TotalNetValue (Tag = 900, Type: Amt)

TotalNetValue is determined as follows:

At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).

In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).

For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)

Used in:

• CollateralRequest (AX)
• CollateralAssignment (AY)
• CollateralResponse (AZ)
• CollateralReport (BA)
• CollateralInquiry (BB)
• AccountSummaryReport (CQ)

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