Description

The PositionTransferReport <DN> is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process.

Structure

Tag Field Name Req'd Comments
Component Block - <StandardHeader> Y MsgType <35> = DN
2436 TransferInstructionID N

Conditionally required when sent in response to a PositionTransferInstruction (DL).

2438 TransferReportID Y
2437 TransferID Y
2439 TransferTransType Y
2444 TransferReportType Y
2442 TransferStatus Y
2443 TransferRejectReason N

Conditionally required when TransferStatus <2442> = 1(Rejected by intermediary).

2441 TransferScope N
Component Block - <Parties> Y

Specifies the source of the position transfer, e.g. the transferor.

Component Block - <TargetParties> Y

Specifies the target of the position transfer.

715 ClearingBusinessDate N

Business date the transfer would clear.

75 TradeDate N

Trade date associated with the position being transferred.

60 TransactTime N
Component Block - <Instrument> N

If not specified, indicates the transfer is for all instruments.

Component Block - <UndInstrmtGrp> N
Component Block - <PositionQty> N

Position to transfer from the perspective of the source party prior to the transfer.

If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified.

1596 ClearingTradePrice N

Price at which the position is transferred.

15 Currency N
2897 CurrencyCodeSource N
423 PriceType N
Component Block - <PositionAmountData> N

Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer.

1328 RejectText N
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.

58 Text N
354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

Component Block - <StandardTrailer> N