Version date: 23 October 2023 - onwards
5.3.2 Reporting of margin for a new derivative collateralized at portfolio level (para. 550)
550. In the scenario below, the reporting counterparty, Counterparty J (with LEI CCCCCCCCCCCCCCCCCCCC) is also a clearing member. It reports the amount of 1,000,000 EUR posted as initial margin and the amount of 300,000 EUR as variation margin posted to CCP O (with LEI BBBBBBBBBB1111111111) . The counterparty also reports excess collateral of 100,000 EUR.