| Tag | Name | Type | Description | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType |
|---|---|---|---|---|---|---|---|---|---|---|
| 1902 | HaircutIndicator | Boolean | Indicates, if "Y", that a stated valuation includes a haircut, e.g. that the stated value reflects the subtraction of the haircut. Note that a value of "N" does not imply a haircut is not applicable, only that the haircut (if any) is not reflected in the stated valuation. | HrctInd | 0 |
| Tag | Value | SymbolicName | Group | Sort | Description | Definition |
|---|---|---|---|---|---|---|
| 803 | 44 | GuaranteeFund | 44 | Guarantee fund |
| MsgType | ComponentID | Name | CategoryID | SectionID | AbbrName | NotReqXML | Description |
|---|---|---|---|---|---|---|---|
| CQ | The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component. In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations). |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 2191 | 1705 | Defaults to the settlement currency if not specified. | |||
| 2191 | 1706 |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 127 | 716 | 0 | 5.2 | 0 | |
| 127 | 717 | 0 | 5.4 | 0 | |
| 127 | 60 | 0 | 5.6 | 0 | |
| 2191 | 1902 | 1 | 5 | 0 |