FIX TAG 900
TotalNetValue
Definition
TotalNetValue is determined as follows: At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)). In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)). For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)
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FIX 4.2 FIX 4.4
This tag is not present in the FIX 4.2 source. There is no definition or value list to compare.
No enumerated values are defined for this field in this source.
About the Amt data type
float field typically representing a Price times a Qty
Used in messages 5
Includes nested components and repeating groups. Open a location to see its surrounding requirements.
35=AXCollateralRequestMessage body35=AYCollateralAssignmentMessage body35=AZCollateralResponseMessage body35=BACollateralReportMessage body35=BBCollateralInquiryMessage body