CCPAccountPositionReportV01auth.068.001.01

Definition: Change in value of position for a unit change in the index. Usage: for interest rate swaps the PV01 of the net position, for credit default swaps the DV01 of the net position, for index products with a fixed value per unit move, the total weighted value of a one unit move in the index for the net contracts in the position, weighted by the delta of the contracts in the position. Indicates whether net long position is positive.

Type: AmountAndDirection102