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) |