5.1.6.1 View Linked Deals for Initial Margin

User can view the list of all Linked Deals having the same Initial Margin Account and linked to the selected Agreement or Portfolio.

The details that can be viewed for the Linked Deals include,

• Contract Reference, Deal Type and Value date
• Exposure and Margin details for each deal when Margin Calculation is performed internally in OBTR

Click the View Details button in Initial Margin tab of the Cash-Margin Netting Initiation Process (MGDCMINI) function to open this screen.

Figure 5-3 Initial Margin

The following table describes the fields displayed for the deals linked to the selected margin account in Initial Margin tab.

* Indicates mandatory fields.

Table 5-3 Cash-Margin Netting Initiation – Initial Margin

Field	Description
Contract Reference	Displays the Contract Reference of the linked deal.
Value Date	Displays the Value Date of the deal.
Deal Type	Displays the Deal Type of the deal.
Exposure Type	Displays the type of the deal amount considered as exposure for calculating margin required for the deal. Can be ‘Contract Value’, ‘Market Value’, ‘Principal’ or ‘Maturity Amount’
Exposure Amount	Displays the deal amount considered as exposure for calculating margin required for the deal.
Calculation Level	Displays the level at which the exposure would be aggregated for margin calculation purposes for the selected Margin Type. Can be ‘Agreement’, ‘Portfolio / Product’ or ‘Trade’
Calculation Type	Displays where the margin required was calculated for the deal. Can be ‘Internal’ or ‘External’
Calculation Method	Displays the method that is used for calculating margin required for the deal. Can be ‘SPAN', 'SIMM', 'GRID', ‘Standard Rate(%)’ or ‘Flat Amount’
Margin CCY	Displays the currency in which the margin required is calculated for the deal.
Margin Calculated	Displays the Margin Calculated for the deal in Margin currency for the exposure determined as of the process date. Applicable, only if Calculation Level is ‘Trade’ and Calculation Type is ‘Internal’ Otherwise, it is blank
Margin Required	Displays the Margin Required for the deal in Account ccy of the linked Margin Account. Same as Margin Calculated if Account ccy is same as Margin Ccy Applicable, only if Calculation Level is ‘Trade’ and Calculation Type is ‘Internal’ Otherwise, it is blank
Apply	Indicates whether the deal is included in the net margin calculation as of the process date for the Margin Account. Checked by default