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The following are the options in the Variation Margin panel.
Option |
Tag |
Description |
Variation Margin |
|
|
Select Query Option |
2283 |
Specifies processing for the variation margin. For example, you can calculate variation margin for one entity and security or all entities and securities. Options include:
One Entity/One Security
One Entity/All Securities
All Entities/One Security
All Entities/All Securities
The system displays additional fields depending on your selection. For example, if you select All Entities/All Securities, the system requires you to enter broker information and entity attributes. |
Entity Information |
|
|
Entity ID |
1163 |
Specifies the unique identifier of the entity.
This field is only displayed if you select One Entity/One Security or One Entity/All Securities from the Select Query Option drop down list. |
Entity Name |
1164 |
Specifies the name of the entity.
This field is only displayed if you select One Entity/One Security or One Entity/All Securities. |
Security Information |
|
|
Asset ID Type |
1432 |
Specifies the asset identifier type for the security.
This field is only displayed if you select All Entities/One Security or One Entity/One Security. |
Asset ID |
14 |
Specifies the asset identifier for the security.
This field is only displayed if you select All Entities/One Security or One Entity/One Security. |
Issue Name |
96 |
Specifies the name of the security.
This field is only displayed if you select All Entities/One Security or One Entity/One Security. |
Variation Margin Date |
|
|
Variation Margin Date |
461 |
Specifies the date through which the variation margin is calculated. |
Approval Information |
|
|
Approve Margin |
16005 |
Indicates whether to approve variation margin after calculating it. Options include:
Yes. Approves variation margin for the effective date specified in the Variation Margin Date field.
No. Does not approve variation margin. You can use the Approve Margin panel to approve variation margin as a separate process. |
Advance Variation Margin Settlement Date |
2413 |
Determines whether to set the margin settlement date to equal the approval date, or trade date, plus one business day. This field appears if you set the Approve Margin field to a value of Yes. Options include:
Yes. The system applies a margin settlement date equal to Margin Date +1 Business Day.
No. The system applies a margin settlement date equal to the approval date, or trade date.
<Blank>. Default. If you do not choose a value and leave this field blank, the system applies a margin settlement date equal to Margin Date +1 Business Day. |
Margin Approval Frequency |
16006 |
Identifies the margin approval frequency. If you do not run approvals on a daily basis, this option determines whether to approve each day's margin as separate cash events or as a lump sum. This field appears if you select a query option for one entity and set the Approve Margin field to a value of Yes. Options include:
Daily. Allows you to approve margin in daily increments. The system creates a cash traded record for each business day from the last approval date to the approval date specified on the panel.
Accumulated. Approves variation margin as a lump sum. The system creates one approval cash traded record for the total margin since the last approval date for the approval date specified on the panel. |
Broker Information |
|
|
Clearing Broker |
1236 |
Specifies the clearing broker.
This field is only displayed if you select All Entities/All Securities, One Entity/All Securities, All Entities/One Security, and All Entities/All Securities. |
Batch Fetch Limit |
8134 |
Specifies the maximum number of events to submit to the engine at one time. The default is 200. |
Entity Attributes |
|
|
Conversion Value |
3914 |
Specifies the conversion value.
This field is only displayed if you select All Entities/All Securities, All Entities/One Security, and All Entities/All Securities. |
Process Center |
4896 |
Specifies the process center.
This field is only displayed if you select All Entities/All Securities, All Entities/One Security, and All Entities/All Securities. |
Exchange Rate Source |
514 |
Specifies the exchange rate source.
This field is only displayed if you select All Entities/All Securities, All Entities/One Security, and All Entities/All Securities. |
Domestic/Foreign Indicator |
|
|
Domestic/Foreign Processing Indicator |
10706 |
Specifies the type of positions you are processing. Options include:
Foreign Only (Local Currency Not = Base Currency). Foreign positions only.
None. Domestic and foreign positions. |
Partition |
95 |
Specifies the entity partition code. It appears when you select All Entities/One Security, or All Entities/All Securities in the Select Query Option field. |
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