Variation Margin Posted - House
Definition
Refers to the fair value of collateral that the reporting entity has posted (total stock by applicable [Collateral Class]) to its counterparties as variation margin on its own proprietary derivatives positions.
Refers to the fair value of collateral that the reporting entity has posted (total stock by applicable [Collateral Class]) to its counterparties as variation margin on its own proprietary derivatives positions. Exclude variation margin delivered on outstanding contracts in the form of settlement payments, which must be reported under S.DC.3.
Applicable fields: product, sub_product, counterparty, maturity_bucket, currency, market_value, notional_value, reporting_entity.
Cross-References
Reporting Notes
Exclude variation margin delivered on outstanding contracts in the form of settlement payments, which must be reported under S.DC.3.
Version History
Current version