TotalNetValue <900> field – FIX 4.4 – FIX Dictionary

Used In

Description

TotalNetValue is determined as follows:

At the initial collateral assignment TotalNetValue <900> is the sum of (UnderlyingStartValue <884> * (1-haircut)).

In a collateral substitution TotalNetValue <900> is the sum of (UnderlyingCurrentValue <885> * (1-haircut)).

Used In

• Collateral Request <AX>

• Collateral Assignment <AY>

• Collateral Response <AZ>

• Collateral Report <BA>

• Collateral Inquiry <BB>