Orchimate 1.4.2 /

JSE External Messaging API2.8.9

Orchestra Hub

The sequence number is a unique number for all events published for the same flow.

The id of the risk node the message is published on.

The channel this result was calculated for. DEFAULT is the normal channel.

The currency code according to ISO 4217.

This value is not used in the JSE implementation of RTC.

Any profit or loss given the current market value compared to the previous mark-to- market value (or trade value). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

The Initial Margin for the risk node, defined as J-SPAN IM + Liquidation Period Add-On + Large Position Add-On + SM. A positive value indicates a risk. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

The sum of the values of all the collateral positions in the collateral account of the risk node. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

The id of the subscriptionGroup the message is published on.

The liquidation period add-on value for the risk node. The liquidation period add-on is an amount that gets added to the margin calculated by J-SPAN. The Liquidation Period add-on increases the margin requirement when the client's notional exposure in a particular underlying forms a significant portion of the value that gets traded in the market on a daily basis. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

The large position add-on value on the risk node. This is an additional IM to compensate for large positions or concentration risk. This calculation takes into account position size thresholds which will are defined by the JSE. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

The J-SPAN IM value, based on the positions on the risk node and the CSE risk arrays. The J-SPAN algorithm uses the netted positions of all the accounts under the risk node. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

The additional margin value on the risk node. Additional Margin is a margin that is added on top of IM and calculated as a percentage on IM. Different members and clients can have different additional margin percentages. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

The additional margin percentage value on the risk node.

The risk limit value on the risk node. The global risk limit for the clearing house, or a more strict limit for the Clearing Member, Trading Member or Client. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

The value against limit value on the risk node, calculated as (IM + AM) - (VM + Collateral value). This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

The alert indicator for the risk node. True if valueAgainstLimit is larger than riskLimit, false otherwise.

The settlement margin on the risk node. For risk nodes with settlement positions for physical delivery positions: SM = official SMR * quantity (netted on risk node).

The notional exposure for asset class Equity for this risk node. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

The notional exposure for asset class FX for this risk node. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.