Description

The Position Report message is returned by the holder of a position in response to a Request for Position message. The purpose of the message is to report all aspects of a position and may be provided on a standing basis to report end of day positions to an owner.

Position Report

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = AP
Component Block - <ApplicationSequenceControl> N
721 PosMaintRptID Y Unique identifier for this position report
2618 PositionID N

Unique identifier for this position entity.

710 PosReqID N

Unique identifier for the Request for Positions associated with this report

This field should not be provided if the report was sent unsolicited.

724 PosReqType N

Will be 7=Net Position if the report contains net position information for margin requirements.

2364 PosReportAction N
1635 MarginReqmtInqID N

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

263 SubscriptionRequestType N

Used to subscribe / unsubscribe for trade capture reports

If the field is absent, the value 0 will be the default

727 TotalNumPosReports N Total number of Position Reports being returned
911 TotNumReports N
912 LastRptRequested N
728 PosReqResult N Result of a Request for Position
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 Position Request.
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 - <TransactionAttributeGrp> N
Component Block - <TrdRegTimestamps> N
715 ClearingBusinessDate Y The Clearing Business Date referred to by this maintenance request
2084 PreviousClearingBusinessDate N

The business date previous to the clearing business date referred to by this maintenance request.

2870 ClearingPortfolioID N
716 SettlSessID N
717 SettlSessSubID N
423 PriceType N
120 SettlCurrency N
2899 SettlCurrencyCodeSource N
1011 MessageEventSource N Used to identify the event or source which gave rise to a message
1832 ClearedIndicator N
1833 ContractRefPosType N
1834 PositionCapacity N
2101 TerminatedIndicator N
2878 TerminationDate N
2373 IntraFirmTradeIndicator N
1937 TradeContinuation N
2374 TradeContinuationText N
2372 EncodedTradeContinuationTextLen N

Must be set if EncodedTradeContinuationText <2371> field is specified and must immediately precede it.

2371 EncodedTradeContinuationText N

Encoded (non-ASCII characters) representation of the TradeContinuationText <2374> field in the encoded format specified via the MessageEncoding <347> field.

1936 TradeCollateralization N
Component Block - <Parties> Y Position Account
1 Account N Account may also be specified through via Parties Block using Party Role 27 which signifies Account
660 AcctIDSource N
581 AccountType N Type of account associated with the order (Origin). Account may also be specified through via Parties Block using Party Role 27 which signifies Account
2375 TaxonomyType N
Component Block - <Instrument> N
Component Block - <FinancingDetails> N
15 Currency N
2897 CurrencyCodeSource N
64 SettlDate N

Position Settlement Date

730 SettlPrice N
2366 SettlPriceFxRateCalc N

Expresses whether to multiply or divide SettlPrice <730> to arrive at the amount reported in PosAmt <708>.

2365 SettlForwardPoints N
1886 SettlPriceUnitOfMeasure N
1887 SettlPriceUnitOfMeasureCurrency N
2960 SettlPriceUnitOfMeasureCurrencyCodeSource N
731 SettlPriceType N Values = Final, Theoretical
734 PriorSettlPrice N
1595 PositionContingentPrice N
1592 DiscountFactor N

For a forward position this is an appropriate value to discount the mark to market amount from the contract’s maturity date back to present value.

2085 ValuationDate N

Valuation date of the position(s) in this report

2086 ValuationTime N

Valuation time of the position(s) in this report

2087 ValuationBusinessCenter N

Business center of ValuationDate <2085> and ValuationTime <2086>. Single value only.

573 MatchStatus N Used to indicate if a Position Report is matched or unmatched
Component Block - <InstrmtLegGrp> N Specifies the number of legs that make up the Security
Component Block - <RelatedInstrumentGrp> N
Component Block - <CollateralAmountGrp> N
2868 CollateralizationValueDate N
Component Block - <PosUndInstrmtGrp> N Specifies the number of underlying legs that make up the Security
60 TransactTime N
Component Block - <PositionQty> N Insert here the set of "Position Qty" fields defined in "Common Components of Application Messages"
Component Block - <PositionAmountData> N Insert here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
Component Block - <RegulatoryTradeIDGrp> N
Component Block - <PaymentGrp> N
506 RegistStatus N RegNonRegInd
743 DeliveryDate N
1434 ModelType N
811 PriceDelta N
Component Block - <RelatedTradeGrp> 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