Message CollateralAssignment (AY)

Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message.

Added in protocol FIX.4.4

See in: FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = AY Y FIX.4.4
902 CollAsgnID Unique Identifer for collateral assignment Y FIX.4.4
894 CollReqID Identifer of CollReqID to which the Collateral Assignment is in response FIX.4.4
895 CollAsgnReason Reason for collateral assignment Y FIX.4.4
903 CollAsgnTransType Collateral Transaction Type Y FIX.4.4
907 CollAsgnRefID Collateral assignment to which this transaction refers FIX.4.4
60 TransactTime Y FIX.4.4
126 ExpireTime For an Initial assignment, time by which a response is expected FIX.4.4
BlockRepeating Parties FIX.4.4
1 Account Customer Account FIX.4.4
581 AccountType Type of account associated with the order (Origin) FIX.4.4
11 ClOrdID Identifier fo order for which collateral is required FIX.4.4
37 OrderID Identifier fo order for which collateral is required FIX.4.4
198 SecondaryOrderID Identifier fo order for which collateral is required FIX.4.4
526 SecondaryClOrdID Identifier fo order for which collateral is required FIX.4.4
ImplicitBlockRepeating ExecCollGrp Executions for which collateral is required FIX.4.4
ImplicitBlockRepeating TrdCollGrp Trades for which collateral is required FIX.4.4
Block Instrument Insert here the set of "Instrument" fields defined in "Common Components of Application Messages" FIX.4.4
Block FinancingDetails Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" FIX.4.4
64 SettlDate FIX.4.4
53 Quantity FIX.4.4
854 QtyType FIX.4.4
15 Currency FIX.4.4
OptimisedImplicitBlockRepeating InstrmtLegGrp Number of legs that make up the Security FIX.4.4
ImplicitBlockRepeating UndInstrmtCollGrp Number of legs that make up the Security FIX.4.4
899 MarginExcess FIX.4.4
900 TotalNetValue FIX.4.4
901 CashOutstanding FIX.4.4
BlockRepeating TrdRegTimestamps Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages" FIX.4.4
54 Side FIX.4.4
ImplicitBlockRepeating MiscFeesGrp Required if any miscellaneous fees are reported. Indicates number of repeating entries ** Nested Repeating Group follows ** FIX.4.4
44 Price FIX.4.4
423 PriceType FIX.4.4
159 AccruedInterestAmt FIX.4.4
920 EndAccruedInterestAmt FIX.4.4
921 StartCash FIX.4.4
922 EndCash FIX.4.4
Block SpreadOrBenchmarkCurveData Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" FIX.4.4
BlockRepeating Stipulations Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" FIX.4.4
Block SettlInstructionsData Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" FIX.4.4
336 TradingSessionID Trading Session in which trade occurred FIX.4.4
625 TradingSessionSubID Trading Session Subid in which trade occurred FIX.4.4
716 SettlSessID FIX.4.4
717 SettlSessSubID FIX.4.4
715 ClearingBusinessDate FIX.4.4
58 Text FIX.4.4
354 EncodedTextLen Must be set if EncodedText (355) field is specified and must immediately precede it. FIX.4.4
355 EncodedText Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. FIX.4.4
Block StandardTrailer Y FIX.4.4