Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request (AX) message.
The Collateral Assignment (AY) message can be used to perform the following:
Assign initial collateral
Replace collateral
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = AY | |||||
| 902 | CollAsgnID | @ID | Y | Unique Identifer for collateral assignment | |||
| 894 | CollReqID | @ReqID | N | Identifer of CollReqID (894) to which the Collateral Assignment (AY) is in response | |||
| 895 | CollAsgnReason | @AsgnRsn | Y | Reason for collateral assignment | |||
| 903 | CollAsgnTransType | @TransTyp | Y | Collateral Transaction Type | |||
| 907 | CollAsgnRefID | @RefID | N | Collateral assignment to which this transaction refers | |||
| 60 | TransactTime | @TxnTm | Y | ||||
| 126 | ExpireTime | @ExpireTm | N | For an Initial assignment, time by which a response is expected | |||
| <Parties> | N | ||||||
| 1 | Account | @Acct | N | Customer Account | |||
| 581 | AccountType | @AcctTyp | N | Type of account associated with the order (Origin) | |||
| 11 | ClOrdID | @ClOrdID | N | Identifier fo order for which collateral is required | |||
| 37 | OrderID | @OrdID | N | Identifier fo order for which collateral is required | |||
| 198 | SecondaryOrderID | @OrdID2 | N | Identifier fo order for which collateral is required | |||
| 526 | SecondaryClOrdID | @ClOrdID2 | N | Identifier fo order for which collateral is required | |||
| 124 | NoExecs | CollExc | N | Executions for which collateral is required | |||
| => | 17 | ExecID | @ExecID | C | Required if NoExecs (124) > 0 | ||
| 897 | NoTrades | TrdColl | N | Trades for which collateral is required | |||
| => | 571 | TradeReportID | @RptID | C | Required if NoTrades (897) > 0 | ||
| => | 818 | SecondaryTradeReportID | @TrdRptID2 | N | |||
| <Instrument> | N | Insert here the set of "Instrument" fields defined in "Common Components of Application Messages". | |||||
| <FinancingDetails> | N | Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages". | |||||
| 64 | SettlDate | @SettlDt | N | ||||
| 53 | Quantity | @Qty | N | ||||
| 854 | QtyType | @QtyTyp | N | ||||
| 15 | Currency | @Ccy | N | ||||
| 555 | NoLegs | Leg | N | Number of legs Identifies a Multi-leg Execution if present and non-zero. | |||
| => | <InstrumentLeg> | C | Must be provided if Number of legs > 0 | ||||
| 711 | NoUnderlyings | UndColl | N | Number of legs that make up the Security | |||
| => | <UnderlyingInstrument> | C | Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages". Required if NoUnderlyings (711) > 0 | ||||
| => | 944 | CollAction | @Actn | C | Required if NoUnderlyings (711) > 0 | ||
| 899 | MarginExcess | @MgnExcess | N | ||||
| 900 | TotalNetValue | @TotNetValu | N | ||||
| 901 | CashOutstanding | @CshOutstanding | N | ||||
| <TrdRegTimestamps> | N | Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages". | |||||
| 54 | Side | @Side | N | ||||
| 136 | NoMiscFees | MiscFees | N | Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows ** | |||
| => | 137 | MiscFeeAmt | @Amt | C | Required if NoMiscFees (136) > 0 | ||
| => | 138 | MiscFeeCurr | @Curr | N | |||
| => | 139 | MiscFeeType | @Typ | C | Required if NoMiscFees (136) > 0 | ||
| => | 891 | MiscFeeBasis | @Basis | N | |||
| 44 | Price | @Px | N | ||||
| 423 | PriceType | @PxTyp | N | ||||
| 159 | AccruedInterestAmt | @AcrdIntAmt | N | ||||
| 920 | EndAccruedInterestAmt | @EndAcrdIntAmt | N | ||||
| 921 | StartCash | @StartCsh | N | ||||
| 922 | EndCash | @EndCsh | N | ||||
| <SpreadOrBenchmarkCurveData> | N | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages". | |||||
| <Stipulations> | N | Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages". | |||||
| <SettlInstructionsData> | N | Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages". | |||||
| 336 | TradingSessionID | @SesID | N | Trading Session in which trade occurred | |||
| 625 | TradingSessionSubID | @SesSub | N | Trading Session Subid in which trade occurred | |||
| 716 | SettlSessID | @SetSesID | N | ||||
| 717 | SettlSessSubID | @SetSesSub | N | ||||
| 715 | ClearingBusinessDate | @BizDt | N | ||||
| 58 | Text | @Txt | N | ||||
| 354 | EncodedTextLen | @EncTxtLen | C | Must be set if EncodedText (355) field is specified and must immediately precede it. | |||
| 355 | EncodedText | @EncTxt | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | |||
| <Standard Message Trailer> | Y | ||||||
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