MarginCallResponseV05colr.004.001.05

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