NSD’s trade repository messages specifications

Current specification

CollateralValueAllocationEnum

ValueDescription
BufferThe amount that is being allocated from a buffer account. A buffer account is meant to hold funds that the FCM can use to cover the liability of any client. In effect, the FCM has provided funds that are available to meet its customers’ needs and the DCO may use such collateral to meet a default by a customer to the same extent as if the customer provided the collateral.
FullThe full amount is being allocated
ExcessOverMarginThe allocated amount is an excess over the margin requirement
MarginThe allocated amount for margin requirement