Description
Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process.Communication Scenarios
Assignment Report can be sent unsolicited from the clearing house to a clearing firm.
Assignment Report can be returned in response to a Request for Positions message with a PosReqType <724> set to 3 (Assignment).
Assignment Report
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType = AW | ||
| Component Block - <ApplicationSequenceControl> | N | |||
| 833 | AsgnRptID | Y | Unique identifier for the Assignment report | |
| 710 | PosReqID | N | If specified,the identifier of the RequestForPositions <AN> to which this message is sent in response. | |
| 832 | TotNumAssignmentReports | N | Total Number of Assignment Reports being returned to a firm | |
| 912 | LastRptRequested | N | ||
| Component Block - <Parties> | Y |
Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account |
||
| 1 | Account | N | Customer Account | |
| 581 | AccountType | N | Type of account associated with the order (Origin) | |
| Component Block - <Instrument> | N | CFI Code - Market Indicator (col 4) used to indicate Market of Assignment | ||
| 15 | Currency | N | ||
| Component Block - <InstrmtLegGrp> | N | Number of legs that make up the Security | ||
| Component Block - <UndInstrmtGrp> | N | Number of legs that make up the Security | ||
| Component Block - <PositionQty> | N | "Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages" | ||
| Component Block - <PositionAmountData> | N | Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages" | ||
| 834 | ThresholdAmount | N | ||
| 730 | SettlPrice | N | Settlement Price of Option | |
| 731 | SettlPriceType | N | Values = Final, Theoretical | |
| 732 | UnderlyingSettlPrice | N | Settlement Price of Underlying | |
| 734 | PriorSettlPrice | N | ||
| 1595 | PositionContingentPrice | N | ||
| 432 | ExpireDate | N | Expiration Date of Option | |
| 744 | AssignmentMethod | N | Method under which assignment was conducted Valid values: R = Random P = ProRata | |
| 745 | AssignmentUnit | N | Quantity Increment used in performing assignment | |
| 746 | OpenInterest | N | Open interest that was eligible for assignment | |
| 747 | ExerciseMethod | N |
Exercise Method used to in performing assignment Values = Automatic, Manual |
|
| 716 | SettlSessID | N | ||
| 717 | SettlSessSubID | N | ||
| 715 | ClearingBusinessDate | Y | Business date of assignment | |
| 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 | |||