Description

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

Collateral Report

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = BA
908 CollRptID Y Unique Identifer for collateral report
909 CollInquiryID N Identifier for the collateral inquiry to which this message is a reply
60 TransactTime N
1043 CollApplType N Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis.
291 FinancialStatus N Tells whether security has been restricted.
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 of order for which collateral is required
37 OrderID N Identifier of order for which collateral is required
198 SecondaryOrderID N Identifier of order for which collateral is required
526 SecondaryClOrdID N Identifier of order for which collateral is required
Component Block - <ExecCollGrp> N Executions for which collateral is required
Component Block - <TrdCollGrp> N Trades for which collateral is required
Component Block - <Instrument> N Insert here the set of "Instrument" fields defined in "Common Components of Application Messages"
Component Block - <FinancingDetails> N Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
64 SettlDate N
53 Quantity N
854 QtyType N
15 Currency N
Component Block - <InstrmtLegGrp> N Number of legs that make up the Security
Component Block - <UndInstrmtGrp> N Number of legs that make up the Security
899 MarginExcess N
900 TotalNetValue N
901 CashOutstanding N
Component Block - <CollateralAmountGrp> N
2868 CollateralizationValueDate N
1936 TradeCollateralization N
Component Block - <RegulatoryTradeIDGrp> N
Component Block - <TrdRegTimestamps> N Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"
54 Side N
Component Block - <MiscFeesGrp> N Required if any miscellaneous fees are reported.
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 defined in "Common Components of Application Messages"
Component Block - <Stipulations> N Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"
Component Block - <SettlInstructionsData> N Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
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
1934 RegulatoryReportType N
2869 RegulatoryReportTypeBusinessDate N

May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).

715 ClearingBusinessDate N

The clearing business date of the report.

2486 WireReference N
75 TradeDate N
2485 TransactionID N

The unique transaction entity identifier assigned by the firm sending the CollateralReport <BA>.

2484 FirmTransactionID N

The unique transaction entity identifier assigned by the counterparty to the transaction receiving this message, if known.

Component Block - <FundingSourceGrp> N
Component Block - <TransactionAttributeGrp> N
58 Text N
354 EncodedTextLen N Must be set if EncodedText field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
Component Block - <StandardTrailer> Y