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 | ||
| 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 | ||
| 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 | ||
| 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 | |||