NSD’s trade repository messages specifications
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Monthly Statistic
CollateralValueAllocationEnum
Value
Description
Buffer
The 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.
Full
The full amount is being allocated
ExcessOverMargin
The allocated amount is an excess over the margin requirement
Margin
The allocated amount for margin requirement