Description
Used to report collateral status when responding to a Collateral Inquiry message.
Collateral Report
Structure
| Tag | Field Name | Req'd | Comments | |
|---|---|---|---|---|
| Component Block - <StandardHeader> | Y | MsgType <35> = BA | ||
| 908 | CollRptID | Y | Unique Identifier for collateral report | |
| 909 | CollInquiryID | N | Identifier for the collateral inquiry to which this message is a reply | |
| 60 | TransactTime | N | ||
| 1043 | CollApplType | N | Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis. | |
| 291 | FinancialStatus | N | Tells whether security has been restricted. | |
| 910 | CollStatus | Y | Collateral status | |
| 911 | TotNumReports | N | ||
| 912 | LastRptRequested | N | ||
| 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 | ||
| 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 - <UndInstrmtGrp> | N | Number of legs that make up the Security | ||
| 899 | MarginExcess | N | ||
| 900 | TotalNetValue | N | ||
| 901 | CashOutstanding | N | ||
| Component Block - <CollateralAmountGrp> | N | |||
| 2868 | CollateralizationValueDate | N | ||
| 1936 | TradeCollateralization | N | ||
| Component Block - <RegulatoryTradeIDGrp> | 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 | ||
| 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). |
|
| 715 | ClearingBusinessDate | N |
The clearing business date of the report. |
|
| 2486 | WireReference | N | ||
| 75 | TradeDate | N | ||
| 2485 | TransactionID | N |
The unique transaction entity identifier assigned by the firm sending the CollateralReport <BA>. |
|
| 2484 | FirmTransactionID | N |
The unique transaction entity identifier assigned by the counterparty to the transaction receiving this message, if known. |
|
| Component Block - <FundingSourceGrp> | N | |||
| Component Block - <TransactionAttributeGrp> | 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 | |||