The metrics in use for C 34.10 seem rather contradictory in relation to the rows of the reporting form and the contents of the ITS. Because the DPM model and the ITS appear somewhat contradictory, we see that there are two possibilities:

1. The DPM model is correct: the intention is to report the exposure values (mi119) of CCP derivatives, categorized based on whether the IM is segregated or not. Also based on the structure of the template, it seems that rows 0120-0200 are meant to be a breakdown of the sum reported in row 0110 by different criteria.
2. The DPM model is wrong: by reading the ITS, the intention is to report the margin information of CCP derivatives in the same way as, for example, in C 34.08, based on the fair value metric (mi812).

An example: 

Let’s take as an example a CCP derivative with an exposure value of 100 000 and a segregated initial margin of 500 000. Thus, the derivative in question should be reported on row 0070, since the initial margin is segregated. However, the question is whether the exposure value of the derivative (100 000) or the amount of the initial margin itself (500 000) should be reported on row 0070?