Version V. Siemens SIMATIC PROFINET
Reklamë
Reklamë
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.,
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Exchanges”.
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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
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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
XML Reports Concepts used by Eurex
Rules for creating the XML Structure
Reports per T7 Trading Instance
CA051 Capital Adjustment Series
CA052 Capital Adjustment Positions
CA054 Capital Adjustment Orders
CA752 Capital Adjustment Positions Overview
CB Clearing Position and Transactions
CB001 Product and Price Report
CB011 Std and Flx Cntr Dly Transactn
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
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CB095 Variation Mgn Overall Summary
CB110 Account Transfer Exception
CB120 Member Exception-Positions
CB172 Credit Futures Separation
CB182 Monthly OTC CCP Fee Statement
CB185 Daily OTC CCP Fee Statement
CB187 Monthly Rebates Overview
CB191 Monthly TES Late Entry Fine
CB193 Monthly Connections and Services
CB196 Daily Overall Fee Summary
CB197 Excessive System Usage Fee
CB235 Daily Security Collateral Fee Statement
CB315 Daily Clearing Fees - Bonds
CB320 Daily Clearing Fees - Equities
CB702 Cash Settled Contracts Overview
CB730 Position Transfer Summary
CB731 Settling Futures Positions Overview
CB740 TAIFEX Position Information
CB741 KRX Position Information
CB795 Variation Margin Information
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CC011 Current Liquidating Margin
CC080 Security/Cash Risk Position
CC100 Risk Values History for Limits
CC711 Current Liquidating Margin
CC780 Security/Cash Risk Position
CD012 Daily Cash Account NCM / RC
CD015 Detailed Account Statement
CD020 Collateral Movement/Coverage
CD031 Daily Collateral Valuation
CD037 Claim Amount Based Collaterals
CD040 Monthly Guarantee Expiration
CD042 Daily Settlement Statement
CD043 ECM: Value Based Alloc. Method
CD072 Monthly Cash Account NCM / RC
CD080 Monthly Collateral Movement
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CD091 ISA Direct Mem. Asset Summary
CD092 Asset Summary Aggregation
CD100 Audit Trail Coll Transactions
CE Clearing Exercise and Delivery
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
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
CI056 Preliminary CLS Settlement Report
RD110 User Profile Maintenance
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
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
TC546 Strategy TES Trade Maintenance
TC810 Daily Trade Confirmation
TD Trading Volumes And Performance
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 476
TD944 Daily Advanced Market Making Strategy Quote Request Performance 477
TD945 MTD - Regular Market Making Quote Request Performance
TD946 MTD - Permanent Market Making Quote Request Performance
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
TD980 Excessive System Usage Report
TD982 Special Report French Equity Options
TE TES, Order and Quote Maintenance
TE535 Cross and Quote Requests
TE810 T7 Daily Trade Confirmation
TE812 Daily Prevented Self-Matches
TE930 T7 Daily Trade Statistics
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TR900 Daily Order and Quote Transactions
TT110 User Security Maintenance
TT120 Trader Underlying Maintenance
TT121 Member Underlying Maintenance
TT125 Trader Underlying Status
TT126 Member Underlying Status
TT131 Risk Event Trader Report
TT150 Optional Four Eye Principle
TT750 Clearing Four Eye Principle
TT761 User Entitlement Changes
TT762 Participant Entitlement Status
TT763 Participant Entitlement Changes
TT764 Four-eye Request Processing Entitlement
Introduction to Report Tag Descriptions
XML Report Tag Descriptions abdnInd abdnQty abdnTrnQty
account accountDescr accountName
accountNameAllc accountNameNotif accountStatus
accountSubType accountType accruedDistribution
accruedFunding acctGrpCod acctNameTo
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acctTypGrpNotif acctTypGrpTo acctTypGrpX
action activationType activDat
addInfo addMgnAmntPdVd addMgnAmntPdVn
addMgnAmntPdVu addMgnAmntPuVd addMgnAmntPuVn
addMgnAmntPuVu addMgnUsage addMgnWorstCaseAmnt
addTxt adjAddAmntPdVd adjAddAmntPdVn
adjAddAmntPdVu adjAddAmntPuVd adjAddAmntPuVn adjAddAmntPuVu
Aggressor aggRsrvdAmnt alignCalcUndPrcPdVd
alignCalcUndPrcPdVn alignCalcUndPrcPdVu
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alignCalcUndPrcPuVn alignCalcUndPrcPuVu alignLiquValuePdVd alignLiquValuePdVn
alignLiquValuePdVu alignLiquValuePuVd alignLiquValuePuVn
alignLiquValuePuVu alignLiqValRowName alignRiskRowName7 alignScenarioVolaPdVd
alignScenarioVolaPdVn alignScenarioVolaPdVu alignScenarioVolaPuVd
alignScenarioVolaPuVn alignScenarioVolaPuVu alignText alignTextKRX
alignTextTEX alignValue allocationId alphaOrderNo
amntClvSecu amntCrd amntDbt amntEUR
amntGBP amntJPY amntNzd amntType
amntUsd amount annualisationFactor approvalTime
apprPartSmbl apprUserLgn appStatus
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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
billDat billMonth billTyp blkAuctInd
blkTrdFlg businessDay businessDayOffset
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calcIntAmnt calcUndPrcPdVd calcUndPrcPdVn calcUndPrcPdVu
calcUndPrcPuVd calcUndPrcPuVn calcUndPrcPuVu
calDat capAdjInfoTxt capAdjMtnTyp
capAdjStsCod capAdjTrnTyp cascId
cash cashBsktRefId cashCollAmntClear category
ccpDlvTrnId ccyPair clasGrpCod
classifViolation clearingHouse clearingParticipant
clearingPrc clearingPriceOffset clearingQty clearingSystemLicense
clearingTakeUpMember clgCurrTypCod clgHseInd2
clientRef closTime clrCurrTypCod
clrFunAmnt clrFunMin clrFunPctOfMgnReq clrFunPerPoolTotal
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clrFunTotal clsAdjQty clvCpnAdjInd
cntrCurrTypCod cntrExercisePrice cntrExerPrc
cntrPerUntInAmnt cntrSecAmnt cntrShrQty
cntrStsCod cntrStsNewCod cntrStsOldCod
cntrTotItmAmnt cntrTypCod cntrVersNo
cntrVersNoX collAmnt collClientEcm
collGrpLimFact collPropEcm collStsCod
collValCash collValClgCurr collValEff collValStock
combTypCod compCaptAmnt compCaptMin compCaptPctOfMgnReq
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confirmAmnt contribution convFact cooperationPartner
couponFrq couponRat couponVarOfs
couponVarRef coverage covReq covTim
cpnFreq cpnRat cpnVarOfs cpnVarRef
cshBsktRefId cshCollAmnt cshInstId cshIntRat
cshLocKeyCod cshPosNet cshPrcConv
cshQty cshRcvPayAmnt cshRefCod
cshRefId cshSetlmtAmnt cshStlRun
ctpyAcct ctribTypText ctrPtyId
ctrPtySubGrpCod culi currentVola
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currSetlmtPrc currSetlmtPrc_1 currTypCod
customerInstr customIndex custText custTextX
custTo dailyDistribution dailyFunding
dailyTransLimitPerMemProd date dayAvgText
dayCutLim dayMat dayNo dayReqClrFun
dayReqCompCapt dayReqEqCapt daySettlDate daysToMaturity
dealItem defaultClearingPriceOffset deletedQty delOrdrCnt
delProtected delQuoCnt deltaLimQty
deltaLngLimQty deltaShtLimQty descr
descr1 discFactor disclaimer dispDcml
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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
entPartStatus entRole entryDate
entryTime entTimDatCet entTimTimCet
eqCaptMin eqCaptPctOfMgnReq eqCaptPerPoolTotal
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eqCaptTotal excessTxn exchangeOrderId exchIdCod
exchRatPdVd exchRatPdVn exchRatPdVu exchRatPuVd
exchRatPuVn exchRatPuVu exchRatRed
exerPrcDcml exerQty exerShr exerStylTyp
expSettlDate expToBeQuot extTrdNum faceAmnt
factDat fastMarketQuotePcnt fastMktQuoteMinQty
fee feeAdjInd feeAftGivSavReb feeAftSavReb
feeAmnt feeByUnt feeCalcTim feeCalcTimLG
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feeIndCatTyp feeIndTyp feeMmAmnt
feeOverl feeReb feeStrMmAmnt feeTotal
feeVol finalIndex finSetlmtAmnt finSetlmtPrc
finSetlmtTim fixedRat fixRat flexAcctInfo
flrLimFlg flxCntrGuStsCod flxCntrInd
flxCntrSynProdId flxCntrTrdAllwdFlg
flxCntrTrnIdNo flxCntrTrnStsCod
fourEyesApprAct fourEyesIndictr fourEyesResnForChang
fourEyesStatus freeText1 freeText2
freeText3 fulfCovTimInd fulfilled
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fullRebVol fundingDays fundingRate fundType
givUpAcptInd givUpFeeAmnt givUpSts
graceFactor grpId grpOffSet gtcOrdrFlg
guarIdCod guarNam guarNo guarStrtDat
guarText guarTotBalAmnt guarTypCod
gutSts hdgTyp headroom headSettlAcctType
highPrc inactivated indCallOrPut
indivGrossShortOverAllInEUR2 indivLimitAmntAUDinEUR indivLimitAmntCHFinEUR
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indivLimitAmntGBPinEUR indivLimitAmntJPYinEUR indivLimitAmntNZDinEUR indivLimitAmntUSDinEUR
indivLimitOverAllinEUR1 indivLimitOverAllinEUR2 initrPartSmbl initrUsrLgn
instBusDate instManual instrumentId
instrumentMnemonic instrumentSubType
instSubTypCod instTradDat instTypCod intFreeLimAmnt
intRatPct intrnlTranId invcAmnt invcNo
itmAmnt itmAmntConfig itmAmntConfigbef itmLngAmnt
krxIdNo krxMbrCod krxTrdStsCod
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land lastPrivUpdDat lastQcUpdDat lastRolUpdDat
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
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matchStep matchTypeCode matDatType
matuDat maxCalSprdQty maxCollValSecuGrp
maxNoBookOrdersBu maxNoBookOrdersPerFutureBu maxNoBookOrdersPerFutureSes maxNoBookOrdersPerOptionBu
maxNoBookOrdersPerOptionSes maxNoBookOrdersSes maxOrdrQty
maxPrice maxTESQty membClgConfCodFrom membClgConfCodTo
membClgIdCod_1 membClgIdCod_2 membClgIdCodCpty
membClgIdCodFrom membClgIdCodTo membClgIdNam
membCsdAct membExchConfCodFrom membExchConfCodTo membExchIdCod
membExchIdCod_1 membExchIdCodAllc membExchIdCodCpty membExchIdCodEbi
membExchIdCodFrom membExchIdCodISA membExchIdCodNotif
membExchIdCodObo membExchIdCodSec
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membPropCtpyIdCod membSlowRlseInd membStopRlseInd
membTxnNode mgnAddlAmnt mgnAddlAmntFctr
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
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mktShr mktShrA mktShrLngPct mktShrM
mmPrgrmCod mmpTimeWindow mmpVega
mmpVolume mmReq mnthlyReq modelTyp
movAvgTransDate movAvgTransRepDate mrtyDat
mtdCutLim mtdDays mtdOrderedVol mtdOtr
mtdTesVol mtdTotVol mtdVolLim mthDlyAvgVolX
mthPackReqEqt mthPackReqIdx mthReqCovTim
mthReqQuoReqViolP mthReqViol mthReqVol
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nbrIdxOptToBeQuot nbrTolViolDays ndm netFeeAmnt
netFeeAmntX netFutPos netPayinAmount netPayoutAmount
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
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optUsedQty orderVol ordOriginFirm
ordrExePrc ordrExePrc1 ordrExeQty
ordrExpDat ordrGtcInd ordrMtnCod
ordrPrtFilCod ordrQty ordrResCod
origCntrId origCurrTypCod origExchId
originCountryCode origMLegRptTyp origOrderCategory
origOrderType origOrdrNo origOrdrNoX
origRpdOrdrNo origStrategyLinkId origStratInstrTyp
origTotNumTrdRpts origTradeId origTrdDat origTrdDatCet
origTrdMatchId origTrdPrc origTrdTim origTrdTimCet
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origTrnId origTrnTim origTrnTimCet
otcTrdGrp ovnRat ovrUndrCovAmnt
ovrUndrCovAmntClgCurr owner ownrshipIndictr
ParentTransactionIdSuffix parRole
partIdCodNewEm partIdCodObo partIdCodOldCm
partIdCodOldEm partIdCodSec partLastModDat partLngName
partSmbl paymDat pendingAmnt pendingDeletion
poolDefltSrplShfl poolDefltUsedSrplShfl poolId
poolOwner poolSrplShfl poolType
poolUsedSrplShfl posDescLevl2 posDescLevl3
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posDescLevl4 positionId posMovInd
posnAsdBal posnBal posnCurVal posnExrBal
posnLng posnLngAfter posnLngBal
posnLngBalPrv posnLngBefore posnNetBal
posnNetLng posnNetSht posnNonSpread posnSht
posnShtBalPrv posnShtBefore posnTrnGivUpVol posnTrnOthVol
posnTrnTakUpVol posnTrnTrdAdjVol posnTypNam
prcTyp prelimFlg preliminaryTradesAllowed
prelimIndex prgId priceStep priceStepCode
priorityDate priorityTime privlgeDescrptn
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prmPrvMthBal prmRcvBal prmVmarAmnt
prmYtdBal prntfourEyesIndictr processAsEBI
prodRebGrpId prodRebGrpIdName prodRebGrpVol prodSeg
prodSegFeeAmnt prodSegName prodTim
prodTradDat prodTrdStsCod prodTypId
prodVolM prodVolP projPrc prtMgnReqt
prtMgnUnadj prvUpdDat pstSecuNet
quoteMinQty quotePerformance quoteSizeQuality
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ratio realisedVar realisedVol reason
rebAmnt rebAmntX rebLevInPerc rebQty
recoveryInterval recTypCod redFee
redFee2 ref rejQty relatedTransactionId
repPerFromDat repPerToDat reqMthVol
reqQty reqrAmntClear reqrFeeCalcMinusCashColl reqTim
rescAccLvlNoAfter rescAccLvlNoBefore
residual residualBal resZerCstQty reuseCollAmnt
reuseSecCollFee reuseSecCollFeeRate revProgNam revRef
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riskPdVu riskPuVd riskPuVn riskPuVu
rolAssgnReq rolDescrptn rptCod
rskLimRsltMsg rskLimTyp savReb
savRebPct secCollFee secCollFeeRate secuAdminCod
secuAmnt secuBlkCollQty secuCntrCovQty secuCollVal
secuCpnRat secuCurClsPrc secuEvalPct
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secuIsin secuLstClsPrc secuLstCoupDat
secuMaxDownPrc secuMaxUpPrc secuMktVal secuPos
secuRemaLifeMth secuRemaLifeYr secuRFac secuShtNam
secuTotBalAmnt secuTrdUntNo secValueAmnt
segMgnReqUncov senderRef seqId serId
servQty servTyp servVol sessionId
setlAmnt setlmtSecuQty setlTypCod
settlAmnt settlBasis settlClgPrc settlCur
settlCurr settlDat settlementPrc
settlementVol settlFxAmnt settlInst
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settlLocat settlSpread settlTyp
shtOptMinCompInd shtOptMinCompIndPdVd
shtOptMinCompIndPdVn shtOptMinCompIndPdVu shtOptMinCompIndPuVd
shtOptMinCompIndPuVn shtOptMinCompIndPuVu
shtOptMinCompQty shtOptMinCompTxt
sideStatus sideTrader smpDeletedQty sndRcvText
spreadBidPrice spreadDaysMonth spreadQuality spreadTickValue
spreadTimeToExp sptMthNetBal sptMthSpdMgn sptMthSpdPos
sptMthSpdRat sptMthTotBal standardVar
standardVol standFee stlCurrTypCod stlmtAmntBaseCcy
stlmtAmntQuoteCcy stopPrice stopRsltMsg stratEquLegVol
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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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
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textX tfxBenfiIdNo tfxMbrBrnCod tfxMbrCod
tfxTrdStsCod thresHold thresHold2 thresHoldX
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
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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
tradingParticipant tradingRestriction
trdId trdIdB trdIdNo trdLatQty
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trdMtchPrc1 trdMtchPrcX trdMtchQty
trdNCATyp trdNo trdNomVal trdQty
trdQtyX trdr trdStlDat trdSysCod
trdUntShares trdUntVal trdVol trdVolume
trnBalAmnt trnCrdAmnt trnCshAmnt
trnDebAmnt trnDelay trnFeeAdjAmnt
trnFeeAmnt trnFeeAmntX trnHistAdjInd
trnIdNo1 trnIdNo2 trnIdNoP trnIdNoPnt
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trnTypDec trnTypText trnTypTextArt
txnFeeDay txnIdNo txnLim txnLimit
trnIdSfxNoPnt trnIdSfxNoPntX trnIdSfxNoX
trnQtyNotif trnRecTyp trnShtQty
txnTyp typeOfTransactions unadjMgnReq
unadjMgnReqClgCurr unadjMgnReqMajorCurr unadjMgnReqMgnCurr unadjMgnReqMinorCurr
undClsCurr underlyingIndex underlyingPrice
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undrFutExpYrDat undrFutProdId undrIdCod
undrIdLngNam undrIsin undrLngQty
undrLstClsPrc undrPrc undrPrvClsPrc
undrShtQty undrTicVal uniqueCntrId
uniqueProdId unUsedSecQty upAdptIntRat updCod
upperLimitPrice user userId userId1
userNumericId userOrdrNum userOrdrNumFrom
userOrdrNumTo userOrdrNumX useZeroCostQuantity
usrGroup usrIdFourEyeAppr usrIdFourEyeInit
usrIdSlowConf usrIdSlowInit usrIdSlowMs
usrIdStopConf usrIdStopInit usrIdStopMs usrLastModDat
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validityFlg valorNum valorNum1
vatAmnt vatRat vegaLimQty vegaLngLimQty
vegaShtLimQty vegaUnit verId versNo
violation violationCnt violInd
vmarNetBal vmarPayBal vmarPrvMthBal vmarRcvBal
vmarYtdBal volaStratUndrId volatilityPdVd
volatilityPdVn volatilityPdVu volatilityPuVd volatilityPuVn
volatilityPuVu volFactor volLim volLimQty
workflowstatus worstCaseScenario
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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.
Eurex
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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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3.1
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
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
cardinalities.
M/O
A usage code to indicate whether a report tag is mandatory or optional.
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.
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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.
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
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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
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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
ca051Grp, repeated 0 ... variable times:
ca051KeyGrp
M/O Text Report Heading
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ca051Grp1, repeated 1 ... variable times:
ca051Rec, repeated 1 ... variable times:
cntrIdGrp, repeated 0 ... 1 times:
cntrDtlGrp
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
ca052Grp, repeated 0 ... variable times:
ca052KeyGrp
ca052Grp1, repeated 1 ... variable times:
ca052KeyGrp1
ca052Grp2, repeated 1 ... variable times:
ca052KeyGrp2
ca052Grp3, repeated 1 ... variable times:
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ca052KeyGrp3
ca052Grp4, repeated 1 ... variable times:
ca052Rec, repeated 1 ... variable times:
cntrIdGrp, repeated 0 ... 1 times:
cntrDtlGrp
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
ca054Grp, repeated 0 ... variable times:
ca054KeyGrp
ca054Grp1, repeated 1 ... variable times:
ca054KeyGrp1
ca054Rec, repeated 1 ... variable times:
cntrIdGrp, repeated 0 ... 1 times:
cntrDtlGrp
M/O Text Report Heading
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futCntrCombRedGrp, repeated 0 ... 1 times:
cntrExpDatGrp, repeated 2 times:
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
ca752Grp, repeated 0 ... variable times:
ca752KeyGrp
ca752Grp1, repeated 1 ... variable times:
ca752KeyGrp1
ca752Grp2, repeated 1 ... variable times:
ca752KeyGrp2
ca752Grp3, repeated 1 ... variable times:
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ca752KeyGrp3
ca752Grp4, repeated 1 ... variable times:
ca752Rec, repeated 1 ... variable times:
cntrIdGrpSC7, repeated 0 ... 1 times:
cntrDtlGrpC7
Text Report Structure
NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CA752.
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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
ca770Grp, repeated 0 ... variable times:
ca770KeyGrp
ca770Grp1, repeated 1 ... variable times:
ca770KeyGrp1
ca770Grp2, repeated 1 ... variable times:
ca770KeyGrp2
ca770Grp3, repeated 1 ... variable times:
ca770KeyGrp3
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ca770Rec, repeated 1 ... variable times:
ca770ClrgLcnsRec, repeated 0 ... variable times:
Text Report Structure
NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CA770.
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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
cb001Grp, repeated 0 ... variable times:
cb001KeyGrp
cb001Grp1, repeated 1 ... variable times:
cb001KeyGrp1
cb001Grp2, repeated 1 ... variable times:
cb001KeyGrp3
cb001KeyGrp2
cb001Grp3, repeated 1 ... variable times:
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cb001Grp4, repeated 1 ... variable times:
cb001KeyGrp4
cb001Grp5, repeated 1 ... variable times:
cb001KeyGrp5
cb001Grp6, repeated 1 ... variable times:
cb001KeyGrp6
cb001Rec, repeated 1 ... variable times:
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
cb010Grp, repeated 0 ... variable times:
cb010KeyGrp
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XML Report Reference Manual
XML Report Descriptions
cb010Grp1, repeated 1 ... variable times:
cb010KeyGrp1
cb010Grp2, repeated 1 ... variable times:
cb010KeyGrp2
cb010Grp3, repeated 1 ... variable times:
cb010KeyGrp3
cb010Grp4, repeated 1 ... variable times:
cb010KeyGrp4
cb010Grp5, repeated 1 ... variable times:
cb010KeyGrp5, repeated 0 ... 1 times:
cntrDtlClassGrp
cntrDtlGrp
cb010Rec, repeated 1 ... variable times:
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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+
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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
cb011Grp, repeated 0 ... variable times:
cb011KeyGrp
cb011Grp1, repeated 1 ... variable times:
cb011KeyGrp1
cb011Grp2, repeated 1 ... variable times:
cb011KeyGrp2
cb011Grp3, repeated 1 ... variable times:
cb011KeyGrp3
cb011Grp4, repeated 1 ... variable times:
cb011KeyGrp4
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cb011Grp5, repeated 1 ... variable times:
cb011KeyGrp5, repeated 0 ... 1 times:
flxCntrDtlClassGrp
flxCntrDtlGrp
cb011Rec, repeated 1 ... variable times:
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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+
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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
cb012Grp, repeated 0 ... variable times:
cb012KeyGrp
cb012Grp1, repeated 1 ... variable times:
cb012KeyGrp1
cb012Grp2, repeated 1 ... variable times:
cb012KeyGrp2
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cb012Grp3, repeated 1 ... variable times:
cb012KeyGrp3
cb012Grp4, repeated 1 ... variable times:
cb012KeyGrp4
cb012Grp5, repeated 1 ... variable times:
cb012KeyGrp5
cb012CntrDtlClassGrp
cb012Rec, repeated 1 ... variable times:
c7TransactionIdentificationGroup
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originTradingSystemData
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Text Report Structure
NOTE : NO TEXT VERSION OF REPORT AVAILABLE FOR CB012.
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05.04.2017
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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
cb020Grp, repeated 0 ... variable times:
cb020KeyGrp
cb020Grp1, repeated 1 ... variable times:
cb020KeyGrp1
cb020Grp2, repeated 1 ... variable times:
cb020KeyGrp2
cb020Grp3, repeated 1 ... variable times:
cb020KeyGrp3
Eurex
XML Report Reference Manual
XML Report Descriptions
cb020Grp4, repeated 1 ... variable times:
cb020KeyGrp4
cb020Grp5, repeated 1 ... variable times:
cb020KeyGrp5
cb020Rec, repeated 1 ... variable times:
cntrDtlGrp
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05.04.2017
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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+
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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
cb021Grp, repeated 0 ... variable times:
cb021KeyGrp
cb021Grp1, repeated 1 ... variable times:
cb021KeyGrp1
cb021Grp2, repeated 1 ... variable times:
cb021KeyGrp2
cb021KeyGrp4
cb021Grp3, repeated 1 ... variable times:
cb021KeyGrp3
cb021Grp4, repeated 1 ... variable times:
Eurex
XML Report Reference Manual
XML Report Descriptions
cb021Grp5, repeated 1 ... variable times:
cb021KeyGrp5
cb021Rec, repeated 1 ... variable times:
flxCntrDtlGrp
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05.04.2017
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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 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+
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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
cb030Grp, repeated 0 ... variable times:
cb030KeyGrp
cb030Grp1, repeated 1 ... variable times:
cb030KeyGrp1
cb030Grp2, repeated 1 ... variable times:
cb030KeyGrp2
cb030Rec, repeated 1 ... variable times:
cntrIdGrp
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cntrDtlGrp
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
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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
cb031Grp, repeated 0 ... variable times:
cb031KeyGrp
cb031Grp1, repeated 1 ... variable times:
cb031KeyGrp1
cb031Grp2, repeated 1 ... variable times:
cb031KeyGrp2
cb031Rec, repeated 1 ... variable times:
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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
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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
cb063Grp, repeated 0 ... variable times:
cb063KeyGrp
cb063Grp1, repeated 1 ... variable times:
cb063KeyGrp1
cb063Grp2, repeated 1 ... variable times:
cb063KeyGrp2
cb063Grp3, repeated 1 ... variable times:
cb063KeyGrp3
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XML Report Reference Manual
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cb063Rec, repeated 1 ... variable times:
flxCntrIdGrp
txtGrp
Version V 3.1.3
05.04.2017
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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
cb064Grp, repeated 0 ... variable times:
cb064KeyGrp
cb064Grp1, repeated 1 ... variable times:
cb064KeyGrp1
cb064Grp2, repeated 1 ... variable times:
cb064KeyGrp2
cb064Grp3, repeated 1 ... variable times:
cb064KeyGrp3
cb064Grp4, repeated 1 ... variable times:
Eurex
XML Report Reference Manual
XML Report Descriptions
cb064KeyGrp4
flxCntrIdGrp
cb064Rec, repeated 1 ... variable times:
txtGrp
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05.04.2017
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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+
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05.04.2017
Page 104 XML Report Descriptions
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
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cb065Grp, repeated 0 ... variable times:
cb065KeyGrp
cb065Grp1, repeated 1 ... variable times:
cb065KeyGrp1
cb065Grp2, repeated 1 ... variable times:
cb065KeyGrp2
cb065Rec, repeated 1 ... variable times:
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
cb068Grp, repeated 0 ... variable times:
cb068KeyGrp
cb068ProdGrp, repeated 0 ... variable times:
cb068ProdRec, repeated 0 ... variable times:
cb068NodeGrp, repeated 0 ... variable times:
Total Member Transaction Count
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cb068NodeRec, repeated 0 ... variable times:
cb068TrdrGrp, repeated 0 ... variable times:
cb068TrdrKeyGrp
cb068TrdrRec, repeated 0 ... variable times:
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
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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
cb069Grp, repeated 0 ... variable times:
cb069KeyGrp
participantGrp
cb069ProdGrp, repeated 1 ... variable times:
cb069ProdRec, repeated 1 ... variable times:
Eurex
XML Report Reference Manual
XML Report Descriptions
cb069BusUnitGrp, repeated 1 ... variable times:
cb069BusUnitKeyGrp
businessUnitGrp
cb069SessionGrp, repeated 1 ... variable times:
cb069SessionRec, repeated 1 ... variable times:
cb069UserGrp, repeated 1 ... variable times:
cb069UserKeyGrp
cb069UserRec, repeated 1 ... variable times:
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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
05.04.2017
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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
cb080Grp, repeated 0 ... variable times:
cb080KeyGrp
cb080Grp1, repeated 1 ... variable times:
cb080KeyGrp1
cb080Grp2, repeated 1 ... variable times:
cb080KeyGrp2
cb080Grp3, repeated 1 ... variable times:
cb080KeyGrp3
cb080Rec, repeated 1 ... variable times:
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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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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
cb090Grp, repeated 0 ... variable times:
cb090KeyGrp
cb090Grp1, repeated 1 ... variable times:
cb090KeyGrp1
cb090Grp2, repeated 1 ... variable times:
cb090KeyGrp2
cb090Rec, repeated 1 ... variable times:
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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+
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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
cb095Grp, repeated 0 ... variable times:
cb095KeyGrp
cb095Grp1, repeated 1 ... variable times:
cb095KeyGrp1
cb095Grp2, repeated 1 ... variable times:
cb095KeyGrp2
cb095Rec, repeated 1 ... variable times:
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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+
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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
cb102Grp, repeated 0 ... variable times:
cb102KeyGrp
cb102Grp1, repeated 1 ... variable times:
cb102KeyGrp1
cb102Grp2, repeated 1 ... variable times:
cb102KeyGrp2
cb102Grp3, repeated 1 ... variable times:
cb102KeyGrp3
cb102Grp4, repeated 1 ... variable times:
cb102KeyGrp4
Eurex
XML Report Reference Manual
XML Report Descriptions
cb102Grp5, repeated 1 ... variable times:
cb102KeyGrp5
flxCntrIdGrp, repeated 0 ... 1 times:
cntrIdGrp, repeated 0 ... 1 times:
cntrDtlGrp
cb102Rec, repeated 1 ... variable times:
Version V 3.1.3
05.04.2017
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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+
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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
cb110Grp, repeated 0 ... variable times:
cb110KeyGrp
cb110Grp1, repeated 1 ... variable times:
cb110KeyGrp1
cb110Grp2, repeated 1 ... variable times:
cb110KeyGrp2
cb110Rec, repeated 1 ... variable times:
cntrIdGrp
cntrDtlGrp
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05.04.2017
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05.04.2017
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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
cb115Grp, repeated 0 ... variable times:
cb115KeyGrp
cb115Grp1, repeated 1 ... variable times:
cb115KeyGrp1
cb115Grp2, repeated 1 ... variable times:
cb115KeyGrp2
cb115Grp3, repeated 1 ... variable times:
cb115KeyGrp3
cb115Grp4, repeated 1 ... variable times:
cb115KeyGrp4
futCntrIdGrp
Eurex
XML Report Reference Manual
XML Report Descriptions
cb115Rec, repeated 1 ... variable times:
futCntrIdGrp
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
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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
cb120Grp, repeated 0 ... variable times:
cb120KeyGrp
cb120Grp1, repeated 0 ... variable times:
Eurex
XML Report Reference Manual
XML Report Descriptions
cb120KeyGrp1
cb120Grp2, repeated 1 ... variable times:
cb120KeyGrp2
cb120Grp3, repeated 1 ... variable times:
cb120KeyGrp3
cb120Rec1, repeated 0 ... variable times:
cntrIdGrp
cntrDtlGrp
cb120Rec2, repeated 0 ... variable times:
Version V 3.1.3
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cntrIdGrp
cntrDtlGrp
txtGrp, repeated 0 ... 1 times:
Version V 3.1.3
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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
cb130Grp, repeated 0 ... variable times:
cb130KeyGrp
cb130Grp1, repeated 1 ... variable times:
cb130KeyGrp1
cb130Grp2, repeated 1 ... variable times:
cb130KeyGrp2
cb130Grp3, repeated 1 ... variable times:
cb130KeyGrp3
Eurex
XML Report Reference Manual
XML Report Descriptions
cb130Grp4, repeated 1 ... variable times:
cb130KeyGrp4
cntrIdGrp
cntrDtlGrp
cb130Grp5, repeated 1 ... variable times:
cb130KeyGrp5
cb130Rec, repeated 1 ... variable times:
txtGrpFrom
txtGrpTo
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
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
cb140Grp, repeated 0 ... variable times:
cb140KeyGrp
cb140Grp1, repeated 1 ... variable times:
cb140KeyGrp1
cb140Grp2, repeated 1 ... variable times:
cb140KeyGrp2
cb140Grp3, repeated 1 ... variable times:
cb140KeyGrp3
cb140Grp4, repeated 1 ... variable times:
cb140KeyGrp4
Eurex
XML Report Reference Manual
XML Report Descriptions
cb140Grp5, repeated 1 ... variable times:
cb140KeyGrp5
cntrIdGrp
cntrDtlGrp
cb140Rec, repeated 1 ... variable times:
txtGrpFrom
txtGrpTo
Version V 3.1.3
05.04.2017
Page 133
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