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propertyorig_mtm_eursecurity

orig_mtm_eur


The orig_mtm_eur is the mark-to-market value of the security in euro at the origination of the transaction. It identifies the original protection value that was established at the date when the protection item was originally received as a credit protection

In the context of AnaCredit, the original protection value is a monetary amount in euro. The original protection value will remain unchanged throughout the entire life of the instrument.


Reference: AnaCredit Reporting Manual Part II , Section 9.4.9, Original protection value