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 | |||