CCPMemberRequirementsReportV01auth.055.001.01

  • CCPMemberRequirementsReportV01

Scope

The CCPMemberRequirementsReport message is sent from the central counterparty to the national competent authority. It is used to inform the national competent authority about the collateral requirements that a central counterparty obligates a clearing member post at the central counterparty.

Outline

The CCPMemberRequirementsReportV01 MessageDefinition is composed of 5 MessageBuildingBlocks:

  • Intra Day Requirement Amount — Obligations of a clearing member with respect to a central counterparty that are calculated based on intraday positions.
  • Intra Day Margin Call — Describes an instance of an intraday margin call being made against a margin account.
  • End Of Day Requirement — Obligations of a clearing member with respect to a central counterparty that are calculated based on end of day positions.
  • Default Fund Requirement — Requirement for a clearing member to post collateral at a central counterparty with respect to a default fund.
  • Supplementary Data — Additional information that cannot be captured in the structured elements and/or any other specific block.

CCPMemberRequirementsReportV01

CCPMmbRqrmntsRpt
Mandatory

Type: CCPMemberRequirementsReportV01

Intra Day Requirement Amount
IntraDayRqrmntAmt
Repetition (1..n)
Intra Day Margin Call
IntraDayMrgnCall
Repetition (0..n)
End Of Day Requirement
EndOfDayRqrmnt
Repetition (1..n)
Default Fund Requirement
DfltFndRqrmnt
Repetition (1..n)
Supplementary Data
SplmtryData
Repetition (0..n)
Central CounterpartyNational Competent AuthorityCCPMemberRequirementsReportV01
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