MarginReportV02secl.005.001.02

MarginReportV02
MrgnRpt
Mandatory
Report Parameters
RptParams
Mandatory
Pagination
Pgntn
Mandatory
Clearing Member
ClrMmb
Mandatory
Report Summary
RptSummry
Optional
Report Details
RptDtls
Repetition (1..n)
Margin Product
MrgnPdct
Repetition (0..n)
Margin Account
MrgnAcct
Mandatory
Collateralised Margin Account Indicator
CollsdMrgnAcctInd
Optional
Non Clearing Member
NonClrMmb
Repetition (0..n)
Margin Calculation Summary
MrgnClctnSummry
Optional
Margin Calculation
MrgnClctn
Repetition (1..n)
Financial Instrument Identification
FinInstrmId
Optional
Exposure Amount
XpsrAmt
Optional
Total Margin Amount
TtlMrgnAmt
Mandatory
Collateral On Deposit
CollOnDpst
Repetition (0..n)
Minimum Requirement Deposit
MinRqrmntDpst
Optional
Margin Result
MrgnRslt
Optional
Margin Type Amount
MrgnTpAmt
Optional
Initial Margin
InitlMrgn
Optional

Variation Margin

VartnMrgn
Repetition (0..n)

Definition: Provides details on the calculation of the variation margin.

Type: VariationMargin3

Financial Instrument Identification
FinInstrmId
Optional
Total Variation Margin
TtlVartnMrgn
Repetition (1..n)
Total Mark To Market
TtlMrkToMkt
Mandatory
Mark To Market Netted
MrkToMktNetd
Repetition (0..n)
Mark To Market Gross
MrkToMktGrss
Repetition (0..n)
Mark To Market Fails
MrkToMktFls
Repetition (0..n)
Fails Haircut
FlsHrcut
Optional
Other Margin
OthrMrgn
Repetition (0..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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