Sample Collateral Message at a TRANSACTION Level
{
"messagePayload": {
"messageType": "COLLATERAL",
"reportingJurisdiction": "CFTC",
"validationVersion": "2.0",
"reporterIdentifier" : "FAKE0044444444444400",
"counterparty1": "FAKE0044444444444400",
"counterparty1IdentifierSource" : "LEID",
"counterparty2": "FAKE0044444444444400901405",
"counterparty2IdentifierSource" : "NPID",
"submitterIdentifier" : "FAKE0044444444444400",
"actionType" : "MARU",
"eventTimestamp": "2022-11-03T00:00:00Z",
"reportingTimestamp": "2022-11-02T10:51:23Z",
"collateralDate": "2022-11-03",
"affiliatedCounterpartyForMarginAndCapitalIndicator": true,
"collateralisationCategory": "OWP2",
"initialMarginCollateralPortfolioCodeIndicator": false,
"initialMarginCollateralPortfolioCode" : "TRANSACTIONLEVEL",
"variationMarginCollateralPortfolioCodeIndicator": false,
"variationMarginCollateralPortfolioCode" : "TRANSACTIONLEVEL",
"portfolioContainingNonReportableComponentIndicator": true,
"clientMessageIdentifier": "20220607065122000648",
"clientTradeIdentifier": "20220607065122000648",
"uniqueTransactionIdentifier": null,
"initialMarginPostedByTheReportingCounterpartyPostHaircut":100,
"initialMarginPostedByTheReportingCounterpartyPreHaircut":100,
"currencyOfInitialMarginPosted": "XXX",
"additionalCurrencyOfInitialMarginPosted": "BTC",
"initialMarginCollectedByTheReportingCounterpartyPostHaircut":100,
"initialMarginCollectedByTheReportingCounterpartyPreHaircut":100,
"currencyOfInitialMarginCollected":"XXX",
"additionalCurrencyOfInitialMarginCollected":"BTC",
"variationMarginPostedByTheReportingCounterpartyPreHaircut":100,
"currencyOfVariationMarginPosted":"XXX",
"additionalCurrencyOfVariationMarginPosted":"BTC",
"variationMarginCollectedByTheReportingCounterpartyPreHaircut":100,
"currencyOfVariationMarginCollected":"XXX",
"additionalCurrencyOfVariationMarginCollected":"BTC"
}
}
Sample Collateral Message at a PORTFOLIO Level
{
"messagePayload": {
"messageType": "COLLATERAL",
"reportingJurisdiction": "CFTC",
"validationVersion": "2.0",
"reporterIdentifier" : "FAKE0044444444444400",
"counterparty1": "FAKE0044444444444400",
"counterparty1IdentifierSource" : "LEID",
"counterparty2": "FAKE0044444444444400901405",
"counterparty2IdentifierSource" : "NPID",
"submitterIdentifier" : "FAKE0044444444444400",
"actionType" : "MARU",
"eventTimestamp": "2022-11-03T00:00:00Z",
"reportingTimestamp": "2022-11-02T10:51:23Z",
"collateralDate": "2022-11-03",
"affiliatedCounterpartyForMarginAndCapitalIndicator": true,
"collateralisationCategory": "OWP2",
"initialMarginCollateralPortfolioCodeIndicator": false,
"initialMarginCollateralPortfolioCode" : "TRANSACTIONLEVEL",
"variationMarginCollateralPortfolioCodeIndicator": true,
"variationMarginCollateralPortfolioCode" : "PORTLEVEL123",
"portfolioContainingNonReportableComponentIndicator": true,
"clientMessageIdentifier": "20220607065122000648",
"clientTradeIdentifier": "20220607065122000648",
"uniqueTransactionIdentifier": null,
"initialMarginPostedByTheReportingCounterpartyPostHaircut":100,
"initialMarginPostedByTheReportingCounterpartyPreHaircut":100,
"currencyOfInitialMarginPosted": "XXX",
"additionalCurrencyOfInitialMarginPosted": "BTC",
"initialMarginCollectedByTheReportingCounterpartyPostHaircut":100,
"initialMarginCollectedByTheReportingCounterpartyPreHaircut":100,
"currencyOfInitialMarginCollected":"XXX",
"additionalCurrencyOfInitialMarginCollected":"BTC",
"variationMarginPostedByTheReportingCounterpartyPreHaircut":100,
"currencyOfVariationMarginPosted":"XXX",
"additionalCurrencyOfVariationMarginPosted":"BTC",
"variationMarginCollectedByTheReportingCounterpartyPreHaircut":100,
"currencyOfVariationMarginCollected":"XXX",
"additionalCurrencyOfVariationMarginCollected":"BTC"
}
}