Type of margin requirement amount being specified.
Code | Meaning |
---|---|
1 | Additional Margin |
2 | Adjusted Margin |
3 | Unadjusted Margin |
4 | Binary Add-On Amount |
5 | Cash Balance Amount |
6 | Concentration Margin |
7 | Core Margin |
8 | Delivery Margin |
9 | Discretionary Margin |
10 | Futures Spread Margin |
11 | Initial Margin |
12 | Liquidating Margin |
13 | Margin Call Amount |
14 | Margin Deficit Amount (Shortfall) |
15 | Margin Excess Amount (Surplus) |
16 | Option Premium Amount |
17 | Premium Margin |
18 | Reserve Margin |
19 | Security Collateral Amount |
20 | Stress Test Add-On Amount |
21 | Super Margin |
22 | Total Margin |
23 | Variation Margin |
24 | Secondary Variation Margin |
25 | Rolled up margin deficit |
26 | Spread response margin |
27 | Systemic risk margin |
28 | Curve risk margin |
29 | Index spread risk margin |
30 | Sector risk margin |
31 | Jump-to-default risk margin |
32 | Basis risk margin |
33 | Interest rate risk margin |
34 | Jump-to-health risk margin |
35 | Other risk margin |