MarginReportV02secl.005.001.02

MarginReportV02
MrgnRpt
Mandatory
Report Parameters
RptParams
Mandatory
Pagination
Pgntn
Mandatory
Clearing Member
ClrMmb
Mandatory
Report Summary
RptSummry
Optional
Total Margin Amount
TtlMrgnAmt
Mandatory
Collateral On Deposit
CollOnDpst
Repetition (0..n)

Post Haircut Value

PstHrcutVal
Mandatory

Definition: Value of the collateral after deduction of a percentage (the haircut) that reflects the perceived risk associated with holding this collateral.

Type: ActiveCurrencyAndAmount (Decimal)

Restrictions:

  • FractionDigits: 5
  • TotalDigits: 18
  • MinInclusive: 0

Attributes:

  • Ccy (ActiveCurrencyCode)

    Restrictions:

    • Pattern: [A-Z]{3,3}

Market Value
MktVal
Mandatory
Collateral Type
CollTp
Mandatory
Minimum Requirement Deposit
MinRqrmntDpst
Optional
Margin Result
MrgnRslt
Optional
Report Details
RptDtls
Repetition (1..n)
Supplementary Data
SplmtryData
Repetition (0..n)
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