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readmeFIRE data examples

Individual element examples

Account examples

Agreement examples

Derivative examples

Security examples

Test case examples

Derivatives with Variation Margin (VM)

2 Derivatives: one is receivable at 200 GBP and the other payable at 100 GBP so the overall gross position is +100 GBP.

1 Security: 50 GBP cash collateral received as variation margin.

Note the derivatives and the security are linked through the mna_id which matches the agreement id.

2 Derivatives: one is payable at 200 GBP and the other receivable at 100 GBP so the overall gross position is -100 GBP.

1 Security: 50 GBP cash collateral posted as variation margin.

Note the derivatives and the security are linked through the mna_id which matches the agreement id.

Derivatives with Initial Margin (IM)

Note IM is directly populated on the derivative schema.

Note IM is directly populated on the derivative schema.

Non-margined derivatives

2 Derivatives with positive mtm. Note the MNA does not have the “credit_support_type” property.

2 Derivatives with negative mtm. Note the MNA does not have the “credit_support_type” property.

Non-derivatives IM posted to a CCP (e.g. RepoClear)

Security has “purpose” = “collateral” which signals it is not linked to derivative transactions.