Additional information is reported regularly and includes:
- the proposed distribution of the expected amount of entitlements:
- monthly,
- the first two months of each quarter,
- the proposed distribution of the actual amount of entitlements:
- ends-of-quarter reports,
- at the level of collateral accounts (PB) defined in kdpw_stream for each clearing member (NKK detail level).
The percentage participation in collateral by PB account with its attributes (Ownership type, Membership type, Representation agreement identifier) for each clearing member by currency and by collateral category is equal to the aggregate value of NKK collateral divided by the aggregate value of the member’s collateral in the given month. Entitlements at PB account level for each clearing member are equal to the percentage participation times the value of entitlements attributable to the clearing member, mathematically rounded off to two decimal points.
Additional information concerning the proposed distribution of benefits includes the following types of collateral:
- initial margin (MARS),
- OTC initial deposit (OTCL),
- OTC initial margin (OTCM),
- negotiated securities lending and borrowing initial deposit (MRLI),
- initial margin (MRLB).
The service of reporting information about the value of entitlements earned on clearing guarantee system resources is provided free of charge.