Derivative Margining Type Dimension Information categorised according to whether a derivative is margined or not. Not Margined Derivatives where either the variation margins are being treated as collateral or the derivative is not subject to a margining process. Margined Derivatives where the variation margins are being used as settlement. Derivatives that are margined can still have a balance sheet position (footprint), such as when the margining only takes place when a specific threshold is reached.