263. In order to effectively monitor exposures, it is necessary to have detailed information on the collateralisation of derivatives. Currently, there are 15 fields that relate to collateralisation. All of these are also reflected in the CDE guidance:

a. Field 1.21 Collateralisation (CDE 2.47);

b. Field 1.22 Collateral Portfolio (CDE 2.29);

c. Field 1.23 Collateral Portfolio Code (CDE 2.30);

d. Field 1.24 Initial margin posted (CDE 2.31);

e. Field 1.25 Currency of the initial margin posted (CDE 2.33);

f. Field 1.26 Variation margin posted (CDE 2.37);

g. Field 1.27 Currency of the variation margins posted (CDE 2.39);

h. Field 1.28 Initial margin received (CDE 2.34);

i. Field 1.29 Currency of the initial margin received (CDE 2.36);

j. Field 1.30 Variation margin received (CDE 2.40);

k. Field 1.31 Currency of the variation margins received (CDE 2.42);

l. Field 1.32 Excess collateral posted (CDE 2.43);

m. Field 1.33 Currency of the excess collateral posted (CDE 2.44);

n. Field 1.34 Excess collateral received (CDE 2.45);