Description

Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message.

The Collateral Assignment message can be used to perform the following:

  • Assign initial collateral
  • Replace collateral

Collateral Assignment

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType <35> = AY
902 CollAsgnID Y Unique Identifier for collateral assignment
894 CollReqID N Identifier of CollReqID to which the Collateral Assignment is in response
895 CollAsgnReason Y Reason for collateral assignment
903 CollAsgnTransType Y Collateral Transaction Type
907 CollAsgnRefID N Collateral assignment to which this transaction refers
60 TransactTime Y
126 ExpireTime N For an Initial assignment, time by which a response is expected
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 provide the value date of the collateral transaction where the deposit or withdrawal is for a specific 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 - <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
2486 WireReference N
75 TradeDate N
2485 TransactionID N

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

2484 FirmTransactionID N

The unique transaction entity identifier assigned by the firm sending the CollateralAssignment <AY>.

715 ClearingBusinessDate N

The clearing business date of the collateral assignment.

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.
Component Block - <StandardTrailer> Y