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The portfolio entities entity describes the various entities which are associated with a portfolio. These are available in CORE schema 1.2 and above (http://cmegroup.com/schema/core/1.2)
Name | XML Name | XML Type | Data Type | Min Occurs | Max Occurs | Description |
|---|---|---|---|---|---|---|
Futures Pre-Portfolio Margining Amount | futPreAmt | Attribute | 0 | 1 | The margin amount for futures prior to portfolio margining. | |
Futures Post-Portfolio Margining Amount | futPostAmt | Attribute | 0 | 1 | The margin amount for futures after portfolio margining. | |
IRS Pre-Portfolio Margining Amount | futPreAmt | Attribute | 0 | 1 | The margin amount for IRS prior to portfolio margining. | |
IRS Post-Portfolio Margining Amount | otcPostAmt | Attribute | 0 | 1 | The margin amount for IRS after portfolio margining. | |
Difference Amount | diffAmt | Attribute | 0 | 1 | Margin Savings amount due to portfolio margining. |
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