Computed / Derived — peak-margin — Data Flow
Why this page is structured this way: This is the field-first view for the computed/derived
[peak-margin]pseudo-section. These fields don’t exist at KYC onboarding time; they’re produced by operations (trade execution, margin computation, settlement files, etc.). To see the same data from the destination’s perspective, jump from the atlas overview.
- 6 unique fields in this section.
- 6 field-destination relationships total.
Data flow table
Section titled “Data flow table”Sorted by field_id, then destination.
| field_id | field_name | destination | destination_field_name | destination_format | frequency | transformation | quirks_notes | spec_source |
|---|---|---|---|---|---|---|---|---|
| pm-collateral_value | Collateral Value at Snapshot | regulatory-reports | CollateralValue | NUMBER(15,2) | daily | derived from Y | allocated + re-pledged after prudential haircut excluding 50:50 rule; checked across NCL segments + other CCs | NCL/CMPT/55381 |
| pm-peak_margin_requirement | Peak Margin Requirement | regulatory-reports | PeakMarginReq | NUMBER(15,2) | daily | derived from Y | max of 4 intraday snapshots per client; included in client-margin reporting file to TM/CM | MCXCCL/RISK/184/2025 |
| pm-short_allocation_amount | Short Allocation Amount | regulatory-reports | ShortAllocation | NUMBER(15,2) | daily | derived from Y | min upfront margin less collateral value; penalty if not justified by permitted reason code | NCL/CMPT/55381 |
| pm-short_allocation_reason_code | Short Allocation Reason Code | regulatory-reports | ReasonCode | CHAR(2) | daily | [direct] | 5 permitted codes: excess at other CC, EPI of securities, wrong-client trades, NRI trades, late allocation acceptance | NCL/CMPT/55381 |
| pm-snapshot_seq | Snapshot Sequence | regulatory-reports | SnapshotSeq | CHAR(4) | daily | [direct] | SA01/02/03 = intraday at snapshot; SA04/05/06 = EOD/max; nomenclature per NCL/CMPT/55381 | NCL/CMPT/55381 |
| pm-snapshot_time | Snapshot Timestamp | regulatory-reports | SnapshotTime | TIMESTAMP HHMMSS | daily | formatted | CC takes 4 random snapshots in 11:00-11:30 / 12:30-13:00 / 13:30-14:00 / 14:30-15:00 windows | MCXCCL/RISK/184/2025 |
Verified through
Section titled “Verified through”2026-05-14
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