Document ID: chunk:federal_register_of_legislation:F2024C01137:reg:11
Version: federal_register_of_legislation:F2024C01137
Segment Type: reg
Provision Reference: reg 11
Character Range: 305423–306831

11                                                                         Collateral portfolio code (variation margin)                      If the OTC Derivative the subject of the Reportable Transaction is collateralised and collateral is reported on a Portfolio Basis, a unique code, determined by the Reporting Entity to identify the collateral portfolio of amounts of variation margin, unless the collateralisation does not involve amounts of variation margin.                                        An alphanumeric code of no more than 52 characters.                                                            Any alphanumeric value.
                                                                                                                                             If there is only one collateral portfolio of amounts of margin that does not distinguish between margin that is initial margin and margin that is variation margin, the unique code is of that portfolio.
                                                                                                                                             This data element is reported as the same code as Collateral portfolio code (initial margin) (item 10 above) if there is only one collateral portfolio and the amounts of initial and variation margin are distinguished within that portfolio.
Data elements related to collateral amounts