3.6 Securities Repo Value Dated changes

This topic provides the instructions to capture the RFR details in Securities Repo Value dated changes.

The Securities Repo Value Amendment screen, Interest call form is enhanced to have similar new fields introduced in Treasury Interest Class Definition (CFDTRINC) screen.

1. On the Securities Repo Value Amendment screen, click Interest.

   ICCF screen is displayed.

2. On the ICCF screen, below fields are editable during VAMI
   • Customer Margin
   • Spread Adjustment

   No change is allowed for a RFR contract with payment delay method in between the schedule actual due date and the payment date calculated after adding payment delay days.

   This topic has the following topic:

• Securities Repo Payment Input
  Use the Securities Repo Payment Input to process the payment method.