CCPAccountPositionReportV01auth.068.001.01

CCPAccountPositionReportV01
CCPAcctPosRpt
Mandatory
Portfolio
Prtfl
Repetition (1..n)
Identification
Id
Mandatory
Position
Pos
Repetition (1..n)
Product Identification
PdctId
Mandatory
Risk Requirement
RskRqrmnt
Optional
Initial Margin Requirement
InitlMrgnRqrmnt
Optional

Variation Margin Requirement

VartnMrgnRqrmnt
Optional

Definition: Daily change in mark-to-market for the associated position. Indicates whether variation margin paid to clearing members (true) or received from clearing members (false).

Type: AmountAndDirection102

Amount
Amt
Mandatory
Sign
Sgn
Mandatory
Gross Notional
GrssNtnl
Mandatory
Net Notional
NetNtnl
Mandatory
Gross Delta Equivalent Value
GrssDltaEqvtVal
Optional
Net Delta Equivalent Value
NetDltaEqvtVal
Optional
Gross Delta Equivalent Quantity
GrssDltaEqvtQty
Optional
Net Delta Equivalent Quantity
NetDltaEqvtQty
Optional
Gross Market Value
GrssMktVal
Mandatory
Supplementary Data
SplmtryData
Repetition (0..n)
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