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(RecognisedClearingHousesCentralCounterparties) |
This dimension categorises the reported data according to relationships with recognised clearing houses and central counterparties.
Clearing houses and central counterparties (CCPs) are financial auxiliaries according to ANZSIC 2006. Recognised CCPs are clearing houses that interpose themselves between counterparties to contracts traded in one or more financial markets, becoming the buyer to every seller and the seller to every buyer. A CCP becomes counterparty to trades with market participants through novation, an open offer system, or another legally binding arrangement.
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This dimension categorises the reported information by the country of residence/location of the counterparty from whom the reporting party directly derives its return on investment in the financial asset and on whom the reporting party has the primary claim when liquidating the asset. Residence/location is determined by where the entity is permanently located, physically and/or by way of law or registration, inside or outside a country's borders. Foreign branches or subsidiaries are classified as residents of the country in which they operate.
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(NotMargined) |
Information categorised according to whether a derivative is margined or not.
Derivatives where either the variation margins are being treated as collateral or the derivative is not subject to a margining process.
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This dimension identifies what the derivative entitles you to do or obliges you to provide.
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(MarketValueChanges) |
This dimension categorises the reported data according to the type of movement in financial instrument valuation.
The aggregate value of all market value changes.
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