Description

Used to respond to a Collateral Assignment message.

Collateral Response

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType = AZ
904 CollRespID Y Unique identifier for the collateral response
902 CollAsgnID N Conditionally required when responding to a Collateral Assignment message
894 CollReqID N Identifier of CollReqID to which the Collateral Assignment is in response
895 CollAsgnReason N Conditionally required when responding to a Collateral Assignment message
903 CollAsgnTransType N Collateral Transaction Type - not recommended because it causes confusion
905 CollAsgnRespType Y Collateral Assignment Response Type
906 CollAsgnRejectReason N Reason Colllateral Assignment was rejected
60 TransactTime Y
1043 CollApplType N
291 FinancialStatus N Tells whether security has been restricted.
715 ClearingBusinessDate N

The clearing business date of the assignment. The date on which the transaction was entered.

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

Can be used to specify the value date of the collateral transaction where the transaction is for a specific future date (e.g. to be "settled" on a future date).

53 Quantity N
854 QtyType N
15 Currency N
2897 CurrencyCodeSource N
Component Block - <InstrmtLegGrp> N Number of legs that make up the Security
Component Block - <UndInstrmtCollGrp> N Number of legs that make up the Security
899 MarginExcess N
900 TotalNetValue N
901 CashOutstanding N
Component Block - <CollateralAmountGrp> 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"
2486 WireReference N
75 TradeDate N
2485 TransactionID N

The unique transaction entity identifier assigned by the firm sending the CollateralResponse <AZ>.

2484 FirmTransactionID N

The unique transaction entity identifier assigned by the counterparty to the transaction, if known. Echoes the value from CollateralAssignment <AY> if provided.

2517 CollateralRequestLinkID N
2519 TotNumCollateralRequests N
2518 CollateralRequestNumber N
2516 CollateralRequestInstruction N

Values are custom to a particular implementation and will be maintained externally.

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.
2520 WarningText N

Conditionally required when CollAsgnRespType <905> = 5 (Completed with warning).

2522 EncodedWarningTextLen N

Must be set if EncodedWarningText <2521> field is specified and must immediately precede it.

2521 EncodedWarningText N

Encoded (non-ASCII characters) representation of the WarningText <2520> field in the encoded format specified via the MessageEncoding field.

1328 RejectText N

Conditionally required when CollAsgnRespType <905> = 3 (Rejected).

1664 EncodedRejectTextLen N

Must be set if EncodedRejectText <1665> field is specified and must immediately precede it.

1665 EncodedRejectText N

Encoded (non-ASCII characters) representation of the RejectText <1328> field in the encoded format specified via the MessageEncoding <347> field.

Component Block - <StandardTrailer> Y