1. Collateral Margin & Settlement Netting User Guide
  2. Processing Settlement Netting
  3. Cash-Margin Net Settlement
  4. Scheme Balance Summary

5.2.6 Scheme Balance Summary

User can verify the Scheme balances for each group of transactions linked to the selected settlement scheme and select the group of transactions to be included in this net settlement transaction.

  • Scheme balances are displayed as net payable or receivable calculated for all transactions grouped based on the Settlement Type, Agreement or Portfolio, Margin Code and Component Type
  • Includes all pre-netting transactions and other cash transfers marked for netting, that are selected to be included in this net settlement transaction

Table 5-10 Scheme Balance Summary

Field Description

Settlement Type

Displays the Cashflow Type of the group of transactions selected for the net settlement.

  • Can be ‘Initial Margin’, ‘Variation Margin’ or ‘Deal Cashflows’

Agreement/Portfolio

Displays the Agreement or Portfolio of the group of transactions selected for the net settlement.

  • This field cannot be blank

Margin Code

Displays the Margin Code defined for the selected Agreement and applicable for the group of transactions selected for the net settlement.

  • Displays the ‘Margin Type’ when the value displayed for Agreement/Portfolio field is a Portfolio
  • This field is not applicable and is blank, when the Settlement Type is ‘Deal Cashflows’

Component Type

Displays the Component Type of the group of transactions selected for the net settlement.

  • This field is not applicable and is blank, when the Settlement Type is ‘Initial Margin’ or ‘Variation Margin’

Net Payable Amount

Displays the Net Amount Payable by the bank, in Settlement Currency, calculated for the group of transactions based on the selected Settlement Type, Agreement or Portfolio and Margin Code or Component Type.

  • Blank, if the Net Amount calculated is receivable by the Bank

Net Receivable Amount

Displays the Net Amount Receivable by the bank, in Settlement Currency, calculated for the group of transactions based on the selected Settlement Type, Agreement or Portfolio and Margin Code or Component Type.

  • Blank, if the Net Amount calculated is payable by the Bank

Parent topic: Cash-Margin Net Settlement