What is the CFTC: Daily Collateral/Margin Report?

The SDR 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 SDR and not a separate file for each asset class. The Collateral/Margin file should include data records received by the SDR from 12:00:00 AM (in the SDR’s time zone) up to the last instant before midnight (in the SDR’s time zone) for the Report date based on the “SDR 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 SDR in the prescribed time parameters.