All derivatives traded on CompliFi are issued in long-short pairs (one goes to the trader, the other is kept on pool's balance sheet), and these pairs always satisfy the collateral sufficiency equation, where intrinsic (or nominal) value of 1 long + 1 short derivative are equal to a fixed amount of collateral. In other words, if settlement were to occur at any point in the derivative's life, there is enough collateral set aside to pay both sides.