Tag | Field Name | XML Name | Data Type | Union Datatype | Description | Added | Depr. | Enums from tag |
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900 | TotalNetValue | @TotNetValu | 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) | Added FIX.4.4 |
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