Message - Participant portfolio metrics

Index	Field	Type	Required	Description
1	CarryingAddress	object	YES	Address of the participant to which the metrics refer.
1.1	ClearingMemberCode	string	YES	Clearing member code
1.2	CarryingCode	string	YES	Full trading participant or settlement participant code
2	CalculationType	integer	YES	Type of calculation that produced these metrics. Possible values: CalculationType
3	CalculationDateTime	string	YES	Time at which the calculation was performed, in UTC. ISO 8601: `YYYY-MM-DDTHH:mm:ssZ`
4	CollateralBalanceResultingRisk	decimal	YES	Collateral Balance Risk - Indicates the participant's risk used to calculate the Collateral Balance. It comprises the risk from positions collateralized by the participant, unallocated trades, and Additional Margin.
5	CollateralBalance	decimal	YES	Collateral Balance - Indicates the surplus or deficit of collateral allocated to cover the participant's risk.
6	OperationalBalanceResultingRisk	decimal	YES	Operational Balance Risk - Indicates the participant's intraday risk considered when calculating the participant's Operational Balance. It comprises the risk from unallocated trades, positions collateralized by the participant, the residual risk portion of investors, and Additional Margin.
7	OperationalBalance	decimal	YES	Operational Balance - Indicates the participant's operational capacity available for new intraday trades. It considers the assigned risk limit (LRI), posted collateral, and risk already consumed.
8	CollateralAmount	decimal	YES	Deposited Collateral - Indicates the total value of collateral deposited on behalf of the participant, already valued under the risk scenario.
9	MarginCall	decimal	YES	Margin Call - Indicates the amount of collateral the participant must post to cover the collateral deficit identified by the risk calculation.

¶ Usage and Context

¶ Fields

¶ Example: Participant portfolio metrics