Type: int
Type of margin requirement amount being specified.
Added in protocol FIX.5.0SP2 (102)
Valid values
| Value | Description | Added |
|---|---|---|
| 1 | Additional Margin | FIX.5.0SP2 (102) |
| 10 | Futures Spread Margin | FIX.5.0SP2 (102) |
| 11 | Initial Margin | FIX.5.0SP2 (102) |
| 12 | Liquidating Margin | FIX.5.0SP2 (102) |
| 13 | Margin Call Amount | FIX.5.0SP2 (102) |
| 14 | Margin Deficit Amount (Shortfall) | FIX.5.0SP2 (102) |
| 15 | Margin Excess Amount (Surplus) | FIX.5.0SP2 (102) |
| 16 | Option Premium Amount | FIX.5.0SP2 (102) |
| 17 | Premium Margin | FIX.5.0SP2 (102) |
| 18 | Reserve Margin | FIX.5.0SP2 (102) |
| 19 | Security Collateral Amount | FIX.5.0SP2 (102) |
| 2 | Adjusted Margin | FIX.5.0SP2 (102) |
| 20 | Stress Test Add-On Amount | FIX.5.0SP2 (102) |
| 21 | Super Margin | FIX.5.0SP2 (102) |
| 22 | Total Margin | FIX.5.0SP2 (102) |
| 23 | Variation Margin | FIX.5.0SP2 (102) |
| 24 | Secondary Variation Margin | FIX.5.0SP2 (102) |
| 25 | Rolled up margin deficit | FIX.5.0SP2 (117) |
| 26 | Spread response margin | FIX.5.0SP2 (162) |
| 27 | Systemic risk margin | FIX.5.0SP2 (162) |
| 28 | Curve risk margin | FIX.5.0SP2 (162) |
| 29 | Index spread risk margin | FIX.5.0SP2 (162) |
| 3 | Unadjusted Margin | FIX.5.0SP2 (102) |
| 30 | Sector risk margin | FIX.5.0SP2 (162) |
| 31 | Jump-to-default risk margin | FIX.5.0SP2 (162) |
| 32 | Basis risk margin | FIX.5.0SP2 (162) |
| 33 | Interest rate risk margin | FIX.5.0SP2 (162) |
| 34 | Jump-to-health risk margin | FIX.5.0SP2 (162) |
| 35 | Other risk margin | FIX.5.0SP2 (162) |
| 4 | Binary Add-On Amount | FIX.5.0SP2 (102) |
| 5 | Cash Balance Amount | FIX.5.0SP2 (102) |
| 6 | Concentration Margin | FIX.5.0SP2 (102) |
| 7 | Core Margin | FIX.5.0SP2 (102) |
| 8 | Delivery Margin | FIX.5.0SP2 (102) |
| 9 | Discretionary Margin | FIX.5.0SP2 (102) |