SecuritiesFinancingReportingPositionSetReportV01auth.105.001.01

Definition: Collateral haircut, a risk control measure applied to underlying collateral whereby the value of that underlying collateral is calculated as the market value of the assets reduced by a certain percentage. In the case of margin lending, collateral haircut or margin requirement, a risk control measure applied to the entire collateral portfolio whereby the value of that underlying collateral is calculated as the market value of the assets reduced by a certain percentage. Only actual values, as opposed to estimated or default values are to be reported for this attribute.

Type: PercentageRate (Decimal)

Restrictions:

• FractionDigits: 10
• TotalDigits: 11