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      Canada Guidebook: Collateral/Margin Report

      The TR must provide a daily file that contains margin data received on any given Report date. The Collateral/Margin file will be a single cross-asset file by TR and not a separate file for each asset class. The Collateral/Margin file should include data records received by the TR from 12:00:00 AM (in EST/EDT) up to the last instant before midnight (in EST/EDT) for the Report date based on the “TR receipt timestamp”.

      This file should include current margin data as well as any corrections to prior days’ collateral/margin records that were received by the TR in the prescribed time parameters.

      Canada Guidebook Collateral/Margin Report Specs