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 subscriptionGroup the message is published on.

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

Business Date. The format is yyyy- MM-dd.

Price Tag.

Clearing Member Id.

Trading Member Id.

Client Id.

Strate Code.

Collateral Account Id.

Percentage of initial margin that must be covered with cash collateral. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Additional Margin.

Value request from Strate. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Received value from strate, before haircut. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Market Value of the positions in security collateral in ZAR (market value of the security collateral position).This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Registered Cash Amount. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Current securities amount, after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Previous securities amount, after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Current cash collateral amount (for ZAR), after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Previous cash collateral amount (for ZAR), after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

State. Valid values are: REGISTERED, COLLATERAL_CALCULATED, COLLATERAL_SEC_REGISTERED, COLLATERAL_SEC_STEPOVER, COLLATERAL_FX_REGISTERED, COLLATERAL_FX_STEPOVER, COLLATERAL_CASH_SETTLED, CLIENT_PAYMENTS,REBALANCI NG.

Status of execution. Valid values are: SUCCESS, ERROR, OVERRIDE, VALIDATION_FAILED, VALIDATION_WARNING,

Status Text. Description of validation errors.

Variation Margin.A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Funding Interest amount. A Positive value means the money being paid by the Client to the CH and A Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Dividend amount. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Settlement Date. The format is yyyy- MM-dd.

Previous Business Day Initial Margin. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Interest amount earned on cash collateral for ZAR. A Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Interest rate on cash collateral for ZAR. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.INTEREST.

The daily account summary details for FX currencies.

Previous Business Day Additional Margin. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Current cash collateral amount for FX currency (in ZAR), after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Previous cash collateral amount for FX currency (in ZAR), after haircut. This value will always be Positive This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Net amount from other systems. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Securities amount movement. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Cash collateral amount (for ZAR) movement. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Cash collateral amount movement for FX currency (in ZAR) This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Sum of all ZAR movements: Cash Collateral Movement + VM + Booking fees incl. VAT + Risk fees incl. VAT + Commissions + Funding interest + Dividend payment + Interest amount on Cash Collateral. A Positive value means the money being paid by the Client to the CH and a Negative value

The time of the event. The format is yyyy-MM-ddTHH:mm:ss.SSS.

Sum of all commissions with status New. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Booking fee amount excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

VAT for booking fee This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Fee in respect of initial margin covered with non-cash collateral excluding VAT. A Positive value means the money being paid by the Client to the CH and a Negative value means the money being paid by the CH to the Client. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

VAT for fee in respect of initial margin covered with non-cash collateral. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

Clearing fee amount excluding VAT. A Positive value means the money being paid by the Client to the CH This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.

VAT for clearing fee

Reserved1. This field is a fixed point number with a scaling factor equal to 1/DIVISOR.PRICE.