Description
The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports.
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y |
MsgType = CJ |
||
| Component Block - <ApplicationSequenceControl> | N | |||
| 1642 | MarginReqmtRptID | Y |
Unique identifier for this margin requirement report |
|
| 1635 | MarginReqmtInqID | N |
Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. |
|
| 1638 | MarginReqmtRptType | Y |
Type of report provided |
|
| 911 | TotNumReports | N |
Total number of reports generated in response to inquiry referenced by MarginReqmtInqID |
|
| 912 | LastRptRequested | N | ||
| 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 Margin Requirement Inquiry. |
|
| Component Block - <Parties> | N | |||
| 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 - <TrdRegTimestamps> | N | |||
| 715 | ClearingBusinessDate | N |
Indicates the date for which the margin is to be calculated |
|
| 2870 | ClearingPortfolioID | N | ||
| 716 | SettlSessID | N |
Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday |
|
| 717 | SettlSessSubID | N | ||
| 1639 | MarginClass | N |
Used to identify a group of instruments with similar risk profile. |
|
| 15 | Currency | N |
Base currency of the margin requirement |
|
| 2897 | CurrencyCodeSource | N | ||
| Component Block - <Instrument> | N | |||
| Component Block - <MarginAmount> | Y |
Margin requirement amounts |
||
| 60 | TransactTime | N |
Represents the time this message was generated |
|
| 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 | |||