CCPMemberRequirementsReportV01auth.055.001.01

CCPMemberRequirementsReportV01
CCPMmbRqrmntsRpt
Mandatory
Intra Day Requirement Amount
IntraDayRqrmntAmt
Repetition (1..n)
Intra Day Margin Call
IntraDayMrgnCall
Repetition (0..n)
End Of Day Requirement
EndOfDayRqrmnt
Repetition (1..n)
Initial Margin Requirements
InitlMrgnRqrmnts
Mandatory

Variation Margin Requirements

VartnMrgnRqrmnts
Mandatory

Definition: Total change in the mark-to-market value of the margin account from the previous day, net of changes in mark-to-market relating to the entry or exit of derivative positions not entered into at zero mark-to-market (such as option premiums and upsettled upfront fees). Indicates whether the variation margin is paid to clearing members.

Type: AmountAndDirection102

Amount
Amt
Mandatory
Sign
Sgn
Mandatory
Margin Account Identification
MrgnAcctId
Mandatory
Default Fund Requirement
DfltFndRqrmnt
Repetition (1..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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