3.9 Product Code - HMGD

HMGD – ETD Margin Product

Business Scenario

ETD Margin product HMGD is parameterized with following features.

Synopsis (ex. high level features etc.)

• Exchange Traded Derivative Liquidation Deals
• Defines the Brokerage Scheme for Broker

Detailed Coverage

HMGD Exchange Traded Derivative (ETD) Margin product covers the following features,

Table 3-15 Detailed Coverage

Features	Type
Types of the Product	Scheme for Broker (BR)
NA	NA

Events Covered (including brief information on accounting)

Product HMGD has the Life Cycle of Exchange Traded Derivative as listed below:

Table 3-16 Events Covered

Events Covered	Terminology
ADIM	Initial Margin Capture
ADVM	Variation Margin Adjustments
LIQD	Margin Cash Flow Liquidation
MREF	Margin refund
MTOP	Margin top up
RVIM	Reverse-initial Margin Capture
RVVM	Reverse-variation Margin Adjustments
SCDF	Scheme Definition

Advices Supported

Following Advices setup done in the SHOL Product as part of Product Life Cycle:

• NA

Messages

Following SWIFT Messages setup done in the HMGD product as part of product life cycle:

Table 3-17 Messages

SWIFT Messages	Description
MT202	Payment Message
NA	NA

Interest / Charges / Commission & Fees

Charges

NA

Special/Other Features

Other Features

Apart from the above mentioned features, following features can be parametrized.

• Applicable for Cash / Securities
• ReKey Required

Additional information

Other Special Maintenance

Following are the Maintenance Required in OBTR to use the this product for ETD Portfolio Product-

• ED Branch Parameter
• Treasury Branch Parameter
• Treasury Messaging Parameter
• Local Holidays
• ETD Batch Maintenance
• Floating Rate Maintenance