DerivativesTradeMarginDataTransactionStateReportV01auth.109.001.01

Definition: Value of the variation margin received, including cash settled, by the reporting counterparty from the other counterparty. Where variation margin is received on a portfolio basis, this field should include the overall value of variation margin received for the portfolio. Post-haircut values of margins depend on associated risk of changes in collateral value and therefore on the nature of the collateral posted (or collected).

Type: ActiveOrHistoricCurrencyAnd20DecimalAmount (Decimal)

Restrictions:

• FractionDigits: 20
• TotalDigits: 25
• MinInclusive: 0

Attributes:

• Ccy (ActiveOrHistoricCurrencyCode)

  Restrictions:

  • Pattern: [A-Z]{3,3}