CCPCollateralReportV01auth.067.001.01

CCPCollateralReportV01
CCPCollRpt
Mandatory
Collateral Account Owner
CollAcctOwnr
Repetition (1..n)
Identification
Id
Mandatory
Asset Holding
AsstHldg
Repetition (1..n)
Post Haircut Value
PstHrcutVal
Mandatory
Asset Type
AsstTp
Mandatory

Collateral Requirement

CollRqrmnt
Mandatory

Definition: Identifies whether collateral relates to default fund requirements or initial margin requirements.

Type: CollateralAccountType3Code (String)

Allowed Values:

  • MGIN (Margin): Specifies that the account is used to post collateral that covers the exposure resulting from trades executed for either the clearing member or its subsidiaries, or for the clearing member's customers.
  • DFLT (Default Fund): Specifies that the account is used to post collateral that covers clearing member's default risk.

Supplementary Data
SplmtryData
Repetition (0..n)
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