Background

A new field required by CFTC 3.2, specific to Collateral, must be represented in the CDM.
The field Affiliated counterparty for margin and capital indicator identifies whether a counterparty is a margin affiliate under U.S. margin and capital rules (§23.159). The MarginAffiliate role already exists in the FpML coding scheme, section 4 and needs to be added to CDM to ensure consistency and regulatory coverage.

Proposal

Extend the PartyRoleEnum by adding the new value:

• Name: MarginAffiliate
• Definition: “Margin affiliate as defined by U.S. margin and capital rules §23.151.”

This update aligns CDM with FpML and supports DTCC CFTC 3.2 reporting for Collateral.

Compatibility

This change is backward compatible, as it only introduces an additional value to an existing CDM enum. Since the value is required for DRR, it is requested that it be released in CDM 5.x and also contributed to 6.x and 7dev to ensure alignment across versions.

Release

5.x Prod
6.x Prod
7 Dev

Additional Context

No response