FIX 4.4 : Collateral Assignment <AY> message

Structure | Related Messages

Description

Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request <AX> message.

The Collateral Assignment <AY> message can be used to perform the following:

  • Assign initial collateral
  • Replace collateral

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = AY
902 CollAsgnID Y

Unique Identifer for collateral assignment

894 CollReqID N

Identifer of CollReqID <894> to which the Collateral Assignment <AY> is in response

895 CollAsgnReason Y

Reason for collateral assignment

903 CollAsgnTransType Y

Collateral Transaction Type

907 CollAsgnRefID N

Collateral assignment to which this transaction refers

60 TransactTime Y
126 ExpireTime N

For an Initial assignment, time by which a response is expected

Component Block - <Parties> N
1 Account N

Customer Account

581 AccountType N

Type of account associated with the order (Origin)

11 ClOrdID N

Identifier fo order for which collateral is required

37 OrderID N

Identifier fo order for which collateral is required

198 SecondaryOrderID N

Identifier fo order for which collateral is required

526 SecondaryClOrdID N

Identifier fo order for which collateral is required

124 NoExecs N

Executions for which collateral is required

=> 17 ExecID N

Required if NoExecs <124> > 0

897 NoTrades N

Trades for which collateral is required

=> 571 TradeReportID N

Required if NoTrades <897> > 0

=> 818 SecondaryTradeReportID N
Component Block - <Instrument> N

Insert here the set of "<Instrument>" fields

Component Block - <FinancingDetails> N

Insert here the set of "<FinancingDetails>" fields

64 SettlDate N
53 Quantity N
854 QtyType N
15 Currency N
555 NoLegs N

Number of legs that make up the Security

=> Component Block - <InstrumentLeg> N

Insert here the set of "<InstrumentLeg>" (leg symbology) fields

Required if NoLegs <555> > 0

711 NoUnderlyings N

Number of legs that make up the Security

=> Component Block - <UnderlyingInstrument> N

Insert here the set of "<UnderlyingInstrument>" fields

Required if NoUnderlyings <711> > 0

=> 944 CollAction N

Required if NoUnderlyings <711> > 0 and CollStatus <910> = 'Assignment Proposed', otherwise this field should not be used.

899 MarginExcess N
900 TotalNetValue N
901 CashOutstanding N
Component Block - <TrdRegTimestamps> N

Insert here the set of "<TrdRegTimestamps>" fields

54 Side N
136 NoMiscFees N

Required if any miscellaneous fees are reported. Indicates number of repeating entries

** Nested Repeating Group follows **

=> 137 MiscFeeAmt N

Required if NoMiscFees <136> > 0

=> 138 MiscFeeCurr N
=> 139 MiscFeeType N

Required if NoMiscFees <136> > 0

=> 891 MiscFeeBasis N
44 Price N
423 PriceType N
159 AccruedInterestAmt N
920 EndAccruedInterestAmt N
921 StartCash N
922 EndCash N
Component Block - <SpreadOrBenchmarkCurveData> N

Insert here the set of "<SpreadOrBenchmarkCurveData>" fields

Component Block - <Stipulations> N

Insert here the set of "<Stipulations>" fields

Component Block - <SettlInstructionsData> N

Insert here the set of "<SettlInstructionsData>" fields

336 TradingSessionID N

Trading Session in which trade occurred

625 TradingSessionSubID N

Trading Session Subid in which trade occurred

716 SettlSessID N
717 SettlSessSubID N
715 ClearingBusinessDate N
58 Text N
354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

<MessageTrailer> Y

 

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