The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports.


Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y

MsgType = CJ

Component Block - <ApplicationSequenceControl> N
1642 MarginReqmtRptID Y

Unique identifier for this margin requirement report

1635 MarginReqmtInqID N

Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited.

1638 MarginReqmtRptType Y

Type of report provided

911 TotNumReports N

Total number of reports generated in response to inquiry referenced by MarginReqmtInqID

912 LastRptRequested N
325 UnsolicitedIndicator N

Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Margin Requirement Inquiry.

Component Block - <Parties> 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).

Component Block - <TrdRegTimestamps> N
715 ClearingBusinessDate N

Indicates the date for which the margin is to be calculated

2870 ClearingPortfolioID N
716 SettlSessID N

Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday

717 SettlSessSubID N
1639 MarginClass N

Used to identify a group of instruments with similar risk profile.

15 Currency N

Base currency of the margin requirement

Component Block - <Instrument> N
Component Block - <MarginAmount> Y

Margin requirement amounts

60 TransactTime N

Represents the time this message was generated

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