CCPMemberRequirementsReportV01auth.055.001.01

CCPMemberRequirementsReportV01
CCPMmbRqrmntsRpt
Mandatory
Intra Day Requirement Amount
IntraDayRqrmntAmt
Repetition (1..n)
Intra Day Margin Call
IntraDayMrgnCall
Mandatory
Peak Initial Margin Liability
PeakInitlMrgnLblty
Mandatory

Peak Variation Margin Liability

PeakVartnMrgnLblty
Mandatory

Definition: Peak loss uncollateralised variation margin liability on the margin account during the day.

Type: ActiveCurrencyAndAmount (Decimal)

Restrictions:

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

Attributes:

  • Ccy (ActiveCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

Aggregate Peak Liability
AggtPeakLblty
Mandatory
Margin Account Identification
MrgnAcctId
Mandatory
Intra Day Margin Call
IntraDayMrgnCall
Repetition (0..n)
End Of Day Requirement
EndOfDayRqrmnt
Repetition (1..n)
Default Fund Requirement
DfltFndRqrmnt
Repetition (1..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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