Run Variation Margin Panel Options
The following are the options in the Run Variation Margin panel. You can use this panel to calculate the variation margin amount for contracts.
Option | Tag | Description |
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Variation Margin | Â | Â |
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:
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 | Â | Â |
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 | Â | Â |
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. |
Broker Information | Â | Â |
Clearing Broker | 1236 | Specifies the name of the clearing broker. If you are processing one security and you select an entity where Segregate Derivatives is set to Yes, you must specify a value. |
Clearing Broker Code | 1237 | Specifies the clearing broker code associated with the selected clearing broker. If you are processing one security and you select an entity where Segregate Derivatives is set to Yes, you must specify a value. |
Variation Margin Date | Â | Â |
Variation Margin Date | 461 | Specifies the date through which the variation margin is calculated. |
Approval Information | Â | Â |
Approve Margin | 16005 | Indicates whether to approve variation margin after calculating it. Options include:
|
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:
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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:
|
Batch Fetch Limit | 8134 | Specifies the maximum number of events to submit to the engine at one time. The default is 200. |
Entity Attributes | Â | Â |
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 | Â | Â |
Domestic/Foreign Processing Indicator | 10706 | Specifies the type of positions you are processing. Options include:
|
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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