Variation Margin Received
Definition
Refers to the fair value of collateral that the reporting entity has received (total stock by applicable [Collateral Class]) from its counterparties as variation margin against both house and customer positions.
Refers to the fair value of collateral that the reporting entity has received (total stock by applicable [Collateral Class]) from its counterparties as variation margin against both house and customer positions. Exclude variation margin received on outstanding contracts in the form of settlement payments, which must be reported under S.DC.4. Use the [Netting Eligible] field to identify the value of collateral that meets the criteria referenced in section 107(f)(1) of the LRM Standards.
Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, notional_value, reporting_entity.
Cross-References
Reporting Notes
Exclude variation margin received on outstanding contracts in the form of settlement payments, which must be reported under S.DC.4. Use the [Netting Eligible] field to identify the value of collateral that meets the criteria referenced in section 107(f)(1) of the LRM Standards.
Version History
Current version