740 Liquidating Values

6.718 netZerCstQty

Description This field contains the net zero cost quantity, which is the number of all charge-free late position closing transactions for a product.

Format numeric signed 9

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB167 Late Closing Fees

Version V 3.1.3

05.04.2017

Page 832

6.719 newTheoPrc

Description This field contains the new theoretical price, which is used for the calculation of new Low Exercise Price Options (LEPO) contract size after capital adjustment. Theoretical price is the option price, which is calculated using option pricing models based on the projected underlying prices.

Format numeric 10, 4

Where used: CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

6.720 nextBusDate

Description This field indicates the next business date of the product.

Format

Where used:

DateFormat

TA115 Total Return Futures Parameters

6.721 nextExpDat

Description This field contains the next FX upcoming expiration day (labeled "S-2")

Format numeric 10

Where used: CE055 FX Settlement Limit Report

6.722 nextStlmDat

Description This field contains the next upcoming FX settlement day (labeled "S")

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 10

CE055 FX Settlement Limit Report

6.723 nextTradDat

Description This field indicates the next trading date of the product.

Format

Where used:

DateFormat

TA114 Variance Futures Parameter

Version V 3.1.3

05.04.2017

Page 833

6.724 nomQty

Description

Format

Where used:

This field contains (accumulated) nominal amount of the executed order.

numeric signed 15, 2

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

6.725 nomVal

Description

Format

Where used:

This field contains the nominal (face) value of the security.

numeric 9

TC549 EBI Trade Maintenance

TE545 Daily TES Maintenance

6.726 noOfCntrcts

Description This field contains the Number of Contracts

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 9

CE055 FX Settlement Limit Report

Version V 3.1.3

05.04.2017

Page 834

6.727 noOfStreams

Description This field contains the number of Enhanced Broadcast Solution streams for the product.

Format

Where used:

numeric 2

TA111 All Active/Inactive Series

6.728 notifVol

Description

Format

Where used:

This field contains the volume of notified contracts.

numeric 9

CR010 Clearing Ranking

6.729 novDat

Description

Format

Where used:

This field indicates the Novation Date.

DateFormat

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.730 numberOfBuy

Description This field contains the number of traded buy orders.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 9

TE910 T7 Daily Trade Activity

Version V 3.1.3

05.04.2017

Page 835

6.731 numberOfLegs

Description This field contains the number of legs of the complex instrument

(values 1 - 99).

Format

Where used:

numeric 2

TA113 Complex and Flexible Instrument Definition

6.732 numberOfSell

Description This field contains the number of traded sell orders.

Format numeric 9

Where used: TE910 T7 Daily Trade Activity

6.733 numOfDaysLt

Description This field indicates for late delivery fines (LDF) how many days the trade is late, for interest of delay (IoD) the number of days of interest calculation.

Format numeric 9

Where used: CB225 Daily Eurex Fines

6.734 numOfDaysLtTot

Description This field contains total number of days late. Filled for Eurex fines transactions.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 836

Format

Where used:

numeric 9

CB225 Daily Eurex Fines

6.735 numOfTrans

Description This field contains the Number of transactions.

Format numeric 15

Where used: CB197 Excessive System Usage Fee

6.736 numOfTransactions

Description This field contains the number of relevant order and quote transactions for the report date

Format numeric 12

Where used: TR900 Daily Order and Quote Transactions

6.737 numOfTransExcTransLim

Description This field contains the Number of transactions which exceed the transaction limit.

Format

Where used:

numeric 15

CB197 Excessive System Usage Fee

6.738 onBhalfPartSmbl

Description This field indicates the participant of the user for whom the maintenance request was initiated on behalf of

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 837

Format

Where used:

alphanumeric 5

TT761 User Entitlement Changes

TT764 Four-eye Request Processing Entitlement

6.739 onBhalfUsrLgn

Description This field indicates the user for whom the maintenance request was initiated on behalf of

Format

Where used:

alphanumeric 11

TT761 User Entitlement Changes

TT764 Four-eye Request Processing Entitlement

6.740 oneSideQuoteAlwdFlg

Description This field indicates if one-sided quotes are allowed for the product.

Format alphanumeric 1

Valid Values

Y

N

Where used:

Decodes Descriptions

Yes

No

TA111 All Active/Inactive Series

6.741 openBuyOrders

Description This field indicates total number of open buy orders.

Format numeric 9

Where used: TE550 Open Order Detail

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 838

6.742 openBuyVolume

Description This field indicates total (remaining) quantity of open buy orders.

Format numeric 9

Where used: TE550 Open Order Detail

6.743 openSellOrders

Description This field indicates total number of open sell orders.

Format

Where used:

numeric 9

TE550 Open Order Detail

6.744 openSellVolume

Description This field indicates total (remaining) quantity of open sell orders.

Format numeric 9

Where used: TE550 Open Order Detail

6.745 opnClsCod

Description This field contains the open close flag, which indicates whether the transaction is placed to open a new position or to close an existing position or to rollover an existing position.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CA054 Capital Adjustment Orders

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

RD135 Trade Enrichment Rule Status

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

Version V 3.1.3

05.04.2017

Page 839

6.746 opnIntQty

Description Number of open positions in a futures or option contract which have not yet been closed out by an offsetting transaction.

Format

Where used:

numeric 9

CA051 Capital Adjustment Series

TD930 Daily Trade Statistics

TE930 T7 Daily Trade Statistics

6.747 opnPrc

Description This field contains the opening price on the current day.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric signed 9, 5

TD930 Daily Trade Statistics

TE930 T7 Daily Trade Statistics

Version V 3.1.3

05.04.2017

Page 840

6.748 optEquVal

Description This field indicates the option equivalent value of the futures position considering the unit value of the corresponding option.

Format numeric signed 12

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.749 optiGatewayLocId

Description This field indicates the optimal performance gateway location for trading the respective product.

Format numeric 1

Valid Values

0

1

Where used:

Decodes Descriptions optimal gateway location 0 optimal gateway location 1

TA111 All Active/Inactive Series

6.750 optTrnIdNo

Description This field indicates the transaction number assigned by the exchange to uniquely identify the off-book transaction.

Format alphanumeric 6

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TC545 TES Trade Maintenance

TE545 Daily TES Maintenance

Version V 3.1.3

05.04.2017

Page 841

6.751 optUsedQty

Description This field indicates the traded quantity of the options block trade given in reference to be used for the Vola Trade.

Format

Where used:

numeric 9

TE545 Daily TES Maintenance

6.752 orderVol

Description

Format

Where used:

This field shows either n/a or a natural number indicating the ordered volume.

alphanumeric 13

CB069 Transaction Report

6.753 ordOriginFirm

Description This field contains external cooperation partner ID used in selected cooperation links such as with KRX.

Format alphanumeric 7

Where used: CB012 Account Statement

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

RD135 Trade Enrichment Rule Status

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.754 ordrCmbTypCod

Description This field contains the order combination type code.

Format alphanumeric 1

Version V 3.1.3

05.04.2017

Page 842

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values y

Y z

Z

S w

W

X

L p

P

R

I

J l

K v

V

C n

N u

U

F

G h

H

D e f

E b

B d

8

9 q

Decodes

SPD

IPS

CBUT

PBUT

BUL

BER

BLT

BRT

CDIA

PDIA

GUTS

RBUL

RBER

IBUT

COMBO

STG

CLAD

PLAD

STDT

CNV

STD

CCOND

PCOND

BOX

BUL-P

BER-C

STD-C

STD-P

CALL-U

PUT+U

BUL-U

BER+U

STD+U

STD-U

BUL-P-U lying

BER-C+U lying

Version V 3.1.3

05.04.2017

Page 843

Descriptions

Futures Spread

Inter-Product Spread

Call Butterfly

Put Butterfly

Call Spread

Put Spread

Call Calendar Spread

Put Calendar Spread

Call Diagonal Calendar Spread

Put Diagonal Calendar Spread

Guts

2x1 Ratio Call Spread

2x1 Ratio Put Spread

Iron Butterfly

Combo

Strangle

Call Ladder

Put Ladder

Straddle Calendar Spread

Conversion/Reversal

Straddle

Call Condor

Put Condor

Box

Call Spread versus Put

Call Spread versus Put

Straddle versus Call

Straddle versus Put

Call Volatility Trade

Put Volatility Trade

Call Spread versus Underlying

Put Spread versus Underlying

Straddle versus Long Underlying

Straddle versus Short Underlying

Call Spread versus Short Put/Short Under-

Put Spread versus Short Call/Long Under-

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 844 XML Report Tag Descriptions

Q x r c j g k

O t o i

T a

A m

M s

0

1

2

6

7

Where used:

CLAD+U

CLAD-U

PLAD+U

PLAD-U

COMBO+U

RBUL-U

RBER+U

BLT-U

BLT+U

BRT-U

BRT+U

STG-U

STG+U

CNV-U

JR

RBER-U

RBUL+U

Call Ladder versus Long U/L

Call Ladder versus Short U/L

Put Ladder versus Long U/L

Put Ladder versus Short U/L

Combo versus Long U/L

2x1 Ratio Call Spread versus Short U/L

2x1 Ratio Put Spread versus Long U/L

Call Calendar Spread versus Short U/L

Call Calendar Spread versus Long U/L

Put Calendar Spread versus Short U/L

Put Calendar Spread versus Long U/L

Strangle versus Short U/L

Strangle versus Long U/L

Conversion/Reversal versus Short U/L

Jelly Roll

2x1 Ratio Put Spread versus Short U/L

2x1 Ratio Call Spread versus Long U/L

Standard options strategies

Non-standard options strategies

Volatility strategies

Standard futures strategies

Packs and bundles

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

TC810 Daily Trade Confirmation

6.755 ordrDelFlg

Description This field contains the risk limit order delete flag. It indicates, whether on-exchange orders must be deleted in case of a limit breach.

Format alphanumeric 1

Valid Values

Y

N

Decodes Descriptions

Delete orders after the limit breach.

Do not delete orders after the limit breach.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

Version V 3.1.3

05.04.2017

Page 845

6.756 ordrExePrc

Description This field contains the order execution price, which is limit price provided by the member.

Format

Where used:

numeric signed 9, 5

CA054 Capital Adjustment Orders

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

6.757 ordrExePrc1

Description This field contains the limit price of the order.

Format

Where used:

numeric signed 9, 5

TC549 EBI Trade Maintenance

6.758 ordrExeQty

Description This field contains the order executed quantity, which is the matched quantity as a result of a trade.

Format

Where used:

numeric 9

CA054 Capital Adjustment Orders

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 846

6.759 ordrExpDat

Description This field contains the expiration date of the order applied by the participant. The order remains valid until this date.

Format DateFormat

Where used: CA054 Capital Adjustment Orders

6.760 ordrGtcInd

Description This field indicates the ""good-till"" type restriction code, which the member assigned to the order.

Format alphanumeric 1

Valid Values Decodes Descriptions

R

X

Good-for-day

D Good-till-date

Good-till-market-reset

Good-till-cancel

Where used: TC541 Dly Strategy Order Maintenance

6.761 ordrMtnCod

Description This field contains the order maintenance code, which indicates the last operation that caused a change in the transaction status.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 847

T

U

V

W

P

Q

R

S

X

Y

Z

L

M

N

O

I

H

J

K

D

E

F

G

A

B

C

Where used:

Valid Values Decodes

New

PMtch

TIMDel

STrg

PChg

HBDel

Uncs

MMDel

Start

Cncl

STDel

MRes

Add

BMRea

Chg

Del

Exp

FSDel

EDelS

AVDel

AEDel

TISDel

AEDlS

RLDel

Mtch

MResRea

RLDel

TC541 Dly Strategy Order Maintenance

TC546 Strategy TES Trade Maintenance

Descriptions

Market Reallocation

Change

Delete

Expired

Session Loss Delete

Delete By Another ETS Session

Delete All Values

Delete All ETS

Trade Interrupt Delete Subgroup

Delete All By Another ETS Session

Delete All By Risk Limit Event

Matched

Market Reset or Market Reallocation

Deletion due to Risk Limit Breach

Partially Matched

Trade Interrupt Delete Member

Trigger

Time Priority Change

Heartbeat Delete

Uncrossed

Market Makter Protection Delete

Start

Deleted by Eurex

Stop Button Delete

Market Reset

6.762 ordrNo

Description This field indicates the order identification number assigned to an order by the exchange.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

alphanumeric 9

CA054 Capital Adjustment Orders

CB102 Cash Settled Contracts

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

TC541 Dly Strategy Order Maintenance

TC810 Daily Trade Confirmation

Version V 3.1.3

05.04.2017

Page 848

6.763 ordrNo1

Description

Format

Where used:

This field indicates the order identification number assigned to an order by the exchange.

numeric 16

CC080 Security/Cash Risk Position

CC780 Security/Cash Risk Position

6.764 ordrNoX

Description

Format

Where used:

This field indicates the order identification number assigned to an order by the exchange.

alphanumeric 36

CB165 Eurex Fee Statement

6.765 ordrPersInd

Description This field specifies if an order is persistent or not.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

P

Where used:

Decodes Descriptions

Persistent order

TC541 Dly Strategy Order Maintenance

Version V 3.1.3

05.04.2017

Page 849

6.766 ordrPrtFilCod

Description This field contains order part fill code, which indicates whether an order was fully or partially executed.

Format

Where used:

alphanumeric 1

TC810 Daily Trade Confirmation

TE810 T7 Daily Trade Confirmation

6.767 ordrQty

Description

Format

Where used:

This field contains the remaining order quantity of the transaction, which has not been executed yet.

numeric 9

CA054 Capital Adjustment Orders

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TE540 Daily Order Maintenance

TE550 Open Order Detail

6.768 ordrResCod

Description This field indicates the execution restriction code applied to the order.

Format alphanumeric 1

Eurex

XML Report Reference Manual

Valid Values

S

T

U

W

A

C

I

O

Where used:

XML Report Tag Descriptions

Decodes Descriptions

(Empty)

ACT Auction

CLA

IOC

OCO

Closing Auction Only

Immediate-or-cancel

One Cancels Other Order

STP

TRG

UNR

WID

Stop Order

Triggered Stop Order

Unrestricted

Wide Quote

CA054 Capital Adjustment Orders

TC541 Dly Strategy Order Maintenance

TC810 Daily Trade Confirmation

Version V 3.1.3

05.04.2017

Page 850

6.769 ordrTyp

Description

Format

Valid Values

4

5

1

2

Where used:

This field contains the order type.

alphanumeric 1

Decodes

REG

STP

OCO

QUO

Descriptions

Regular Order

Stop Order

One Cancels Other

Quote Side

TE540 Daily Order Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

6.770 ordrTypCod

Description This field contains the order type code.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 851

Valid Values

S

V

W

X

Z

N

O

P

Q

E

F

L

M

A

B

1

2

C

D

Where used:

Decodes

TES

TES

TES

QUO

STP

TES

TES

STN

BAR

ORV

CRV

BAQ

BAS

MCM

LCM

TES

EFP

LIM

MKT

CA054 Capital Adjustment Orders

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB120 Member Exception-Positions

CB165 Eurex Fee Statement

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

Descriptions

Block Auction Quote

Basis Trade

EBI Trade

Limit Order

Market Order

EFP-Index Trade

Block Trade

EFP-Fin Trade

Quote

Stop Order

Vola Trade

EFS Trade

STORNO

Block Auction Request

6.771 origClOrdId

Description This field contains the original unique participant defined order request identifier from the trading venue.

Format alphanumeric 20

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB012 Account Statement

Version V 3.1.3

05.04.2017

Page 852

6.772 origCntrId

Description This field contains the original contract ID as it is used at the exchange where the contract originates.

Format alphanumeric 30

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB020 Position Summary

CB021 Position / Active Trd Summary

CB110 Account Transfer Exception

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

6.773 origCurrTypCod

Description This field contains the original currency code of the cash amount (only if different from settlement currency).

Format alphanumeric 3

Where used: CC080 Security/Cash Risk Position

CC780 Security/Cash Risk Position

6.774 origExchId

Description This field contains the original exchange ID and indicates the location from which the trade originates.

Format alphanumeric 4

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB110 Account Transfer Exception

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

TC810 Daily Trade Confirmation

Version V 3.1.3

05.04.2017

Page 853

6.775 originCountryCode

Description This field indicates the code of the country where the order has been entered, using the internationally accepted "origin country code" given by ISO-3166-1-alpha-2.

Format alphanumeric 2

Where used: TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

6.776 origMLegRptTyp

Description This field contains the information if the trade resulted from a single order or a multileg order in the trading venue.

Format alphanumeric 5

Where used: CB012 Account Statement

6.777 origOrderCategory

Description This field contains the original order category, shows if the trade in the trading venue is the result of an order or a quote.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

alphanumeric 5

CB012 Account Statement

Version V 3.1.3

05.04.2017

Page 854

6.778 origOrderType

Description This field contains the original type of order, shows if the trade in the trading venue is the result of a limit or market order.

Format

Where used:

alphanumeric 2

CB012 Account Statement

6.779 origOrdrNo

Description This field indicates the original order number, which is assigned by the exchange where the trade is originated.

Format

Where used:

alphanumeric 12

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

TC810 Daily Trade Confirmation

6.780 origOrdrNoX

Description This field indicates the original order number, which is assigned by the exchange where the trade is originated.

Format alphanumeric 36

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB165 Eurex Fee Statement

Version V 3.1.3

05.04.2017

Page 855

6.781 origRpdOrdrNo

Description This field indicates the original reported order number, which is assigned by the exchange where the trade is originated.

Format numeric 20

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

TC810 Daily Trade Confirmation

6.782 origStrategyLinkId

Description This field contains the original reported identifier that links all trades resulting from a match step of a strategy order in the trading venue.

Format alphanumeric 15

Where used: CB012 Account Statement

6.783 origStratInstrTyp

Description This field contains the original reported strategy instrument type in the trading venue.

Format alphanumeric 5

Where used: CB012 Account Statement

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 856

6.784 origTotNumTrdRpts

Description This field contains the original reported number of leg executions of the original strategy order in the trading venue.

Format alphanumeric 6

Where used: CB012 Account Statement

6.785 origTradeId

Description This field contains the original reported trade item identifier from the trading venue.

Format

Where used:

alphanumeric 12

CB012 Account Statement

6.786 origTrdDat

Description This field contains the original trade date, when the trade was executed.

Format

Where used:

DateFormat

CB012 Account Statement

6.787 origTrdDatCet

Description This field contains the original trade date in local time, when the trade was executed.

Format DateFormat

Where used: CB012 Account Statement

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 857

6.788 origTrdMatchId

Description This field contains the trade match ID received from the trading location.

Format alphanumeric 9

Where used: CB012 Account Statement

6.789 origTrdPrc

Description This field shows the original trade price entered during the position transfer.

Format

Where used:

numeric signed 8, 5

CB030 Position Transfer Overview

CB730 Position Transfer Summary

6.790 origTrdTim

Description This field contains the original trade time, when the trade was performed.

Format

Where used:

TimeFormat

CB012 Account Statement

6.791 origTrdTimCet

Description This field contains the original trade time in local time, when the trade was performed.

Format

Where used:

TimeFormat

CB012 Account Statement

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 858

6.792 origTrnCshAmnt

Description This field contains the cash amount in its original currency (only if in a different currency than settlement currency).

Format numeric signed 13, 2

Where used: CC080 Security/Cash Risk Position

CC780 Security/Cash Risk Position

6.793 origTrnDat

Description This field indicates the original transaction date. In the context of historical trade transfer, it indicates the date on which the trade was executed.

Format

Where used:

DateFormat

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB110 Account Transfer Exception

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

TC810 Daily Trade Confirmation

6.794 origTrnDatCet

Description This field indicates the original transaction date in central european time (CET, CEST). It indicates the date on which the original trade was executed.

Format DateFormat

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB140 Accepted Give-Up Trades

CB160 Accepted Take-Up Trades

TC810 Daily Trade Confirmation

Version V 3.1.3

05.04.2017

Page 859

6.795 origTrnId

Description This field indicates the original trade ID, which is assigned by the exchange where the trade originated.

Format alphanumeric 9

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB110 Account Transfer Exception

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

TC810 Daily Trade Confirmation

6.796 origTrnTim

Description This field contains the original time, when the transaction was performed.

Format TimeFormat

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB165 Eurex Fee Statement

TC810 Daily Trade Confirmation

6.797 origTrnTimCet

Description This field contains the original transaction time in central european time (CET, CEST).

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 860

Format

Where used:

TimeFormat

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

TC810 Daily Trade Confirmation

6.798 otcTrdGrp

Description This field contains the first OTC trade group.

Format

Where used:

alphanumeric 10

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.799 ovnRat

Description

Format

Where used:

This field indicate the overnigth interest rate (EONIA for instance) given in percentage.

numeric signed 6, 4

TA114 Variance Futures Parameter

6.800 ovrUndrCovAmnt

Description This field contains the difference between the cover value and the margin requirement. A negative amount means cover deficits.

Format

Where used:

numeric signed 12, 2

CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 861

6.801 ovrUndrCovAmntClgCurr

Description This field contains a cover surplus or shortage adjusted by the exchange rate to convert in clearing member currency.

Format numeric signed 13, 2

Where used: CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.802 owner

Description

Format

Where used:

This field indicates the owner of the collateral pool.

alphanumeric 5

CD009 Daily Cash Transactions

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD037 Claim Amount Based Collaterals

CD080 Monthly Collateral Movement

CD100 Audit Trail Coll Transactions

6.803 ownrshipIndictr

Description This field contains additional information in case the account name represents an account group (ALL, Client, House).

Format alphanumeric 1

Valid Values

O

I

Decodes Descriptions

Entitlement Level applies for all accounts for which participant is account owner.

Entitlement Level applies for all accounts for which participant is account owner or sponsor

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

Version V 3.1.3

05.04.2017

Page 862

6.804 packCod

Description This field contains the code of the market maker package to which the member has subscribed. A package is a collection of various products and minimum market maker obligations towards it.

Format

Where used:

alphanumeric 5

TD942 Daily Advanced Market Making Quote Request Performance

TD944 Daily Advanced Market Making Strategy Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

6.805 parentDeal

Description This field contains the parent deal ID of a reversed deal - sequential number.

Format numeric 10

Where used: TE810 T7 Daily Trade Confirmation

6.806 ParentTransactionId

Description This field contains the C7 transaction identification of the parent transaction.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

alphanumeric 19

CB012 Account Statement

Version V 3.1.3

05.04.2017

Page 863

6.807 ParentTransactionIdSuffix

Description This field contains the Suffix of the C7 parent transaction identification.

Format

Where used:

numeric 10

CB012 Account Statement

6.808 parRole

Description

Format

Valid Values

3

4

5

1

2

6

7

8

9

Where used:

Indicates the acting party.

alphanumeric 1

Decodes Descriptions

Give-up Trading Firm

Give-up Clearing Firm

Take-up Trading Firm

Take-up Clearing Firm

Position Transfer from Exchange participant

Position Transfer from Clearing participant

Position Transfer to Exchange participant

Position Transfer to Clearing participant

Eurex

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 864

6.809 participant

Description This field indicates the name of the participant, which is a legal entity.

Format

Where used:

alphanumeric 5

CB069 Transaction Report

CE056 End of Day CLS Settlement Report

CI056 Preliminary CLS Settlement Report

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TR900 Daily Order and Quote Transactions

TT132 Market Maker Protection

TT133 Trading Risk Events

6.810 partIdCod

Description This field contains the user ID of a member.

Format

Where used:

alphanumeric 6

CA054 Capital Adjustment Orders

CA770 Account Maintenance

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB110 Account Transfer Exception

CB120 Member Exception-Positions

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CB165 Eurex Fee Statement

CB179 Monthly Rebate Report

CB186 Monthly Rebates TDP

CB191 Monthly TES Late Entry Fine

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CD100 Audit Trail Coll Transactions

CE790 In-the-money Configuration

TA110 Contract Maintenance

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TT110 User Security Maintenance

TT115 User Security Status

TT120 Trader Underlying Maintenance

TT125 Trader Underlying Status

TT131 Risk Event Trader Report

TT770 Password Change

Version V 3.1.3

05.04.2017

Page 865

6.811 partIdCodFrom

Description This field contains the user ID of the exchange member initiating the transaction.

Format alphanumeric 6

Where used: CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

6.812 partIdCodNewCm

Description This field contains the user ID of the clearing member, receiving the position.

Format alphanumeric 6

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB030 Position Transfer Overview

Version V 3.1.3

05.04.2017

Page 866

6.813 partIdCodNewEm

Description This field contains the user ID of the trading participant, reveiving the position.

Format alphanumeric 6

Where used: CB030 Position Transfer Overview

6.814 partIdCodObo

Description This field contains the participant ID code on-behalf, which is the subgroup code of the trader for whom the quote/order was made/ modified.

Format alphanumeric 6

Where used: CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB064 Flx Cntr Daily Transactions

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CE780 Exercise Abandon Daily Maintenance Overview

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TT750 Clearing Four Eye Principle

6.815 partIdCodOldCm

Description This field contains the user ID of the clearing member transferring the position.

Format alphanumeric 6

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 867

Where used: CB030 Position Transfer Overview

6.816 partIdCodOldEm

Description This field contains the user ID of the trading participant, who initiated the position transfer.

Format alphanumeric 6

Where used: CB030 Position Transfer Overview

6.817 partIdCodSec

Description This field contains the participant ID, who performed the maintenance activity.

Format

Where used:

alphanumeric 6

TT110 User Security Maintenance

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

6.818 partLastModDat

Description This field indicates the date at which last update was made on a Participant

Format DateFormat

Where used: TT762 Participant Entitlement Status

6.819 partLngName

Description This field indicates long name of the participant.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 868

Format

Where used:

alphanumeric 40

CB069 Transaction Report

CE056 End of Day CLS Settlement Report

CI056 Preliminary CLS Settlement Report

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TR900 Daily Order and Quote Transactions

TT132 Market Maker Protection

TT133 Trading Risk Events

6.820 partResnForChang

Description This field indicates the reason for the change in the Entitlement

Settings of the Participant.

Format alphanumeric 1

Valid Values

3

4

1

2

5

Where used:

Decodes Descriptions

Participant Role Assignment Maintenance

Max Rights Maintenance

Change in Participant Status

Change in Account Status

Default Role Change

TT763 Participant Entitlement Changes

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 869

6.821 partSmbl

Description This field identifies the Participant for which entitlement settings get changed or current entitlement settings are report.

Format alphanumeric 5

Where used: TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

6.822 paymDat

Description This field contains the coupon payment date.

Format

Where used:

DateFormat

CC031 Theoretical Values II

6.823 pendingAmnt

Description This field contains the pending amount.

Format numeric signed 14, 2

Where used: CE051 FX Transactions & Instructions

6.824 pendingDeletion

Description This field contains the information of the order deletion status

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

0

1

Where used:

Decodes Descriptions

P Pending Deletion

TE540 Daily Order Maintenance

Version V 3.1.3

05.04.2017

Page 870

6.825 persistent

Description This field contains the information of the order presistency status

Format alphanumeric 1

Valid Values

0

1

Where used:

Decodes

N

P

Descriptions

Non-persistent

Persistent

TE540 Daily Order Maintenance

6.826 persOrdOnl

Description This field contains a flag to indicate if only persistent orders are allowed after a limit breach with order deletion.

Format alphanumeric 1

Valid Values

Y

N

Where used:

Decodes Descriptions

Only persistent orders are allowed after the limit breach (Action level 1 and 2).

Any orders allowed after the limit breach

(Action level 1 and 2).

TT130 Risk Event Report

TT131 Risk Event Trader Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 871

6.827 poolDefltSrplShfl

Description This field contains the amount of surplus/shortfall of the pool.

Format

Where used:

numeric signed 13, 2

CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.828 poolDefltUsedSrplShfl

Description This field contains the amount of used surplus/shortfall of the pool.

Format

Where used:

numeric signed 13, 2

CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.829 poolId

Description

Format

Where used:

This field contains the unique identification of a collateral pool.

alphanumeric 15

CA770 Account Maintenance

CB235 Daily Security Collateral Fee Statement

CC060 Daily Margin Summary

CC760 Daily Margin Summary

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

CD042 Daily Settlement Statement

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CD070 Monthly Cash Account CM

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD091 ISA Direct Mem. Asset Summary

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CI042 Margin Call

CI060 Daily Margin Summary

CN042 Night Margin Call

CN060 Nightly Margin Summary

Version V 3.1.3

05.04.2017

Page 872

6.830 poolOwner

Description This field contains the name of the member that is the owner of a particular collateral pool.

Format

Where used:

alphanumeric 5

CD015 Detailed Account Statement

CD033 Collateral Composition

CD042 Daily Settlement Statement

CD230 Monthly Interest Report

CI042 Margin Call

CN042 Night Margin Call

6.831 poolSrplShfl

Description This field contains the amount of surplus/shortfall of the pool.

Format numeric signed 13, 2

Where used: CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.832 poolType

Description This field contains the type of collateral pool. Types can be Default,

Omnibus or Segregated.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 873

Format

Valid Values

D

O

F

Where used:

alphanumeric 1

Decodes

Default

Omnibus

Segregated

Descriptions

CB235 Daily Security Collateral Fee Statement

CD033 Collateral Composition

CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.833 poolUsedSrplShfl

Description This field contains the amount of used surplus/shortfall of the pool.

Format numeric signed 13, 2

Where used: CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.834 posDescLevl2

Description This field contains the Product Hierarchy Level 2.

Format alphanumeric 40

Where used: CB193 Monthly Connections and Services

6.835 posDescLevl3

Description This field contains the Product Hierarchy Level 3.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

alphanumeric 40

CB193 Monthly Connections and Services

6.836 posDescLevl4

Description This field contains the Product Hierarchy Level 4.

Format

Where used:

alphanumeric 40

CB193 Monthly Connections and Services

Version V 3.1.3

05.04.2017

Page 874

6.837 positionId

Description Unique identifier of the position. Position ID remains unchanged as long as account and instrument are the same. In case the position is closed out and re-establlished later on it stays unchanged as well.

Format

Where used:

alphanumeric 11

CB012 Account Statement

CB730 Position Transfer Summary

6.838 posMovInd

Description This field - "Position Movement Indicator" indicates if the flexible record causes real position movement.

Format

Where used:

alphanumeric 1

CB011 Std and Flx Cntr Dly Transactn

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6.839 posnAsdBal

Description This field contains the assigned position balance, which is the total number of short positions assigned to the member.

Format numeric 9

Where used: CC010 Premium Margin

CC710 Premium Margin

6.840 posnBal

Description

Format

Where used:

This field contains the number of contracts to be delivered.

numeric signed 9

CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.841 posnCurVal

Description This field contains the current liquidating value of the risk position for the related underlying or the security price of the underlying. The premium margin or current liquidating margin for the risk position will be equal to this value.

Format numeric signed 14, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.842 posnExrBal

Description This field contains the exercised long position balance of the member in the given contract.

Format numeric 9

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Where used: CC010 Premium Margin

CC710 Premium Margin

6.843 posnLng

Description This field contains the member's long position in the contract before/ after the capital adjustment.

Format numeric 9

Where used: CA052 Capital Adjustment Positions

CA752 Capital Adjustment Positions Overview

6.844 posnLngAfter

Description This field contains the long positions after the adjustment made as a result of the credit futures separation event.

Format numeric 9

Where used: CB172 Credit Futures Separation

6.845 posnLngBal

Description This field contains the long position in the respective option series and transaction account per exchange member. It includes any positions designated as pending give-up trades.

Format numeric 10

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

CB031 Settling Futures Positions

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB731 Settling Futures Positions Overview

CC010 Premium Margin

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CC710 Premium Margin

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

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6.846 posnLngBalPrv

Description This field contains the long position of the previous day in the respective option series and transaction account per exchange member.

Format numeric 10

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

6.847 posnLngBefore

Description This field contains the long positions before the adjustment made as a result of credit futures separation event.

Format numeric 9

Where used: CB172 Credit Futures Separation

6.848 posnNetBal

Description This field indicates the long or short net positions balance after the completion of the position transaction per account and futures contract.

It includes any position designated as pending give-up trade.

Format numeric signed 8

Where used: CE120 ECC Delivery Report

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6.849 posnNetLng

Description This field contains the number of net long position of the member for the contract.

Format numeric 9

Where used: CC010 Premium Margin

CC710 Premium Margin

6.850 posnNetSht

Description This field contains the number of net short position of the member for the contract.

Format numeric 9

Where used: CC010 Premium Margin

CC710 Premium Margin

6.851 posnNonSpread

Description This field indicates the number of net non-spread long (positive) or short (negative) positions of the member for the contract.

Format numeric signed 9

Where used: CC020 Futures Spread Margin

CC720 Futures Spread Margin

6.852 posnSht

Description This field contains the member's short position in the contract before/ after the capital adjustment.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 9

CA052 Capital Adjustment Positions

CA752 Capital Adjustment Positions Overview

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6.853 posnShtAfter

Description This field contains the short positions after the adjustment made as a result of credit futures separation event.

Format numeric 9

Where used: CB172 Credit Futures Separation

6.854 posnShtBal

Description This field contains the short position in the respective option series and transaction account per exchange member. It includes any positions designated as pending give-up trades.

Format numeric 10

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

CB031 Settling Futures Positions

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB731 Settling Futures Positions Overview

CC010 Premium Margin

CC710 Premium Margin

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

Eurex

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6.855 posnShtBalPrv

Description This field contains the short position of the previous day in the respective option series and transaction account per exchange member.

Format numeric 10

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

6.856 posnShtBefore

Description This field contains the short positions before the adjustment made as a result of credit futures separation event.

Format numeric 9

Where used: CB172 Credit Futures Separation

6.857 posnTrnGivUpVol

Description This field contains the give-up volume.

Format

Where used:

numeric signed 9

CB167 Late Closing Fees

6.858 posnTrnOthVol

Description This field contains the other position volume.

Format numeric signed 9

Where used: CB167 Late Closing Fees

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.859 posnTrnTakUpVol

Description This field contains the take-up volume.

Format

Where used:

numeric 9

CB167 Late Closing Fees

6.860 posnTrnTrdAdjVol

Description This field contains the trade adjustment volume.

Format numeric signed 9

Where used: CB167 Late Closing Fees

6.861 posnTypNam

Description This field indicates the position type name.

Format alphanumeric 1

Valid Values

I

P

B

C

N

S

R

O

U

L

D

E

Decodes

Net Delivery

Gross Sell

Gross Buy

Other

Price Differences

Income Event

Buy-In Payment

Cash Settlement

Coupon Compensation

Net Cash Payment

Delay Settlement

Delay Settlement

Descriptions

Version V 3.1.3

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Where used: CC080 Security/Cash Risk Position

CC780 Security/Cash Risk Position

Version V 3.1.3

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6.862 posTrfMod

Description This field shows the position transfer mode of the corresponding position transfer.

Format alphanumeric 1

Valid Values

R

C

Where used:

Decodes Descriptions

Real time position transfer

Classic position transfer

CB030 Position Transfer Overview

CB730 Position Transfer Summary

6.863 posTrfPrc

Description This field shows the position transfer price i.e. the price at which the position transfer is executed. This is the previous night's settlement price for future styled products and zero for premium styled products.

Format

Where used:

numeric signed 8, 5

CB030 Position Transfer Overview

CB730 Position Transfer Summary

6.864 prcKey

Description

Format

Where used:

The field contains the price key, which specifies the price type in detail.

alphanumeric 12

CC034 Theoretical Prices

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6.865 prcTyp

Description

Format

Where used:

This field indicates the price-type used for margin calculation, which clarifies whether the price is the current one or some expected price.

alphanumeric 12

CC033 Theoretical Values III

6.866 prelimFlg

Description This field indicates whether the current data record is preliminary data which might be object of change later on.

Format alphanumeric 1

Valid Values

X

Where used:

Decodes

X

Descriptions

CB012 Account Statement

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CE070 Exercise And Assign Summary

6.867 preliminaryTradesAllowed

Description Information, if preliminary trades are allowed (e.g. Variance Futures and Total Return Futures products).

Format alphanumeric 1

Valid Values

N

Y

Decodes

NO

YES

Descriptions

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TA111 All Active/Inactive Series

Version V 3.1.3

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6.868 prelimIndex

Description This field represents the Preliminary Index set to the previous day

Underlying Index and used intraday for the calculation of preliminary clearing prices.

Format

Where used:

numeric signed 12, 6

TA115 Total Return Futures Parameters

6.869 prgId

Description

Format

Where used:

This field contains the Program ID for TDP.

numeric 3

CB186 Monthly Rebates TDP

6.870 priceStep

Description This field contains the price step used in a price step table. Each price must be a multiple of the corresponding price step.

Format

Where used:

numeric signed 9, 5

TA111 All Active/Inactive Series

6.871 priceStepCode

Description This field contain the price stept table id used for price validation.

Format numeric 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TA111 All Active/Inactive Series

Version V 3.1.3

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6.872 priorityDate

Description This field contains the date corresponding to the priority time of the given order, which is in generic date format.

Format DateFormat

Where used: TE540 Daily Order Maintenance

TE550 Open Order Detail

6.873 priorityTime

Description This field contains the priority time of the given order, which is in generic time format.

Format TimeFormat18

Where used: TE540 Daily Order Maintenance

TE550 Open Order Detail

6.874 privlgeDescrptn

Description This field provides the description of the privilege.

Format alphanumeric 100

Where used: TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.875 privlgeId

Description This field is used to identify a privilege.

Format

Where used:

alphanumeric 10

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

Version V 3.1.3

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6.876 prmMtdBal

Description This field contains the net premium month to date balance, which is the net premium received (positive) or paid (negative) per account, per product in the current month.

Format

Where used:

numeric signed 12, 2

CB080 Premium Summary

CB090 Premium Overall Summary

CB790 Premium Information

6.877 prmNetBal

Description This field contains the premium net balance, which is the net premium receivable (positive) or payable (negative) including residual per account, per product on the current day.

Format numeric signed 12, 2

Where used: CB080 Premium Summary

CB090 Premium Overall Summary

CB790 Premium Information

Eurex

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6.878 prmPayBal

Description This field contains the premium payable balance per account per product for the current day.

Format numeric signed 12, 2

Where used: CB080 Premium Summary

CB090 Premium Overall Summary

CB790 Premium Information

6.879 prmPrvMthBal

Description This field contains the premium balance received (positive amount) or paid (negative amount) in the previous month.

Format numeric signed 12, 2

Where used: CB090 Premium Overall Summary

CB790 Premium Information

6.880 prmRcvBal

Description This field contains the premium receivable balance per account per product for the current day.

Format numeric signed 12, 2

Where used: CB080 Premium Summary

CB090 Premium Overall Summary

CB790 Premium Information

6.881 prmVmarAmnt

Description This field contains the premium margin or variation margin amount, which the member has to pay (negative amount) or receive (positive amount) including residual.

Eurex

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XML Report Tag Descriptions

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Format

Where used:

numeric signed 11, 2

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB064 Flx Cntr Daily Transactions

6.882 prmYtdBal

Description This field contains the net premium year to date balance, which is the net premium received (positive amount) or paid (negative amount) per account, per product accumulated for the current year.

Format numeric signed 13, 2

Where used: CB080 Premium Summary

CB090 Premium Overall Summary

CB790 Premium Information

6.883 prntfourEyesIndictr

Description This field indicates the old (parent) four-eye indicator which existed before modification.

Format alphanumeric 10

Where used: TT764 Four-eye Request Processing Entitlement

6.884 processAsEBI

Description This field indicates whether the trade is processed as EBI or not.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

Y

N

Where used:

Decodes Descriptions

Yes

No

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

Version V 3.1.3

05.04.2017

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6.885 prodBusDate

Description This field represents the Business Date on which the following TRF

Product Parameters apply.

Format DateFormat

Where used: TA115 Total Return Futures Parameters

Valid Values

O

T

V

A

I

E

H

K

R

G

Z

6.886 prodExchAff

Description This field identifies the cooperation partner to which a given product is assigned.

Format alphanumeric 1

Decodes

Eurex

EEX

ISE

Helsinki Exchange

Korean Exchange

Osaka Exchange

Taifex

Vienna Exchange

Tel Aviv Exchange

MOSCOW EXCHANGE

GMEX

ZZZZ

Descriptions

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

TA110 Contract Maintenance

TA111 All Active/Inactive Series

6.887 prodGrpNam

Description This field contains the name of the product group.

Format alphanumeric 6

Where used: CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB187 Monthly Rebates Overview

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

6.888 prodId

Description

Format

Where used:

This field contains the product ID.

alphanumeric 4

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

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CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB068 Transaction Mix

CB069 Transaction Report

CB080 Premium Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB192 Monthly Fee Statement

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CC010 Premium Margin

CC020 Futures Spread Margin

CC040 Liquidating Values

CC710 Premium Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE055 FX Settlement Limit Report

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

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CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

CR010 Clearing Ranking

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD943 Daily Permanent Market Making Strategy Quote Request

Performance

TD944 Daily Advanced Market Making Strategy Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TD982 Special Report French Equity Options

TR010 Trading Ranking

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

6.889 prodIdX

Description

Format

Where used:

This field indicates the product ID.

alphanumeric 10

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

Version V 3.1.3

05.04.2017

Page 893

6.890 prodLngNam

Description This field contains the long name of the product.

Format

Where used:

alphanumeric 35

CB001 Product and Price Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

TA111 All Active/Inactive Series

6.891 prodManual

Description This field indicates when some manual entries overwrite the variance futures product parameters.

Format alphanumeric 1

Valid Values

0

1

Decodes

F

T

Descriptions

False - Automatic Calculation

True - Manual Update

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TA114 Variance Futures Parameter

Version V 3.1.3

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Page 894

6.892 prodRebGrpId

Description This field contains the product rebate group ID.

Format alphanumeric 4

Where used: CB179 Monthly Rebate Report

CB187 Monthly Rebates Overview

6.893 prodRebGrpIdName

Description This field contains the long name of the product rebate group.

Format

Where used:

alphanumeric 30

CB179 Monthly Rebate Report

CB187 Monthly Rebates Overview

6.894 prodRebGrpVol

Description This field contains the volume of the product rebate group.

Format

Where used:

numeric signed 9

CB179 Monthly Rebate Report

6.895 prodSeg

Description

Format

This field indicates the product segment.

alphanumeric 4

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB001 Product and Price Report

CB179 Monthly Rebate Report

Version V 3.1.3

05.04.2017

Page 895

6.896 prodSegFeeAmnt

Description This field indicates the fee amount for a product segment.

Format numeric signed 9, 2

Where used: CB179 Monthly Rebate Report

6.897 prodSegName

Description This field contains the long name of the product segment.

Format

Where used:

alphanumeric 30

CB001 Product and Price Report

CB179 Monthly Rebate Report

6.898 prodTim

Description

Format

Where used:

This field indicates the accumulated time the product was available in the trading period (trading or fast market).

TimeFormat

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

Eurex

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XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 896

6.899 prodTradDat

Description This field indicates the trading date of the variance futures product parameters.

Format DateFormat

Where used: TA114 Variance Futures Parameter

6.900 prodTrdStsCod

Description This field indicates the trading phase of the product.

Format alphanumeric 1

Valid Values

N

F

Where used:

Decodes

N

F

Descriptions

TT130 Risk Event Report

TT131 Risk Event Trader Report

6.901 prodTypId

Description This field indicates the product type ID, which is the combination of product line and product type code.

Format alphanumeric 4

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

FBND

FCRD

FCUR

FENE

FINT

FINX

FSTK

FVOL

OCUR

OFBD

OFEN

OFIT

OFIX

OFVL

OINX

OSTK

Where used:

Decodes

Bond Future

Credit Default Future

Currency Future

Energy Future

Interest Future

Index Future

Stock Future

Volatility Future

Currency Option

Bond Future Option

Energy Future Option

Interest Future Option

Index Future Option

Option on Vola Future

Index Option

Stock Option

Descriptions

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB080 Premium Summary

CB102 Cash Settled Contracts

CB120 Member Exception-Positions

CB702 Cash Settled Contracts Overview

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CE010 In-the-money Advisory

CE035 Expired Series

CE038 Deliverable Bonds

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

Version V 3.1.3

05.04.2017

Page 897

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CE735 Expired Series Information

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

TA111 All Active/Inactive Series

6.902 prodTypIdX

Description This field contains the product type code.

Format alphanumeric 4

Where used: CB001 Product and Price Report

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB179 Monthly Rebate Report

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

6.903 product

Description

Format

Where used:

This field indicates the product.

alphanumeric 8

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

Version V 3.1.3

05.04.2017

Page 898

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XML Report Tag Descriptions

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

TT132 Market Maker Protection

Version V 3.1.3

05.04.2017

Page 899

6.904 productMIC

Description This field indicates the product MIC (Market Identification Code).

Format

Where used:

alphanumeric 4

CB010 Position Detail

TA111 All Active/Inactive Series

TC810 Daily Trade Confirmation

6.905 prodVol

Description

Format

Where used:

This field contains the product volume.

numeric signed 8

CR010 Clearing Ranking

TR010 Trading Ranking

6.906 prodVolA

Description This field contains the product volume of transactions from the agent account.

Format

Where used:

numeric signed 8

TR010 Trading Ranking

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

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Page 900

6.907 prodVolM

Description This field contains the monthly product volume of the market maker account of the member.

Format numeric signed 8

Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TR010 Trading Ranking

6.908 prodVolP

Description This field contains the product volume of transactions from the proprietary account.

Format

Where used:

numeric signed 8

TR010 Trading Ranking

6.909 projPrc

Description

Format

Where used:

This field contains the projected price of the underlying.

numeric signed 13, 5

CC034 Theoretical Prices

6.910 prtMgnReqt

Description This field contains the effective total margin requirement per account type group, in margin class currency. It is zero in case of an unadjusted margin credit.

Format numeric 17, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CC060 Daily Margin Summary

CC760 Daily Margin Summary

CI060 Daily Margin Summary

CN060 Nightly Margin Summary

Version V 3.1.3

05.04.2017

Page 901

6.911 prtMgnUnadj

Description This field contains the unadjusted margin requirement per account type group, in margin class currency. It is sum of the premium, spread and additional margins.

Format numeric signed 16, 2

Where used: CC060 Daily Margin Summary

CC760 Daily Margin Summary

CI060 Daily Margin Summary

CN060 Nightly Margin Summary

6.912 prvUpdDat

Description This field contains the date of the previous update.

Format

Where used:

DateFormat

RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

TT110 User Security Maintenance

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT770 Password Change

6.913 pstSecuNet

Description This field contains the net securities risk position of the member. In the case of bonds it indicates the nominal value and for equities/ subscription rights it indicates the quantity.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 902

Format

Where used:

numeric signed 13, 3

CC011 Current Liquidating Margin

CC711 Current Liquidating Margin

6.914 qcFlag

Description

Format

Valid Values

Y

N

Where used:

This field represents whether the user is .Qualified Clearer. or not.

alphanumeric 1

Decodes Descriptions

Yes

No

TT760 User Entitlement Status

TT761 User Entitlement Changes

6.915 quoReqTot

Description This field contains the total quote requests submitted for a product in the reporting period.

Format

Where used:

numeric 5

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

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6.916 quoReqViol

Description This field contains quote request violations, which is the number of quote requests not answered correctly within the rules of market maker obligations. This is the unadjusted number of quote request violations.

Format numeric 10

Where used: TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.917 quoReqViolPct

Description This field contains the quote request violation percentage, which is the valid quote request violations in proportion to the valid quote requests in the respective market maker program.

Format

Where used:

numeric 6, 2

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

6.918 QuoteCurrency

Description This field contains the Quote Currency

Format

Where used:

alphanumeric 3

CE055 FX Settlement Limit Report

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6.919 quoteMinQty

Description This field contains the minimum quantity which must be entered on each quote side.

Format numeric 9

Where used: TA111 All Active/Inactive Series

6.920 quotePerformance

Description This field contains Quote Performance of a Market Maker on that trading day

Format

Where used:

numeric 5, 4

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

6.921 quoteSizeQuality

Description This field contains Quote Size Quality on that trading day which is the average size (number of contracts) quoted per product for a given period

Format numeric 12

Where used: TD981 Month-to-Date OTR

6.922 rateIdentifier

Description Rate identifier is used for eGains only and can be changed as any of the transaction free text fields.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB012 Account Statement

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

6.923 ratio

Description

Format

Where used:

This field contains the instrument leg ratio (values 1 - 999).

numeric 3

TA113 Complex and Flexible Instrument Definition

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6.924 realisedVar

Description This field indicates the realised variance calculated from the underlying closing prices since the contract introduction.

Format numeric 12, 6

Where used: TA114 Variance Futures Parameter

6.925 realisedVol

Description This field indicates the realised volatility defined as the squared root of the realised variance

Format numeric 5, 2

Where used: TA114 Variance Futures Parameter

6.926 reason

Description

Format

This field contains the reason of activity reported.

numeric 4

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XML Report Tag Descriptions

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Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

45

46

47

48

49

35

36

37

44

27

28

30

34

13

22

23

26

9

10

11

12

5

6

7

8

2

3

4

0

1

50

51

52

53

54

Decodes

ImUp

ImDown

IncReq

QuoCrs

MktTrg

AddTrg

ChgTrg

IntraD

SOD

EOD

ExpSer

ExpOrd

ActCAO

ACTIVATION

InaCAO

INACTIVATION

ActOAO

ACTIVATION

InaOAO

INACTIVATION

ActAO

InaAO

AddQuo

ChgQuo

DelQuo

AllQuo

RejQuo

InstSt

ProdSt

DataLd

Add

Chg

Del

AllOrd

IOC

Lm2Mkt

FOK

Mtch

Version V 3.1.3

05.04.2017

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Descriptions

ADD ORDER REQUEST

MODIFY ORDER REQUEST

DELETE ORDER REQUEST

DELETE ALL ORDERS REQUEST

IOC

MODIFY LIMIT TO MARKET

FOK

BOOK ORDER MATCH

ADD QUOTE SIDE REQUEST

MODIFY QUOTE SIDE REQUEST

DELETE QUOTE SIDE REQUEST

DELETE ALL QUOTES REQUEST

QUOTE SIDE REJECTION

CHANGE INSTRUMENT STATE

CHANGE PRODUCT STATE

REFERENCE DATA LOAD

IMAGE START UP

IMAGE SHUT DOWN

INCOMING REQUEST

QUOTE SIDES CROSSING

MARKET ORDER TRIGGERED

ORDER ADDED AND TRIGGERED

ORDER REPLACED AND TRIGGERED

INTRADAY STARTUP PROCESSING

START OF DAY PROCESSING

END OF DAY PROCESSING

SERIES EXPIRATION

ORDER EXPIRATION

CLOSING AUCTION ONLY ORDER

CLOSING AUCTION ONLY ORDER

OPENING AUCTION ONLY ORDER

OPENING AUCTION ONLY ORDER

AUCTION ONLY ORDER ACTIVATION

AUCTION ONLY ORDER INACTIVATION

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

InsStp

RPrcUp

ImFail

TierDn

Intern

QATExp

TierPD

Heartb

PrdDel

PDIOrd

PDIQuo

PCaExc

SMPDel

PREVENTION

SMPChg

PREVENTION

IceRef

ComCA

OCOtrg

NewID

AddCpx

DelCpx

REQUEST

AAddCx

ADelCx

ChgCpx

AChgCx

StpTrg

MMPTrg

InaQuo

ReaQuo

DataCh

IBBO

DataCh

DataCh

DataCh

PAPChk

Susp

MMPar

REQUEST

79

80

82

83

84

75

76

77

78

71

72

73

74

68

69

70

55

56

64

65

66

67

90

91

92

93

85

86

88

89

94

97

98

99

100

101

Version V 3.1.3

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ICEBERG PEAK REFILL

COMMIT CLOSING AUCTION

OCO ORDER TRIGGERING

CREATE NEW ID NUMBER

ADD COMPLEX INSTRUMENT REQUEST

DELETE COMPLEX INSTRUMENT

AUTO ADDED COMPLEX INSTRUMENT

AUTO DELETED COMPLEX INSTRUMENT

UPDATE COMPLEX INSTRUMENT

AUTO UPDATED COMPLEX INSTRUMENT

STOP ORDER TRIGGERING

MARKET MAKER PROTECTION

QUOTE INACTIVATION

QUOTE REACTIVATION

REFERENCE DATA UPDATE

IBBO UPDATE

REFERENCE DATA UPDATE ADD

REFERENCE DATA UPDATE CHANGE

REFERENCE DATA UPDATE DELETE

POTENTIAL AUCTION PRICE CHECK

INSTRUMENT SUSPENSION

MARKET MAKER PARAMETER UPDATE

INSTRUMENT STOP

REFERENCE PRICE UPDATE

IMAGE FAILOVER

TIER RUN DOWN

INTERNAL PROCESSING

QUOTE ACTIVATION TIMER EXPIRED

TIER POST RUN DOWN

GW HEARTBEAT

PRODUCT DELETION

PENDING ORDER DELETE

PENDING QUOTE DELETE

PENDING CANCELLATION EXECUTED

DELETE DUE TO SELF MATCH

MODIFY DUE TO SELF MATCH

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

RecUsr

RecSes

SESSIONID

RecStp

RecDel

RecIns

RecREv

RecPrc

PRICE

PDlOrd

FusBox

SchExp

EXPIRED

SchWrn

ProdVI

InstVI

INTERRUPT

CapAdj

RefMod

CLEANUP

Initia

Ping

StopT

Panic

AddFlx

DelFlx

Cross

RfQ

BOC

TrStUd

TrStTE

DataLd

DataLd

DataLd

DataEr

EODIni

EODEnd

RecQty

RecPrc

RecBU

148

150

151

152

153

154

155

156

157

158

160

161

126

137

138

139

122

123

124

125

141

142

112

113

114

121

102

103

110

111

143

144

145

146

147

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ADD FLEX INSTRUMENT REQUEST

DELETE FLEX INSTRUMENT REQUEST

CROSS TRADE ANNOUNCEMENT

REQUEST FOR QUOTE

BOOK OR CANCEL

TRAILING STOP UPDATE

TRAILING STOP BC TIMER EXPIRED

PERSISTENT DATA LOAD INITIATED

RECOVERY INITIATED

RECOVERY COMPLETED

RECOVERY RESPONSE TIMER EXPIRED

END OF DAY PROCESSING INITIATED

END OF DAY PROCESSING COMPLETED

RECOV EXCEEDS MAXIMUM QTY

RECOV INVALID LIMIT PRICE

RECOV NONEXISTENT OWNING BUID

RECOV NONEXISTENT OWNING USERID

RECOV NONEXISTENT OWNING

RECOV INVALID STOP PRICE

RECOV MARKED FOR DELETE

RECOV NONEXISTENT INSTRUMENT

RECOV BUSINESS UNIT RISK EVENT

RECOV INVALID NET CHANGE LIMIT

RECOV PENDING ORDER DELETE

FUSEBOX EVENT

AUTOMATIC SCHEDULER TIMER

AUTOMATIC SCHEDULER WARNING

PRODUCT WIDE VOLATILITY INTERRUPT

INSTRUMENT SPECIFIC VOLATILITY

CAPITAL ADJUSTMENT CLEANUP

REFERENCE DATA MODIFICATION

INITIAL CLEANUP

PING REQUEST

STOP TRADING

PANIC CANCEL

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

RelSlw

MbSts

Feed

Owner

DataEr

MISSING LEG

Halt

SloPrt

SloPrt

ErrPrt

EXPIRED

ErrPrt

EXPIRED

CorAct

DivPay

FirstD

LastD

ChPara

EVENT

ChCur

ChPrAs

EVENT

ChRPrc

MSDlOr

EVENT

SesIn

SesOut

SloPrt

EXPIRED

SloPrt

DelCpx

DataIv

DataIv

VALIDATION

RelAll

LimL1

LimL2

LimL3

StopB

RelStp

SlowB

196

197

198

199

191

192

193

194

195

183

184

185

186

187

162

163

164

165

167

168

169

171

172

173

174

175

176

177

178

179

180

181

182

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Page 910

SESSION LOGIN

SESSION LOGOUT

SLOW PARTITION REJECT TXN TIMER

SLOW PARTITION

DELETE EOD COMPLEX INSTRUMENT

PRODUCT POOL VALIDATION

COMPLEX INSTRUMENT INSTRUCTION

RELEASE ALL LIMITS

LIMIT LEVEL 1 BREACH

LIMIT LEVEL 2 BREACH

LIMIT LEVEL 3 BREACH

STOP BUTTON HIT

STOP BUTTON RELEASE

SLOW BUTTON HIT

SLOW BUTTON RELEASE

MEMBER STATUS CHANGE

FEED AFTER UNCROSSING

ORDER CHANGE OWNERSHIP

AUTO DELETED COMPLEX INSTRUMENT

SET ALL PRODUCTS HALT

CHECK SLOW PARTITION

RESOLVE SLOW PARTITION

CHECK SLOW PARTITION TIMER

RESOLVE SLOW PARTITION TIMER

CORPORATE ACTION EVENT

DIVIDEND PAYMENT EVENT

FIRST TRADING DATE EVENT

LAST TRADING DATE EVENT

CHANGE OF TRADING PARAMETER

CHANGE OF CURRENCY EVENT

CHANGE OF PRODUCT ASSIGNMENT

CHANGE OF REFERENCE PRICE EVENT

ORDER DELETION REQUESTED BY MS

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XML Report Tag Descriptions

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Where used: TE540 Daily Order Maintenance

6.927 rebAmnt

Description

Format

This field contains the rebate amount. The member gets rebate on the basis of aggregated monthly proprietary trade volumes per product group executed in the order book.

numeric signed 9, 2

Where used: CB179 Monthly Rebate Report

6.928 rebAmntX

Description This field contains the rebate amount.

Format

Where used:

numeric 11, 2

CB186 Monthly Rebates TDP

6.929 rebLevInPerc

Description Rebate level in percent

Format numeric 3

Where used: CB182 Monthly OTC CCP Fee Statement

6.930 rebQty

Description

Format

This field contains the rebate quantity, which is the number of contracts eligible for rebate.

numeric 9

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Where used: CB165 Eurex Fee Statement

CB169 MM Fee Refund

CB179 Monthly Rebate Report

6.931 rebQtyX

Description

Format

Where used:

This field contains the rebate quantity.

numeric 12

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

6.932 rebTyp

Description

Format

This field indicates the type of rebate given to the member.

alphanumeric 30

Valid Values Decodes

Revenue Sharing Programs

Product Group Rebates

TDP Champions Group

Trader Development Program

Trader Development Rebate

Trader Develop. Reb. 2010

Where used: CB179 Monthly Rebate Report

CB186 Monthly Rebates TDP

Descriptions

6.933 recDat

Description This field contains the record date, by which a stockholder must officially own the securities in order to be entitled to dividends or stock rights.

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Format

Where used:

DateFormat

CC031 Theoretical Values II

6.934 recoveryInterval

Description This field indicates the maximum wait time (in seconds) to get a snapshot for all of the available instruments for this product.

Format

Where used:

numeric 4

TA111 All Active/Inactive Series

6.935 recTypCod

Description This field contains the record type code, which is a sequence number used to technically distinguish between several different layout structures in the same report.

Format

Where used:

alphanumeric 1

CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

RD110 User Profile Maintenance

TC549 EBI Trade Maintenance

6.936 redFee

Description

Format

Where used:

This field contains the reduced Fee.

numeric 7, 2

CB001 Product and Price Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.937 redFee2

Description

Format

Where used:

This field contains the second reduced Fee.

numeric 7, 2

CB001 Product and Price Report

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6.938 ref

Description

Format

Where used:

This field contains the Reference.

alphanumeric 16

CB320 Daily Clearing Fees - Equities

6.939 rejQty

Description

Format

Where used:

This field contains the number of order rejected per member and contract.

numeric signed 8

CB740 TAIFEX Position Information

6.940 relatedTransactionId

Description This is a transaction ID of the newly created average price transaction.

This will be filled for all the individual transactions that form the average price transaction (contained in the reverse booking).

Format alphanumeric 19

Where used: CB012 Account Statement

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6.941 repPerFromDat

Description This field contains reporting period from date, which is the first day included in the reporting period.

Format DateFormat

Where used: TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.942 repPerToDat

Description This field contains reporting period to date, which is the last day included in the reporting period.

Format DateFormat

Where used: TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.943 reqMthVol

Description This field contains the required monthly volume of quotes to be provided by the member as an obligation to the market maker program.

Format numeric 9

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

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6.944 reqQty

Description

Format

Where used:

This field indicates the request quantity.

numeric 9

TE535 Cross and Quote Requests

6.945 reqrAmntClear

Description This field contains the requirement of a clearing member in clearing currency.

Format numeric 14, 2

Where used: CB235 Daily Security Collateral Fee Statement

6.946 reqrFeeCalcMinusCashColl

Description This field contains the requirement for fee calculation minus cash collateral amount.

Format numeric 14, 2

Where used: CB235 Daily Security Collateral Fee Statement

6.947 reqTim

Description

Format

This field indicates the required time to be covered by good quotes.

TimeFormat

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Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

6.948 reqTime

Description

Format

Where used:

This field contains the request time.

TimeFormat18

TE535 Cross and Quote Requests

6.949 reqType

Description

Format

Valid Values

1

2

Where used:

This field contains the type or request. Valid Values are RFC for cross request and RFQ for quote request.

alphanumeric 3

Decodes

CTA

RFQ

Descriptions

Cross Trade Announcement

Request for Quote

TE535 Cross and Quote Requests

6.950 rescAccLvlNo

Description This field indicates the Resource Access Level (RAL) set for the userID.

Format numeric 1

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Valid Values

2

3

0

1

Where used:

Decodes allowed

TT115 User Security Status

Descriptions

Access not allowed

Only inquiry

Inquiry, add, change and approve allowed

Inquiry, add, change, approve and delete

6.951 rescAccLvlNoAfter

Description This field indicates the new Resource Access Level (RAL) set for the userID.

Format numeric 1

Valid Values

0

1

2

3

Where used:

Decodes Descriptions

Access not allowed

Only inquiry

Inquiry, add, change and approve allowed

Inquiry, add, change, approve and delete allowed

TT110 User Security Maintenance

6.952 rescAccLvlNoBefore

Description This field indicates the Resource Access Level (RAL) before the change.

Format numeric 1

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Valid Values

2

3

0

1

Where used:

Decodes Descriptions

Access not allowed

Only inquiry

Inquiry, add, change and approve allowed

Inquiry, add, change, approve and delete allowed

TT110 User Security Maintenance

6.953 rescAccLvlPos

Description This field contains the number of the resource, which indicates the exchange function.

Format numeric 3

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

35

37

39

40

27

29

32

34

22

23

24

26

18

19

20

21

46

47

48

50

51

42

43

44

45

11

13

14

16

6

7

8

9

2

4

5

0

1

Decodes Descriptions

Unused

Member Resource Setup

Enter Theoretical Price

System State Security Setup

All assignment Inquiry

Quote Inquiry

Exchange Administrator Menu

Review and Add Contracts

Maintain Product

Exchange Supervisor Menu

Trade Inquiry

System Processing State Control

House Maintenance Menu

Member Heavy Maintenance

Four-Eye-Principle

Stop Button/Slowdown Button/Risk Limit Release

Interest Rate Update

Currency and Exchange Rate

Inquire Security

Guarantor Maintenance

Capital Adjustment Entry

Batch Request Maintenance

House Inquiry Menu

Series Inquiry

Energy Product Parameters

Delivery Margin

Exch Sec. Coordinator Menu Screen

All Order/Quote Inquiry

Trade Interrupt

E060 Trade Entry

Trade Entry & All Trade Inquiry

Contract Closing

Maintain Product Cont

Interval Pattern Assignment

Unexercised Options Positions

Product State Transition Maintenance

Maintain Asynchronous Over Update

Tables Menu

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XML Report Reference Manual

XML Report Tag Descriptions

89

90

91

101

83

84

87

88

79

80

81

82

75

76

77

78

106

109

110

111

102

103

104

105

67

72

73

74

60

61

62

66

56

57

58

59

52

53

54

55

Clearing House Parameters A (Select)

Clearing House Parameters A (Update)

Clearing House Parameters B (Select)

Clearing House Parameters B (Update)

Security Name by Code (Select)

Security Name by Code (Update)

Member Market Maker License (Select)

Member Market Maker License (Update)

Clearing House Fees (Select)

Clearing House Fees (Update)

Exchange Holidays

Pre-Trading Risk Control

Risk Limits

Member/User Device (Select)

Member/User Device (Update)

Report ID & Description (Select)

Report ID & Description (Update)

Fee Discount (Select)

Fee Discount (Update)

Series Expiration Dates (Select)

Series Expiration Dates (Update)

Price Steps (Select)

Price Steps (Update)

Forced Delivery Maintenance

Forced Delivery Entry

Late Delivery Storno

General Trader Authorisation

Trade Reversal

Clearer Access

Modify Contract State

Assignment Status Inquiry

User Resource Setup

C7 GUI INQUIRY

Daily Margin Menu

Daily Margin Inquiry

Margined Position Inquiry

Margin Requirement Information

Daily Settlement Menu

Cash Account Summary Inquiry

Cash Transaction Entry

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XML Report Tag Descriptions

157

159

160

164

150

152

153

154

146

147

148

149

140

142

143

145

169

170

171

172

165

166

167

168

135

136

137

138

131

132

133

134

120

124

129

130

112

113

114

116

Specific Equity Collateral Assignment Entry

Security Movement Inquiry

Guarantee Inquiry

Security Account Details Inquiry

Excess Collateral Inquiry

Fee Adjustments

Settlement Price Inquiry

Order Inquiry

Combination Order Inquiry

Inside Market

Extended Inside Market

Quote Inquiry

Combination Quote Inquiry

BO Messages

All Trade Inquiry

Own Trade Inquiry

Ticker Inquiry

Historical Position Transaction Inquiry

Market Supervision Information

Product State

Time and Sales Sheet

Change Password

Login

Reset Password

EFP Trade Entry

Trader Product Assignment

Product Groups

Maintain Expiration Dates

Clearing Main Menu

Settlement Prices

Position Menu

Clearing Instructions Selection

Trade Separation

Trade Open/Close Adjustment

Trade Account Transfer

Historical Trade Transfer

Exercise/Assignment Menu

In-the-Money Inquiry/Exercise

Exercise Entry/Abandon Exercise Entry

Optnl 4EP Appr

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212

213

214

215

208

209

210

211

199

200

205

206

194

195

196

197

220

221

222

223

216

217

218

219

189

190

191

193

182

183

185

187

178

179

180

181

174

175

176

177

Member Maintenance Menu

Report Selection

Member Positions

Member General Information

Member Relationships

Transfer Member Positions

Give-Up Main Menu

Real time Member Position Transfer

Give-Up Maintenance

Give-Up Delete Undesignate

Take-Up Maintenance

Password Set

Give Up Inquiry

Take Up Inquiry

Position Inquiry

Zero Cost Quantities Inquiry

Member List Inquiry

Non-Clearing Member List Inquiry

Notification Inquiry

Notification Allocation Inquiry

Exercise Inquiry

Exercise Assignment Inquiry

Product Overview

Contract Overview

Basis Trade Entry

Block Trade Entry

Strategy Block Trade / Approve

EFP-Fin/Index Futures Trade Entry

EFS Trade Entry

EBI Trade Processing

News Board Display

Enter Strategy Request

Delete Strategy MS

Enter Strategy Order

Modify Strategy Order

Delete Strategy Order

Inquire Own Strategy Order

Enter Strategy Quote

Delete Strategy Quote

Inquire Own Strategy Quote

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XML Report Tag Descriptions

285

286

287

288

277

280

281

284

273

274

275

276

264

269

271

272

293

294

295

296

289

290

291

292

253

255

262

263

247

248

249

251

239

240

241

246

224

225

230

238

Inquire Strategy Theoretical Price

Enter Strategy Cross Request

Market Depth Trading

Flexible Contract Inquiry

Flexible Contract Trading

Flexible Trade Adjust / ITM Inquiry

CSD Information

Automatic Exercise

Vola Trade Entry

Database Conversion

Maintain Member Relations

Options Order Entry

Options Order Modify

Options Order Delete

Options Quote Entry

Options Quote Delete

Options Quote Request

Options Mass Quote Delete

Options Delete All Orders Quotes

Options Mass Quote Entry

Heartbeat

PIN Procedure

Market Maker Quote Limit

Block Auction Request

Strategy Block Auction Request

Change Subgroup

Cross Request

Futures Combination Cross Request

Order Mass Delete

Combination Order Mass Delete

Block Auction Quote

Strategy Block Auction Quote

Inquire Block Auction

Inquire Strategy Block Auction

Main Menu

Inquire Own Block Auction

Inquire Own Strategy Block Auction

Inquire All Block Auction MS

Inquire All Strategy Block Auction MS

Goto Screen

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XML Report Tag Descriptions

335

337

338

339

321

322

326

331

305

308

309

320

297

298

300

301

340

341

344

345

347

348

399

Where used:

Logoff

Sign in

Not processed OCC trades

Not processed GTS trades

Futures Order Entry

Futures Order Modify

Futures Order Delete

Futures Quote Entry

Futures Quote Delete

Futures Quote Request

Futures Delete All Orders Quotes

Enter Final Settlement Price

Notification Entry Maintenance

Futures Deliverable Position Inquiry

Unnotified Future Positions

Allocation Inquiry

Deliverable Bond Maintenance

Credit Default Event

Options Margin Parameters

Maintain Security

Inquire VAT Parameter

Maintain VAT Parameter

Password Changed

TT110 User Security Maintenance

TT115 User Security Status

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Page 925

6.954 resiDual

Description

Format

Where used:

This field contains the residual amount within average price calculation.

numeric 20, 10

CB165 Eurex Fee Statement

Eurex

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Page 926

6.955 residual

Description

Format

Where used:

This field contains the residual amount resulting from Average Pricing, which is the difference of cash flows. Either a positive or negative residual can arise after the original transaction have been repriced at the average.

numeric signed 9, 5

CB012 Account Statement

CB715 Average Pricing

6.956 residualBal

Description This field contains the residual balance, which is the residual receivable (positive) or payable (negative) per account, per product on the current day.

Format

Where used:

numeric signed 12, 2

CB790 Premium Information

CB795 Variation Margin Information

6.957 resZerCstQty

Description This field contains the result zero cost quantity.

Format

Where used:

numeric signed 9

CB167 Late Closing Fees

6.958 reuseCollAmnt

Description This field contains the Reuse collateral amount.

Format numeric 14, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB235 Daily Security Collateral Fee Statement

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6.959 reuseSecCollFee

Description This field contains the reused Security Coll fees.

Format numeric 12, 4

Where used: CB235 Daily Security Collateral Fee Statement

6.960 reuseSecCollFeeRate

Description This field contains the daily reuse security collateral fee rate in basis points.

Format

Where used:

numeric 3, 1

CB235 Daily Security Collateral Fee Statement

6.961 revProgNam

Description This field indicates long name of the revenue program under which the rebate is given to the member.

Format

Where used:

alphanumeric 24

CB179 Monthly Rebate Report

6.962 revRef

Description

Format

This field contains the revenue refund to member due to volume rebates or revenue sharing program.

numeric 9, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB179 Monthly Rebate Report

Version V 3.1.3

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6.963 riskNettingUnit

Description This field indicates the risk netting unit.

Format alphanumeric 60

Where used: CA770 Account Maintenance

6.964 riskPdVd

Description This field contains the difference between the current liquidation value and the evaluated liquidation value for the price-down/volatility-down scenario. All figures are displayed in the product currency.

Format numeric signed 14, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.965 riskPdVn

Description This field contains the difference between the current liquidation value and the evaluated liquidation value for the price-down/volatility-neutral scenario. All figures are displayed in the product currency.

Format numeric signed 14, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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05.04.2017

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6.966 riskPdVu

Description This field contains the difference between the current liquidation value and the evaluated liquidation value for the price-down/volatility-up scenario. All figures are displayed in the product currency.

Format numeric signed 14, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.967 riskPuVd

Description This field contains the difference between the current liquidation value and the evaluated liquidation value for the price-up/volatility-down scenario. All figures are displayed in the product currency.

Format

Where used:

numeric signed 14, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.968 riskPuVn

Description This field contains the difference between the current liquidation value and the evaluated liquidation value for the price-up/volatility-neutral scenario. All figures are displayed in the product currency.

Format

Where used:

numeric signed 14, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.969 riskPuVu

Description This field contains the difference between the current liquidation value and the evaluated liquidation value for the price-up/volatility-up scenario. All figures are displayed in the product currency.

Eurex

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XML Report Tag Descriptions

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Format

Where used:

numeric signed 14, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.970 riskRowName

Description Row names for CC045 report - they are constants, but as we need both column names and row names, we have to implement the row names like variables.

Format alphanumeric 8

Valid Values

Risk

Where used:

Decodes

CC045 Additional Margin

CC745 Additional Margin

Descriptions

Risk row name

6.971 rmngTrdUntNo

Description This field contains the remaining trade unit number.

Format numeric 8, 2

Where used: CE120 ECC Delivery Report

6.972 rnk

Description

Format

This field contains the member's rank among other members, based on total contracts traded on the product. Ranks are given per product basis.

numeric 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CR010 Clearing Ranking

TR010 Trading Ranking

Version V 3.1.3

05.04.2017

Page 931

6.973 rnkA

Description

Format

Where used:

This field contains the member's rank among other members, based on total contracts traded on the product from agent account. Ranks are given per product basis.

numeric 5

TR010 Trading Ranking

6.974 rnkExer

Description

Format

Where used:

This field contains the member's rank related to total number of positions exercised on the product. Ranks are given per product basis.

numeric 5

CR010 Clearing Ranking

6.975 rnkExerOf

Description This field contains the number of members considered in the ranking for number of positions exercised on the product.

Format numeric 5

Where used: CR010 Clearing Ranking

6.976 rnkM

Description This field contains the trading member's ranking for market maker activity.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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05.04.2017

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Format

Where used:

numeric 5

TR010 Trading Ranking

6.977 rnkOf

Description

Format

Where used:

This field contains the number of members considered in the ranking based on number of contracts traded on the product.

numeric 5

CR010 Clearing Ranking

6.978 rnkP

Description

Format

Where used:

This field contains the trading member's ranking for the total contracts traded on the product from principal account. Ranks are given per product basis.

numeric 5

TR010 Trading Ranking

6.979 rnkTyp

Description

Format

Valid Values

C

M

This field contains rank type, which indicates whether the member is a clearing or a non-clearing member.

alphanumeric 1

Decodes

Clg

Mbr

Descriptions

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CR010 Clearing Ranking

Version V 3.1.3

05.04.2017

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6.980 rolAssgnReq

Description This field indicates whether roles are assigned to the participant/user or not.

Format alphanumeric 1

Valid Values

Y

N

Where used:

Decodes Descriptions

Yes

No

TT760 User Entitlement Status

TT762 Participant Entitlement Status

6.981 rolDescrptn

Description This field provides the description of the role.

Format alphanumeric 100

Where used: TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

6.982 rptCod

Description

Format

This field contains the report code.

alphanumeric 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB068 Transaction Mix

CB069 Transaction Report

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB225 Daily Eurex Fines

CB235 Daily Security Collateral Fee Statement

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

Version V 3.1.3

05.04.2017

Page 934

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

CC040 Liquidating Values

CC045 Additional Margin

CC050 Daily Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD032 Daily Guarantee

CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

CD040 Monthly Guarantee Expiration

CD042 Daily Settlement Statement

CD043 ECM: Value Based Alloc. Method

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Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

CD092 Asset Summary Aggregation

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CD235 Reservation amount

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE055 FX Settlement Limit Report

CE056 End of Day CLS Settlement Report

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

CI042 Margin Call

CI050 Daily Margin

CI056 Preliminary CLS Settlement Report

CI060 Daily Margin Summary

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

CR010 Clearing Ranking

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

TA110 Contract Maintenance

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XML Report Reference Manual Version V 3.1.3

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TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD943 Daily Permanent Market Making Strategy Quote Request

Performance

TD944 Daily Advanced Market Making Strategy Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TD982 Special Report French Equity Options

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

TR010 Trading Ranking

TR900 Daily Order and Quote Transactions

TT110 User Security Maintenance

TT115 User Security Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

TT130 Risk Event Report

TT131 Risk Event Trader Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

TT132 Market Maker Protection

TT133 Trading Risk Events

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

TT770 Password Change

Version V 3.1.3

05.04.2017

Page 938

6.983 rptEffDat

Description This field contains the reporting day (labeled "S-x" where x is number of days before S)

Format

Where used:

numeric 10

CE055 FX Settlement Limit Report

6.984 rptFlexKey

Description This field contains the report flexible key.

Format alphanumeric 14

Where used: CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CB065 System Transaction Overview

CB068 Transaction Mix

CB069 Transaction Report

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB225 Daily Eurex Fines

CB235 Daily Security Collateral Fee Statement

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

Version V 3.1.3

05.04.2017

Page 939

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

CC040 Liquidating Values

CC045 Additional Margin

CC050 Daily Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD032 Daily Guarantee

CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

CD040 Monthly Guarantee Expiration

CD042 Daily Settlement Statement

CD043 ECM: Value Based Alloc. Method

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

CD092 Asset Summary Aggregation

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CD235 Reservation amount

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

Version V 3.1.3

05.04.2017

Page 940

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CE051 FX Transactions & Instructions

CE055 FX Settlement Limit Report

CE056 End of Day CLS Settlement Report

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

CI042 Margin Call

CI050 Daily Margin

CI056 Preliminary CLS Settlement Report

CI060 Daily Margin Summary

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

CR010 Clearing Ranking

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

Version V 3.1.3

05.04.2017

Page 941

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

TR010 Trading Ranking

TR900 Daily Order and Quote Transactions

TT110 User Security Maintenance

TT115 User Security Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT132 Market Maker Protection

TT133 Trading Risk Events

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

TT770 Password Change

Version V 3.1.3

05.04.2017

Page 942

6.985 rptNam

Description

Format

Where used:

This field contains the report name.

alphanumeric 30

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB068 Transaction Mix

CB069 Transaction Report

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB225 Daily Eurex Fines

CB235 Daily Security Collateral Fee Statement

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

CC010 Premium Margin

Version V 3.1.3

05.04.2017

Page 943

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

CC040 Liquidating Values

CC045 Additional Margin

CC050 Daily Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD032 Daily Guarantee

CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

CD040 Monthly Guarantee Expiration

CD042 Daily Settlement Statement

CD043 ECM: Value Based Alloc. Method

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

CD092 Asset Summary Aggregation

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CD235 Reservation amount

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

Version V 3.1.3

05.04.2017

Page 944

Eurex

XML Report Reference Manual Version V 3.1.3

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Page 945 XML Report Tag Descriptions

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE055 FX Settlement Limit Report

CE056 End of Day CLS Settlement Report

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

CI042 Margin Call

CI050 Daily Margin

CI056 Preliminary CLS Settlement Report

CI060 Daily Margin Summary

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

CR010 Clearing Ranking

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

Eurex

XML Report Reference Manual Version V 3.1.3

05.04.2017

Page 946 XML Report Tag Descriptions

TD943 Daily Permanent Market Making Strategy Quote Request

Performance

TD944 Daily Advanced Market Making Strategy Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TD982 Special Report French Equity Options

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

TR010 Trading Ranking

TR900 Daily Order and Quote Transactions

TT110 User Security Maintenance

TT115 User Security Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT132 Market Maker Protection

TT133 Trading Risk Events

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

TT770 Password Change

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 947

6.986 rptPagTypCod

Description This field contains the report page type code. DCM reports contain only member trade data. GCM reports contain pages for trade data of the

GCM, for his NCMs and a total page for the GCM as well as all NCMs.

Format alphanumeric 1

Valid Values

1

2

3

Where used:

Decodes Descriptions

Direct Clearer

Totals (GCM + SUM(NCMs))

Member Results

CR010 Clearing Ranking

6.987 rptPrntEffDat

Description This field contains the report print effective date of the XML and generic text report.

Format

Where used:

DateFormat

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB068 Transaction Mix

CB069 Transaction Report

CB080 Premium Summary

CB090 Premium Overall Summary

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB225 Daily Eurex Fines

CB235 Daily Security Collateral Fee Statement

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

CC040 Liquidating Values

CC045 Additional Margin

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XML Report Tag Descriptions

CC050 Daily Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD032 Daily Guarantee

CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

CD040 Monthly Guarantee Expiration

CD042 Daily Settlement Statement

CD043 ECM: Value Based Alloc. Method

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

CD092 Asset Summary Aggregation

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CD235 Reservation amount

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE055 FX Settlement Limit Report

CE056 End of Day CLS Settlement Report

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

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CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

CI042 Margin Call

CI050 Daily Margin

CI056 Preliminary CLS Settlement Report

CI060 Daily Margin Summary

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

CR010 Clearing Ranking

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD943 Daily Permanent Market Making Strategy Quote Request

Performance

TD944 Daily Advanced Market Making Strategy Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

Eurex

XML Report Reference Manual Version V 3.1.3

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Page 951 XML Report Tag Descriptions

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TD982 Special Report French Equity Options

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

TR010 Trading Ranking

TR900 Daily Order and Quote Transactions

TT110 User Security Maintenance

TT115 User Security Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT132 Market Maker Protection

TT133 Trading Risk Events

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

TT770 Password Change

6.988 rptPrntEffTim

Description This field contains the report print effective time of the XML and generic text report.

Format TimeFormat

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB068 Transaction Mix

CB069 Transaction Report

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB225 Daily Eurex Fines

CB235 Daily Security Collateral Fee Statement

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

Version V 3.1.3

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XML Report Tag Descriptions

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

CC040 Liquidating Values

CC045 Additional Margin

CC050 Daily Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD032 Daily Guarantee

CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

CD040 Monthly Guarantee Expiration

CD042 Daily Settlement Statement

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XML Report Reference Manual

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CD043 ECM: Value Based Alloc. Method

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

CD092 Asset Summary Aggregation

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CD235 Reservation amount

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE055 FX Settlement Limit Report

CE056 End of Day CLS Settlement Report

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

CI042 Margin Call

CI050 Daily Margin

CI056 Preliminary CLS Settlement Report

CI060 Daily Margin Summary

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

CR010 Clearing Ranking

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

Version V 3.1.3

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Eurex

XML Report Reference Manual

XML Report Tag Descriptions

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

TR010 Trading Ranking

TR900 Daily Order and Quote Transactions

TT110 User Security Maintenance

TT115 User Security Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

TT126 Member Underlying Status

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT132 Market Maker Protection

TT133 Trading Risk Events

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

TT770 Password Change

Version V 3.1.3

05.04.2017

Page 955

6.989 rptPrntRunDat

Description This field contains report print run date of the XML and generic text report.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

DateFormat

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CA770 Account Maintenance

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB031 Settling Futures Positions

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB065 System Transaction Overview

CB068 Transaction Mix

CB069 Transaction Report

CB080 Premium Summary

CB090 Premium Overall Summary

CB095 Variation Mgn Overall Summary

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB172 Credit Futures Separation

CB179 Monthly Rebate Report

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB193 Monthly Connections and Services

CB196 Daily Overall Fee Summary

CB197 Excessive System Usage Fee

CB225 Daily Eurex Fines

CB235 Daily Security Collateral Fee Statement

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CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CB790 Premium Information

CB795 Variation Margin Information

CC010 Premium Margin

CC011 Current Liquidating Margin

CC020 Futures Spread Margin

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

CC040 Liquidating Values

CC045 Additional Margin

CC050 Daily Margin

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC710 Premium Margin

CC711 Current Liquidating Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CC745 Additional Margin

CC750 Daily Margin

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CC780 Security/Cash Risk Position

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD032 Daily Guarantee

CD033 Collateral Composition

CD037 Claim Amount Based Collaterals

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CD040 Monthly Guarantee Expiration

CD042 Daily Settlement Statement

CD043 ECM: Value Based Alloc. Method

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CD080 Monthly Collateral Movement

CD090 Overall Asset Summary

CD091 ISA Direct Mem. Asset Summary

CD092 Asset Summary Aggregation

CD100 Audit Trail Coll Transactions

CD230 Monthly Interest Report

CD235 Reservation amount

CE010 In-the-money Advisory

CE030 Member Expiration

CE035 Expired Series

CE038 Deliverable Bonds

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE055 FX Settlement Limit Report

CE056 End of Day CLS Settlement Report

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE075 Notification/Allocation Summ

CE120 ECC Delivery Report

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

CE790 In-the-money Configuration

CI042 Margin Call

CI050 Daily Margin

CI056 Preliminary CLS Settlement Report

CI060 Daily Margin Summary

CN042 Night Margin Call

CN050 Nightly Margin

CN060 Nightly Margin Summary

CR010 Clearing Ranking

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

RD140 Pre-trade Limits Maintenance - Trading Participant

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XML Report Reference Manual Version V 3.1.3

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RD145 Pre-trade Limits Status - Trading Participant

RD155 Pre-trade Limits Status - Clearing Participant

TA110 Contract Maintenance

TA111 All Active/Inactive Series

TA113 Complex and Flexible Instrument Definition

TA114 Variance Futures Parameter

TA115 Total Return Futures Parameters

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TD930 Daily Trade Statistics

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD943 Daily Permanent Market Making Strategy Quote Request

Performance

TD944 Daily Advanced Market Making Strategy Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

TD982 Special Report French Equity Options

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TE930 T7 Daily Trade Statistics

TR010 Trading Ranking

TR900 Daily Order and Quote Transactions

TT110 User Security Maintenance

TT115 User Security Status

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

TT125 Trader Underlying Status

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

TT126 Member Underlying Status

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT132 Market Maker Protection

TT133 Trading Risk Events

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT762 Participant Entitlement Status

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

TT770 Password Change

Version V 3.1.3

05.04.2017

Page 960

6.990 rqmntType

Description Contains information about type of requirement needed to be fulfilled by ISA Direct Member.

Format alphanumeric 26

Where used: CD091 ISA Direct Mem. Asset Summary

6.991 rskEvntTyp

Description This field indicates the risk event type used by the member for protection against pre-trading risk.

Format alphanumeric 1

Valid Values

T

I

R

S

W

Decodes Descriptions

Set

Time Interval Warning

Time Interval Trigger

Time Interval Resume Trading

Initialize

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.992 rskLimLvl

Description This field contains action level of the the risk limit

Format numeric 1

Valid Values

1

2

3

Where used:

Decodes Descriptions

Action level 1 (Warning)

Action level 2 (Slowdown)

Action level 3 (Stop)

TT130 Risk Event Report

TT131 Risk Event Trader Report

6.993 rskLimMtnCod

Description This field contains the risk limit maintenance code.

Format alphanumeric 1

Valid Values

C

D

R

A

B

Where used:

Decodes

Add

Breach

Change

Delete

Rlse

Descriptions

Limit added

Limit breach

Limit changed

Limit deleted

Limit released

TT130 Risk Event Report

TT131 Risk Event Trader Report

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Page 961

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XML Report Reference Manual

XML Report Tag Descriptions

6.994 rskLimRsltMsg

Description This field contains the risk limit result message.

Format

Where used:

alphanumeric 80

TT130 Risk Event Report

TT131 Risk Event Trader Report

Version V 3.1.3

05.04.2017

Page 962

6.995 rskLimTyp

Description This field contains risk limit type.

Format alphanumeric 1

Valid Values

T

W

1

2

3

4

Where used:

Decodes Descriptions

TIL

WOL

TMR

Time Interval Limit

Working Order Limit

Total margin requirement

CULI Premium Margin + Current Liquidating

Margin + Variation Margin + Option Premium

CASH

NDM

Variation margin + Option premium

Additional margin + Future spread margin

TT130 Risk Event Report

TT131 Risk Event Trader Report

6.996 savReb

Description

Format

Where used:

This field contains the savings/rebates.

numeric 15, 2

CB187 Monthly Rebates Overview

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.997 savRebPct

Description This field contains the savings/rebates in percent.

Format

Where used:

numeric 5, 2

CB187 Monthly Rebates Overview

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Page 963

6.998 secCollFee

Description This field contains the Security collateral fee per pool ID .

Format numeric 12, 4

Where used: CB235 Daily Security Collateral Fee Statement

6.999 secCollFeeRate

Description This field contains the daily security collateral fee rate in basis points.

Format

Where used:

numeric 3, 1

CB235 Daily Security Collateral Fee Statement

6.1000 secuAdminCod

Description This field uniquely identifies the modifying user.

Format alphanumeric 30

Where used: RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

TT770 Password Change

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 964

6.1001 secuAmnt

Description This field contains the value of the ISIN, deposited as cover, which is due in the next four weeks.

Format numeric 12, 2

Where used: CD030 Security Expiration

6.1002 secuBlkCollQty

Description This field contains the bulk collateral deposit of the member as per end of previous business day. It can be a quantity in case of equity collateral or a cash amount, if cash collateral is deposited. Additionally movements in deposited collaterals are displayed.

Format numeric signed 12, 2

Where used: CD020 Collateral Movement/Coverage

CD031 Daily Collateral Valuation

CD037 Claim Amount Based Collaterals

CD080 Monthly Collateral Movement

CD100 Audit Trail Coll Transactions

6.1003 secuCntrCovQty

Description This field contains the security quantity which is used for coverage

(specific equity collateral) as per end of previous business day.

Format numeric signed 9, 3

Where used: CD020 Collateral Movement/Coverage

CD080 Monthly Collateral Movement

6.1004 secuCollVal

Description This field contains the collateral value of the ISIN pledged as collateral.

Eurex

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XML Report Tag Descriptions

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05.04.2017

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Format

Where used:

numeric 10

CD031 Daily Collateral Valuation

6.1005 secuCpnRat

Description This field contains the security coupon rate of the bond. For equities and subscription rights this field is always zero.

Format

Where used:

numeric signed 13, 3

CC011 Current Liquidating Margin

CC031 Theoretical Values II

CC711 Current Liquidating Margin

6.1006 secuCurClsPrc

Description This field contains the last closing price of the security pledged as collateral.

Format

Where used:

numeric signed 8, 2

CC031 Theoretical Values II

6.1007 secuEvalPct

Description This field contains the collateral evaluation percent (haircut) of the security, which is used to calculate the collateral value of the pledged security.

Format

Where used:

numeric 4, 3

CD031 Daily Collateral Valuation

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 966

6.1008 secuExpDat

Description This field contains the security expiry date on which the security deposited as cover is due and therefore lapses as collateral.

Format DateFormat

Where used: CD030 Security Expiration

6.1009 secuGrpCod

Description This field contains the security group code, which indicates the type of the security provided as collateral.

Format alphanumeric 1

Valid Values

B

S

C

Where used:

Decodes

Bonds

Stocks

Cash

Descriptions

CD033 Collateral Composition

6.1010 secuId

Description

Format

Where used:

This field contains the security ID.

alphanumeric 4

CB110 Account Transfer Exception

CD020 Collateral Movement/Coverage

CD030 Security Expiration

CD031 Daily Collateral Valuation

CD080 Monthly Collateral Movement

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 967

6.1011 secuIsin

Description

Format

Where used:

This field contains the International Security Identification Number

(ISIN) of a security.

alphanumeric 12

CC011 Current Liquidating Margin

CC031 Theoretical Values II

CC033 Theoretical Values III

CC034 Theoretical Prices

CC040 Liquidating Values

CC711 Current Liquidating Margin

CC740 Liquidating Values

6.1012 secuLstClsPrc

Description This field contains the security last closing price at the last market closing.

Format numeric signed 9, 5

Where used: CC010 Premium Margin

CC011 Current Liquidating Margin

CC710 Premium Margin

CC711 Current Liquidating Margin

CD031 Daily Collateral Valuation

TA114 Variance Futures Parameter

6.1013 secuLstCoupDat

Description This field contains the last coupon date of the underlying security.

Format DateFormat

Where used: CE038 Deliverable Bonds

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 968

6.1014 secuMaxDownPrc

Description This field contains the maximum percentage downside in the security price from the current price. For bonds it is the expected clean price as percentage.

Format numeric signed 11, 2

Where used: CC031 Theoretical Values II

6.1015 secuMaxUpPrc

Description This field contains the maximum percentage upside in the security price from the current price. For bonds it is the expected clean price.

Format numeric signed 11, 2

Where used: CC031 Theoretical Values II

6.1016 secuMktVal

Description This field contains the security market value per collateral.

Format

Where used:

numeric 10

CD031 Daily Collateral Valuation

6.1017 secuPos

Description This field contains the security position, which the member will receive

(positive) or deliver (negative).

Format numeric signed 17, 3

Where used: CC080 Security/Cash Risk Position

CC780 Security/Cash Risk Position

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6.1018 secuRemaLifeMth

Description This field contains the remaining life month of the security, which is the months component of time remaining for the expiration of the security.

Format numeric 2

Where used: CE038 Deliverable Bonds

6.1019 secuRemaLifeYr

Description This field contains the remaining life year of the security, which is the years component of time remaining for the expiration of the security.

Format numeric 2

Where used: CE038 Deliverable Bonds

6.1020 secuRFac

Description This field indicates the capital adjustment ratio, which is also known as

R-factor, used to modify the contract size and/or exercise price.

Format

Where used:

numeric 10, 8

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

6.1021 secuShtNam

Description This field contains the security short name.

Format alphanumeric 30

Eurex

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XML Report Tag Descriptions

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Where used: CD030 Security Expiration

CE038 Deliverable Bonds

TC549 EBI Trade Maintenance

TE545 Daily TES Maintenance

6.1022 secuTotBalAmnt

Description This contains the amount of the security collateral value pledged for margin coverage requirements.

Format

Where used:

numeric signed 10

CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.1023 secuTrdUntNo

Description This field contains the trading unit.

Format

Where used:

numeric 8, 4

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CE030 Member Expiration

6.1024 secValueAmnt

Description This field contains the Security value amount.

Format numeric 14, 2

Where used: CB235 Daily Security Collateral Fee Statement

Eurex

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XML Report Tag Descriptions

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6.1025 segMgnReqUncov

Description This field contains uncovered segregated margin requirement.

Format

Where used:

numeric signed 13, 2

CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.1026 senderRef

Description This field displays the reference number of the sender.

Format

Where used:

alphanumeric 16

CE051 FX Transactions & Instructions

6.1027 seqId

Description

Format

Where used:

The seqId is used to make events unique that are reported at the same time (=rptPrntEffTim).

alphanumeric 10

TC541 Dly Strategy Order Maintenance

6.1028 serId

Description

Format

Where used:

This field indicates the Series of the product ID.

alphanumeric 3

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1029 serv

Description

Format

Where used:

This field contains the Service Fee Description.

alphanumeric 40

CB193 Monthly Connections and Services

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6.1030 servGrp

Description

Format

Where used:

Name of the service group.

alphanumeric 40

CB350 Monthly Fee Statement

6.1031 servMod

Description Name of the service model.

Format

Where used:

alphanumeric 1

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

6.1032 servNam

Description This field indicates the name of the service.

Format

Where used:

alphanumeric 40

CB325 Daily Service Fees

CB350 Monthly Fee Statement

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1033 servQty

Description

Format

Where used:

This field contains the service quantity.

numeric 12, 3

CB325 Daily Service Fees

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6.1034 servTyp

Description

Format

Where used:

This field indicates the type of the service.

alphanumeric 5

CB325 Daily Service Fees

6.1035 servVol

Description

Format

Where used:

This field indicates the Volume of usages of the service (settlement amount).

numeric 12, 3

CB325 Daily Service Fees

CB350 Monthly Fee Statement

6.1036 sessionId

Description This field contains the session ID.

Format numeric 8

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB069 Transaction Report

RD140 Pre-trade Limits Maintenance - Trading Participant

RD145 Pre-trade Limits Status - Trading Participant

TE540 Daily Order Maintenance

TT132 Market Maker Protection

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6.1037 setlAmnt

Description This field contains (accumulated) settlement amount of the executed order.

Format numeric signed 15, 2

Where used: CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

6.1038 setlmtSecuQty

Description This field indicates the quantity of underlying securities, which the member has to receive (positive number) or deliver (negative number) as a result of exercising the option contract.

Format

Where used:

numeric signed 11, 3

CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

6.1039 setlTypCod

Description This field indicates the settlement type.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

D

N

P

C

E

S

T

A

Where used:

Decodes Descriptions

Cash Settlement

Physical Settlement

Derivative

Notional Settlement

Payment-versus-Payment

Stock

Cascade

Alternate

CB011 Std and Flx Cntr Dly Transactn

CB021 Position / Active Trd Summary

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CB165 Eurex Fee Statement

CC010 Premium Margin

CC020 Futures Spread Margin

CC040 Liquidating Values

CC710 Premium Margin

CC720 Futures Spread Margin

CC740 Liquidating Values

CE050 Expiration Payment-vs-Payment

CE071 OptOn Fut ExerAssign Summary

TA111 All Active/Inactive Series

TT150 Optional Four Eye Principle

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6.1040 settlAcct

Description This field contains the settlement account.

Format

Where used:

alphanumeric 35

CB225 Daily Eurex Fines

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1041 settlAmnt

Description (Accumulated) settlement amount of the executed order.

Format

Where used:

numeric 12, 2

CB350 Monthly Fee Statement

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6.1042 settlBasis

Description This field represents the Daily Settlement Basis calculated in index points from the Daily Settlement TRF Spread (basis points).

Format

Where used:

numeric signed 12, 6

TA115 Total Return Futures Parameters

6.1043 settlClgPrc

Description This field represents the Daily Settlement Price calculated in Clearing

Notation (index points) from the Settlement TRF spread.

Format numeric signed 12, 6

Where used: TA115 Total Return Futures Parameters

6.1044 settlCur

Description

Format

Where used:

This field contains the Settlement currency.

alphanumeric 3

CB330 Daily Settlement Fees

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1045 settlCurr

Description This field contains the settlement currency.

Format

Where used:

alphanumeric 3

CB235 Daily Security Collateral Fee Statement

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB350 Monthly Fee Statement

CE051 FX Transactions & Instructions

Version V 3.1.3

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6.1046 settlDat

Description

Format

Where used:

This field contains the settlement date, on which the delivery transaction will be completed.

DateFormat

CC040 Liquidating Values

CC080 Security/Cash Risk Position

CC740 Liquidating Values

CC780 Security/Cash Risk Position

CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

TC549 EBI Trade Maintenance

TE545 Daily TES Maintenance

6.1047 settlementPrc

Description This field indicates the settlement price calculated from the settlement volatility.

Format numeric 10, 4

Where used: TA114 Variance Futures Parameter

Eurex

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XML Report Tag Descriptions

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6.1048 settlementVol

Description This field indicates the settlement volatility used to calculate the settlement price.

Format numeric 5, 2

Where used: TA114 Variance Futures Parameter

6.1049 settlFxAmnt

Description This field contains the settlement amount of the transaction.

Format

Where used:

numeric signed 15, 2

CE051 FX Transactions & Instructions

6.1050 settlInst

Description

Format

Where used:

This field indicates settlement institution, which performs the collateral management and delivery transactions for the member.

alphanumeric 2

CB225 Daily Eurex Fines

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

TC549 EBI Trade Maintenance

TE545 Daily TES Maintenance

6.1051 settlLatAmnt

Description Settlement amount of a late trade

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric signed 12, 2

CB225 Daily Eurex Fines

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6.1052 settlLocat

Description This field contains the settlement location.

Format

Where used:

alphanumeric 5

CB225 Daily Eurex Fines

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

CE056 End of Day CLS Settlement Report

CI056 Preliminary CLS Settlement Report

6.1053 settlSpread

Description This field represents the Daily Settlement TRF Spread entered in basis points as the Settlement Price in Trading Notation used to calculate the

Daily Settlement Price in Clearing Notation (index points).

Format numeric signed 12, 6

Where used: TA115 Total Return Futures Parameters

6.1054 settlTyp

Description

Format

This field indicates the C7 settlement type.

alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

C

P

Where used:

Decodes

Cash Settlement

Physical Settlement

Descriptions

CA752 Capital Adjustment Positions Overview

CB012 Account Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB731 Settling Futures Positions Overview

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CE710 Contract Expiration

CE735 Expired Series Information

CE750 Expiration Payment-vs-Payment Overview

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

CE775 Notification/Allocation Information

CE780 Exercise Abandon Daily Maintenance Overview

TA113 Complex and Flexible Instrument Definition

TT750 Clearing Four Eye Principle

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Page 980

6.1055 setTrigCod

Description This field indicates whether market maker protection is configured (set) or triggered.

Format alphanumeric 1

Valid Values

S

T

Where used:

Decodes Descriptions

Set

Trigger

TT130 Risk Event Report

TT131 Risk Event Trader Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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Page 981

6.1056 shtOptMinCompInd

Description This field indicates whether the position is a long position used for compensating in up/down-price scenario or short position being compensated

Format alphanumeric 1

Valid Values

*

U

D

Where used:

Decodes nor compensating

CC040 Liquidating Values

CC740 Liquidating Values

Descriptions

Indicates position is neither compensated

Indicates position is Compensated

Used for Coverage for price-up scenario

Used for Coverage for price-down scenario

6.1057 shtOptMinCompIndPdVd

Description This field indicates whether the liquidation value is compensated by short option adjustment for the price-down/volatility-down scenario.

Format alphanumeric 1

Valid Values

*

U

D

Where used:

Decodes nor compensating

CC040 Liquidating Values

CC740 Liquidating Values

Descriptions

Indicates position is neither compensated

Indicates position is Compensated

Used for Coverage for price-up scenario

Used for Coverage for price-down scenario

Eurex

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6.1058 shtOptMinCompIndPdVn

Description This field indicates whether the liquidation value is compensated by short option adjustment for the price-down/volatility-neutral scenario.

Format alphanumeric 1

Valid Values

*

U

D

Where used:

Decodes nor compensating

CC040 Liquidating Values

CC740 Liquidating Values

Descriptions

Indicates position is neither compensated

Indicates position is Compensated

Used for Coverage for price-up scenario

Used for Coverage for price-down scenario

6.1059 shtOptMinCompIndPdVu

Description This field indicates whether the liquidation value is compensated by short option adjustment for the price-down/volatility-up scenario.

Format alphanumeric 1

Valid Values

*

U

D

Where used:

Decodes nor compensating

CC040 Liquidating Values

CC740 Liquidating Values

Descriptions

Indicates position is neither compensated

Indicates position is Compensated

Used for Coverage for price-up scenario

Used for Coverage for price-down scenario

6.1060 shtOptMinCompIndPuVd

Description This field indicates whether the liquidation value is compensated by short option adjustment for the price-up/volatility-down scenario.

Eurex

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XML Report Tag Descriptions

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Format

Valid Values

*

U

D

Where used:

alphanumeric 1

Decodes nor compensating

CC040 Liquidating Values

CC740 Liquidating Values

Descriptions

Indicates position is neither compensated

Indicates position is Compensated

Used for Coverage for price-up scenario

Used for Coverage for price-down scenario

6.1061 shtOptMinCompIndPuVn

Description This field indicates whether the liquidation value is compensated by short option adjustment for the price-up/volatility-neutral scenario.

Format alphanumeric 1

Valid Values

*

U

D

Where used:

Decodes nor compensating

CC040 Liquidating Values

CC740 Liquidating Values

Descriptions

Indicates position is neither compensated

Indicates position is Compensated

Used for Coverage for price-up scenario

Used for Coverage for price-down scenario

6.1062 shtOptMinCompIndPuVu

Description This field indicates whether the liquidation value is compensated by short option adjustment for the price-up/volatility-up scenario.

Format alphanumeric 1

Eurex

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Valid Values

*

U

D

Where used:

Decodes nor compensating

CC040 Liquidating Values

CC740 Liquidating Values

Descriptions

Indicates position is neither compensated

Indicates position is Compensated

Used for Coverage for price-up scenario

Used for Coverage for price-down scenario

6.1063 shtOptMinCompQty

Description This field contains the number of short option positions embedded in complex option portfolios, which are balanced by long options positions or by corresponding futures positions.

Format numeric 9

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.1064 shtOptMinCompTxt

Description This field indicates whether the position is compensated short position or a long position used for compensating.

Format alphanumeric 4

Valid Values

CMP

UFC

Where used:

Decodes

CC040 Liquidating Values

CC740 Liquidating Values

Descriptions

Positions Compensated

Used for Coverage

Eurex

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XML Report Tag Descriptions

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6.1065 shtQuoPct

Description This field contains short quote percentage, which is the percentage of the violations caused by quotes that were not active throughout the minimum time span.

Format numeric 6, 2

Where used: TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.1066 sideBU

Description

Format

Where used:

This field indicates the Business Unit of the approving trader for which a TES side has been entered.

alphanumeric 8

TE545 Daily TES Maintenance

6.1067 sideId

Description

Format

Where used:

This field indicates the unique TES side ID assigned by the exchange for each trader participating to the TES Trade.

alphanumeric 20

TE545 Daily TES Maintenance

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1068 sideStatus

Description This field indicates the approving status of the TES side.

Format alphanumeric 1

Valid Values

3

4

5

1

2

Where used:

Decodes

ENT

APP

AUT

DEL

EXE

TE545 Daily TES Maintenance

Descriptions

Pending

Approved

Auto Approved

Deleted

Executed

Version V 3.1.3

05.04.2017

Page 986

6.1069 sideTrader

Description This field indicates the user name of the approving trader for which a

TES side has been entered.

Format

Where used:

alphanumeric 6

TE545 Daily TES Maintenance

6.1070 smpDeletedQty

Description This field contains the prevented self-match quantity.

Format numeric 9

Where used: TE812 Daily Prevented Self-Matches

6.1071 sndRcvText

Description This field indicates whether the repective member is the sender or the receiver of the position transfer.

Eurex

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XML Report Tag Descriptions

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Format

Where used:

alphanumeric 8

CB030 Position Transfer Overview

CB730 Position Transfer Summary

6.1072 sortFeeTyp

Description This field contains sort fee type, which is the technical attribute used to sort the data per fee type.

Format

Where used:

alphanumeric 4

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB179 Monthly Rebate Report

CB186 Monthly Rebates TDP

CB187 Monthly Rebates Overview

CB192 Monthly Fee Statement

CB196 Daily Overall Fee Summary

6.1073 spreadAbsPcntCode

Description This field indicates whether the allowed quote spread is calculated on an absolute or percentage basis of the reference price.

Format alphanumeric 1

Valid Values

A

P

Where used:

Decodes Descriptions

Absolute value

Percentage value

TA111 All Active/Inactive Series

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

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6.1074 spreadBidPrice

Description This field contains the upper bid price which determines the appropriate maximum quote spread value for a specified product.

Format numeric 10, 5

Where used: TA111 All Active/Inactive Series

6.1075 spreadDaysMonth

Description This field contains the upper limit of days/month to expiration for which the related quote spreads are applied.

Format

Where used:

alphanumeric 3

TA111 All Active/Inactive Series

6.1076 spreadQuality

Description This field contains Spread Quality on that trading day which is a performance measure based on the average spread of all series quoted in the strike price window of a Market Maker in a product for a day.

Format

Where used:

numeric 5, 4

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

6.1077 spreadTickValue

Description This field contains the spread tick value in either an absolute or percentage format.

Format numeric 10, 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TA111 All Active/Inactive Series

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6.1078 spreadTimeToExp

Description This field contains the description of the spread time to expiration.

Format alphanumeric 21

Where used: TA111 All Active/Inactive Series

6.1079 sptMthNetBal

Description This field contains the net position on futures spread contracts in the delivery month.

Format

Where used:

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

Where used:

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.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric signed 9

CC020 Futures Spread Margin

CC720 Futures Spread Margin

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Page 990

6.1082 sptMthSpdRat

Description This field contains the spot month spread rate, which is applied on future spread pairs containing at least one spot month position.

Format numeric 9

Where used: CC020 Futures Spread Margin

CC720 Futures Spread Margin

6.1083 sptMthTotBal

Description This field contains the spot month total balance, which is the total net spot month futures spread position in contracts of the margin class.

Format numeric signed 8

Where used: CC020 Futures Spread Margin

CC720 Futures Spread Margin

6.1084 standardVar

Description This field indicates the standard variance defined at the end of the first trading day

Format numeric 12, 6

Where used: TA114 Variance Futures Parameter

Eurex

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XML Report Tag Descriptions

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6.1085 standardVol

Description This field indicates the standard volatility defined as the squared root of the standard variance

Format numeric 5, 2

Where used: TA114 Variance Futures Parameter

6.1086 standFee

Description This field contains the standard Fee.

Format

Where used:

numeric 7, 2

CB001 Product and Price Report

6.1087 stlCurrTypCod

Description This field indicates the settlement currency of the product according to the ISO standard.

Format alphanumeric 3

Where used: CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

TA111 All Active/Inactive Series

6.1088 stlmtAmntBaseCcy

Description This field contains the Settlement Amount in Base Currency

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

Eurex

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XML Report Tag Descriptions

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6.1089 stlmtAmntQuoteCcy

Description This field contains the Settlement Amount in Quote Currency

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.1090 stopPrice

Description This field contains the order stop price, which is limit price provided by the participant.

Format

Where used:

numeric signed 9, 5

TE540 Daily Order Maintenance

TE550 Open Order Detail

6.1091 stopRsltMsg

Description This field contains the stop button result message.

Format alphanumeric 80

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1092 stratEquLegVol

Description This field contains the volume of a strategy equity leg.

Format numeric 9

Where used: TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1093 stratLegVol

Description This field contains the volume of a strategy leg.

Format

Where used:

numeric 3

TC541 Dly Strategy Order Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

Version V 3.1.3

05.04.2017

Page 993

6.1094 stratMatchCode

Description This field indicates the strategy matching type for options product.

Format alphanumeric 1

Valid Values

I

O

N

Where used:

Decodes Descriptions

Implied strategy Matching

Outright strategy Matching

No strategy Matching

TA111 All Active/Inactive Series

6.1095 stratTyp

Description

Format

This field indicates the type of strategy used in the strategy order/ quote.

alphanumeric 7

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Decodes Valid Values

STG

CLAD

PLAD

STDT

DIASTD

CNV

STD

CCOND

PCOND

BOX

BUL-P

BER-C

STD-C

STD-P

CALL-U

PUT+U

BUL-U

BER+U

STD+U

STD-U

BUL-P-U

CBUT

PBUT

BUL

BER

BLT

BRT

CDIA

PDIA

GUTS

RBUL

RBER

IBUT

COMBO

BER-C+U

CLAD+U

CLAD-U lying lying

Version V 3.1.3

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Page 994

Descriptions

Call Butterfly

Put Butterfly

Call Spread

Put Spread

Call Calendar Spread

Put Calendar Spread

Call Diagonal Calendar Spread

Put Diagonal Calendar Spread

Guts

2x1 Ratio Call Spread

2x1 Ratio Put Spread

Iron Butterfly

Combo

Strangle

Call Ladder

Put Ladder

Straddle Calendar Spread

Diagonal Straddle Calendar Spread

Conversion/Reversal

Straddle

Call Condor

Put Condor

Box

Call Spread versus Put

Put Spread versus Call

Straddle versus Call

Straddle versus Put

Call Volatility Trade

Put Volatility Trade

Call Spread versus Underlying

Put Spread versus Underlying

Straddle versus Long Underlying

Straddle versus Short Underlying

Call Spread versus Short Put/Short Under-

Put Spread versus Short Call/Long Under-

Call Ladder versus Long U/L

Call Ladder versus Short U/L

Eurex

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Page 995 XML Report Tag Descriptions

PLAD+U

PLAD-U

COMBO+U

RBUL-U

RBER+U

BLT-U

BLT+U

BRT-U

BRT+U

STG-U

STG+U

CNV-U

JR

RBER-U

RBUL+U

Where used:

Put Ladder versus Long U/L

Put Ladder versus Short U/L

Combo versus Long U/L

2x1 Ratio Call Spread versus Short U/L

2x1 Ratio Put Spread versus Long U/L

Call Calendar Spread versus Short U/L

Call Calendar Spread versus Long U/L

Put Calendar Spread versus Short U/L

Put Calendar Spread versus Long U/L

Strangle versus Short U/L

Strangle versus Long U/L

Conversion/Reversal versus Short U/L

Jelly Roll

2x1 Ratio Put Spread versus Short U/L

2x1 Ratio Call Spread versus Long U/L

TC541 Dly Strategy Order Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

6.1096 stratUndrPrc

Description This field contains the strategy underlying price at which the user would like to buy or sell the strategy trade.

Format

Where used:

numeric 9, 5

TC541 Dly Strategy Order Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

6.1097 strDat

Description

Format

This field indicates the Start Date.

DateFormat

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

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Page 996

6.1098 streamAddr

Description This field contains the multicast address of the Enhanced Broadcast

Solution and Market Data Interface stream.

Format

Where used:

alphanumeric 15

TA111 All Active/Inactive Series

6.1099 streamPort

Description This field contains the port where the Enhanced Broadcast Solution and Market Data Interface data is disseminated.

Format numeric 5

Where used: TA111 All Active/Inactive Series

6.1100 streamService

Description This field indicates the Enhanced Broadcast Solution service class of the address.

Format alphanumeric 1

Valid Values

A

B

Where used:

Decodes Descriptions

Service Type A

Service Type B

TA111 All Active/Inactive Series

Eurex

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XML Report Tag Descriptions

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Page 997

6.1101 streamType

Description This field indicates the type of the Enhanced Broadcast Solution and

Market Data Interface stream.

Format numeric 1

Valid Values

1

2

3

Where used:

Decodes

Solution)

Descriptions

Snapshot (Enhanced Broadcast Solution)

Delta/Incremental (Enhanced Broadcast

Netted stream (Market Data Interface)

TA111 All Active/Inactive Series

6.1102 strFulfillId

Description This field Indicates fulfilment of Strategy Market Making (Y=yes/N=no).

Format alphanumeric 1

Valid Values

Y

N

Where used:

Decodes Descriptions

Yes

No

CB169 MM Fee Refund

CB187 Monthly Rebates Overview

6.1103 strkPrc

Description

Format

Where used:

This field contains Strike Price numeric 7, 3

CE055 FX Settlement Limit Report

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6.1104 strkPrcM

Description This field contains the transaction quantity notified, which is the number of contracts that the member has to deliver.

Format numeric 8, 4

Where used: TA111 All Active/Inactive Series

6.1105 strtDat

Description

Format

Where used:

This field contains the start date from which member's transactions are considered for generation of the report.

DateFormat

CR010 Clearing Ranking

TC549 EBI Trade Maintenance

TE545 Daily TES Maintenance

TR010 Trading Ranking

6.1106 subsPerEndDat

Description This field contains the subscription period end date, by which a stockholder must subscribe to the rights issue.

Format DateFormat

Where used: CC034 Theoretical Prices

6.1107 subsPrc

Description

Format

This field contains the subscription price, at which existing shareholders can buy the shares in the rights offering.

numeric signed 8, 2

Eurex

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Where used: CC034 Theoretical Prices

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6.1108 subsRghtTheoVal

Description This field contains the theoretical value of the subscription right, which is the value of the subscription right (a right to buy stock) calculated using the option price model with the maximum expected underlying price.

Format

Where used:

numeric signed 10, 5

CC034 Theoretical Prices

6.1109 subsRtio

Description This field contains the subscription ratio, which is the number of rights required to purchase a single share of the underlying security in a rights offering.

Format

Where used:

numeric signed 8, 5

CC034 Theoretical Prices

6.1110 sumAcctCrdAmnt

Description This field contains the total credit amount per account.

Format numeric 15, 2

Where used: CD015 Detailed Account Statement

6.1111 sumAcctCshRcvPayAmnt

Description This field contains the sum of all receivable/payable amounts per account.

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Format

Where used:

numeric signed 12, 2

CE120 ECC Delivery Report

6.1112 sumAcctCshSetlmtAmnt

Description This field contains the sum of the cash settlement amount on account level.

Format

Where used:

numeric signed 14, 2

CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

6.1113 sumAcctDebAmnt

Description This field contains the total debit amount per account.

Format numeric 15, 2

Where used: CD015 Detailed Account Statement

6.1114 sumAcctDlvSetlmtAmnt

Description This field contains the sum of the delivery settlement amount on account level.

Format numeric signed 14, 2

Where used: CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

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6.1115 sumAcctFeeAdjCrtDayAmnt

Description This field contains the total daily manual fee adjustments per account.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

6.1116 sumAcctFeeAmnt

Description This field contains the sum of the fee amount per account.

Format numeric 15, 2

Where used: CB187 Monthly Rebates Overview

6.1117 sumAcctFeeCrtDayAmnt

Description This field contains the fee sum of the current day per account.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

6.1118 sumAcctFeeCrtMthAmnt

Description This field contains the fee sum of the current month per account.

Format numeric signed 11, 2

Where used: CB192 Monthly Fee Statement

CB196 Daily Overall Fee Summary

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6.1119 sumAcctFeePrvDayAmnt

Description This field contains the fee sum of the previous day per account.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

6.1120 sumAcctFeePrvMthAmnt

Description This field contains the fee sum of the previous month per account.

Format numeric signed 11, 2

Where used: CB196 Daily Overall Fee Summary

6.1121 sumAcctFeeYtdAmnt

Description This field contains the year-to-date fee sum per account.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

6.1122 sumAcctFinSetlmtAmnt

Description This field contains the sum of the final settlement amounts per account.

Format numeric signed 12, 2

Where used: CB102 Cash Settled Contracts

CB702 Cash Settled Contracts Overview

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6.1123 sumAcctMgnAddlAmnt

Description This field contains the sum of additional margins per account.

Format

Where used:

numeric signed 13, 2

CC050 Daily Margin

CC750 Daily Margin

CI050 Daily Margin

CN050 Nightly Margin

6.1124 sumAcctMgnLiqDlvAmnt

Description This field contains the sum of liquidation margins per account.

Format numeric signed 13, 2

Where used: CC050 Daily Margin

CC750 Daily Margin

CI050 Daily Margin

CN050 Nightly Margin

6.1125 sumAcctMgnOfstClgCurr

Description This field contains the Sum Margin Offset Clearing Currency.

Format numeric signed 13, 2

Where used: CC055 Daily Margin Offset

CC755 Daily Margin Offset

6.1126 sumAcctMgnPremiumAmnt

Description This field contains the total margin amount per account.

Format numeric signed 13, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CC010 Premium Margin

CC050 Daily Margin

CC710 Premium Margin

CC750 Daily Margin

CI050 Daily Margin

CN050 Nightly Margin

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6.1127 sumAcctMgnSprdAmnt

Description This field contains the sum of futures spread margin per account.

Format numeric signed 13, 2

Where used: CC050 Daily Margin

CC750 Daily Margin

CI050 Daily Margin

CN050 Nightly Margin

6.1128 sumAcctPctSav

Description This field contains the sum of the savings in percent per account.

Format

Where used:

numeric 5, 2

CB187 Monthly Rebates Overview

6.1129 sumAcctPrmMtdBal

Description This field contains the net premium month to date balance per account.

Format numeric signed 12, 2

Where used: CB080 Premium Summary

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6.1130 sumAcctPrmNetBal

Description This field contains the net premium total per account for the current day.

Format numeric signed 12, 2

Where used: CB080 Premium Summary

6.1131 sumAcctPrmPayBal

Description This field contains the premium payable balance per account for the current day.

Format

Where used:

numeric signed 12, 2

CB080 Premium Summary

6.1132 sumAcctPrmRcvBal

Description This field contains the premium receivable balance per account for the current day.

Format

Where used:

numeric signed 12, 2

CB080 Premium Summary

6.1133 sumAcctPrmVmarAmnt

Description This field contains the sum of Premium/Variation Margin per account.

Format numeric signed 12, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

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6.1134 sumAcctPrmYtdBal

Description This field contains the net premium year to date balance, which is the net premium received (positive amount) or paid (negative amount) per account accumulated for the current year.

Format

Where used:

numeric signed 13, 2

CB080 Premium Summary

6.1135 sumAcctSavFeeAmnt

Description This field contains the sum of the savings of the fee amount per account.

Format numeric 15, 2

Where used: CB187 Monthly Rebates Overview

6.1136 sumAcctSetlmtSecuQty

Description This field contains the Delivery Receive House Share Quantity.

Format

Where used:

numeric signed 11, 3

CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

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6.1137 sumAcctTotMgnClgCurr

Description This field contains the Sum Total Margin Clearing Currency.

Format

Where used:

numeric signed 13, 2

CC055 Daily Margin Offset

CC755 Daily Margin Offset

6.1138 sumAcctTotRcvPayAmnt

Description This field contains the total receivable or payable amount including

VAT per account.

Format

Where used:

numeric signed 13, 2

CE120 ECC Delivery Report

6.1139 sumAcctTotSpdMgn

Description This field contains the Sum Account Total Spread Margin.

Format numeric signed 12, 2

Where used: CC020 Futures Spread Margin

CC720 Futures Spread Margin

6.1140 sumAcctTotSpdMgnFctr

Description This field contains the Sum Account Total Spread Margin multiplied with the Margin Factor.

Format numeric signed 12, 2

Where used: CC020 Futures Spread Margin

CC720 Futures Spread Margin

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6.1141 sumAcctTrnFeeAmnt

Description This field contains the total of Transaction Fee Amount per account.

Format numeric signed 8, 2

Where used: CB010 Position Detail

CB020 Position Summary

6.1142 sumAcctTrnFeeAmntX

Description This field contains the total of Transaction Fee Amount per account.

Format

Where used:

numeric signed 12, 2

CB165 Eurex Fee Statement

CB191 Monthly TES Late Entry Fine

6.1143 sumAcctTrnQtyTakUp

Description This field contains the taken up trade quantity per member per account.

Format

Where used:

numeric 9

CB160 Accepted Take-Up Trades

6.1144 sumAcctUnadjMgnReqClgCurr

Description This field contains the sum of the unadjusted margin requirements per account.

Format numeric signed 13, 2

Eurex

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XML Report Tag Descriptions

Where used: CC055 Daily Margin Offset

CC755 Daily Margin Offset

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6.1145 sumAcctVatAmnt

Description This field contains the sum for the VAT amount per account.

Format numeric signed 12, 2

Where used: CE120 ECC Delivery Report

6.1146 sumAccumTim

Description This field indicates the sum of the accumulated time.

Format

Where used:

TimeFormat

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

6.1147 sumAggQty

Description This field contains the sum of the Aggregation quantity.

Format numeric 4

Where used: CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

6.1148 sumAllTrades

Description Accumulated number of trades included TES trades.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 11

TE910 T7 Daily Trade Activity

6.1149 sumAllVolume

Description Accumulated traded Volume included TES trades

Format numeric 11

Where used: TE910 T7 Daily Trade Activity

6.1150 sumAmntAud

Description This field contains the Sum of AUD Amounts

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.1151 sumAmntCHF

Description This field contains the Sum of CHF Amounts

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.1152 sumAmntEUR

Description This field contains the Sum of EUR Amounts

Format numeric 14, 2

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Where used: CE055 FX Settlement Limit Report

6.1153 sumAmntGBP

Description This field contains the Sum of GBP Amounts

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.1154 sumAmntJPY

Description This field contains the Sum of JPY Amounts

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.1155 sumAmntNzd

Description This field contains the Sum of NZD Amounts

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.1156 sumAmntUsd

Description This field contains the Sum of USD Amounts

Format numeric 14, 2

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Where used: CE055 FX Settlement Limit Report

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6.1157 sumAUDAmntInEUR

Description This field contains the Sum of AUD Amounts converted into EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.1158 sumCashRunCrdAmnt

Description This field contains the total credit amount per clearer, currency, Holder,

Reference and cash run.

Format

Where used:

numeric 15, 2

CD012 Daily Cash Account NCM / RC

CD072 Monthly Cash Account NCM / RC

6.1159 sumCashRunDebAmnt

Description This field contains the total debit amount per clearer, currency, Holder,

Reference and cash run.

Format

Where used:

numeric 15, 2

CD012 Daily Cash Account NCM / RC

CD072 Monthly Cash Account NCM / RC

6.1160 sumCHFAmntInEUR

Description This field contains the Sum of CHF Amounts converted into EUR

Format numeric 14, 2

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Where used: CE055 FX Settlement Limit Report

6.1161 sumClasAbdnQty

Description The field indicates the quantity which is abandoned from automatic exercise for the option class.

Format numeric 11

Where used: CE010 In-the-money Advisory

CE710 Contract Expiration

6.1162 sumClasCntrTotItmAmnt

Description This field contains the sum of the in-the-money amounts per option class.

Format numeric signed 14, 2

Where used: CE030 Member Expiration

6.1163 sumClasDayTesVol

Description This field contains the accumulated TES Volume on the class code level.

Format

Where used:

numeric 11

TE930 T7 Daily Trade Statistics

6.1164 sumClasDayTotVol

Description This field contains the accumulated Total Volume on the class code level.

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Format

Where used:

numeric 11

TE930 T7 Daily Trade Statistics

6.1165 sumClasItmLngAmnt

Description This field contains the amount with which the open long positions in the option class are in-the-money.

Format

Where used:

numeric signed 11, 2

CE010 In-the-money Advisory

CE710 Contract Expiration

6.1166 sumClasItmShtAmnt

Description This field contains the in-the-money amount of the option series which is negative for the writer of the option.

Format

Where used:

numeric signed 11, 2

CE010 In-the-money Advisory

CE710 Contract Expiration

6.1167 sumClasMtdTesVol

Description This field contains the accumulated Monthly TES Volume on the class code level.

Format

Where used:

numeric 11

TE930 T7 Daily Trade Statistics

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6.1168 sumClasMtdTotVol

Description This field contains the accumulated Monthly Total Volume on the class code level.

Format numeric 11

Where used: TE930 T7 Daily Trade Statistics

6.1169 sumClasOpnIntQty

Description This field contains the Interest Total Display.

Format

Where used:

numeric 11

TD930 Daily Trade Statistics

TE930 T7 Daily Trade Statistics

6.1170 sumClasPosnLngBal

Description This field contains the total long position balance of the contract class per transaction account and exchange member.

Format

Where used:

numeric 10

CB020 Position Summary

CB021 Position / Active Trd Summary

CE010 In-the-money Advisory

CE035 Expired Series

CE710 Contract Expiration

CE735 Expired Series Information

6.1171 sumClasPosnLngBalPrv

Description This field contains the total long position balance per contract class per transaction account and exchange member of the previous day.

Eurex

XML Report Reference Manual

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Format

Where used:

numeric 10

CB020 Position Summary

CB021 Position / Active Trd Summary

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6.1172 sumClasPosnShtBal

Description This field contains the total short position balance of the contract class per transaction account and exchange member.

Format numeric 10

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

CE010 In-the-money Advisory

CE035 Expired Series

CE710 Contract Expiration

CE735 Expired Series Information

6.1173 sumClasPosnShtBalPrv

Description This field contains the total short position balance per contract class per transaction account and exchange member of the previous day.

Format numeric 10

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

6.1174 sumClasPrmVmarAmnt

Description This field contains the sum of the options premium and the variation margin amount per margin class.

Format numeric signed 12, 2

Eurex

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Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

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6.1175 sumClasTrnFeeAmnt

Description This field contains the Sum Account Transaction Fee Amount.

Format numeric signed 9, 2

Where used: CB020 Position Summary

6.1176 sumClasTrnLngQty

Description This field contains the change in the long position per contract class, transaction account and exchange member.

Format numeric signed 8

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

6.1177 sumClasTrnShtQty

Description This field contains the change in the short position per contract class, transaction account and exchange member.

Format numeric signed 8

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

6.1178 sumClgAmnt

Description Total daily clearing fee per Clearing Member.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 12, 4

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB225 Daily Eurex Fines

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB350 Monthly Fee Statement

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6.1179 sumClgFee

Description This field contains the sum of the Total Fees per Clearing Member.

Format numeric 10, 4

Where used: CB330 Daily Settlement Fees

6.1180 sumClgMbrFeeAmnt

Description This field contains the sum of the fee amount per clearing member.

Format

Where used:

numeric 15, 2

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

6.1181 sumClgMbrPctSav

Description This field contains the sum of the savings in percent per clearing member.

Format

Where used:

numeric 5, 2

CB187 Monthly Rebates Overview

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6.1182 sumClgMbrSavFeeAmnt

Description This field contains the sum of the savings of the fee amount per clearing member.

Format numeric 15, 2

Where used: CB187 Monthly Rebates Overview

6.1183 sumClgMbrTotMgnClgCurr

Description This field contains the sum of the Total Margin in Clearing Currency per clearing member.

Format

Where used:

numeric signed 17, 2

CC060 Daily Margin Summary

CC760 Daily Margin Summary

CI060 Daily Margin Summary

CN060 Nightly Margin Summary

6.1184 sumClgSetlmtInstAmnt

Description Total daily clearing fee per CM per settlement institution.

Format numeric 12, 4

Where used: CB225 Daily Eurex Fines

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB350 Monthly Fee Statement

6.1185 sumCntrCurr

Description This field contains the immediate liquidating costs or proceeds per margin class.

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Format

Where used:

numeric signed 14, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.1186 sumCntrCurrDown

Description This field contains the immediate liquidating costs or proceeds per margin class.

Format

Where used:

numeric signed 14, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.1187 sumCntrCurrUp

Description This field contains the immediate liquidating costs or proceeds per margin class.

Format

Where used:

numeric signed 14, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.1188 sumCntrFinSetlmtAmnt

Description This field contains the final settlement total amount per account and per contract.

Format

Where used:

numeric signed 12, 2

CB102 Cash Settled Contracts

CB702 Cash Settled Contracts Overview

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6.1189 sumCntrPosnLngBal

Description This field contains the long position balance per contract per clearing member.

Format numeric 10

Where used: CB031 Settling Futures Positions

CB731 Settling Futures Positions Overview

6.1190 sumCntrPosnShtBal

Description This field contains the short position balance per contract per clearing member.

Format numeric 10

Where used: CB031 Settling Futures Positions

CB731 Settling Futures Positions Overview

6.1191 sumCntrPrmVmarAmnt

Description This field contains the sum of Premium/Variation Margin per contract.

Format

Where used:

numeric signed 12, 2

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

6.1192 sumCntrTrnFeeAmnt

Description This field contains the Sum Account Transaction Fee Amount.

Format numeric signed 8, 2

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Where used: CB010 Position Detail

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6.1193 sumCntrTrnQtyDel

Description This field contains the total deleted trade quantity per contract.

Format numeric 9

Where used: CB130 Give-Up Trades History

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

6.1194 sumCntrTrnQtyPend

Description This field contains the sum of all contracts in an option series/futures contract which are not yet taken-up (pre-designated, given-up, undesignated and rejected trades) at the end of the day.

Format

Where used:

numeric 9

CB130 Give-Up Trades History

CB150 Take-Up Trades History

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

6.1195 sumCntrTrnQtyRej

Description This field contains the total rejected trade quantity per contract.

Format

Where used:

numeric 9

CB150 Take-Up Trades History

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6.1196 sumCntrTrnQtyTakUp

Description This field contains the total taken-up trade quantity per contract.

Format

Where used:

numeric 9

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

6.1197 sumCollAmnt

Description This field contains the Sum Guard Guard Gross Amount.

Format

Where used:

numeric 11

CD032 Daily Guarantee

6.1198 sumCollValBond

Description This field contains the summary value of bond collateral deposits per pool ID.

Format numeric 12, 2

Where used: CD033 Collateral Composition

6.1199 sumCollValCash

Description This field contains the summary value of cash collateral deposits.

Format numeric 12, 2

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Where used: CD033 Collateral Composition

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6.1200 sumCollValStock

Description This field contains the summary value of stock collateral deposits.

Format numeric 12, 2

Where used: CD033 Collateral Composition

6.1201 sumCovTim

Description This field indicates the Sum of covered time (active good quote times on all relevant series).

Format

Where used:

TimeFormat

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

6.1202 sumCovTimPercent

Description This field contains the sum of COVERED TIME per day in percentages.

Format numeric 6, 2

Where used: TD982 Special Report French Equity Options

6.1203 sumCurrAcctLngPst

Description This field contains the sum of the expired long contracts per exchange member.

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Format

Where used:

numeric 10

CE035 Expired Series

CE735 Expired Series Information

6.1204 sumCurrAcctShtPst

Description This field contains the sum of the expired short contracts per exchange member.

Format

Where used:

numeric 10

CE035 Expired Series

CE735 Expired Series Information

6.1205 sumCurrAllAmnt

Description This field contains the sum of all amounts per currency.

Format

Where used:

numeric signed 12, 2

CD010 Daily Cash Account CM

6.1206 sumCurrAsstTot

Description This field contains the asset total.

Format numeric 15

Where used: CD090 Overall Asset Summary

6.1207 sumCurrClrFunAmnt

Description This field contains the clearing fund amount.

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Format

Where used:

numeric 13

CD090 Overall Asset Summary

6.1208 sumCurrCntrTotItmAmnt

Description This field contains the in-the-money total amount per exchange member.

Format

Where used:

numeric signed 14, 2

CE030 Member Expiration

6.1209 sumCurrCompCaptAmnt

Description This field contains the company capital amount.

Format numeric 13

Where used: CD090 Overall Asset Summary

6.1210 sumCurrCrdAmnt

Description This field contains the total credit amount per clearer, currency, value date and transaction type.

Format

Where used:

numeric 15, 2

CD009 Daily Cash Transactions

6.1211 sumCurrCshRcvPayAmnt

Description This field contains the sum of the receivable/payable amount per clearing member and currency.

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Format

Where used:

numeric signed 13, 2

CE120 ECC Delivery Report

6.1212 sumCurrCshSetlAmnt

Description This field contains the sum of the cash settlement amount per currency.

Format

Where used:

numeric signed 12, 2

CD010 Daily Cash Account CM

6.1213 sumCurrDebAmnt

Description This field contains the total debit amount per clearer, currency, value date and transaction type.

Format numeric 15, 2

Where used: CD009 Daily Cash Transactions

6.1214 sumCurrDlvCurrAmnt

Description This field contains the sum of the delivery currency amount per delivery currency.

Format numeric signed 14, 2

Where used: CD010 Daily Cash Account CM

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6.1215 sumCurrDlvCurrAmntFut

Description This field contains the sum of the delivery currency amount per delivery currency for Futures product.

Format numeric signed 14, 2

Where used: CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.1216 sumCurrDlvCurrAmntOpt

Description This field contains the sum of the delivery currency amount per delivery currency for Options product.

Format numeric signed 14, 2

Where used: CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.1217 sumCurrDlvPayAmntFut

Description This field contains the sum of the payed delivered amount per currency for Futures Product.

Format numeric signed 14, 2

Where used: CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.1218 sumCurrDlvPayAmntOpt

Description This field contains the sum of the payed delivered amount per currency for Options Product.

Format numeric signed 14, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

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05.04.2017

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6.1219 sumCurrDlvRcvAmntFut

Description This field contains the sum of the received delivered amount per currency for Futures Product.

Format

Where used:

numeric signed 14, 2

CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.1220 sumCurrDlvRcvAmntOpt

Description This field contains the sum of the received delivered amount per currency for Options Product.

Format

Where used:

numeric signed 14, 2

CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.1221 sumCurrDlvSetlmtAmntFut

Description This field contains the sum of the delivery settlement amount per currency for Futures Product.

Format

Where used:

numeric signed 14, 2

CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

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Page 1030

6.1222 sumCurrDlvSetlmtAmntOpt

Description This field contains the sum of the delivery settlement amount per currency for Options Product.

Format numeric signed 14, 2

Where used: CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.1223 sumCurrDlvTotAmntFut

Description This field contains the sum of the total delivered amount per currency for Futures product.

Format numeric signed 14, 2

Where used: CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.1224 sumCurrDlvTotAmntOpt

Description This field contains the sum of the total delivered amount per currency for Options product.

Format numeric signed 14, 2

Where used: CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.1225 sumCurrDlyIntAmnt

Description This field contains the daily interest amount per currency.

Format numeric signed 13, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CD230 Monthly Interest Report

Version V 3.1.3

05.04.2017

Page 1031

6.1226 sumCurrFeeAdjCrtDayAmnt

Description This field contains the total daily manual fee adjustments per currency.

Format numeric signed 11, 2

Where used: CB196 Daily Overall Fee Summary

6.1227 sumCurrFeeAmnt

Description This field contains the Sum Currency Fee Per Series Time.

Format

Where used:

numeric signed 11, 2

CB167 Late Closing Fees

6.1228 sumCurrFeeAmntX

Description This field contains the sum of the fee amount per currency.

Format numeric 15, 2

Where used: CB187 Monthly Rebates Overview

6.1229 sumCurrFeeCapAmnt

Description This field contains the Sum of rebate per currency.

Format

Where used:

numeric 11, 2

CB169 MM Fee Refund

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1032

6.1230 sumCurrFeeCrtDayAmnt

Description This field contains the fee sum of the current day per currency.

Format numeric signed 11, 2

Where used: CB196 Daily Overall Fee Summary

6.1231 sumCurrFeeCrtMthAmnt

Description This field contains the fee sum of the current month per currency.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

6.1232 sumCurrFeeMmAmnt

Description This field contains the Sum of Market Making rebate per currency.

Format numeric 11, 2

Where used: CB169 MM Fee Refund

6.1233 sumCurrFeePrvDayAmnt

Description This field contains the fee sum of the previous day per currency.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

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6.1234 sumCurrFeePrvMthAmnt

Description This field contains the fee sum of the previous month per currency.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

6.1235 sumCurrFeeStrMmAmnt

Description This field contains the Sum of Strategy Market Making rebate per currency.

Format

Where used:

numeric 11, 2

CB169 MM Fee Refund

6.1236 sumCurrFeeYtdAmnt

Description This field contains the year-to-date fee sum per currency.

Format numeric signed 11, 2

Where used: CB196 Daily Overall Fee Summary

6.1237 sumCurrFinSetlmtAmnt

Description This field contains the sum of the final settlement amounts per currency.

Format

Where used:

numeric signed 12, 2

CB102 Cash Settled Contracts

CB702 Cash Settled Contracts Overview

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1238 sumCurrFullRebVol

Description This field contains the sum of rebated volume per currency.

Format

Where used:

numeric 9

CB169 MM Fee Refund

CB179 Monthly Rebate Report

Version V 3.1.3

05.04.2017

Page 1034

6.1239 sumCurrGuarAmnt

Description This field contains the sum of Guard Amount per currency.

Format

Where used:

numeric 12

CD040 Monthly Guarantee Expiration

6.1240 sumCurrList

Description This field contains the sum of the delivery amounts and the VAT per currency and exchange.

Format numeric signed 13, 2

Where used: CE120 ECC Delivery Report

6.1241 sumCurrMgnAmnt

Description This field contains the margin amount.

Format

Where used:

numeric 12

CD090 Overall Asset Summary

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1035

6.1242 sumCurrNetFeeAmnt

Description This field indicates the sum of the netted fee amount per currency.

Format

Where used:

numeric signed 9, 2

CB179 Monthly Rebate Report

6.1243 sumCurrPctSav

Description This field contains the sum of the savings in percent per Account.

Format numeric 5, 2

Where used: CB187 Monthly Rebates Overview

6.1244 sumCurrPosTrnAmnt

Description This field contains the sum of the position transfer amount per currency.

Format numeric signed 12, 2

Where used: CD010 Daily Cash Account CM

6.1245 sumCurrPrmMtdBal

Description This field contains the net premium month to date amount per clearing member and per currency.

Format

Where used:

numeric signed 12, 2

CB090 Premium Overall Summary

CB790 Premium Information

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1036

6.1246 sumCurrPrmNetBal

Description This field contains the premium net amount, which is the net premium receivable (positive) or payable (negative) including residual per clearing member and per currency for the current day.

Format numeric signed 12, 2

Where used: CB090 Premium Overall Summary

CB790 Premium Information

6.1247 sumCurrPrmPayBal

Description This field contains the premium payable balance per clearing member and per currency for the current day.

Format numeric signed 12, 2

Where used: CB090 Premium Overall Summary

CB790 Premium Information

6.1248 sumCurrPrmPrvMthBal

Description This field contains the net premium amount per clearing member and per currency for the previous month.

Format numeric signed 12, 2

Where used: CB090 Premium Overall Summary

CB790 Premium Information

6.1249 sumCurrPrmRcvBal

Description This field contains the premium receivable balance per clearing member and per currency for the current day.

Format numeric signed 12, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1037

Where used: CB090 Premium Overall Summary

CB790 Premium Information

6.1250 sumCurrPrmVmarAmnt

Description This field contains the sum of the option premium and variation margin amount per product, account and per currency.

Format numeric signed 12, 2

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

CB064 Flx Cntr Daily Transactions

CD010 Daily Cash Account CM

6.1251 sumCurrPrmYtdBal

Description This field contains the net premium year to date balance per clearing member and per currency accumulated for the current year.

Format

Where used:

numeric signed 13, 2

CB090 Premium Overall Summary

CB790 Premium Information

6.1252 sumCurrProdSegFeeAmnt

Description This field indicates the sum of the fee amount per currency.

Format

Where used:

numeric signed 9, 2

CB179 Monthly Rebate Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1038

6.1253 sumCurrRebAmnt

Description This field indicates the sum of the rebate amount per currency.

Format

Where used:

numeric signed 9, 2

CB179 Monthly Rebate Report

6.1254 sumCurrRebQty

Description This field contains the rebate quantity per currency.

Format numeric 9

Where used: CB169 MM Fee Refund

6.1255 sumCurrResidualBal

Description This field contains the residual net amount, which is the net residual receivable (positive) or payable (negative) per clearing member and per currency for the current day.

Format numeric signed 12, 2

Where used: CB790 Premium Information

CB795 Variation Margin Information

6.1256 sumCurrRevRefAmnt

Description This field contains the fee sum of the revenue sharing day per currency.

Format numeric signed 9, 2

Where used: CB179 Monthly Rebate Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1039

6.1257 sumCurrSavFeeAmnt

Description This field contains the sum of the savings of the fee amount per currency.

Format numeric 15, 2

Where used: CB187 Monthly Rebates Overview

6.1258 sumCurrSecuCollVal

Description This field contains the sum of all security collateral values per currency.

Format

Where used:

numeric 11

CD031 Daily Collateral Valuation

6.1259 sumCurrSecuMktVal

Description This field contains the sum of all security market values per currency.

Format numeric 11

Where used: CD031 Daily Collateral Valuation

6.1260 sumCurrTotRcvPayAmnt

Description This field contains the total of the receivable/payable amount including

VAT per clearing member and currency.

Format

Where used:

numeric signed 13, 2

CE120 ECC Delivery Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1261 sumCurrTrdQty

Description This field contains the trade quantity per currency.

Format

Where used:

numeric 9

CB169 MM Fee Refund

Version V 3.1.3

05.04.2017

Page 1040

6.1262 sumCurrTrnFeeAmnt

Description This field contains the Sum Security Transaction Fee Amount.

Format numeric signed 9, 2

Where used: CB020 Position Summary

6.1263 sumCurrTrnFeeAmntX

Description This field contains the Sum Security Transaction Fee Amount.

Format

Where used:

numeric signed 12, 2

CB165 Eurex Fee Statement

6.1264 sumCurrTrnQtyDel

Description This field contains the total deleted trade quantity per member.

Format numeric 9

Where used: CB130 Give-Up Trades History

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1265 sumCurrTrnQtyPend

Description This field contains the pending trade quantity per member.

Format

Where used:

numeric 9

CB130 Give-Up Trades History

CB150 Take-Up Trades History

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

Version V 3.1.3

05.04.2017

Page 1041

6.1266 sumCurrTrnQtyRej

Description This field contains the total rejected trade quantity per member.

Format numeric 9

Where used: CB150 Take-Up Trades History

6.1267 sumCurrTrnQtyTakUp

Description This field contains the taken up trade quantity per member.

Format

Where used:

numeric 9

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

6.1268 sumCurrTypCodMthDlyAvgVol

Description This field contains the sum of daily average contract volume in the current month per currency.

Format numeric 12

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1042

Where used: CB186 Monthly Rebates TDP

6.1269 sumCurrTypCodNetFeeAmnt

Description This field contains the sum of the net fee payable per currency.

Format

Where used:

numeric 11, 2

CB186 Monthly Rebates TDP

6.1270 sumCurrTypCodRebAmnt

Description This field contains the sum of the rebate amount per currency.

Format numeric 11, 2

Where used: CB186 Monthly Rebates TDP

6.1271 sumCurrTypCodRebQty

Description This field contains the sum of the rebate quantity per currency.

Format

Where used:

numeric 12

CB186 Monthly Rebates TDP

6.1272 sumCurrTypCodTotMthFeeAmnt

Description This field contains the sum of the total fee amount for the contract per currency.

Format numeric 11, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB186 Monthly Rebates TDP

Version V 3.1.3

05.04.2017

Page 1043

6.1273 sumCurrTypCodTotVol

Description This field contains the sum of the total number of contracts per currency.

Format numeric 12

Where used: CB186 Monthly Rebates TDP

6.1274 sumCurrVatAmnt

Description This field contains the sum of the VAT amount per currency.

Format

Where used:

numeric signed 12, 2

CD010 Daily Cash Account CM

CE120 ECC Delivery Report

6.1275 sumCurrVmarAmnt

Description This field contains the sum of the variation margin amount per currency.

Format

Where used:

numeric signed 12, 2

CD010 Daily Cash Account CM

6.1276 sumCurrVmarMtdBal

Description This field contains the net variation margin amount positive (received) or negative (paid) per clearing member and per currency for the current month.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric signed 12, 2

CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

Version V 3.1.3

05.04.2017

Page 1044

6.1277 sumCurrVmarNetBal

Description This field contains the net variation margin amount positive (received) or negative (paid) including residual per clearing member and per currency for the current day.

Format numeric signed 12, 2

Where used: CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

6.1278 sumCurrVmarPayBal

Description This field contains the variation margin payable amount per clearing member and per currency.

Format numeric 13, 2

Where used: CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

6.1279 sumCurrVmarPrvMthBal

Description This field contains the net variation margin amount positive (received) or negative (paid) per clearing member and per currency for the previous month.

Format

Where used:

numeric signed 12, 2

CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1045

6.1280 sumCurrVmarRcvBal

Description This field contains the variation margin receivable amount per clearing member and per currency.

Format numeric 13, 2

Where used: CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

6.1281 sumCurrVmarYtdBal

Description This field contains the net variation margin amount positive (received) or negative (paid) per clearing member and per currency accumulated for the current year.

Format

Where used:

numeric signed 13, 2

CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

6.1282 sumDayCutLim

Description This field contain the sum of day cut off limit.

Format numeric 10

Where used: TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.1283 sumDelvAmntCoop

Description This field contains the total delivery amount for COOP.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1046

Format

Where used:

numeric signed 12, 2

CE120 ECC Delivery Report

6.1284 sumDelvAmntEcc

Description This field contains the total delivery amount for ECC.

Format numeric signed 12, 2

Where used: CE120 ECC Delivery Report

6.1285 sumEURAmntInEUR

Description This field contains the Sum of EUR Amounts converted into EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.1286 sumExchFeeAmnt

Description This field contains the sum of the fee amount per exchange.

Format numeric signed 12, 2

Where used: CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB192 Monthly Fee Statement

CB196 Daily Overall Fee Summary

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1047

6.1287 sumExchMbrClgCurr

Description This field contains the sum of the effective margin requirement in clearing currency .

Format numeric signed 17, 2

Where used: CC060 Daily Margin Summary

CC760 Daily Margin Summary

CI060 Daily Margin Summary

CN060 Nightly Margin Summary

6.1288 sumExchMbrFeeAmntGros

Description This field contains the gross sum of the fee amount per exchange member.

Format

Where used:

numeric 13, 2

CB193 Monthly Connections and Services

6.1289 sumExchMbrFeeAmntNet

Description This field contains the net sum of the fee amount per exchange member.

Format numeric 13, 2

Where used: CB193 Monthly Connections and Services

6.1290 sumExchMbrPrtMgbReq

Description This field contains the sum of the effective margin requirement per exchange member.

Format numeric 17, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CC060 Daily Margin Summary

CC760 Daily Margin Summary

CI060 Daily Margin Summary

CN060 Nightly Margin Summary

6.1291 sumFee

Description

Format

Where used:

This field contains the sum of fee floor/fixed.

numeric 10, 4

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

Version V 3.1.3

05.04.2017

Page 1048

6.1292 sumFeeAcctTypGrp

Description This field contains the sum of the total fee per Account Type.

Format

Where used:

numeric signed 11, 2

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.1293 sumFeeCrtMthAmnt

Description This field contains the fee sum per clearing member.

Format

Where used:

numeric 12, 2

CB192 Monthly Fee Statement

6.1294 sumFeeCurrTypCod

Description This field contains the sum of the total fee per currency.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1049

Format

Where used:

numeric signed 11, 2

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.1295 sumFeeExCrtMthAmnt

Description This field contains the fee sum of the revenue sharing day per product segment.

Format

Where used:

numeric signed 11, 2

CB192 Monthly Fee Statement

6.1296 sumFeeGrpServGrp

Description Total daily clearing fee per fee and service group.

Format numeric 12, 4

Where used: CB350 Monthly Fee Statement

6.1297 sumFeeIndTypAmntX

Description This field contains the total amount per fee type.

Format

Where used:

numeric signed 12, 2

CB165 Eurex Fee Statement

6.1298 sumFeeIndTypCrd

Description This field contains the sum of the (accumulated) settlement credit.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1050

Format

Where used:

numeric 12, 4

CB225 Daily Eurex Fines

6.1299 sumFeeIndTypDbt

Description This field contains the sum of the (accumulated) settlement debit of the executed order and per trading location.

Format

Where used:

numeric 9, 2

CB225 Daily Eurex Fines

6.1300 sumFeeIndTypFeeCapAmnt

Description This field contains Sum of rebate per fee type.

Format numeric 11, 2

Where used: CB169 MM Fee Refund

6.1301 sumFeeIndTypFeeMmAmnt

Description This field contains the Sum of Market Making rebate per fee type.

Format

Where used:

numeric 11, 2

CB169 MM Fee Refund

6.1302 sumFeeIndTypFeeStrMmAmnt

Description This field contains the Sum of Strategy Market Making rebate per fee type.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1051

Format

Where used:

numeric 11, 2

CB169 MM Fee Refund

6.1303 sumFeeIndTypFullRebVol

Description This field contains the Sum of fully rebated quantity per fee type.

Format numeric 9

Where used: CB169 MM Fee Refund

6.1304 sumFeeIndTypRebQty

Description This field contains the rebate quantity per fee type.

Format

Where used:

numeric 9

CB169 MM Fee Refund

6.1305 sumFeeIndTypTrdQty

Description This field contains the trade quantity per fee type.

Format numeric 9

Where used: CB169 MM Fee Refund

6.1306 sumFeeProdId

Description This field contains the sum of the total fee per product ID.

Format numeric signed 11, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1052

Where used: CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.1307 sumFeeTotal

Description This field contains the sum of Fee Total.

Format numeric 10, 4

Where used: CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

6.1308 sumFeeTotalFeeTyp

Description This field contains the sum of the Total Fees per Fee Type.

Format numeric 10, 4

Where used: CB330 Daily Settlement Fees

6.1309 sumFeeTotalMonth

Description This field contains the Total fee month to date.

Format

Where used:

numeric 16, 4

CB235 Daily Security Collateral Fee Statement

6.1310 sumFeeTotalSettlAcct

Description This field contains the sum of the Total Fees per Settlement Account.

Format numeric 10, 4

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1053

Where used: CB330 Daily Settlement Fees

6.1311 sumFeeTotalSettlInst

Description This field contains the sum of the Total Fees per Settlement Institution.

Format

Where used:

numeric 10, 4

CB330 Daily Settlement Fees

6.1312 sumFeeTypAdjCrtDayAmnt

Description This data field shows the total daily manual fee adjustments.

Format numeric signed 12, 2

Where used: CB196 Daily Overall Fee Summary

6.1313 sumFeeTypFeeCrtDayAmnt

Description This field contains the fee sum of the current day per fee type.

Format

Where used:

numeric signed 12, 2

CB196 Daily Overall Fee Summary

6.1314 sumFeeTypFeeCrtMthAmnt

Description This field contains the fee sum of the current month per fee type.

Format numeric signed 12, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB196 Daily Overall Fee Summary

Version V 3.1.3

05.04.2017

Page 1054

6.1315 sumFeeTypFeePrvDayAmnt

Description This field contains the fee sum of the previous day per fee type.

Format numeric signed 12, 2

Where used: CB196 Daily Overall Fee Summary

6.1316 sumFeeTypFeePrvMthAmnt

Description This field contains the fee sum of the previous month per fee type.

Format

Where used:

numeric signed 12, 2

CB196 Daily Overall Fee Summary

6.1317 sumFeeTypFeeYtdAmnt

Description This field contains the year-to-date fee sum per fee type.

Format numeric signed 12, 2

Where used: CB196 Daily Overall Fee Summary

6.1318 sumFeeVar

Description This field contains the sum of Fee variable.

Format numeric 10, 4

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

Version V 3.1.3

05.04.2017

Page 1055

6.1319 sumGBPAmntInEUR

Description This field contains the Sum of GBP Amounts converted into EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.1320 sumGoodQuoReqResp

Description This field contains the sum of good quote request responses, which is the unadjusted number of good answered quote requests provided by the member as obligatory to a market maker agreement with Eurex.

Format

Where used:

numeric 10

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.1321 sumGuarAmnt

Description This field contains the Sum of the Guard Guard Gross Amount.

Format

Where used:

numeric 11

CD032 Daily Guarantee

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1322 sumGuarGuarAmnt

Description This field contains the Sum Guard Guard Amount.

Format

Where used:

numeric 12

CD040 Monthly Guarantee Expiration

Version V 3.1.3

05.04.2017

Page 1056

6.1323 sumJPYAmntInEUR

Description This field contains the Sum of JPY Amounts converted into EUR

Format numeric 14, 2

Where used: CE055 FX Settlement Limit Report

6.1324 summAcctUnadjMgnReq

Description This field contains the Partial Unadjusted Margin Request.

Format

Where used:

numeric signed 13, 2

CC050 Daily Margin

CC750 Daily Margin

CI050 Daily Margin

CN050 Nightly Margin

6.1325 sumMbrLvlDlvPayAmntFut

Description This field contains the member level sum of the payed delivered amount per currency for Futures. for Futures Product.

Format numeric signed 14, 2

Where used: CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

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6.1326 sumMbrLvlDlvPayAmntOpt

Description This field contains the member level sum of the payed delivered amount per currency for Options. for Options Product.

Format numeric signed 14, 2

Where used: CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.1327 sumMbrLvlDlvRcvAmntFut

Description This field contains the member level sum of the received delivered amount per currency for Futures. for Futures Product.

Format numeric signed 14, 2

Where used: CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.1328 sumMbrLvlDlvRcvAmntOpt

Description This field contains the member level sum of the received delivered amount per currency for Options. for Options Product.

Format numeric signed 14, 2

Where used: CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.1329 sumMbrLvlDlvTotAmntFut

Description This field contains the member level sum of the total delivered amount per currency for Futures. for Futures product.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric signed 14, 2

CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

Version V 3.1.3

05.04.2017

Page 1058

6.1330 sumMbrLvlDlvTotAmntOpt

Description This field contains the member level sum of the total delivered amount per currency for Options. for Options product.

Format numeric signed 14, 2

Where used: CE050 Expiration Payment-vs-Payment

CE750 Expiration Payment-vs-Payment Overview

6.1331 sumMembClgIdCodRebAmnt

Description This field contains the sum of the rebate amount per clearing member.

Format

Where used:

numeric signed 10, 2

CB186 Monthly Rebates TDP

6.1332 sumMembCollValEff

Description This field contains the accumulated collateral value per pool ID.

Format numeric 12, 2

Where used: CD033 Collateral Composition

6.1333 sumMembCshRcvPayAmnt

Description This field contains the sum of the receivable/payable amount per member.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1059

Format

Where used:

numeric signed 13, 2

CE120 ECC Delivery Report

6.1334 sumMembCshSetlmtAmnt

Description This field contains the sum of the cash settlement amount on a member level.

Format

Where used:

numeric signed 14, 2

CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

6.1335 sumMembDlvSetlmtAmnt

Description This field contains the sum of the delivery settlement amount on a member level.

Format

Where used:

numeric signed 14, 2

CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

6.1336 sumMembExchIdCodRebAmnt

Description This field contains the sum of the rebate amount per exchange member.

Format

Where used:

numeric signed 10, 2

CB186 Monthly Rebates TDP

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XML Report Tag Descriptions

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6.1337 sumMembFeeAdjCrtDayAmnt

Description This field contains the total daily manual fee adjustments per clearing member.

Format numeric signed 11, 2

Where used: CB196 Daily Overall Fee Summary

6.1338 sumMembFeeAmnt

Description This field contains the sum of the fee amount per member.

Format

Where used:

numeric signed 12, 2

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB169 MM Fee Refund

CB187 Monthly Rebates Overview

CB191 Monthly TES Late Entry Fine

6.1339 sumMembFeeCrtDayAmnt

Description This field contains the fee sum of the current day per clearing member.

Format numeric signed 11, 2

Where used: CB196 Daily Overall Fee Summary

6.1340 sumMembFeeCrtMthAmnt

Description This field contains the fee sum of the current month per clearing member.

Format numeric signed 11, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB192 Monthly Fee Statement

CB196 Daily Overall Fee Summary

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6.1341 sumMembFeePrvDayAmnt

Description This field contains the fee sum of the previous day per clearing member.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

6.1342 sumMembFeePrvMthAmnt

Description This field contains the fee sum of the previous month per clearing member.

Format numeric signed 11, 2

Where used: CB196 Daily Overall Fee Summary

6.1343 sumMembFeeYtdAmnt

Description This field contains the year-to-date fee sum per currency.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

6.1344 sumMembIdProdId

Description This field contains the number of products assigned to a member.

Format numeric 4

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TT126 Member Underlying Status

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6.1345 sumMembPctSav

Description This field contains the sum of the savings in percent per member.

Format numeric 5, 2

Where used: CB187 Monthly Rebates Overview

6.1346 sumMembPrmMtdBal

Description This field contains the net premium month to date balance per exchange member and per currency.

Format

Where used:

numeric signed 12, 2

CB090 Premium Overall Summary

CB790 Premium Information

6.1347 sumMembPrmNetBal

Description This field contains the premium net amount, which is the net premium receivable (positive) or payable (negative) including residual per currency and per exchange member for the current day.

Format numeric signed 12, 2

Where used: CB090 Premium Overall Summary

CB790 Premium Information

6.1348 sumMembPrmPayBal

Description This field contains the premium payable balance per exchange member and per currency for the current day.

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Format

Where used:

numeric signed 12, 2

CB090 Premium Overall Summary

CB790 Premium Information

6.1349 sumMembPrmPrvMthBal

Description This field contains the net premium amount of the previous month per exchange member and per currency.

Format

Where used:

numeric signed 12, 2

CB090 Premium Overall Summary

CB790 Premium Information

6.1350 sumMembPrmRcvBal

Description This field contains the premium receivable balance per exchange member and per currency for the current day.

Format

Where used:

numeric signed 12, 2

CB090 Premium Overall Summary

CB790 Premium Information

6.1351 sumMembPrmVmarAmnt

Description This field contains the sum of the option premium and variation margin amount per currency on member level.

Format

Where used:

numeric signed 12, 2

CB064 Flx Cntr Daily Transactions

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6.1352 sumMembPrmYtdBal

Description This field contains the net premium year to date balance per exchange member and per currency accumulated for the current year.

Format numeric signed 13, 2

Where used: CB090 Premium Overall Summary

CB790 Premium Information

6.1353 sumMembResidualBal

Description This field contains the residual net amount, which is the net residual receivable (positive) or payable (negative) per currency and per exchange member for the current day.

Format numeric signed 12, 2

Where used: CB790 Premium Information

CB795 Variation Margin Information

6.1354 sumMembSavFeeAmnt

Description This field contains the sum of the savings of the fee amount per member.

Format numeric 15, 2

Where used: CB187 Monthly Rebates Overview

6.1355 sumMembSetlmtSecuQty

Description This field contains the Delivery Receive House Share Quantity.

Format numeric signed 11, 3

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

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6.1356 sumMembSurplShtfAmnt

Description This field contains the surplus or shortage in collateral value.

Format numeric signed 12, 2

Where used: CD033 Collateral Composition

6.1357 sumMembTotRcvPayAmnt

Description This field contains the total receivable/payable amount including VAT per member.

Format numeric signed 13, 2

Where used: CE120 ECC Delivery Report

6.1358 sumMembTxnCnt

Description This field contains the sum of the transactions.

Format

Where used:

numeric 9

CB068 Transaction Mix

6.1359 sumMembUpdCodAdd

Description This field contains the number of added records per member.

Format numeric 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TT110 User Security Maintenance

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

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6.1360 sumMembUpdCodChg

Description This field contains the number of changed records per member.

Format

Where used:

numeric 5

TT110 User Security Maintenance

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

6.1361 sumMembUpdCodDel

Description This field contains the number of deleted records per member.

Format

Where used:

numeric 5

TT110 User Security Maintenance

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

6.1362 sumMembUpdCodGrpChg

Description This field contains the number of product group changes per member.

Format

Where used:

numeric 5

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

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6.1363 sumMembVatAmnt

Description This field contains the sum of the VAT amount per member.

Format

Where used:

numeric signed 12, 2

CE120 ECC Delivery Report

6.1364 sumMembVmarMtdBal

Description This field contains the net variation margin amount positive (received) or negative (paid) per exchange member and per currency for the current month.

Format

Where used:

numeric signed 12, 2

CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

6.1365 sumMembVmarNetBal

Description This field contains the net variation margin amount positive (received) or negative (paid) including residual per exchange member and per currency.

Format numeric signed 12, 2

Where used: CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

6.1366 sumMembVmarPayBal

Description This field contains the variation margin payable amount per exchange member and per currency.

Format numeric 13, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

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6.1367 sumMembVmarPrvMthBal

Description This field contains the net variation margin amount positive (received) or negative (paid) per exchange member and per currency for the previous month.

Format

Where used:

numeric signed 12, 2

CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

6.1368 sumMembVmarRcvBal

Description This field contains the variation margin receivable amount per exchange member and per currency.

Format

Where used:

numeric 13, 2

CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

6.1369 sumMembVmarYtdBal

Description This field contains the net variation margin amount positive (received) or negative (paid) per exchange member and per currency accumulated for the current year.

Format numeric signed 13, 2

Where used: CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

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6.1370 sumMgnAdjAddAmntPdVd

Description This field contains the total adjusted additional margin amount for the price-down/volatility-down scenario.

Format numeric signed 13, 2

Where used: CC045 Additional Margin

CC745 Additional Margin

6.1371 sumMgnAdjAddAmntPdVn

Description This field contains the total adjusted additional margin amount for the price-down/volatility-neutral scenario.

Format numeric signed 13, 2

Where used: CC045 Additional Margin

CC745 Additional Margin

6.1372 sumMgnAdjAddAmntPdVu

Description This field contains the total adjusted additional margin amount for the price-down/volatility-up scenario.

Format numeric signed 13, 2

Where used: CC045 Additional Margin

CC745 Additional Margin

6.1373 sumMgnAdjAddAmntPuVd

Description This field contains the total adjusted additional margin amount for the price-up/volatility-down scenario.

Format numeric signed 13, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CC045 Additional Margin

CC745 Additional Margin

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6.1374 sumMgnAdjAddAmntPuVn

Description This field contains the total adjusted additional margin amount for the price-up/volatility-neutral scenario.

Format

Where used:

numeric signed 13, 2

CC045 Additional Margin

CC745 Additional Margin

6.1375 sumMgnAdjAddAmntPuVu

Description This field contains the total adjusted additional margin amount for the price-up/volatility-up scenario.

Format

Where used:

numeric signed 13, 2

CC045 Additional Margin

CC745 Additional Margin

6.1376 sumMgnMgnPremiumAmnt

Description This field contains the total margin amount per margin class.

Format numeric signed 12, 2

Where used: CC010 Premium Margin

CC011 Current Liquidating Margin

CC710 Premium Margin

CC711 Current Liquidating Margin

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6.1377 sumNetMgnSrpl

Description This field contains the overall net margin surplus/shortfall over all pools of a clearing member. From segregated pools only shortfalls are considered (never a surplus). From the default pool shortfall or surplus is considered.

Format

Where used:

numeric signed 13, 2

CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.1378 sumNetQty

Description This field contains the total net Quantity per contract.

Format

Where used:

numeric signed 8

CB740 TAIFEX Position Information

CB741 KRX Position Information

6.1379 sumNodeTxnCnt

Description This field contains the sum of transaction count per node.

Format numeric 9

Where used: CB068 Transaction Mix

6.1380 sumNomQty

Description This field contains the sum of the nominal quantity.

Format numeric 12, 3

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

6.1381 sumNonDisclTrades

Description Accumulated number of Non Disclosed trades.

Format

Where used:

numeric 11

TE910 T7 Daily Trade Activity

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6.1382 sumNonDisclVolume

Description Accumulated traded Volume of Non Disclosed trades

Format numeric 11

Where used: TE910 T7 Daily Trade Activity

6.1383 sumNZDAmntInEUR

Description This field contains the Sum of NZD Amounts converted into EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

6.1384 sumOfTransFeePerClgMmb

Description This field contains the Sum of transaction fee per clearing member.

Format numeric signed 12, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB197 Excessive System Usage Fee

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6.1385 sumOfTransFeePerTrdMmb

Description This field contains the Sum of transaction fee per trading member.

Format numeric signed 12, 2

Where used: CB197 Excessive System Usage Fee

6.1386 sumOvrUndrCovAmntClgCurr

Description This field contains the total amount of surplus or shortage in clearing member currency.

Format

Where used:

numeric signed 13, 2

CD042 Daily Settlement Statement

CI042 Margin Call

CN042 Night Margin Call

6.1387 sumPartIdCodMthDlyAvgVol

Description This field contains the sum of daily average contract volume in the current month per participant ID.

Format numeric 12

Where used: CB186 Monthly Rebates TDP

6.1388 sumPartIdCodNetFeeAmnt

Description This field contains the sum of the net fee payable per participant ID.

Format numeric 11, 2

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Where used: CB186 Monthly Rebates TDP

6.1389 sumPartIdCodRebAmnt

Description This field contains the sum of the rebate amount per participant ID.

Format

Where used:

numeric 11, 2

CB186 Monthly Rebates TDP

6.1390 sumPartIdCodRebQty

Description This field contains the sum of the rebate quantity per participant ID.

Format numeric 12

Where used: CB186 Monthly Rebates TDP

6.1391 sumPartIdCodTotMthFeeAmnt

Description This field contains the sum of the total fee amount for the contract per participant ID.

Format numeric 11, 2

Where used: CB186 Monthly Rebates TDP

6.1392 sumPartIdCodTotVol

Description This field contains the sum of the total number of contracts per participant ID.

Format numeric 12

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Where used: CB186 Monthly Rebates TDP

6.1393 sumPartIdProdId

Description This field contains the number of products assigned to a trader.

Format

Where used:

numeric 4

TT125 Trader Underlying Status

6.1394 sumPartIdUpdCodAdd

Description This field contains the number of added records per userID (trader).

Format numeric 5

Where used: TT110 User Security Maintenance

TT120 Trader Underlying Maintenance

6.1395 sumPartIdUpdCodChg

Description This field contains the number of changed records per userID (trader).

Format numeric 5

Where used: TT110 User Security Maintenance

TT120 Trader Underlying Maintenance

6.1396 sumPartIdUpdCodDel

Description This field contains the number of deleted records per userID (trader).

Format numeric 5

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Where used: TT110 User Security Maintenance

TT120 Trader Underlying Maintenance

6.1397 sumPartIdUpdCodGrpChg

Description This field contains the number of product group changes per userID

(trader).

Format numeric 5

Where used: TT120 Trader Underlying Maintenance

6.1398 sumPoolCrdAmnt

Description This field contains the total credit amount per clearer, currency, and pool.

Format numeric 15, 2

Where used: CD009 Daily Cash Transactions

CD015 Detailed Account Statement

6.1399 sumPoolDebAmnt

Description This field contains the total debit amount per clearer, currency, and pool.

Format numeric 15, 2

Where used: CD009 Daily Cash Transactions

CD015 Detailed Account Statement

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6.1400 sumPoolIdClgCurr

Description This field contains the sum of the Total Margin in Clearing Currency per pool.

Format numeric signed 17, 2

Where used: CC060 Daily Margin Summary

CC760 Daily Margin Summary

CI060 Daily Margin Summary

CN060 Nightly Margin Summary

6.1401 sumPoolIdTotal

Description This field contains the sum of the effective margin requirement per pool.

Format

Where used:

numeric 17, 2

CC060 Daily Margin Summary

CC760 Daily Margin Summary

CI060 Daily Margin Summary

CN060 Nightly Margin Summary

6.1402 sumPosnLngBal

Description This field contains the total long position per contract, per exchange member.

Format numeric 10

Where used: CB031 Settling Futures Positions

CB731 Settling Futures Positions Overview

6.1403 sumPosnShtBal

Description This field contains the total short position per contract, per exchange member.

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Format

Where used:

numeric 10

CB031 Settling Futures Positions

CB731 Settling Futures Positions Overview

6.1404 sumProdAbdnQty

Description The field indicates the quantity which is abandoned from automatic exercise for the respective product.

Format

Where used:

numeric 11

CE010 In-the-money Advisory

CE710 Contract Expiration

6.1405 sumProdCshSetlmtAmnt

Description This field contains the sum of the cash settlement amount on a product level.

Format

Where used:

numeric signed 14, 2

CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

6.1406 sumProdDayTesVol

Description This field contains the accumulated TES Volume on the product level.

Format

Where used:

numeric 11

TE930 T7 Daily Trade Statistics

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6.1407 sumProdDayTotVol

Description This field contains the accumulated Total Volume on the product level.

Format

Where used:

numeric 11

TE930 T7 Daily Trade Statistics

6.1408 sumProdDlvSetlmtAmnt

Description This field contains the sum of the delivery settlement amount on a product level.

Format

Where used:

numeric signed 14, 2

CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

6.1409 sumProdFeeAdjCrtDayAmnt

Description This field contains the fee adjustment sum of the current day per product.

Format

Where used:

numeric signed 12, 2

CB196 Daily Overall Fee Summary

6.1410 sumProdFeeAmnt

Description This field contains the fee total amount per product. in a specific currency.

Format numeric signed 11, 2

Where used: CB167 Late Closing Fees

CB192 Monthly Fee Statement

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6.1411 sumProdFeeAmntX

Description This field contains the sum of the savings of the fee amount per product.

Format numeric 15, 2

Where used: CB187 Monthly Rebates Overview

6.1412 sumProdFeeCapAmnt

Description This field contains the Sum of rebate per product.

Format

Where used:

numeric 11, 2

CB169 MM Fee Refund

6.1413 sumProdFeeCrtDayAmnt

Description This field contains the fee sum of the current day per product.

Format numeric signed 12, 2

Where used: CB196 Daily Overall Fee Summary

6.1414 sumProdFeeCrtMthAmnt

Description This field contains the fee sum of the current month per product.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

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6.1415 sumProdFeeMmAmnt

Description This field contains the Sum of Market Making rebate per product.

Format

Where used:

numeric 11, 2

CB169 MM Fee Refund

6.1416 sumProdFeePrvDayAmnt

Description This field contains the fee sum of the previouse day per product.

Format numeric signed 12, 2

Where used: CB196 Daily Overall Fee Summary

6.1417 sumProdFeePrvMthAmnt

Description This field contains the fee sum of the previous month per product.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

6.1418 sumProdFeeStrMmAmnt

Description This field contains the Sum of Strategy Market Making rebate per product.

Format

Where used:

numeric 11, 2

CB169 MM Fee Refund

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1419 sumProdFeeYtdAmnt

Description This field contains the year-to-date fee sum per product.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

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6.1420 sumProdFinSetlmtAmnt

Description This field contains the final settlement amount per account and per product.

Format

Where used:

numeric signed 12, 2

CB102 Cash Settled Contracts

CB702 Cash Settled Contracts Overview

6.1421 sumProdFullRebVol

Description This field contains the Sum of fully rebated quantity per product.

Format numeric 9

Where used: CB169 MM Fee Refund

6.1422 sumProdGrp

Description This field contains the sum of the total fee per Product Group.

Format

Where used:

numeric signed 11, 2

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

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6.1423 sumProdGrpIdQty

Description This field indicates the sum of the quantity per product rebate group.

Format

Where used:

numeric 10

CB179 Monthly Rebate Report

6.1424 sumProdItmLngAmnt

Description This field contains the amount with which the open long positions in the respective product are in-the-money.

Format

Where used:

numeric signed 11, 2

CE010 In-the-money Advisory

CE710 Contract Expiration

6.1425 sumProdItmShtAmnt

Description This field contains the in-the-money amount of the respective product which is negative for the writer of the option.

Format

Where used:

numeric signed 11, 2

CE010 In-the-money Advisory

CE710 Contract Expiration

6.1426 sumProdMtdTesVol

Description This field contains the accumulated Monthly TES Volume on the product level.

Format

Where used:

numeric 11

TE930 T7 Daily Trade Statistics

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6.1427 sumProdMtdTotVol

Description This field contains the accumulated Monthly Total Volume on the product level.

Format numeric 11

Where used: TE930 T7 Daily Trade Statistics

6.1428 sumProdOpnIntQty

Description This field contains the Grand Interest Display.

Format

Where used:

numeric 11

TD930 Daily Trade Statistics

TE930 T7 Daily Trade Statistics

6.1429 sumProdPctSav

Description This field contains the sum of the savings in percent per product.

Format

Where used:

numeric 5, 2

CB187 Monthly Rebates Overview

6.1430 sumProdPosnLngBal

Description This field contains the sum of the long position balance per product.

Format numeric 10

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

CE010 In-the-money Advisory

CE710 Contract Expiration

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6.1431 sumProdPosnLngBalPrv

Description This field contains the sum of the long position balance of the previous day per product.

Format numeric 10

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

6.1432 sumProdPosnShtBal

Description This field contains the sum of the short position balance per product.

Format

Where used:

numeric 10

CB020 Position Summary

CB021 Position / Active Trd Summary

CE010 In-the-money Advisory

CE710 Contract Expiration

6.1433 sumProdPosnShtBalPrv

Description This field contains the sum of the short position balance of the previous day per product.

Format numeric 10

Where used: CB020 Position Summary

CB021 Position / Active Trd Summary

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6.1434 sumProdPrmMtdBal

Description This field contains the net premium month to date balance per account, per product type.

Format numeric signed 12, 2

Where used: CB080 Premium Summary

6.1435 sumProdPrmNetBal

Description This field contains the net premium balance per account, per product type for the current day.

Format

Where used:

numeric signed 12, 2

CB080 Premium Summary

6.1436 sumProdPrmPayBal

Description This field contains the premium payable balance per account, per product type for the current day.

Format

Where used:

numeric signed 12, 2

CB080 Premium Summary

6.1437 sumProdPrmRcvBal

Description This field contains the premium receivable balance per account, per product type for the current day.

Format numeric signed 12, 2

Where used: CB080 Premium Summary

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6.1438 sumProdPrmVmarAmnt

Description This field contains the sum of Premium and Variation Margin per product.

Format numeric signed 12, 2

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB064 Flx Cntr Daily Transactions

6.1439 sumProdPrmYtdBal

Description This field contains the net premium year to date balance per account, per product type accumulated for the current year.

Format numeric signed 13, 2

Where used: CB080 Premium Summary

6.1440 sumProdRebGrpIdFullRebVol

Description This field contains the sum of rebated volume per product group.

Format

Where used:

numeric 9

CB179 Monthly Rebate Report

6.1441 sumProdRebGrpIdNetFeeAmnt

Description This field indicates the sum of the netted fee amount per product rebate group.

Format numeric signed 9, 2

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Where used: CB179 Monthly Rebate Report

6.1442 sumProdRebGrpIdProdSegFeeAmnt

Description This field indicates the sum of the rebate amount per product rebate group and segment.

Format numeric signed 9, 2

Where used: CB179 Monthly Rebate Report

6.1443 sumProdRebGrpIdQty

Description This field indicates the sum of the rebate quantity per product rebate group.

Format

Where used:

numeric 10

CB179 Monthly Rebate Report

6.1444 sumProdRebGrpIdRebAmnt

Description This field indicates the sum of the rebate amount per product rebate group.

Format

Where used:

numeric signed 9, 2

CB179 Monthly Rebate Report

6.1445 sumProdRebGrpIdRevRefAmnt

Description This field contains the fee sum of the revenue sharing day per product.

Format numeric signed 9, 2

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Where used: CB179 Monthly Rebate Report

6.1446 sumProdRebGrpVol

Description This field contains the volume sum of the product rebate group per product.

Format numeric 10

Where used: CB179 Monthly Rebate Report

6.1447 sumProdRebQty

Description This field contains the Sum of rebate quantity per product.

Format

Where used:

numeric 9

CB169 MM Fee Refund

6.1448 sumProdSavFeeAmnt

Description This field contains the sum of the savings of the fee amount per product.

Format numeric 15, 2

Where used: CB187 Monthly Rebates Overview

6.1449 sumProdSegFeeAmnt

Description This field indicates the sum of the fee amount per product segment.

Format numeric signed 12, 2

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Where used: CB179 Monthly Rebate Report

6.1450 sumProdSegFullRebVol

Description This field contains the sum of rebated volume per product segment.

Format

Where used:

numeric 9

CB179 Monthly Rebate Report

6.1451 sumProdSegNetFeeAmnt

Description This field indicates the sum of the net fee amount per product segment.

Format numeric signed 12, 2

Where used: CB179 Monthly Rebate Report

6.1452 sumProdSegQty

Description This field indicates the sum of the quantity per product segment.

Format

Where used:

numeric 10

CB179 Monthly Rebate Report

6.1453 sumProdSegRebAmnt

Description This field indicates the sum of the rebate amount per product segment.

Format numeric signed 12, 2

Eurex

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Where used: CB179 Monthly Rebate Report

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6.1454 sumProdSegRebQty

Description This field indicates the sum of the rebate quantity per product segment.

Format numeric 10

Where used: CB179 Monthly Rebate Report

6.1455 sumProdSegRevRefAmnt

Description This field contains the fee sum of the revenue sharing day per product segment.

Format

Where used:

numeric signed 12, 2

CB179 Monthly Rebate Report

6.1456 sumProdSetlmtSecuQty

Description This field contains the sum of the underlying securites which is to be delivered or received per product.

Format

Where used:

numeric signed 11, 3

CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

6.1457 sumProdTESClgBuy

Description This field contains the accumulated clearing qty of buy volume for TES trades.

Format numeric 9

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Where used: TE810 T7 Daily Trade Confirmation

6.1458 sumProdTESClgSell

Description This field contains the accumulated clearing qty of sell volume for TES trades.

Format numeric 9

Where used: TE810 T7 Daily Trade Confirmation

6.1459 sumProdTESTotBuy

Description This field contains the total number of buy TES trades.

Format

Where used:

numeric 9

TE810 T7 Daily Trade Confirmation

6.1460 sumProdTESTotSell

Description This field contains the total number of sell TES trades.

Format numeric 9

Where used: TE810 T7 Daily Trade Confirmation

6.1461 sumProdTESVolBuy

Description This field contains the accumulated qty of buy volume for TES trades.

Format numeric 9

Eurex

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Where used: TE810 T7 Daily Trade Confirmation

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6.1462 sumProdTESVolSell

Description This field contains the accumulated qty of sell volume for TES trades.

Format numeric 9

Where used: TE810 T7 Daily Trade Confirmation

6.1463 sumProdTim

Description This field indicates the sum of the product time.

Format

Where used:

TimeFormat

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

6.1464 sumProdTotBuyOrdr

Description This field contains the total number of buy deal items for on-exchange trades.

Format numeric 9

Where used: TC810 Daily Trade Confirmation

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

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6.1465 sumProdTotClgBuy

Description This field contains the accumulated clearing qty of buy deal item for onexchange trades.

Format numeric 9

Where used: TE810 T7 Daily Trade Confirmation

6.1466 sumProdTotClgSell

Description This field contains the accumulated clearing qty of sell deal item for onexchange trades.

Format

Where used:

numeric 9

TE810 T7 Daily Trade Confirmation

6.1467 sumProdTotCntrBuy

Description This field contains the accumulated qty of buy deal item for onexchange trades.

Format

Where used:

numeric 9

TC810 Daily Trade Confirmation

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

6.1468 sumProdTotCntrSell

Description This field contains the accumulated qty of sell deal item for onexchange trades.

Format numeric 9

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TC810 Daily Trade Confirmation

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

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6.1469 sumProdTotSellOrdr

Description This field contains the total number of sell deal items for on-exchange trades.

Format

Where used:

numeric 9

TC810 Daily Trade Confirmation

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

6.1470 sumProdTrdQty

Description This field contains the trade quantity per product.

Format

Where used:

numeric 9

CB169 MM Fee Refund

6.1471 sumProdTrnFeeAmnt

Description This field contains the total Transaction Fee Amount per product.

Format numeric signed 8, 2

Where used: CB010 Position Detail

CB020 Position Summary

6.1472 sumProdTrnFeeAmntX

Description This field contains the total Transaction Fee Amount per product.

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Format

Where used:

numeric signed 12, 2

CB165 Eurex Fee Statement

6.1473 sumProdTrnLngQty

Description This field displays the long position balance including all long transactions in the related series of the current business day.

Format

Where used:

numeric signed 8

CB020 Position Summary

CB021 Position / Active Trd Summary

6.1474 sumProdTrnShtQty

Description This field displays the short position balance including all short transactions in the related series of the current business day.

Format

Where used:

numeric signed 8

CB020 Position Summary

CB021 Position / Active Trd Summary

6.1475 sumProdTxnCnt

Description This field contains the sum of transaction count per product.

Format numeric 9

Where used: CB068 Transaction Mix

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6.1476 sumProdTypFeeAdjCrtDayAmnt

Description This field contains the total daily manual fee adjustments per product type.

Format numeric signed 11, 2

Where used: CB196 Daily Overall Fee Summary

6.1477 sumProdTypFeeAmnt

Description This field contains the fee sum of the product type.

Format

Where used:

numeric signed 8, 2

CB179 Monthly Rebate Report

6.1478 sumProdTypFeeAmntX

Description This field contains the fee sum of the product type.

Format numeric signed 12, 2

Where used: CB165 Eurex Fee Statement

CB191 Monthly TES Late Entry Fine

CB192 Monthly Fee Statement

CB197 Excessive System Usage Fee

6.1479 sumProdTypFeeCrtDayAmnt

Description This field contains the fee sum of the current day per product type.

Format numeric signed 11, 2

Where used: CB196 Daily Overall Fee Summary

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6.1480 sumProdTypFeeCrtMthAmnt

Description This field contains the fee sum of the current month per product type.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

6.1481 sumProdTypFeePrvDayAmnt

Description This field contains the fee sum of the previous day per product type.

Format numeric signed 11, 2

Where used: CB196 Daily Overall Fee Summary

6.1482 sumProdTypFeePrvMthAmnt

Description This field contains the fee sum of the previous month per product type.

Format

Where used:

numeric signed 11, 2

CB196 Daily Overall Fee Summary

6.1483 sumProdTypFeeYtdAmnt

Description This field contains the year-to-date fee sum per product type.

Format numeric signed 11, 2

Where used: CB196 Daily Overall Fee Summary

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6.1484 sumProdTypIdMthDlyAvgVol

Description This field contains the sum of daily average contract volume in the current month per Product Type.

Format numeric 12

Where used: CB186 Monthly Rebates TDP

6.1485 sumProdTypIdNetFeeAmnt

Description This field contains the sum of the net fee payable per Product Type.

Format

Where used:

numeric 11, 2

CB186 Monthly Rebates TDP

6.1486 sumProdTypIdRebAmnt

Description This field contains the sum of the rebate amount per Product Type.

Format numeric 11, 2

Where used: CB186 Monthly Rebates TDP

6.1487 sumProdTypIdRebQty

Description This field contains the sum of the rebate quantity per Product Type.

Format

Where used:

numeric 12

CB186 Monthly Rebates TDP

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6.1488 sumProdTypIdTotMthFeeAmnt

Description This field contains the sum of the total fee amount for the contract per

Product Type

Format numeric 11, 2

Where used: CB186 Monthly Rebates TDP

6.1489 sumProdTypIdTotVol

Description This field contains the sum of the total number of contracts per Product

Type.

Format

Where used:

numeric 12

CB186 Monthly Rebates TDP

6.1490 sumProdVolM

Description This field indicates the sum of market maker volume.

Format numeric 9

Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

6.1491 sumQuoReqTot

Description This field contains the sum of the total quote requests submitted for a product in the reporting period.

Format numeric 5

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Where used: TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.1492 sumQuoReqViol

Description This field contains the sum of quote request violations, which is the number of quote requests not answered correctly within the rules of market maker obligations. This is the unadjusted number of quote request violations.

Format

Where used:

numeric 10

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.1493 sumRebQty

Description This field contains the suf of the rebate quantity.

Format

Where used:

numeric 9

CB165 Eurex Fee Statement

6.1494 sumRejQty

Description This field contains the total rejected Quantity per contract.

Format numeric signed 8

Where used: CB740 TAIFEX Position Information

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6.1495 sumReqTim

Description This field indicates the sum of the required time to be covered by good quotes.

Format TimeFormat

Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

6.1496 sumReuseFeeTotalMonth

Description This field contains the Total reuse fee month to date.

Format numeric 16, 4

Where used: CB235 Daily Security Collateral Fee Statement

6.1497 sumSecuAcctLngPst

Description This field contains the sum of the expired long contracts per product.

Format

Where used:

numeric 10

CE035 Expired Series

CE735 Expired Series Information

6.1498 sumSecuAcctShtPst

Description This field contains the sum of the expired short contracts per product.

Format numeric 10

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CE035 Expired Series

CE735 Expired Series Information

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6.1499 sumSecuAgtToAgtLng

Description This field indicates the total long position that is transferred from agent account to agent account.

Format

Where used:

numeric signed 8

CB110 Account Transfer Exception

6.1500 sumSecuAgtToAgtSht

Description This field indicates the total short position that is transferred from agent account to agent account.

Format numeric signed 8

Where used: CB110 Account Transfer Exception

6.1501 sumSecuAgtToMmLng

Description This field indicates the total long position that is transferred from agent account to market maker account.

Format numeric signed 8

Where used: CB110 Account Transfer Exception

6.1502 sumSecuAgtToMmSht

Description This field indicates the total short position that is transferred from agent account to market maker account.

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Format

Where used:

numeric signed 8

CB110 Account Transfer Exception

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6.1503 sumSecuAgtToPropLng

Description This field indicates the total long position that is transferred from agent account to proprietary account.

Format

Where used:

numeric signed 8

CB110 Account Transfer Exception

6.1504 sumSecuAgtToPropSht

Description This field indicates the total short position that is transferred from agent account to proprietary account.

Format

Where used:

numeric signed 8

CB110 Account Transfer Exception

6.1505 sumSecuBlkCollQty

Description This field contains the sum of the bulk collateral quantity including collateral movements per end of day.

Format numeric signed 12, 2

Where used: CD020 Collateral Movement/Coverage

6.1506 sumSecuCntrCovQty

Description This field contains the sum of the securities which are used for coverage (specific equity collateral) per end of day.

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Format

Where used:

numeric signed 9, 3

CD020 Collateral Movement/Coverage

6.1507 sumSecuCntrTotItmAmnt

Description This field contains the sum of the in-the-money amounts per product.

Format numeric signed 14, 2

Where used: CE030 Member Expiration

6.1508 sumSecuGrpCollValClgCurr

Description This field contains the total amount of the collateral values per currency and -in case of security collaterals- per security group.

Format numeric 12, 2

Where used: CD033 Collateral Composition

6.1509 sumSecuMgnPremiumAmnt

Description This field contains the Sum Account Margin Premium Amount.

Format

Where used:

numeric signed 13, 2

CC011 Current Liquidating Margin

CC711 Current Liquidating Margin

6.1510 sumSecuMmToAgtLng

Description This field indicates the total long position that is transferred from market maker account to agent account.

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Format

Where used:

numeric signed 8

CB110 Account Transfer Exception

6.1511 sumSecuMmToAgtSht

Description This field indicates the total short position that is transferred from market maker account to agent account.

Format

Where used:

numeric signed 8

CB110 Account Transfer Exception

6.1512 sumSecuMmToMmLng

Description This field indicates the total long position that is transferred from market maker account to market maker account.

Format numeric signed 8

Where used: CB110 Account Transfer Exception

6.1513 sumSecuMmToMmSht

Description This field indicates the total short position that is transferred from market maker account to market maker account.

Format numeric signed 8

Where used: CB110 Account Transfer Exception

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6.1514 sumSecuMmToPropLng

Description This field indicates the total long position that is transferred from market maker account to proprietary account.

Format numeric signed 8

Where used: CB110 Account Transfer Exception

6.1515 sumSecuMmToPropSht

Description This field indicates the total short position that is transferred from market maker account to proprietary account.

Format

Where used:

numeric signed 8

CB110 Account Transfer Exception

6.1516 sumSecuPos

Description This field contains the Security Position.

Format numeric signed 17, 3

Where used: CC080 Security/Cash Risk Position

CC780 Security/Cash Risk Position

6.1517 sumSecuPropToAgtLng

Description This field indicates the total long position that is transferred from proprietary account to agent account .

Format numeric signed 8

Where used: CB110 Account Transfer Exception

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6.1518 sumSecuPropToAgtSht

Description This field indicates the total short position that is transferred from proprietary account to agent account .

Format numeric signed 8

Where used: CB110 Account Transfer Exception

6.1519 sumSecuPropToMmLng

Description This field indicates the total long position that is transferred from proprietary account to market maker account .

Format

Where used:

numeric signed 8

CB110 Account Transfer Exception

6.1520 sumSecuPropToMmSht

Description This field indicates the total short position that is transferred from proprietary account to market maker account .

Format

Where used:

numeric signed 8

CB110 Account Transfer Exception

6.1521 sumSecuPropToPropLng

Description This field indicates the total long position that is transferred from proprietary account to proprietary account .

Format numeric signed 8

Where used: CB110 Account Transfer Exception

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6.1522 sumSecuPropToPropSht

Description This field indicates the total short position that is transferred from proprietary account to proprietary account .

Format numeric signed 8

Where used: CB110 Account Transfer Exception

6.1523 sumSecuSecuAmnt

Description This field contains the total amount of the nominal values of the pledged securities, deposited as cover, expiring on the same expiry date.

Format numeric 12, 2

Where used: CD030 Security Expiration

6.1524 sumServGrp

Description Total daily clearing fee per service group.

Format

Where used:

numeric 12, 4

CB350 Monthly Fee Statement

6.1525 sumSetlAmnt

Description This field contains the sum of the Settlement Amount.

Format numeric 12, 2

Where used: CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

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6.1526 sumSetlmtAcctAmnt

Description This field contains the total daily clearing fees per settlement account.

Format numeric 12, 4

Where used: CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB350 Monthly Fee Statement

6.1527 sumShtQuoPct

Description This field contains the sum of short quote percentage, which is the percentage of the violations caused by quotes that were not active throughout the minimum time span.

Format

Where used:

numeric 6, 2

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.1528 sumSrsSrsAsgnQty

Description This field contains the sum of the assigned quantity per option class, per exchange member and account.

Format numeric 9

Where used: CE071 OptOn Fut ExerAssign Summary

CE771 OptOn Fut ExerAssign Overview

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6.1529 sumSrsSrsExerQty

Description This field contains the sum of the exercised quantity per option class, per exchange member and account.

Format numeric 9

Where used: CE071 OptOn Fut ExerAssign Summary

CE771 OptOn Fut ExerAssign Overview

6.1530 sumSrsUndrLngQty

Description This field contains the sum of the futures long quantity, which was created per option class.

Format numeric 9

Where used: CE071 OptOn Fut ExerAssign Summary

CE771 OptOn Fut ExerAssign Overview

6.1531 sumSrsUndrShtQty

Description This field contains the sum of the futures short quantity, which was created per option class.

Format numeric 9

Where used: CE071 OptOn Fut ExerAssign Summary

CE771 OptOn Fut ExerAssign Overview

6.1532 sumSynTrades

Description Accumulated number of on-exchange trades matched synthetically

Format numeric 11

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Where used: TE910 T7 Daily Trade Activity

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6.1533 sumSynVolume

Description Accumulated traded Volume of on-exchange trades matched synthetically

Format numeric 11

Where used: TE910 T7 Daily Trade Activity

6.1534 sumTESClgBuy

Description This field contains the accumulated clearing qty of buy volume for TES trades

Format numeric 9

Where used: TE810 T7 Daily Trade Confirmation

6.1535 sumTESClgSell

Description This field contains the accumulated clearing qty of sell volume for TES trades.

Format

Where used:

numeric 9

TE810 T7 Daily Trade Confirmation

6.1536 sumTESTotBuy

Description This field contains the total number of buy TES trades.

Format numeric 9

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Where used: TE810 T7 Daily Trade Confirmation

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6.1537 sumTESTotSell

Description This field contains the total number of sell TES trades.

Format numeric 9

Where used: TE810 T7 Daily Trade Confirmation

6.1538 sumTesTrades

Description Accumulated number of TES trades included Non Disclosed trades.

Format

Where used:

numeric 11

TE910 T7 Daily Trade Activity

6.1539 sumTESVolBuy

Description This field contains the accumulated qty of buy volume for TES trades.

Format numeric 9

Where used: TE810 T7 Daily Trade Confirmation

6.1540 sumTESVolSell

Description This field contains the accumulated qty of sell volume for TES trades.

Format

Where used:

numeric 9

TE810 T7 Daily Trade Confirmation

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6.1541 sumTesVolume

Description Accumulated traded Volume included Non Disclosed trades

Format numeric 11

Where used: TE910 T7 Daily Trade Activity

6.1542 sumTheoValPdVd

Description This field contains the projected liquidating costs or proceeds for the risk value per margin class for the price-down/volatility-down scenario.

Format

Where used:

numeric signed 14, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.1543 sumTheoValPdVn

Description This field contains the projected liquidating costs or proceeds for the risk value per margin class for the price-down/volatility-neutral scenario.

Format numeric signed 14, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.1544 sumTheoValPdVu

Description This field contains the projected liquidating costs or proceeds for the risk value per margin class for the price-down/volatility-up scenario.

Format numeric signed 14, 2

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Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.1545 sumTheoValPuVd

Description This field contains the projected liquidating costs or proceeds for the risk value per margin class for the price-up/volatility-down scenario.

Format numeric signed 14, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.1546 sumTheoValPuVn

Description This field contains the projected liquidating costs or proceeds for the risk value per margin class for the price-up/volatility-neutral scenario.

Format numeric signed 14, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.1547 sumTheoValPuVu

Description This field contains the projected liquidating costs or proceeds for the risk value per margin class for the price-up/volatility-up scenario.

Format numeric signed 14, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

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6.1548 sumTotBuyOrdr

Description This field contains the total number of buy deal items for on-exchange trades.

Format numeric 9

Where used: TC810 Daily Trade Confirmation

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

6.1549 sumTotClgBuy

Description This field contains the accumulated Clearing qty of Buy deal item for on-exchange trades.

Format numeric 9

Where used: TE810 T7 Daily Trade Confirmation

6.1550 sumTotClgSell

Description This field contains the accumulated Clearing qty of Sell deal item for on-exchange trades.

Format numeric 9

Where used: TE810 T7 Daily Trade Confirmation

6.1551 sumTotCntrBuy

Description This field contains the accumulated qty of buy deal item for onexchange trades.

Format numeric 9

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Where used: TC810 Daily Trade Confirmation

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

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6.1552 sumTotCntrSell

Description This field contains the accumulated qty of sell deal item for onexchange trades.

Format

Where used:

numeric 9

TC810 Daily Trade Confirmation

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

6.1553 sumTotSellOrdr

Description This field contains the total number of sell deal items for on-exchange trades.

Format numeric 9

Where used: TC810 Daily Trade Confirmation

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

6.1554 sumTrdFeeAmntX

Description This field contains the Sum of fee per trader.

Format numeric 12, 2

Where used: CB191 Monthly TES Late Entry Fine

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6.1555 sumTrdMembAmnt

Description This field contains the total daily clearing fees per trading member.

Format

Where used:

numeric 12, 4

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB225 Daily Eurex Fines

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

6.1556 sumTrdPrmVmarAmnt

Description This field contains the sum of the option premium and variation margin amount per trade.

Format numeric signed 12, 2

Where used: CB064 Flx Cntr Daily Transactions

6.1557 sumTrdQtyX

Description This field contains the sum of the trade quantity.

Format

Where used:

numeric 18, 6

CB165 Eurex Fee Statement

6.1558 sumTrdrTxnCnt

Description This field contains the sum of Transaction Counts per trader.

Format numeric 9

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Where used: CB068 Transaction Mix

6.1559 sumTrnBalAmnt

Description This field contains the transaction balance amount (cash or equity quantity) including collateral movements per end of day.

Format numeric signed 12, 2

Where used: CD020 Collateral Movement/Coverage

6.1560 sumTrnCrdAmnt

Description This field contains the totel credit amount per clearer and currency.

Format

Where used:

numeric 15, 2

CD009 Daily Cash Transactions

6.1561 sumTrnCshAmnt

Description This field contains the Transaction Cash Amount.

Format numeric signed 13, 2

Where used: CC080 Security/Cash Risk Position

CC780 Security/Cash Risk Position

6.1562 sumTrnDebAmnt

Description This field contains the total debit amount per clearer and currency.

Format numeric 15, 2

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Where used: CD009 Daily Cash Transactions

6.1563 sumTrnLngQty

Description This field contains the total long positions per contract.

Format

Where used:

numeric signed 8

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

6.1564 sumTrnQtyFeeTyp

Description This field contains the sum of the total number of gross transactions and net transactions per Fee Type.

Format numeric 9

Where used: CB330 Daily Settlement Fees

6.1565 sumTrnShtQty

Description This field contains the total short positions per contract.

Format

Where used:

numeric signed 8

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

6.1566 sumTxnCnt

Description This field contains the sum of Transaction Counts.

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Format

Where used:

numeric 9

CB068 Transaction Mix

6.1567 sumTxnFee00

Description This field contains the Sum Currency Transaction Fee.

Format numeric signed 8, 2

Where used: CB065 System Transaction Overview

6.1568 sumTxnFee100

Description This field contains the Sum Currency Transaction Fee.

Format

Where used:

numeric signed 8, 2

CB065 System Transaction Overview

6.1569 sumTxnFee50

Description This field contains the Sum Currency Transaction Fee.

Format numeric signed 8, 2

Where used: CB065 System Transaction Overview

6.1570 sumTxnFeeDay

Description This field contains the sum of Transaction Fees per currency for synchronus transactions.

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XML Report Tag Descriptions

Format

Where used:

numeric signed 8, 2

CB065 System Transaction Overview

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6.1571 sumUndrUndrLngQty

Description This field contains the total futures long quantity which was created per underlying and account.

Format

Where used:

numeric 9

CE071 OptOn Fut ExerAssign Summary

CE771 OptOn Fut ExerAssign Overview

6.1572 sumUndrUndrShtQty

Description This field contains the total futures short quantity which was created per underlying and account.

Format

Where used:

numeric 9

CE071 OptOn Fut ExerAssign Summary

CE771 OptOn Fut ExerAssign Overview

6.1573 sumUSDAmntInEUR

Description This field contains the Sum of USD Amounts converted into EUR

Format

Where used:

numeric 14, 2

CE055 FX Settlement Limit Report

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6.1574 sumUserIdMthDlyAvgVol

Description This field contains the sum of daily average contract volume in the current month per user ID.

Format numeric 12

Where used: CB186 Monthly Rebates TDP

6.1575 sumUserIdNetFeeAmnt

Description This field contains the sum of the net fee payable per user ID.

Format

Where used:

numeric 11, 2

CB186 Monthly Rebates TDP

6.1576 sumUserIdRebAmnt

Description This field contains the sum of the rebate amount per user ID.

Format numeric 11, 2

Where used: CB186 Monthly Rebates TDP

6.1577 sumUserIdRebQty

Description This field contains the sum of the rebate quantity per user ID.

Format

Where used:

numeric 12

CB186 Monthly Rebates TDP

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6.1578 sumUserIdTotMthFeeAmnt

Description This field contains the sum of the total fee amount for the contract per user ID.

Format numeric 11, 2

Where used: CB186 Monthly Rebates TDP

6.1579 sumUserIdTotVol

Description This field contains the sum of the total number of contracts per user ID.

Format

Where used:

numeric 12

CB186 Monthly Rebates TDP

6.1580 sumValGoodQuoReqResp

Description This field contains the sum of the number of valid good quote request responses after the cut limit adjustment.

Format numeric 10

Where used: TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.1581 sumValQuoReqTot

Description This field contains the sum of the total number of valid quote requests after cut limit adjustment.

Format numeric 10

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Where used: TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.1582 sumValQuoReqViol

Description This field contains the sum of the number of valid quote request violations on the basis of the valid quote requests after cut limit adjustment.

Format numeric 10

Where used: TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.1583 sumVatCoop

Description This field contains the total VAT (Value Added Tax) amount for COOP.

Format numeric signed 12, 2

Where used: CE120 ECC Delivery Report

6.1584 sumVatEcc

Description This field contains the total VAT (Value Added Tax) amount for ECC.

Format

Where used:

numeric signed 12, 2

CE120 ECC Delivery Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1585 sumViol

Description

Format

Where used:

This field indicates the sum of violation indicators.

numeric 5

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

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6.1586 sumViolPct

Description This field contains the sum of violation percentage, based on the quote request violations in proportion to the valid quote requests.

Format numeric 6, 2

Where used: TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.1587 swapCust1

Description This field contains the ID of the first customer involved in the trade for exchange for physical, financial or swap.

Format

Where used:

alphanumeric 20

TE545 Daily TES Maintenance

6.1588 swapCust2

Description This field contains the ID of the second customer involved in the trade for exchange for physical, financial or swap.

Eurex

XML Report Reference Manual

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Format

Where used:

alphanumeric 20

TE545 Daily TES Maintenance

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6.1589 takUpAcptInd

Description This field indicates whether a take-up trade has been accepted by the take-up member.

Format alphanumeric 1

Valid Values

Y

N

Where used:

Decodes Descriptions

Yes

No

CB011 Std and Flx Cntr Dly Transactn

CB064 Flx Cntr Daily Transactions

6.1590 takUpApprInd

Description This field indicates whether a take-up trade has been approved by the take-up member's clearing member.

Format alphanumeric 1

Valid Values

Y

N

Where used:

Decodes Descriptions

Yes

No

CB011 Std and Flx Cntr Dly Transactn

CB064 Flx Cntr Daily Transactions

6.1591 takUpFeeAmnt

Description This field contains the fee charged for the take-up transaction.

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Format

Where used:

numeric signed 5, 2

CB160 Accepted Take-Up Trades

6.1592 takUpVol

Description This field contains the take-up volume per product.

Format numeric 9

Where used: CR010 Clearing Ranking

6.1593 tesActivity

Description This field indicates the reported T7 Entry Service activity.

Format alphanumeric 1

Valid Values

1

2

3

4

5

6

Where used:

Decodes

ENT

MOD

DEL

APP

EXE

UPL

TE545 Daily TES Maintenance

Descriptions

TES Entry

TES Modification

TES Deletion

TES Approve

TES Execution

TES Upload

6.1594 tesDescription

Description This field contains the free description entered by the initiating user of the TES trade.

Format alphanumeric 20

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Where used: TE545 Daily TES Maintenance

6.1595 tesId

Description

Format

Where used:

This field indicates the unique T7 Entry Service ID assigned by the exchange.

alphanumeric 20

TE545 Daily TES Maintenance

6.1596 tesInitiatorBU

Description This field indicates the Business Unit of the initiating user who entered the TES trade.

Format

Where used:

alphanumeric 8

TE545 Daily TES Maintenance

6.1597 tesInitiatorUser

Description This field indicates the initiating user who entered the TES trade.

Format alphanumeric 6

Where used: TE545 Daily TES Maintenance

6.1598 TESOrdrMtnCod

Description This field contains the off-book trade maintenance code, which indicates the event that caused a change in trade status.

Format alphanumeric 1

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Valid Values

3

4

1

2

5

M

Where used:

Decodes

D

R

A

C

P

R

TC545 TES Trade Maintenance

TC549 EBI Trade Maintenance

Descriptions

Add

Change

Delete

Ratify

PreApprove

Ratify

6.1599 tesType

Description

Format

Valid Values

3

4

5

1

2

6

7

Where used:

This field contains the T7 Entry Service (TES) type code.

alphanumeric 1

Decodes

BLK

EFF

EFI

EFS

VOL

BAS

TAM

Descriptions

BLOCK TRADE

EFP FINANCIAL TRADE

EFP INDEX TRADE

EXCHANGE FOR SWAP TRADE

VOLA TRADE

BASIS TRADE

BLOCK TRADE AT MARKET

TE545 Daily TES Maintenance

TE810 T7 Daily Trade Confirmation

6.1600 TEXContribLink

Description This field contains final TEX clearing fund contribution for the member as maximum from (TEXContribMax and TEXContribMin). Result will be added to standard (total) clearing fund.

Format numeric 12

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Where used: CD090 Overall Asset Summary

6.1601 TEXContribLong

Description This field contains Yearly 99% percentile from sum of Additional Margin and Spread Margin for the Taifex member.

Format numeric 12

Where used: CD090 Overall Asset Summary

6.1602 TEXContribMax

Description This field contains maximum TEX clearing fund contribution for the member.

Format

Where used:

numeric 12

CD090 Overall Asset Summary

6.1603 TEXContribMid

Description This field contains Quarterly 99% percentile from sum of Additional

Margin and Spread Margin for the Taifex member.

Format

Where used:

numeric 12

CD090 Overall Asset Summary

6.1604 TEXContribMin

Description This field contains the minimum TEX clearing fund contribution for the member.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 12

CD090 Overall Asset Summary

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6.1605 TEXContribShort

Description This field contains Monthly 99% percentile from sum of Additional

Margin and Spread Margin for the Taifex member.

Format

Where used:

numeric 12

CD090 Overall Asset Summary

6.1606 text

Description

Format

Where used:

This field contains the free-format text comment entered by trader for a transaction.

alphanumeric 12

CA054 Capital Adjustment Orders

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB030 Position Transfer Overview

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB120 Member Exception-Positions

CD009 Daily Cash Transactions

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

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6.1607 Text1

Description

Format

Where used:

This field contains a free-format text provided by the member.

alphanumeric 36

CB012 Account Statement

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

6.1608 Text2

Description

Format

Where used:

This field contains a free-format text provided by the member.

alphanumeric 36

CB012 Account Statement

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

6.1609 Text3

Description

Format

Where used:

This field contains a free-format text provided by the member.

alphanumeric 36

CB012 Account Statement

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

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6.1610 textFrom

Description This field contains the free-format text for the transfer transaction, which was entered by the delivering member. It is meant for the member's internal usage and to signify the source of the transfer transaction.

Format

Where used:

alphanumeric 12

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

6.1611 textSegInpX

Description This field contains a free text for describing the manual adjustment of transaction fees.

Format alphanumeric 60

Where used: CB165 Eurex Fee Statement

6.1612 textTo

Description

Format

Where used:

This field contains the free-format text for the order or trade of transfer transaction, which was entered by the receiving member. It is meant for the member's internal usage and to signify the destination of the transfer transaction.

alphanumeric 12

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

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Format

Where used:

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6.1613 textX

Description This field contains the free-format text comment entered by trader for a transaction.

alphanumeric 36

CB165 Eurex Fee Statement

6.1614 tfxBenfiIdNo

Description This field contains a reference number agreed upon between the exchange participant and its TAIFEX member

Format

Where used:

alphanumeric 7

CB740 TAIFEX Position Information

6.1615 tfxMbrBrnCod

Description This field contains the member branch code at TAIFEX.

Format alphanumeric 3

Where used: CB740 TAIFEX Position Information

6.1616 tfxMbrCod

Description This field contains the member name at TAIFEX

Format

Where used:

alphanumeric 4

CB740 TAIFEX Position Information

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6.1617 tfxTrdStsCod

Description This field contains the processing state of a trade send to TAIFEX.

Format alphanumeric 1

Valid Values

A

P

R

T

Where used:

Decodes

Accepted

Pending

Rejected

Partially Rejected

Descriptions

CB740 TAIFEX Position Information

6.1618 thresHold

Description This field contains the treshold.

Format

Where used:

numeric 10

CB001 Product and Price Report

6.1619 thresHold2

Description This field contains the second treshold.

Format numeric 10

Where used: CB001 Product and Price Report

6.1620 thresHoldX

Description This field contains the threshold within average price calculation.

Format numeric 18, 6

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Where used: CB165 Eurex Fee Statement

6.1621 ticSiz

Description

Format

Where used:

This field contains the tick size of the product, which is the smallest amount by which the price of the product may increase or decrease.

numeric 8, 5

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB021 Position / Active Trd Summary

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CB702 Cash Settled Contracts Overview

CE710 Contract Expiration

TA111 All Active/Inactive Series

6.1622 ticVal

Description

Format

Where used:

This field indicates the tick value of the product, which is the monetary value of one-tick movement in the price of the product.

numeric 8, 4

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB021 Position / Active Trd Summary

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CB702 Cash Settled Contracts Overview

CE010 In-the-money Advisory

CE710 Contract Expiration

TA111 All Active/Inactive Series

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Format

Where used:

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6.1623 time

Description This field contains the time of the given transaction, which is in generic time format.

TimeFormat

TA110 Contract Maintenance

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

TT120 Trader Underlying Maintenance

6.1624 time18

Description

Format

Where used:

This field contains the time of the given transaction, which is in generic time format.

TimeFormat18

TD943 Daily Permanent Market Making Strategy Quote Request

Performance

TD944 Daily Advanced Market Making Strategy Quote Request Performance

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

TT132 Market Maker Protection

6.1625 timeValidity

Description This field contains the time validity.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

3

6

0

1

Where used:

Decodes

GFD

GTC

IOC

GTD

Descriptions

Good For Day

Good Till Cancelled

Immediate Or Cancel

Good Till Date

TE540 Daily Order Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

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6.1626 timIntvlMaxViol

Description This field contains the maximum number of violations allowed in the given time interval.

Format numeric 10

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1627 timIntvlOrdrCnt

Description This field contains the time interval order count, which is the number of orders entered in the time interval defined by the member for pre-trade risk protection.

Format numeric 10

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1628 timIntvlSec

Description This field contains the time interval in seconds.

Format numeric 5

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Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1629 timIntvlViolCnt

Description This field contains the time interval violation count, which is the number of violation of the limits by the member in the given time interval.

Format numeric 10

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1630 timIntvlVol

Description This field contains the time interval volume, which is the total pretrading quotes volume in the given time interval.

Format numeric 10

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1631 tmr

Description

Format

Where used:

This field contains Total Margin Requirement.

numeric signed 16, 2

CC100 Risk Values History for Limits

6.1632 totAbdnTrnQty

Description This field contains the number of contracts.

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Format

Where used:

numeric signed 9

CE780 Exercise Abandon Daily Maintenance Overview

6.1633 totalNoTradingDays

Description This field indicates the total number of trading days of the variance futures contract

Format

Where used:

numeric 4

TA114 Variance Futures Parameter

6.1634 totalReq

Description

Format

Where used:

This field displays total requirement.

numeric signed 12

CD092 Asset Summary Aggregation

6.1635 totAsgnVol

Description This field contains the sum of assigned contracts.

Format

Where used:

numeric 9

CR010 Clearing Ranking

6.1636 totBURules

Description This field contains the number of trade enrichment rules per business unit.

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Format

Where used:

numeric 5

RD135 Trade Enrichment Rule Status

6.1637 totBusinessUnitIdRiskEvt

Description This field indicates the total business units.

Format numeric 5

Where used: TT133 Trading Risk Events

6.1638 totBUUpdCodAdd

Description This field contains the number of added records per business unit.

Format

Where used:

numeric 5

RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

6.1639 totBUUpdCodChg

Description This field contains the number of changed records per business unit.

Format numeric 5

Where used: RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

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6.1640 totBUUpdCodDel

Description This field contains the number of deleted records per business unit.

Format

Where used:

numeric 5

RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

6.1641 totClgRnk

Description This field contains the Rank in the Clearing Ranking.

Format numeric 5

Where used: CR010 Clearing Ranking

6.1642 totClgRnkExer

Description This field contains the Rank in the Ranking for exercises on a clearer level.

Format

Where used:

numeric 5

CR010 Clearing Ranking

6.1643 totClgRnkExerOf

Description This field contains the overall number of members in the Ranking for exercises on a clearer level.

Format

Where used:

numeric 5

CR010 Clearing Ranking

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6.1644 totClgRnkOf

Description This field contains the overall number of members in the Clearing

Ranking.

Format numeric 5

Where used: CR010 Clearing Ranking

6.1645 totCntrAmnt

Description Contains total contribution amounts.

Format

Where used:

numeric signed 12

CD091 ISA Direct Mem. Asset Summary

6.1646 totCshAmnt

Description This field contains the total cash amount that is transferred along with the corresponding position transfer. A positive amount represents a credit a negative amount a debit for the recipient of the report.

Format

Where used:

numeric signed 13, 2

CB030 Position Transfer Overview

CB730 Position Transfer Summary

6.1647 totExrShr

Description This field contains the Total of Share of Exercises.

Format numeric 5, 2

Eurex

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XML Report Tag Descriptions

Where used: CR010 Clearing Ranking

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6.1648 totExrVol

Description This field contains the sum of all exercised contracts per member. This field is part of DCM and GCM reports. The latter show additionally sum information (GCM + all of his NCMs).

Format

Where used:

numeric signed 8

CR010 Clearing Ranking

6.1649 totItemFee

Description This field contains the Total Item Fee.

Format numeric 10, 2

Where used: CB193 Monthly Connections and Services

6.1650 totMgnClgCurr

Description This field contains the Total Margin in the Clearing Currency.

Format

Where used:

numeric signed 13, 2

CC055 Daily Margin Offset

CC060 Daily Margin Summary

CC755 Daily Margin Offset

CC760 Daily Margin Summary

CI060 Daily Margin Summary

CN060 Nightly Margin Summary

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6.1651 totMgnMgnCurr

Description This field contains the Total Margin in the Margin Class Currency.

Format

Where used:

numeric signed 13, 2

CC055 Daily Margin Offset

CC755 Daily Margin Offset

6.1652 totMktShr

Description This field contains the Market Share Percent.

Format

Where used:

numeric 5, 2

CR010 Clearing Ranking

6.1653 totMthFeeAmnt

Description This field contains the total fee amount for the contract per month.

Format numeric 11, 2

Where used: CB186 Monthly Rebates TDP

6.1654 totNotifVol

Description This field contains the sum of notified contracts.

Format

Where used:

numeric 9

CR010 Clearing Ranking

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1655 totParticipantIdRiskEvt

Description This field indicates the total participants.

Format

Where used:

numeric 5

TT133 Trading Risk Events

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6.1656 totParticipantUpdCodAdd

Description This field contains the number of added records per perticipant.

Format numeric 5

Where used: RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

6.1657 totParticipantUpdCodChg

Description This field contains the number of changed records per perticipant.

Format

Where used:

numeric 5

RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

6.1658 totParticipantUpdCodDel

Description This field contains the number of deleted records per perticipant.

Format numeric 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

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6.1659 totProdVol

Description This field contains the Total Volume per Product.

Format

Where used:

numeric signed 8

CR010 Clearing Ranking

6.1660 totQuoReqViolPct

Description This field indicates the violation percentage, based on the valid quote request violations in proportion to the valid quote requests in the respective market maker program/package.

Format

Where used:

numeric 6, 2

TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

6.1661 totRcvPayAmnt

Description This field contains the total receivable or payable amount for the physically settled delivery including VAT per account and futures contract.

Format numeric signed 13, 2

Where used: CE120 ECC Delivery Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1662 totSpdMgn

Description This field contains the Total Spread Margin.

Format

Where used:

numeric signed 11, 2

CC020 Futures Spread Margin

CC720 Futures Spread Margin

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6.1663 totSpdMgnFctr

Description This field contains the Total Spread Margin multiplied with the Margin

Factor.

Format

Where used:

numeric signed 11, 2

CC020 Futures Spread Margin

CC720 Futures Spread Margin

6.1664 totTakUpVol

Description This field contains the Total Take-Up Volume.

Format

Where used:

numeric 9

CR010 Clearing Ranking

6.1665 totTrdCnt

Description This field contains the Total Transaction Trade Count.

Format numeric signed 7

Where used: CR010 Clearing Ranking

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6.1666 totTrdDays

Description This field contains the total trading days in the current month.

Format

Where used:

numeric 2

TD981 Month-to-Date OTR

6.1667 totTrdrRnk

Description This field contains the trading member ranking.

Format numeric 5

Where used: CR010 Clearing Ranking

6.1668 totTrdrRnkExer

Description This field contains the trading member ranking.

Format

Where used:

numeric 5

CR010 Clearing Ranking

6.1669 totTrdrRnkExerOf

Description This field contains the trading member ranking.

Format numeric 5

Where used: CR010 Clearing Ranking

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1670 totTrdrRnkOf

Description This field contains the trading member ranking.

Format

Where used:

numeric 5

CR010 Clearing Ranking

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6.1671 totUserIdRiskEvt

Description This field indicates the total users.

Format numeric 5

Where used: TT133 Trading Risk Events

6.1672 totUserProd

Description This field contains the number assigned products.

Format

Where used:

numeric 5

RD125 User Transaction Size Limit Status

6.1673 totUserUpdCodAdd

Description This field contains the number of added records per user.

Format numeric 5

Where used: RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

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6.1674 totUserUpdCodChg

Description This field contains the number of changed records per user.

Format

Where used:

numeric 5

RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

6.1675 totUserUpdCodDel

Description This field contains the number of deleted records per user.

Format

Where used:

numeric 5

RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

6.1676 totVol

Description

Format

Where used:

This field contains the total quantity of contracts per month.

numeric 12

CB186 Monthly Rebates TDP

6.1677 tradeEnrichmentRuleId

Description This field gives the index of the trade enrichment rule linked to a business unit. A business unit can define up to 10000 trade enrichment rules in order to complete the clearing information of a trade.

Format numeric 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: RD130 Trade Enrichment Rule Maintenance

RD135 Trade Enrichment Rule Status

TE540 Daily Order Maintenance

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6.1678 tradeType

Description This field indicates the trade type.

Format alphanumeric 1

Valid Values

4

5

6

7

1

2

3

A

B

C

8

9

Where used:

Decodes

REGU

AUCT

REV

PREL

FINA

PAUC

FAUC

SMP

TES

RTES

PTES

FTES

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TE910 T7 Daily Trade Activity

Descriptions

Regular On-Exchange Trade

Auction Trade (Order Book Uncrossing)

On-Exchange Trade Reversal

Preliminary On-Exchange Trade

Final On-Exchange Trade

Preliminary Auction Trade

Final Auction Trade

Self Match Prevented On-Exchange Trade

Off Book Trade (T7 Entry Service)

Off Book Trade Reversal

Preliminary Off Book Trade

Final Off Book Trade

6.1679 tradingCapacity

Description This field indicates the trading capacity.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

1

5

6

Where used:

Decodes

CU

PR

MM

Descriptions

Agency

Proprietary

Market-Making

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

6.1680 tradingParticipant

Description This field contains the trading participants.

Format alphanumeric 5

Where used: RD155 Pre-trade Limits Status - Clearing Participant

6.1681 tradingRestriction

Description This field contains the trading restriction.

Format alphanumeric 1

Valid Values

1

2

Where used:

Decodes

CAO

BOC

Descriptions

Closing Auction Only

Book or Cancel

TE540 Daily Order Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

Version V 3.1.3

05.04.2017

Page 1154

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1682 tradPartLngName

Description This field contains the trading participants legal name.

Format

Where used:

alphanumeric 40

RD155 Pre-trade Limits Status - Clearing Participant

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05.04.2017

Page 1155

6.1683 tradVolume

Description This field contains order book traded volume of the trading day per product.

Format

Where used:

numeric 12

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

6.1684 TransactionId

Description This field contains the C7 transaction identification (TransactionId+TransactionIdSuffix uniquely identify clearing transactions).

Format

Where used:

alphanumeric 19

CB012 Account Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

TT750 Clearing Four Eye Principle

6.1685 TransactionIdSuffix

Description This field contains the Suffix of the C7 transaction identification.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 10

CB012 Account Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

6.1686 transDate

Description This field contains the report date

Format

Where used:

alphanumeric 10

CE056 End of Day CLS Settlement Report

CI056 Preliminary CLS Settlement Report

TR900 Daily Order and Quote Transactions

6.1687 transRef

Description

Format

Where used:

This field contains the reference ID of the transaction.

alphanumeric 9

CE051 FX Transactions & Instructions

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05.04.2017

Page 1156

6.1688 trDay

Description

Format

Where used:

This field contains Trading Day (one row per day) of the current month).

DateFormat

TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

Eurex

XML Report Reference Manual

Format

Where used:

Version V 3.1.3

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Page 1157 XML Report Tag Descriptions

6.1689 trdCnt

Description This field contains the number of transactions (with consideration of closing errors): Trades, trade transfers, trade separations, give-ups, take-ups and off-book trades. The latter also shows sum information

(GCM + all of his NCMs). The field additionally shows the number of trades per product specific synchronous transactions and over all products for non productrelated synchronous transactions.

numeric signed 7

CB065 System Transaction Overview

CR010 Clearing Ranking

6.1690 trdDat

Description

Format

Where used:

This field contains the date when the trade was performed.

alphanumeric 8

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB225 Daily Eurex Fines

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CC011 Current Liquidating Margin

CC711 Current Liquidating Margin

6.1691 trdFctr

Description

Format

Where used:

The field contains the trade factor, which is the number of synchronous transactions necessary for the maintenance of one trade.

numeric 2

CB065 System Transaction Overview

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1692 trdId

Description

Format

Where used:

Trader ID (only relevant for ATP rebate).

alphanumeric 6

CB350 Monthly Fee Statement

6.1693 trdIdB

Description

Format

Where used:

This field indicates the Trade ID.

alphanumeric 20

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

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Page 1158

6.1694 trdIdNo

Description

Format

Where used:

This field indicates the sequential number assigned by the Exchange to uniquely identify a trade.

alphanumeric 16

CB225 Daily Eurex Fines

6.1695 trdLatQty

Description Quantity of trade that is late and has to be considered.

Format

Where used:

numeric signed 12, 2

CB225 Daily Eurex Fines

Eurex

XML Report Reference Manual

Format

Where used:

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05.04.2017

Page 1159 XML Report Tag Descriptions

6.1696 trdLoc

Description This field indicates the trading location. This is applicable for gross positions only.

alphanumeric 4

CB225 Daily Eurex Fines

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CC011 Current Liquidating Margin

CC711 Current Liquidating Margin

6.1697 trdMemb

Description Member ID of the trading member or empty, depending on aggregation level.

Format alphanumeric 5

Where used: CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CB225 Daily Eurex Fines

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB325 Daily Service Fees

CB330 Daily Settlement Fees

CB350 Monthly Fee Statement

6.1698 trdMtchPrc

Description This field contains the trade match price, at which the trade happened.

Format numeric signed 9, 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC810 Daily Trade Confirmation

Version V 3.1.3

05.04.2017

Page 1160

6.1699 trdMtchPrc1

Description This field indicates the price at which the trade was conducted

(matching price), i.e. the price per unit of the contract traded.

Format

Where used:

numeric signed 9, 5

CB063 Flx Cntr Transactn Overview

6.1700 trdMtchPrcX

Description This field contains the trade match price, at which the trade happened.

Format numeric 20, 10

Where used: CB165 Eurex Fee Statement

6.1701 trdMtchQty

Description This field contains the matched quantity of a trade.

Format numeric 9

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB064 Flx Cntr Daily Transactions

CB120 Member Exception-Positions

TC810 Daily Trade Confirmation

6.1702 trdNCATyp

Description This field contains the NCA trade type.

Format

Where used:

alphanumeric 4

CB165 Eurex Fee Statement

6.1703 trdNo

Description

Format

Where used:

This field contains the trade number.

alphanumeric 16

CB315 Daily Clearing Fees - Bonds

6.1704 trdNomVal

Description This field contains the Trade Nominal value.

Format

Where used:

numeric 17, 2

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.1705 trdQty

Description

Format

This field contains the traded quantity.

numeric 9

Version V 3.1.3

05.04.2017

Page 1161

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB169 MM Fee Refund

CB179 Monthly Rebate Report

Version V 3.1.3

05.04.2017

Page 1162

6.1706 trdQtyX

Description

Format

Where used:

This field contains the traded quantity.

numeric 18, 6

CB165 Eurex Fee Statement

6.1707 trdr

Description

Format

Where used:

This field contains the name of the member and participant who performed the transaction.

alphanumeric 11

CB068 Transaction Mix

CE780 Exercise Abandon Daily Maintenance Overview

6.1708 trdStlDat

Description This field indicates the settlement date of the risk positions.

Format

Where used:

DateFormat

CC011 Current Liquidating Margin

CC711 Current Liquidating Margin

6.1709 trdSysCod

Description This field indicates on which system the product is traded.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1163

Valid Values

E

G

Where used:

Decodes Descriptions

EUREX

Reserved for future use

TA111 All Active/Inactive Series

Format

Valid Values

1

2

W

C

N

O

P

V

3

4

M

B

E

F

A

Where used:

6.1710 trdTyp

Description This field indicates the trade type. The values 1,2,3,4,M are used in fee reports only, namely CB001 and CB165.

alphanumeric 1

Decodes

EFI

Blk

EFF

Vol

EFS

PCT

AP

APB

APT

Bas

EFP

FLX

APF

APM

TM

CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB110 Account Transfer Exception

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

Descriptions

Regular Trade

Average Pricing Trade

Basis Trade

EFP Trade

Flexible Contract Trade

EFP-Index Futures Trade

Block Trade

EFP-Fin Trade

Vola Trade

EFS Trade

Prevented Cross Trade

Average Pricing Regular Trade

Average Price TES Bilateral Trade

Average Price TES Bilateral FLEX Trade

Average Price TES Multilateral Trade

TES Multilateral Trade

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB315 Daily Clearing Fees - Bonds

CB320 Daily Clearing Fees - Equities

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

6.1711 trdUnt

Description

Format

Where used:

This field contains the trading unit.

numeric 8, 4

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA752 Capital Adjustment Positions Overview

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CE070 Exercise And Assign Summary

CE071 OptOn Fut ExerAssign Summary

CE770 Exercise And Assign Overview

CE771 OptOn Fut ExerAssign Overview

TA111 All Active/Inactive Series

Version V 3.1.3

05.04.2017

Page 1164

6.1712 trdUntCsh

Description This field contains the number of shares cash-settled.

Format numeric 8, 4

Where used: TA111 All Active/Inactive Series

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1165

6.1713 trdUntShares

Description This field contains the number of shares physically delivered.

Format

Where used:

numeric 4

TA111 All Active/Inactive Series

6.1714 trdUntVal

Description This field contains the trading unit value, which is the quantity of underlying represented by one contract.

Format

Where used:

numeric 10, 4

CC010 Premium Margin

CC040 Liquidating Values

CC710 Premium Margin

CC740 Liquidating Values

CE010 In-the-money Advisory

CE710 Contract Expiration

6.1715 trdVol

Description

Format

Where used:

This field shows either n/a or a natural number indicating the traded volume.

alphanumeric 13

CB069 Transaction Report

6.1716 trdVolume

Description This field contains the traded quantity.

Format numeric 12

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB191 Monthly TES Late Entry Fine

Version V 3.1.3

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Page 1166

6.1717 triggered

Description This field contains the triggered flag.

Format alphanumeric 1

Valid Values

2

4

Where used:

Decodes

STP

OCO

Descriptions

Stop Order

One Cancels Other

TE540 Daily Order Maintenance

TE550 Open Order Detail

6.1718 trnAdjStsCod

Description This field indicates whether the transaction has been adjusted or reversed by the system when processing an adjustment.

Format alphanumeric 1

Valid Values

N

R

I

A

Where used:

Decodes Descriptions

Adjusted

Inverse

Not Adjusted

Reversed

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB150 Take-Up Trades History

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

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Page 1167

6.1719 trnBalAmnt

Description This field contains the transaction balance amount, which is the collateral (cash or equity) cumulative balance (=bulk + coverage) in the collateral account as per end of previous business day.

Format numeric signed 12, 2

Where used: CD020 Collateral Movement/Coverage

CD080 Monthly Collateral Movement

6.1720 trnCrdAmnt

Description This field contains the credit amount of the transaction.

Format numeric 13, 2

Where used: CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

6.1721 trnCshAmnt

Description In context of a position transfer (CB730) this field contains the cash amount entered by the initiator along with the transfer. A positive amount represents a credit a negative amount a debit for the recipient of the report.

Format numeric signed 13, 2

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB030 Position Transfer Overview

CB064 Flx Cntr Daily Transactions

CB120 Member Exception-Positions

CB730 Position Transfer Summary

CC080 Security/Cash Risk Position

CC780 Security/Cash Risk Position

6.1722 trnDat

Description

Format

Where used:

This field contains the transaction date.

DateFormat

CB012 Account Statement

CB063 Flx Cntr Transactn Overview

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB165 Eurex Fee Statement

CB167 Late Closing Fees

CB197 Excessive System Usage Fee

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CC080 Security/Cash Risk Position

CC100 Risk Values History for Limits

CC780 Security/Cash Risk Position

CD020 Collateral Movement/Coverage

CD080 Monthly Collateral Movement

CD100 Audit Trail Coll Transactions

TT750 Clearing Four Eye Principle

TT761 User Entitlement Changes

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

Version V 3.1.3

05.04.2017

Page 1168

6.1723 trnDatCet

Description This field contains the transaction adjustment date in central European time (CET, CEST).

Format DateFormat

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1169

Where used: CB012 Account Statement

6.1724 trnDebAmnt

Description This field contains the debit amount of transaction.

Format

Where used:

numeric 14, 2

CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

6.1725 trnDelay

Description

Format

Where used:

This field contains the risk limit action level 2 delay (in milliseconds).

numeric 4

TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1726 trnFeeAdjAmnt

Description This field contains the transaction fee adjustment amount.

Format

Where used:

numeric signed 8, 2

CB030 Position Transfer Overview

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1727 trnFeeAmnt

Description This field indicates the transaction fee amount.

Format

Where used:

numeric signed 7, 2

CB010 Position Detail

CB020 Position Summary

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05.04.2017

Page 1170

6.1728 trnFeeAmntX

Description This field indicates the transaction fee amount.

Format

Where used:

numeric signed 12, 2

CB165 Eurex Fee Statement

CB191 Monthly TES Late Entry Fine

CB197 Excessive System Usage Fee

6.1729 trnHistAdjInd

Description This field indicates whether the transaction has been subjected to a historical trade transfer at any point of its adjustment history.

Format

Where used:

alphanumeric 1

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB110 Account Transfer Exception

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

05.04.2017

Page 1171

6.1730 trnHistInd

Description This field indicates a historical trade, i.e that it originated on a business day earlier than the current business day.

Format alphanumeric 1

Valid Values

H

Where used:

Decodes

H

CB012 Account Statement

Descriptions

6.1731 trnIdNo

Description

Format

Where used:

This field indicates the unique transaction ID number provided to a trade by the exchange.

alphanumeric 6

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CB010 Position Detail

CB030 Position Transfer Overview

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB120 Member Exception-Positions

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CD009 Daily Cash Transactions

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC549 EBI Trade Maintenance

TC810 Daily Trade Confirmation

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

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Page 1172

6.1732 trnIdNo1

Description

Format

This field indicates the unique transaction ID assigned to a transaction by the exchange.

numeric 10

Where used: CC080 Security/Cash Risk Position

CC780 Security/Cash Risk Position

6.1733 trnIdNo2

Description

Format

This field indicates the unique transaction ID assigned to a transaction by the exchange.

alphanumeric 9

Where used: CB011 Std and Flx Cntr Dly Transactn

CB191 Monthly TES Late Entry Fine

CB740 TAIFEX Position Information

CB741 KRX Position Information

CD020 Collateral Movement/Coverage

CD080 Monthly Collateral Movement

CD100 Audit Trail Coll Transactions

6.1734 trnIdNoP

Description This field indicates the previous transaction ID.

Format alphanumeric 6

Where used: CB115 EEX Position Transfer

6.1735 trnIdNoPnt

Description This field indicates the parent transaction ID.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

alphanumeric 19

CB165 Eurex Fee Statement

Version V 3.1.3

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Page 1173

6.1736 trnIdNoTo

Description This field indicates the transaction reference ID of the position transfer.

Format

Where used:

alphanumeric 6

CB030 Position Transfer Overview

6.1737 trnIdNoX

Description This field indicates the unique transaction ID number provided to a trade by the exchange.

Format alphanumeric 19

Where used: CB165 Eurex Fee Statement

6.1738 trnIdSfxNo

Description This field indicates the unique suffix number assigned to a trade adjustment transaction, which allows the exchange to associate an adjustment to the original trade. It helps to identify a transaction among the set of transactions originating from the same trade.

Format

Where used:

numeric 5

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB130 Give-Up Trades History

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CC010 Premium Margin

CC020 Futures Spread Margin

CC040 Liquidating Values

CE050 Expiration Payment-vs-Payment

CE071 OptOn Fut ExerAssign Summary

6.1739 trnIdSfxNoPnt

Description This field contains the parent transaction ID suffix number.

Format

Where used:

numeric 5

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB064 Flx Cntr Daily Transactions

CB130 Give-Up Trades History

CB150 Take-Up Trades History

Version V 3.1.3

05.04.2017

Page 1174

6.1740 trnIdSfxNoPntX

Description This field contains the parent transaction ID suffix number.

Format numeric 10

Where used: CB165 Eurex Fee Statement

6.1741 trnIdSfxNoX

Description This field indicates the unique suffix number assigned to a trade adjustment transaction, which allows the exchange to associate an adjustment to the original trade. It helps to identify a transaction among the set of transactions originating from the same trade.

Format numeric 10

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB165 Eurex Fee Statement

Version V 3.1.3

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Page 1175

6.1742 trnLngQty

Description This field contains the change in the long quantity of an option series, which is the increase (positive number) or decrease (negative number) in the long position of the member for the current day, as compared to the last recorded position.

Format

Where used:

numeric signed 8

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB063 Flx Cntr Transactn Overview

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB702 Cash Settled Contracts Overview

CB730 Position Transfer Summary

TT750 Clearing Four Eye Principle

6.1743 trnLoc

Description

Format

Where used:

This field indicates the trading location. This is applicable for gross positions only.

alphanumeric 4

CC080 Security/Cash Risk Position

CC780 Security/Cash Risk Position

6.1744 trnPrc

Description This field contains the C7 transaction price.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

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Format

Where used:

numeric signed 20, 7

CB012 Account Statement

CB715 Average Pricing

CB740 TAIFEX Position Information

CB741 KRX Position Information

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

6.1745 trnQty

Description

Format

Where used:

This field contains the total number of contracts of a transaction.

numeric 9

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

CB330 Daily Settlement Fees

CB715 Average Pricing

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

6.1746 trnQtyAllc

Description This field contains the allocated transaction quantity, which is the number of contracts that the member has to receive.

Format

Where used:

numeric 9

CE075 Notification/Allocation Summ

CE775 Notification/Allocation Information

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Version V 3.1.3

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6.1747 trnQtyNotif

Description This field contains the notified transaction quantity, which is the number of contracts that the member has to deliver.

Format numeric 9

Where used: CE075 Notification/Allocation Summ

CE775 Notification/Allocation Information

6.1748 trnRecTyp

Description This field contains the record type of the transaction .

Format numeric 1

Valid Values

1

2

Where used:

Decodes

Base

Sttl

Descriptions

CE051 FX Transactions & Instructions

6.1749 trnShtQty

Description This field contains the change in the short quantity of an option series, which is the increase (positive number) or decrease (negative number) in the short position of the member for the current day, as compared to the last recorded position.

Format numeric signed 8

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB020 Position Summary

CB021 Position / Active Trd Summary

CB030 Position Transfer Overview

CB063 Flx Cntr Transactn Overview

CB102 Cash Settled Contracts

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CB110 Account Transfer Exception

CB115 EEX Position Transfer

CB120 Member Exception-Positions

CB702 Cash Settled Contracts Overview

CB730 Position Transfer Summary

TT750 Clearing Four Eye Principle

Version V 3.1.3

05.04.2017

Page 1178

6.1750 trnStatus

Description This field contains the status of the FX transaction.

Format alphanumeric 1

Valid Values

5

6

0

2

7

Where used:

Decodes

C

A

N

P

B

Descriptions

NEW

INSTRUCTION CREATED/PENDING

CONFIRMED fully

ABORTED fully

ABORTED partially

CE051 FX Transactions & Instructions

6.1751 trnTim

Description

Format

Where used:

This field contains the transaction time.

TimeFormat

CB012 Account Statement

CB130 Give-Up Trades History

CB150 Take-Up Trades History

CB165 Eurex Fee Statement

CB715 Average Pricing

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

CD100 Audit Trail Coll Transactions

CE780 Exercise Abandon Daily Maintenance Overview

TT130 Risk Event Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

TT131 Risk Event Trader Report

TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

TT761 User Entitlement Changes

TT763 Participant Entitlement Changes

TT764 Four-eye Request Processing Entitlement

Version V 3.1.3

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Page 1179

6.1752 trnTimCet

Description This field contains the transaction adjustment time in central European time (CET, CEST).

Format

Where used:

TimeFormat

CB012 Account Statement

6.1753 trnTsfText

Description This field contains the free format text associated with a modified or rejected transaction.

Format alphanumeric 15

Where used: CB120 Member Exception-Positions

6.1754 trnTyp

Description

Format

This field indicates the transaction type.

alphanumeric 3

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

047

048

050

052

043

044

045

046

035

036

040

042

020

021

030

031

062

064

066

068

100

054

056

058

060

011

012

013

015

006

007

008

010

000

002

003

004

005

Decodes Descriptions

TRADE

TRADE O/C ADJUSTMENT

HIST. TRADE TRANSFER

TRADE TRANSFER

TEXT ADJUSTMENT

TRADE SEPARATION

TRADE REVERSE

PREVENTED CROSS

TRADE CLOSING ERROR

AVERAGE PRICING

DE-MERGE

FINAL PRICE ADJUSTMENTS

MATCHED ORDER

CGU TRD SND

HGU TRD SND

CGU TRD REC

HGU TRD REC

CGU CLS ERROR

HGU CLS ERROR

TES TRADE

TES CLS ERR

TES GU SEND

TES HGU SEND

TES GU REC

TES HGU REC

TES GU REC CER

TES HGU REC CER

ORD ADD CONFIRMATION

ORD DEL CONFIRMATION

ORD CHG CONFIRMATION

ORD EXE CONFIRMATION

ORD DEL MKT RESET

QUO DEL MEMB ACTION

QUO DEL HEART BEAT

QUO DEL MM PROTCTION

QUO DEL TRD INTERRPT

QUO DEL STOP BUTTON

POS CLOSE ADJUSTMENT

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XML Report Reference Manual

XML Report Tag Descriptions

172

174

180

182

160

162

164

170

130

150

152

154

124

126

128

129

202

205

206

207

184

190

192

200

117

118

120

122

112

114

115

116

107

108

110

111

102

104

105

106

POS TRANSFER

POS FULL TRANSFER

OCC MATCHED TRANSFER

POS PARTIAL TRANSFER

POS PART CASH TRANSF

POS OPEN ADJUSTMENT

MAN EXERCS

AUT EXERCS

EXER ADJUSTMENT

ASSIGNMENT

CLEARING HOUSE TRANSFER

EXPI/STL

POSITION CONVERSION

POS CAPITAL ADJUST

NOTIFICATION

NOTIF ADJ

ALLOCATION

POS FUT CREATION

FINAL CASH STL

AUTOMATIC CLOSEOUT

ADJ UNCONF ASS OCC

TOT TXN 0-50%

TOT TXN 50-100%

TOT TXN 100+%

PRD TXN 0-50%

PRD TXN 50-100%

PRD TXN 100+%

MQP TXN 0-50%

MQP TXN 50-100%

MQP TXN 100+%

MMQ TXN 0-50%

MMQ TXN 50-100%

MMQ TXN 100+%

IC CSH FLOW RECEIVED

IC CSH FLOW PAID

CASH CALL

MARGIN CALL

MEMBER LOAN PAID

CASH WITHDRAWAL

CASH COLLATERAL WDL1

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XML Report Reference Manual

XML Report Tag Descriptions

312

316

317

318

306

307

308

310

298

300

302

304

287

294

296

297

323

324

325

400

319

320

321

322

278

281

283

285

235

236

254

277

224

226

230

232

210

211

212

214

CASH DEPOSIT

CASH COLLATERAL WDL2

INTRDAY CASH DEP

INTRDAY CASH WDL

PREMIUM PAID

PREMIUM RECEIVED

INTEREST RCV

INTEREST CHARGE

VAR MARGIN RCV

VAR MARGIN PAID

DIVIDEND CH PAID

INTRADAY OTC MARGIN CALL

EOD OTC MARGIN CALL

VAT RCVD

VAT PAID

DLVRY AMNT PAID

DLVRY AMNT RCVD

CASH SETTLEMENT PAID

CASH SETTLEMENT RCV

MISC MEMBER CASH DEB

MISC MEMBER CASH CRD

SECURITY DEPOSIT

SECURITY WITHDRAWAL

COVERAGE ASSIGNMENT

REAL TIME POS TRANSF

REAL TIM POS TSF CSH

SECURITY MAN DEPOSIT

CAPITAL ADJUSTMENT

SECURITY EXPIRATION

CAPITAL CSH CALL

CAPITAL CSH WDL

CAPITAL SEC DEP

CAPITAL SEC WDL

CLEAR FUND CSH CALL

CLEAR FUND CSH WDL

CLEAR FUND SEC DEP

CLEAR FUND SEC WDL

POS TSF WIT CSH DBT

POS TSF WIT CSH CRD

SERIES CHANGE

Version V 3.1.3

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XML Report Reference Manual

XML Report Tag Descriptions

516

518

520

522

511

512

514

515

506

507

508

510

427

428

502

504

528

540

541

542

524

525

526

527

420

422

424

426

414

415

416

417

410

411

412

413

402

404

406

408

SERIES ADD

SERIES DELETE

CAPITAL ADJUST RATIO

UNDER SETTLE PRICE

SERIES SETTLE PRICE

GENERATE SETTL PRICE

SERIES SET PRC ADJ

GEN EI SETTL PRICE

SERIES OPEN INTEREST

ADJUST OPEN INTEREST

END OF UNDR TRADING

EXCHANGE RATE

THEORETICAL BOF SEND

END OF ASSIGNMENT

END OF BATCH BOF

PRODUCT IN HOLIDAY

START OF UPLOAD

END OF UPLOAD

PARTIAL TRANSFER REQ

MEMBER DELETION

CURRENCY ADD

CHANGE EUX CUR FLAG

CURRENCY DELETE

REPORT ADD

REPORT CHANGE

REPORT DELETE

ADD NEW CONTRACT

DELETE CONTRACT

EXC MBR TYPE CHANGE

CLG MBR TYPE CHANGE

MBR POS TSF, NO FEE

BOF NODE NUMBER CHG

DBC NUMBER CHANGE

COLL ACCOUNT CHANGE

MAIN ACCOUNT CHANGE

CLGF ACCOUNT CHANGE

CMPC ACCOUNT CHANGE

CHG CON DISP DEC

CHG SETL DISP DEC

CHG PROD TIC SIZE

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XML Report Reference Manual

XML Report Tag Descriptions

660

661

662

663

638

639

646

650

624

626

630

632

612

614

616

622

664

665

666

800

OPN

END

604

606

608

610

552

594

600

602

547

548

549

550

543

544

545

546

CHG PROD TIC VALUE

CHG UNDER DISP DEC

CHG. EXER PRICE DEC.

CHG. IPS RATIO

CHG. IPS PRC COEFF

CHG. IPS OFFSET

DEL. IPS PRODUCT

PROD MATCH TYP CHG

CREDIT DEFAULT EVENT

STOCK SPLIT

MARGIN CLASS CHANGE

MARGIN CLASS ADD

MARGIN CLASS DELETE

MARGIN PROD ADD

MARGIN PROD CHANGE

MARGIN GROUP CHANGE

MARGIN GROUP ADD

MARGIN GROUP DELETE

MARGIN PROD DELETE

ACCOUNT TRANSFER REQ

FULL TRANSFER REQ

FULL TO AGENT REQ

PATTERN ASSIGN CHG

EXPIRATION CYCLE CHG

THEO MODEL CHANGE

THEO UNDER CHANGE

CHG MMQUO LIMIT

END OF TRANSMISSION

DELETE ORDERS

CLAIM AMNT DEP GC

CLAIM AMNT DEP CL

CLAIM AMNT WDL GC

CLAIM AMNT WDL CL

CLAIM AMNT FORCED GC

CLAIM AMNT FORCED CL

LATE CLOSING ADJUST

OPENING BALANCE

ENDING BALANCE

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Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB001 Product and Price Report

CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB012 Account Statement

CB102 Cash Settled Contracts

CB110 Account Transfer Exception

CB120 Member Exception-Positions

CB165 Eurex Fee Statement

CB702 Cash Settled Contracts Overview

CB715 Average Pricing

CD009 Daily Cash Transactions

CD020 Collateral Movement/Coverage

CD080 Monthly Collateral Movement

CD100 Audit Trail Coll Transactions

CE051 FX Transactions & Instructions

6.1755 trnTyp2

Description

Format

This field indicates the Carmen Cash Transaction Type.

alphanumeric 3

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XML Report Reference Manual

XML Report Tag Descriptions

Decodes Valid Values

241

242

243

244

230

232

235

236

212

214

224

226

206

207

210

211

249

250

251

252

260

245

246

247

248

062

104

200

202

053

054

055

060

039

040

050

051

052

Version V 3.1.3

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Page 1186

Descriptions

Backloaded

CCP Novation

Maintenance

Partial Termination

Netting

Split

Account Transfer

Maintenance - High turnover pricing

Compression

Rate Blending

Trade Transfer Novation

Cash Call

Margin Call

Cash Withdrawal

Cash Collateral Withdrawal

Cash Collateral Deposit

Cash Collateral Withdrawal

Intraday Cash Deposit

Intraday Cash Withdrawal

Premium Paid

Premium Received

Interest Rate Received

Interest Rate Charged

Variation Margin Received

Variation Margin Paid

OTC Premium Paid

OTC Premium Received

OTC Variation Margin Paid

OTC Variation Margin Received

OTC Cash Settlement Paid

OTC Cash Settlement Received

OTC Coupon Paid

OTC Coupon Received

OTC Fee Payment Paid

OTC Fee Payment Received

OTC Adaptation Paid

OTC Adaptation Received

FX Member Cash Debit Outside CLS

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

296

297

298

316

283

285

287

294

265

277

278

281

261

262

263

264

325

410

412

414

317

320

321

324

438

440

442

444

430

432

434

436

446

448

416

422

424

426

428

Received

Version V 3.1.3

05.04.2017

Page 1187

FX Member Cash Credit Outside CLS

DMP Auction Payments receive

DMP Auction Payments pay

DMP VM compensation receive

DMP VM compensation pay

Intraday OTC Margin call

EOD OTC Margin Call

Value Added Tax Received

Value Added Tax Paid

Delivery Amount Paid

Delivery Amount Received

Cash Settlement Paid

Cash Settlement Received

Miscellaneous Member Cash Debit

Miscellaneous Member Cash Credit

Company Capital Cash Call

Company Capital Cash Withdrawal

Clearing Fund Cash Call

Clearing Fund Cash Withdrawal

Position Transfer With Cash Amount Debit

Position Transfer With Cash Amount Credit

Eurex ISE Cash Compensation rcv

Eurex ISE Cash Compensation paid

Eurex ISE Cash Compensation Cancel

Eurex ISE Cash Compensation Cancel Paid

Payment EC-IS Paid

Payment EC-IS Received

Payment EC-IS Paid

Payment EC-IS Received

Buy-in cash Amt EC-IS Paid

Buy-in cash Amt EC-IS Received

Cash Settlement EC-IS Received

Cash Settlement EC-IS Paid

Dirty Net Cash Amount EC-IS Received

Dirty Net Cash Amount EC-IS Paid

Repo Rate Compensation Received

Repo Rate Compensation Paid

Coupon Adj.Canc Received

Coupon Adj.Canc Paid

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

491

492

501

502

503

504

493

494

495

496

498

500

505

506

472

474

476

478

464

466

467

468

456

458

460

462

450

451

452

454

480

482

484

486

487

488

490

Received

Paid

Received

Version V 3.1.3

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Page 1188

Buy-In Cash Amt Paid

Buy-In Cash Amt Received

Cash Settlement Received

Cash Settlement Paid

Dividend Compensation Received

Dividend Compensation Paid

Divid Compensation Cancel Received

Divid Compensation Cancel Paid

Dividend Trade Cancel Received

Dividend Trade Cancel Paid

Squeeze-Out received

Squeeze-Out paid

Cash Offset Shr Received

Cash Offset Shr Paid

Equity IOD Received

Equity Fine + IOD Paid

Coupon Compensation Received

Coupon Compensation Paid

Coupon Compensation Cancel Received

Coupon Compensation Cancel Paid

Redemption compensation received

Redemption compensation paid

Delivery Instruction Deviation Cash Amount

Delivery Instruction Deviation Cash Amount

Delivery Return Settlement Amount

Delivery Return Settlement Amount Paid

Delivery Fraction Cash Settlement Received

Delivery Fraction Cash Settlement Paid

Eurex Cash Compensation Received

Eurex Cash Compensation paid

Loan ICI recieved

Loan ICI paid

Mark to Market recieved

Mark to Market paid

Lending Fee recieved

Lending Fee paid

Rebate Fee recieved

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

916

918

920

922

924

907

908

910

912

903

904

905

906

523

900

901

902

519

520

521

522

515

516

517

518

511

512

513

514

507

508

509

510

926

928

930

932

934

936

Received

Version V 3.1.3

05.04.2017

Page 1189

Rebate Fee paid

Manufactured Dividend received

Manufactured Dividend paid

Manufactured Dividend CA Cancel received

Manufactured Dividend CA Cancel paid

Manufactured Coupon received

Manufactured Coupon paid

Manufactured Coupon CA Cancel received

Manufactured Coupon CA Cancel paid

Loan Buy-in cash Amount received

Loan Buy-in cash Amount paid

Cash Settlement received

Cash Settlement paid

Loan cancel Rerun received

Loan cancel Rerun paid

Return princ. coll received

Return princ. coll paid

Manufactured Dividend received

Manufactured Dividend paid

Manufactured Dividend CA Cancel received

Manufactured Dividend CA Cancel paid

Manufactured Coupon received

Manufactured Coupon paid

Manufactured Coupon CA Cancel received

Manufactured Coupon CA Cancel paid

AWV dividend compensation EC-IS received

AWV dividend compensation EC-IS paid

Buy-In Cash Amt EC-IS Paid

Buy-In Cash Amt EC-IS Received

Dividend Compensation EC-IS Paid

Dividend Compensation EC-IS Received

Dividend Compensation Cancel EC-IS Paid

Dividend Compensation Cancel EC-IS

Payment EC-IS paid

Payment EC-IS received

Dividend compuk received

Dividend compuk paid

Divuk ca cancel received

Divuk ca cancel paid

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982

984

986

988

990

992

994

958

960

962

980

948

950

951

956

938

940

942

944

946

Where used:

received

AWV divid compuk received

AWV divid compuk paid

Eurex ISE Cash Compensation received

Eurex ISE Cash Compensation paid

Eurex ISE Cash Compensation Cancel

Eurex ISE Cash Compensation Cancel paid

Redemption compensation received

Redemption compensation paid

Dividend Compensation Received

Dividend Compensation Paid

Dividend Compensation Cancel Received

Dividend Compensation Cancel Paid

Coupon Compensation Received

Coupon Compensation Paid

Coupon Compensation Cancel Received

Coupon Compensation Cancel Paid

Future Compensation Received

Future Compensation Paid

Future Compensation Cancel Received

Future Compensation Cancel Paid

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

6.1756 trnTyp2Art

Description This field indicates the Carmen Cash Transaction Type for Artificial field.

Format alphanumeric 3

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CD012 Daily Cash Account NCM / RC

CD072 Monthly Cash Account NCM / RC

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6.1757 trnTypDec

Description This field contains the transaction type decode. A list of all transaction types can be found under "trnTyp".

Format

Where used:

alphanumeric 30

CB030 Position Transfer Overview

CB715 Average Pricing

CB730 Position Transfer Summary

6.1758 trnTypText

Description This field contains the transaction type text.

Format

Where used:

alphanumeric 20

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

6.1759 trnTypTextArt

Description This field contains the transaction type text.

Format

Where used:

alphanumeric 20

CD012 Daily Cash Account NCM / RC

CD072 Monthly Cash Account NCM / RC

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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6.1760 trnValDat

Description This field contains the transaction value date on which the interest calculation is based or payment is due.

Format DateFormat

Where used: CD009 Daily Cash Transactions

CD010 Daily Cash Account CM

CD011 Daily Cash Account AH

CD012 Daily Cash Account NCM / RC

CD015 Detailed Account Statement

CD070 Monthly Cash Account CM

CD071 Monthly Cash Account AH

CD072 Monthly Cash Account NCM / RC

CE050 Expiration Payment-vs-Payment

CE051 FX Transactions & Instructions

CE750 Expiration Payment-vs-Payment Overview

6.1761 txnClas

Description

Format

Valid Values

MM

MQ

*

Where used:

This field contains the class of the transaction done by the member.

alphanumeric 2

Decodes

MASSS

MASSQ

ALL

Descriptions

CB065 System Transaction Overview

6.1762 txnCnt

Description

Format

This field contains the transaction count.

numeric 9

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: CB065 System Transaction Overview

CB068 Transaction Mix

CB069 Transaction Report

TD980 Excessive System Usage Report

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Page 1193

6.1763 txnFee00

Description This field contains the transaction fee for synchronous transactions whose volumes are ranging between 'limit of transactions' (LOT) and

1.5 times the LOT.

Format numeric signed 8, 2

Where used: CB065 System Transaction Overview

6.1764 txnFee100

Description This field contains the transaction fee for synchronous transactions whose volumes are exceeding twice the 'limit of transactions' (LOT).

Format numeric signed 8, 2

Where used: CB065 System Transaction Overview

6.1765 txnFee50

Description This field contains the transaction fee for synchronous transactions whose volumes are ranging between 1.5 times 'limit of transactions'

(LOT) and twice the LOT.

Format numeric signed 8, 2

Where used: CB065 System Transaction Overview

Eurex

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XML Report Tag Descriptions

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6.1766 txnFeeDay

Description This field contains the daily transaction fee, which is the sum of all three synchronous transaction fee types.

Format numeric signed 8, 2

Where used: CB065 System Transaction Overview

6.1767 txnIdNo

Description

Format

Where used:

This field contains the technical ID of a transaction.

alphanumeric 6

CB068 Transaction Mix

6.1768 txnLim

Description

Format

Where used:

This field contains the transaction limit, which is the number of synchronous transactions a member is allowed per day per product without any extra charge.

numeric 8

CB065 System Transaction Overview

6.1769 txnLimit

Description

Format

Where used:

This field contains the Transaction Limit per product numeric 12

TD980 Excessive System Usage Report

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1770 txnTyp

Description

Format

Where used:

This field indicates the transaction type.

alphanumeric 5

CB068 Transaction Mix

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6.1771 typeOfTransactions

Description This field contains settlement transactions grouped by product

Format alphanumeric 15

Valid Values

OTC FX

XCCY SWAP

LISTED FX

Where used:

Decodes Descriptions

CE056 End of Day CLS Settlement Report

CI056 Preliminary CLS Settlement Report

6.1772 unadjMgnReq

Description This field contains the unadjusted margin requirement per margin class or group. It is the collateral which the clearing member has to provide to protect Eurex Clearing against his potential default.

Format numeric signed 13, 2

Where used: CC050 Daily Margin

CC750 Daily Margin

CI050 Daily Margin

CN050 Nightly Margin

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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6.1773 unadjMgnReqClgCurr

Description This field indicates the unadjusted margin requirement per margin class or group, in the clearing currency. This may be a shortfall

(positive amount) or a surplus (negative amount).

Format numeric signed 13, 2

Where used: CC055 Daily Margin Offset

CC755 Daily Margin Offset

6.1774 unadjMgnReqMajorCurr

Description This field indicates the unadjusted margin requirement per margin class or group, in the major currency. This may be a shortfall (positive amount) or a surplus (negative amount).

Format

Where used:

numeric signed 13, 2

CC055 Daily Margin Offset

CC755 Daily Margin Offset

6.1775 unadjMgnReqMgnCurr

Description This field indicates the unadjusted margin requirement per margin class or group, in margin class currency. This may be a shortfall

(positive amount) or a surplus (negative amount).

Format

Where used:

numeric signed 13, 2

CC055 Daily Margin Offset

CC755 Daily Margin Offset

6.1776 unadjMgnReqMinorCurr

Description This field indicates the unadjusted margin requirement per margin class or group, in the minor currency. This may be a shortfall (positive amount) or a surplus (negative amount).

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XML Report Reference Manual

XML Report Tag Descriptions

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Format

Where used:

numeric signed 13, 2

CC055 Daily Margin Offset

CC755 Daily Margin Offset

6.1777 undClsCurr

Description This field contains the currency type according to the ISO standard, which is used only in the spin-off records.

Format

Where used:

alphanumeric 3

TA111 All Active/Inactive Series

6.1778 underlyingIndex

Description This field represents the daily Underlying Index entered at the end of the trading session for the product, used as Final Index on the instrument level for the business day, and as Preliminary Index for the next business day.

Format numeric signed 12, 6

Where used: TA115 Total Return Futures Parameters

6.1779 underlyingPrice

Description This field contains the underlying price used to calculate the realised variance.

Format

Where used:

numeric signed 9, 5

TA114 Variance Futures Parameter

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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6.1780 undPrice

Description This field contains the price of the underlying leg of an option volatility strategy

Format numeric signed 9, 5

Where used: TA113 Complex and Flexible Instrument Definition

6.1781 undrDispDcml

Description This field contains the number of displayed decimals for the underlying.

Format

Where used:

numeric 4

TC546 Strategy TES Trade Maintenance

6.1782 undrFutExpMthDat

Description This field contains the expiration month of underlying future of the contract.

Format numeric 2

Valid Values

7

8

9

10

3

4

1

2

5

6

11

12

Decodes

JAN

FEB

MAR

APR

MAY

JUN

JUL

AUG

SEP

OCT

NOV

DEC

Descriptions

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

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Where used: CE071 OptOn Fut ExerAssign Summary

CE771 OptOn Fut ExerAssign Overview

6.1783 undrFutExpYrDat

Description This field contains the expiration year of underlying future of the contract.

Format numeric 4

Where used: CE071 OptOn Fut ExerAssign Summary

CE771 OptOn Fut ExerAssign Overview

6.1784 undrFutProdId

Description This field contains the ID code of the underlying futures product.

Format alphanumeric 4

Where used: CE071 OptOn Fut ExerAssign Summary

CE771 OptOn Fut ExerAssign Overview

6.1785 undrIdCod

Description This field contains the ID code of the underlying.

Format

Where used:

alphanumeric 4

CA051 Capital Adjustment Series

CA052 Capital Adjustment Positions

CA054 Capital Adjustment Orders

CA752 Capital Adjustment Positions Overview

CE010 In-the-money Advisory

CE030 Member Expiration

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

CE070 Exercise And Assign Summary

CE710 Contract Expiration

CE770 Exercise And Assign Overview

TA111 All Active/Inactive Series

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6.1786 undrIdLngNam

Description This field contains the long name of the underlying.

Format

Where used:

alphanumeric 24

CA752 Capital Adjustment Positions Overview

CE010 In-the-money Advisory

CE030 Member Expiration

CE070 Exercise And Assign Summary

CE710 Contract Expiration

CE770 Exercise And Assign Overview

6.1787 undrIsin

Description

Format

Where used:

This field contains the International Security Identification Number

(ISIN) of the underlying instrument.

alphanumeric 12

CC034 Theoretical Prices

CC040 Liquidating Values

CC740 Liquidating Values

CE070 Exercise And Assign Summary

CE770 Exercise And Assign Overview

TA111 All Active/Inactive Series

6.1788 undrLngQty

Description This field contains the underlying long quantity, which is the number of long positions created on the underlying futures as a result of exercise or assignment in a certain series.

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Format

Where used:

numeric 9

CE071 OptOn Fut ExerAssign Summary

CE771 OptOn Fut ExerAssign Overview

6.1789 undrLstClsPrc

Description This field contains the last closing price of the underlying.

Format

Where used:

numeric 9, 5

CE010 In-the-money Advisory

CE030 Member Expiration

CE070 Exercise And Assign Summary

CE710 Contract Expiration

CE770 Exercise And Assign Overview

TA111 All Active/Inactive Series

TD930 Daily Trade Statistics

TE930 T7 Daily Trade Statistics

Version V 3.1.3

05.04.2017

Page 1201

6.1790 undrPrc

Description

Format

Where used:

This field contains the price of the underlying in a flexible transaction.

numeric 9, 5

CB021 Position / Active Trd Summary

CB063 Flx Cntr Transactn Overview

6.1791 undrPrvClsPrc

Description This field contains the closing price of the underlying on the previous business day.

Format numeric 9, 5

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TD930 Daily Trade Statistics

TE930 T7 Daily Trade Statistics

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6.1792 undrShtQty

Description This field contains the underlying short quantity, which is the number of short positions created on the underlying futures as a result of exercise or assignment in a certain series.

Format

Where used:

numeric 9

CE071 OptOn Fut ExerAssign Summary

CE771 OptOn Fut ExerAssign Overview

6.1793 undrTicVal

Description The field contains the underlying tick value, which is the smallest amount by which price of the underlying security may increase or decrease.

Format numeric 8, 4

Where used: CE030 Member Expiration

6.1794 uniqueCntrId

Description This is a unique number used to identify the contract, it comprises of the uniqueProdId and an ID for the contract. The value of a specific contracts uniqueCntrId will not change during the lifetime of the contract. It should be noted that these ID's may be reused eventually.

Format numeric 10

Where used: TA111 All Active/Inactive Series

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6.1795 uniqueProdId

Description This is a unique number used to identify the product that will not change during the lifetime of the product

Format numeric 5

Where used: TA111 All Active/Inactive Series

6.1796 unUsedSecQty

Description This field contains the unused security collateral quantity of the member.

Format

Where used:

numeric signed 12, 2

CD031 Daily Collateral Valuation

6.1797 upAdptIntRat

Description This field contains the up-adapted interest rate, which is the rate used to discount member's negative cash positions to get the current liquidating value.

Format

Where used:

numeric signed 13, 4

CC011 Current Liquidating Margin

CC711 Current Liquidating Margin

6.1798 updCod

Description

Format

This field contains the code for the type of change performed.

alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

D

G

A

C

Where used:

Decodes

Add

Change

Delete

Grp Ch

Descriptions

CD100 Audit Trail Coll Transactions

RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

TT110 User Security Maintenance

TT120 Trader Underlying Maintenance

TT121 Member Underlying Maintenance

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6.1799 updDat

Description

Format

Where used:

This field contains the date of last update

DateFormat

CA770 Account Maintenance

CE790 In-the-money Configuration

RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

TT130 Risk Event Report

TT131 Risk Event Trader Report

TT133 Trading Risk Events

TT770 Password Change

6.1800 upDownInd1

Description This field contains the upside downside indicator for position evaluation.

Format alphanumeric 1

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Valid Values

2

3

0

1

Where used:

Decodes

None

Upside only

Downside only

Upside And Downside

Descriptions

CC080 Security/Cash Risk Position

CC780 Security/Cash Risk Position

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6.1801 updtFldNam

Description This field indicates the name of the data unit which has been changed.

Format alphanumeric 32

Where used: RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

6.1802 updTim

Description

Format

Where used:

This field contains time of the last change performed.

TimeFormat

CA770 Account Maintenance

CB011 Std and Flx Cntr Dly Transactn

CB064 Flx Cntr Daily Transactions

CE790 In-the-money Configuration

RD110 User Profile Maintenance

RD120 User Transaction Size Limit Maintenance

RD130 Trade Enrichment Rule Maintenance

RD140 Pre-trade Limits Maintenance - Trading Participant

TT110 User Security Maintenance

TT121 Member Underlying Maintenance

TT133 Trading Risk Events

TT770 Password Change

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

6.1803 upperLimitPrice

Description This field contains the upper limit of a price step.

Format

Where used:

numeric signed 9, 5

TA111 All Active/Inactive Series

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6.1804 user

Description

Format

Where used:

This field indicates the user.

alphanumeric 6

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

TE535 Cross and Quote Requests

TE540 Daily Order Maintenance

TE545 Daily TES Maintenance

TE550 Open Order Detail

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

TT133 Trading Risk Events

6.1805 userId

Description

Format

Where used:

This field contains the user ID.

alphanumeric 36

CB186 Monthly Rebates TDP

6.1806 userId1

Description This field contains the user ID.

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Format

Where used:

alphanumeric 11

CB069 Transaction Report

TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1807 userNumericId

Description This field indicates numeric identifier of the user.

Format

Where used:

numeric 6

RD110 User Profile Maintenance

RD115 User Profile Status

RD120 User Transaction Size Limit Maintenance

RD125 User Transaction Size Limit Status

6.1808 userOrdrNum

Description This field contains the free-format order reference text for member internal usage.

Format alphanumeric 12

Where used: CB010 Position Detail

CB011 Std and Flx Cntr Dly Transactn

CB063 Flx Cntr Transactn Overview

CB064 Flx Cntr Daily Transactions

CB120 Member Exception-Positions

TC549 EBI Trade Maintenance

6.1809 userOrdrNumFrom

Description This field contains the order reference number/text for the transfer transaction, which was entered by the delivering member. It is meant for the member's internal usage and to signify the source of the transfer transaction.

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Format

Where used:

alphanumeric 12

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

6.1810 userOrdrNumTo

Description This field contains the order reference number/text for the transfer transaction, which was entered by the receiving member. It is meant for the member's internal usage and to signify the destination of the transfer transaction.

Format

Where used:

alphanumeric 12

CB130 Give-Up Trades History

CB140 Accepted Give-Up Trades

CB150 Take-Up Trades History

CB160 Accepted Take-Up Trades

6.1811 userOrdrNumX

Description This field contains the free-format order reference text for member internal usage.

Format alphanumeric 36

Where used: CB165 Eurex Fee Statement

6.1812 useZeroCostQuantity

Description This field indicates, whether the quantity of the positions to be closedout is limited by the value of the current Zero Cost Quantity (ZCQ).

Format alphanumeric 1

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Valid Values

Y

N

Where used:

Decodes

Yes

'current ZCQ'

No

CA770 Account Maintenance

Descriptions

Close-out positions up to the value of the

Close-out positions to the full extent

6.1813 usrGroup

Description This field contains the name of the trader group the user belongs to inside the business unit. Every group can define their own name. Every user can only belong to one group.

Format

Where used:

alphanumeric 3

RD115 User Profile Status

6.1814 usrIdFourEyeAppr

Description This field contains the member and participant name of the four Eye

Approval.

Format alphanumeric 11

Where used: TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

6.1815 usrIdFourEyeInit

Description This field contains the member and participant name of the Four Eye

Initiator.

Format alphanumeric 11

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XML Report Tag Descriptions

Where used: TT150 Optional Four Eye Principle

TT750 Clearing Four Eye Principle

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6.1816 usrIdSlowConf

Description This field contains the name of the member and participant, who confirmed the slowdown event.

Format

Where used:

alphanumeric 11

TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1817 usrIdSlowInit

Description This field contains the name of the member and participant, who initiated the slowdown event.

Format

Where used:

alphanumeric 11

TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1818 usrIdSlowMs

Description This field contains the member ID for whom market supervision initiated the slowdown event. In the case of member-initiated slowdown event, this field will not contain any value.

Format

Where used:

alphanumeric 11

TT130 Risk Event Report

TT131 Risk Event Trader Report

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XML Report Tag Descriptions

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6.1819 usrIdStopConf

Description This field contains the name of the member and participant, who confirmed the stop button event.

Format alphanumeric 11

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1820 usrIdStopInit

Description This field contains the name of the member and participant, who initiated the stop button event.

Format alphanumeric 11

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1821 usrIdStopMs

Description This field contains the member ID for whom market supervision initiated the stop button event. In the case of member-initiated stop button event, this field will not contain any value.

Format alphanumeric 11

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1822 usrLastModDat

Description This field indicates the date at which last update was made on a User

Format DateFormat

Eurex

XML Report Reference Manual

XML Report Tag Descriptions

Where used: TT760 User Entitlement Status

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6.1823 usrLgn

Description

Format

Where used:

This field identifies the user for which entitlement settings get changed or current entitlement settings are reported.

alphanumeric 11

TT760 User Entitlement Status

TT761 User Entitlement Changes

TT764 Four-eye Request Processing Entitlement

6.1824 usrOrdrNum

Description This field contains the user order number, which the member assigned to the order.

Format

Where used:

alphanumeric 12

CA054 Capital Adjustment Orders

CB030 Position Transfer Overview

TC541 Dly Strategy Order Maintenance

TC545 TES Trade Maintenance

TC546 Strategy TES Trade Maintenance

TC810 Daily Trade Confirmation

TE810 T7 Daily Trade Confirmation

TE812 Daily Prevented Self-Matches

6.1825 usrResnForChang

Description This field indicates the reason for the change in the Entitlement

Settings of the User.

Format alphanumeric 1

Valid Values

3

4

5

1

2

6

7

8

Where used:

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Decodes Descriptions

User Role Assignment Maintenance

User Entitlement Maintenance

User QC Flag Maintenance

Change in User Status

Change in Account Status

Default Role Change ipant Entitlement Settings

Cascading Effect due to change in Partic-

Change in Participant Status

TT761 User Entitlement Changes

6.1826 usTrdrFlg

Description This field indicates whether the product is allowed for US traders.

Format alphanumeric 1

Where used: TA111 All Active/Inactive Series

6.1827 UTI

Description

Format

Where used:

Unique Trade Identifier which is used for EMIR reporting and calculated with transaction or position logic.

alphanumeric 52

CB012 Account Statement

6.1828 valGoodQuoReqResp

Description This field contains the number of valid good quote request responses after the cut limit adjustment.

Format numeric 10

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Where used: TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.1829 validityFlg

Description This field indicates the business status of a trade enrichment rule

Format alphanumeric 1

Where used: RD135 Trade Enrichment Rule Status

6.1830 valorNum

Description This field contains the valoren number, which is an identification number assigned to the Swiss contract. This number also indicates the exchange where the product is traded.

Format alphanumeric 25

Where used: TA110 Contract Maintenance

TA111 All Active/Inactive Series

6.1831 valorNum1

Description This field contains the valoren number, which is an identification number assigned to the Swiss contract before or after the capital adjustment.

Format alphanumeric 21

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XML Report Tag Descriptions

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Where used: CA051 Capital Adjustment Series

6.1832 valQuoReqTot

Description This field contains the total number of valid quote requests after cut limit adjustment.

Format numeric 10

Where used: TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.1833 valQuoReqViol

Description This field contains the number of valid quote request violations on the basis of the valid quote requests after cut limit adjustment.

Format numeric 10

Where used: TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

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6.1834 vatAmnt

Description

Format

Where used:

This field contains the VAT (Value Added Tax) amount calculated after applying VAT rate, payable for a physical delivery.

numeric signed 12, 2

CB193 Monthly Connections and Services

CE120 ECC Delivery Report

6.1835 vatRat

Description

Format

Where used:

This field contains the rate at which the VAT (Value Added Tax) is applied on the cash payable for physical deliveries.

numeric 4, 2

CB193 Monthly Connections and Services

CE120 ECC Delivery Report

6.1836 vegaLimQty

Description This field contains vega limit quantity, which is the absolute number of option contracts purchased minus the number of option contracts sold through quotes of the same subgroup within a predefined time frame.

Format numeric 9

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1837 vegaLngLimQty

Description This field contains vega long limit quantity, which is the total quantity of buy orders reported by the market maker member.

Format numeric 9

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Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1838 vegaShtLimQty

Description This field contains vega short limit quantity, which is the quantity of sell orders reported by the market maker member.

Format numeric 9

Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1839 vegaUnit

Description This field indicates the Vega Unit multiplier.

Format numeric 9

Where used: TA114 Variance Futures Parameter

6.1840 verId

Description

Format

Where used:

This field indicates the Version of the product ID.

alphanumeric 3

CB182 Monthly OTC CCP Fee Statement

CB185 Daily OTC CCP Fee Statement

6.1841 versNo

Description This field contains the version number for order modification.

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XML Report Tag Descriptions

Format

Where used:

numeric 5

CB320 Daily Clearing Fees - Equities

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6.1842 violation

Description This field shows violation status. Valid values are: "Yes" or "No"

Format alphanumeric 3

Valid Values

1

0

Where used:

Decodes

Yes

No

Descriptions

TD980 Excessive System Usage Report

6.1843 violationCnt

Description This field shows the number of violations.

Format numeric 2

Where used: TD980 Excessive System Usage Report

6.1844 violInd

Description

Format

Valid Values

1

0

This field contains violation indicator, which indicates whether the member has provided quotes for lesser time than required as per obligation to market maker program of Eurex.

numeric 1

Decodes Descriptions

Yes

No

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XML Report Tag Descriptions

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Where used: TD956 Permanent Market Making Measurement

TD957 Advanced Market Making Measurement

TD959 Designated Market Making Measurement

TD982 Special Report French Equity Options

6.1845 violPct

Description

Format

Where used:

This field contains the violation percentage, based on the quote request violations in proportion to the valid quote requests.

numeric 6, 2

TD940 Daily Regular Market Making Quote Request Performance

TD941 Daily Permanent Market Making Quote Request Performance

TD942 Daily Advanced Market Making Quote Request Performance

TD945 MTD - Regular Market Making Quote Request Performance

TD946 MTD - Permanent Market Making Quote Request Performance

TD947 MTD - Advanced Market Making Quote Request Performance

TD948 MTD - Permanent Market Making Strategy Quote Request

Performance

TD949 MTD - Advanced Market Making Strategy Quote Request

Performance

6.1846 vmarMtdBal

Description This field contains the net variation margin amount positive (received) or negative (paid) per exchange member, per account and per currency for the current month.

Format numeric signed 12, 2

Where used: CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

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XML Report Tag Descriptions

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6.1847 vmarNetBal

Description This field contains the net variation margin amount positive (received) or negative (paid) including residual per exchange member, per account and per currency.

Format numeric signed 12, 2

Where used: CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

6.1848 vmarPayBal

Description This field contains the variation margin payable amount per exchange member, per account and per currency.

Format numeric 13, 2

Where used: CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

6.1849 vmarPrvMthBal

Description This field contains the net variation margin amount positive (received) or negative (paid) per exchange member, per account and per currency for the previous month.

Format

Where used:

numeric signed 12, 2

CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

6.1850 vmarRcvBal

Description This field contains the variation margin receivable amount per exchange member, per account and per currency.

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XML Report Tag Descriptions

Format

Where used:

numeric 13, 2

CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

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6.1851 vmarYtdBal

Description This field contains the net variation margin amount positive (received) or negative (paid) per exchange member, per account and per currency accumulated for the current year.

Format numeric signed 13, 2

Where used: CB095 Variation Mgn Overall Summary

CB795 Variation Margin Information

6.1852 volaStratUndrId

Description This field contains the ID code of the underlying for volatility strategies in the corresponding option product.

Format alphanumeric 4

Where used: TA111 All Active/Inactive Series

6.1853 volatilityPdVd

Description This field contains the volatility for the price-down/volatility-down scenario.

Format numeric 5, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

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6.1854 volatilityPdVn

Description This field contains the volatility for the price-down/volatility-neutral scenario.

Format numeric 5, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.1855 volatilityPdVu

Description This field contains the volatility for the price-down/volatility-up scenario.

Format

Where used:

numeric 5, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.1856 volatilityPuVd

Description This field contains the volatility for the price-up/volatility-down scenario.

Format

Where used:

numeric 5, 2

CC040 Liquidating Values

CC740 Liquidating Values

6.1857 volatilityPuVn

Description This field contains the volatility for the price-up/volatility-neutral scenario.

Format numeric 5, 2

Eurex

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XML Report Tag Descriptions

Where used: CC040 Liquidating Values

CC740 Liquidating Values

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6.1858 volatilityPuVu

Description This field contains the volatility for the price-up/volatility-up scenario.

Format numeric 5, 2

Where used: CC040 Liquidating Values

CC740 Liquidating Values

6.1859 volFactor

Description This field contains Volume Factor which is used to calcued Volume

Component

Format numeric 4

Where used: TD980 Excessive System Usage Report

TD981 Month-to-Date OTR

6.1860 volLim

Description

Format

Where used:

This field contains the Volume Limit of this trading day numeric 12

TD981 Month-to-Date OTR

6.1861 volLimQty

Description This field contains the market maker protection volume limit quantity.

Format numeric 9

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XML Report Tag Descriptions

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Where used: TT130 Risk Event Report

TT131 Risk Event Trader Report

6.1862 workflowstatus

Description Overall status of the transfer request.

Format alphanumeric 9

Valid Values

Cancelled

Pending

Claimed

Refused

Where used:

Decodes Descriptions

CB730 Position Transfer Summary

CB750 Give-Up Trades Overview

CB751 Take-Up Trades Overview

6.1863 worstCaseScenario

Description This field indicates which of the six possible price-movement/volamovements scenarios has the greatest risk.

Format alphanumeric 19

Valid Values

PriceUpVolaUp

PriceUpVolaNeut

PriceUpVolaDown

PriceDownVolaUp

PriceDownVolaNeut

PriceDownVolaDown

Decodes Descriptions

Eurex

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XML Report Tag Descriptions

Where used: CC045 Additional Margin

CC745 Additional Margin

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6.1864 ytMClearedNot

Description Cumulated cleared notional from the start of the rebate scheme.

Format numeric 17, 2

Where used: CB182 Monthly OTC CCP Fee Statement

6.1865 zerCostQty

Description This field contains zero cost quantity, which is the quantity of allowed position closings free of charge. Positions of previous business day are considered till 1:30 pm and the positions of current day after 1:30 pm.

Format numeric 9

Where used: CB167 Late Closing Fees

Eurex

XML Report Reference Manual

Glossary

7 Glossary

Term

DBAG

CCP

EEX

GCM

Member

NCM

OTC

XML

XSD

Table 7.1 - Glossary

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Explanation

Deutsche Börse AG

Central Counterparty

European Energy Exchange. Electronic trading of energy futures.

General Clearing Member

Market participant.

Non-Clearing Member (Trading Member)

Over The Counter

Extensible Markup Language

XML Schema Definition