FIX 4.4 : Collateral Report <BA> message

Structure | Related Messages

Description

Used to report collateral status when responding to a Collateral Inquiry <BB> message.

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = BA
908 CollRptID Y

Unique Identifer for collateral report

909 CollInquiryID N

Identifier for the collateral inquiry to which this message is a reply

910 CollStatus Y

Collateral status

911 TotNumReports N
912 LastRptRequested N
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

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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