Representing variation margin in position messages

1

Hi Team,

Can I represent the variation margin in the position messages as shown below

/FIXML/PosRpt/Amt/@Amt where /FIXML/PosRpt/Amt/@Typ = TVAR [TVAR = Trade variation amount]

Thanks,
Rahul

2

In the context of a single position, you can use the PositionReport(35=AP) message with PosAmtType(707)=TVAR to identify the variation margin it causes.

In the context of margin accounts, you can use the MarginAmount repeating group with MarginAmtType(1644)=23 for variation margin in the MarginRequirementReport(35=CJ) message.

3

@hanno.klein Many thanks for the reply.