| Name: | DerivativeMarginingTypeDimension |
|---|---|
| Label: | Derivative Margining Type Dimension |
| TREF ID: | DM990 |
| Type: | Predefined |
| Description: |
Information categorised according to whether a derivative is margined or not. |
| Usage: |
Dimension Members
| Name | Label | TREF ID | Description |
| Margined | Margined | DV9000 |
Derivatives where the variation margins are being used as settlement. Derivatives that are margined can still have a balance sheet position (footprint), such as when the margining only takes place when a specific threshold is reached. |
| NotMargined | Not Margined | DV8999 |
Derivatives where either the variation margins are being treated as collateral or the derivative is not subject to a margining process. |