MarginCallRequestV05colr.003.001.05

MarginCallRequestV05
MrgnCallReq
Mandatory
Transaction Identification
TxId
Mandatory
Obligation
Oblgtn
Mandatory
Agreement
Agrmt
Optional
Margin Call Result
MrgnCallRslt
Mandatory
Margin Details Due To A
MrgnDtlsDueToA
Optional
Exposed Amount Party A
XpsdAmtPtyA
Optional
Exposed Amount Party B
XpsdAmtPtyB
Optional

Exposure Convention

XpsrCnvntn
Optional

Definition: Determines how the variation margin requirement is to be calculated: - either Net, in which the exposure of all transactions in favour of party A and the the exposure of all transactions in favour of party B will be netted together or - gross in which two separate variation margin requirements will be determined.

Type: ExposureConventionType1Code (String)

Allowed Values:

  • GROS (Gross): Indicates that the exposed amount to party A and B will be netted together for the variation margin calculation, and then two separate variation margin requirements will be determined. NET1 Net Indicates that the exposed amount to party A and B will be netted together for the variation margin calculation.
  • NET1

Independent Amount Party A
IndpdntAmtPtyA
Optional
Independent Amount Party B
IndpdntAmtPtyB
Optional
Margin Terms
MrgnTerms
Optional
Collateral Balance
CollBal
Optional
Margin Details Due To B
MrgnDtlsDueToB
Optional
Requirement Details Due To A
RqrmntDtlsDueToA
Optional
Requirement Details Due To B
RqrmntDtlsDueToB
Optional
Expected Collateral Due To A
XpctdCollDueToA
Optional
Expected Collateral Due To B
XpctdCollDueToB
Optional
Margin Call Details
MrgnCallDtls
Repetition (0..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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