CCPMemberRequirementsReportV01auth.055.001.01

Definition: Peak intraday liability (sum of increase in initial margin relative to end of day plus sum of decrease in variation margin relative to end of day) for a margin account during the day. Liabilities are shown as positive integers.

Type: ActiveCurrencyAndAmount (Decimal)

Restrictions:

• FractionDigits: 5
• TotalDigits: 18
• MinInclusive: 0

Attributes:

• Ccy (ActiveCurrencyCode)

  Restrictions:

  • Pattern: [A-Z]{3,3}