Tag Field Name Data Type Description Used in
900 TotalNetValue

AbbrName: TotNetValu
Amt TotalNetValue is determined as follows:
At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).
In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).

For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)
CollateralRequest
CollateralAssignment
CollateralResponse
CollateralReport
CollateralInquiry