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.5.0, FIX.5.0SP1, FIX.5.0SP2.
| 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 of order for which collateral is required | FIX.4.4 | ||
| 37 | OrderID | Identifier of order for which collateral is required | FIX.4.4 | ||
| 198 | SecondaryOrderID | Identifier of order for which collateral is required | FIX.4.4 | ||
| 526 | SecondaryClOrdID | Identifier of 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 | FIX.4.4 | |||
| Block | FinancingDetails | FIX.4.4 | |||
| 64 | SettlDate | Can be used to provide the value date of the collateral transaction where the deposit or withdrawal is for a specific future date. | FIX.4.4 | ||
| 53 | Quantity | FIX.4.4 | |||
| 854 | QtyType | FIX.4.4 | |||
| 15 | Currency | FIX.4.4 | |||
| BlockRepeating | 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 | |||
| BlockRepeating | MiscFeesGrp | Required if any miscellaneous fees are reported. | 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 | |||
| 2486 | WireReference | FIX.5.0SP2 (192) | |||
| 75 | TradeDate | FIX.5.0SP2 (192) | |||
| 2485 | TransactionID | The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known. | FIX.5.0SP2 (192) | ||
| 2484 | FirmTransactionID | The unique transaction entity identifier assigned by the firm sending the CollateralAssignment (AY). | FIX.5.0SP2 (192) | ||
| 715 | ClearingBusinessDate | The clearing business date of the collateral assignment. | FIX.4.4 | ||
| 2517 | CollateralRequestLinkID | FIX.5.0SP2 (193) | |||
| 2519 | TotNumCollateralRequests | FIX.5.0SP2 (193) | |||
| 2518 | CollateralRequestNumber | FIX.5.0SP2 (193) | |||
| 2516 | CollateralRequestInstruction | Values are custom to a particular implementation and will be maintained externally. | FIX.5.0SP2 (193) | ||
| 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 |