Description
Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message.
The Collateral Assignment message can be used to perform the following:
- Assign initial collateral
- Replace collateral
Collateral Assignment
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = AY | ||
| 902 | CollAsgnID | Y | Unique Identifier for collateral assignment | |
| 894 | CollReqID | N | Identifier of CollReqID to which the Collateral Assignment is in response | |
| 895 | CollAsgnReason | Y | Reason for collateral assignment | |
| 903 | CollAsgnTransType | Y | Collateral Transaction Type | |
| 907 | CollAsgnRefID | N | Collateral assignment to which this transaction refers | |
| 60 | TransactTime | Y | ||
| 126 | ExpireTime | N | For an Initial assignment, time by which a response is expected | |
| 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 provide the value date of the collateral transaction where the deposit or withdrawal is for a specific 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 - <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" | ||
| Component Block - <SettlInstructionsData> | N | Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" | ||
| 336 | TradingSessionID | N | Trading Session in which trade occurred | |
| 625 | TradingSessionSubID | N | Trading Session Subid in which trade occurred | |
| 716 | SettlSessID | N | ||
| 717 | SettlSessSubID | N | ||
| 2486 | WireReference | N | ||
| 75 | TradeDate | N | ||
| 2485 | TransactionID | N |
The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known. |
|
| 2484 | FirmTransactionID | N |
The unique transaction entity identifier assigned by the firm sending the CollateralAssignment <AY>. |
|
| 715 | ClearingBusinessDate | N |
The clearing business date of the collateral assignment. |
|
| 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. | |
| Component Block - <StandardTrailer> | Y | |||