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Used to respond to a Collateral Inquiry (BB) in the following situations:
When the CollateralInquiry will result in an out of band response (such as a file transfer).
When the inquiry is otherwise valid but no collateral is found to match the criteria specified on the Collateral Inquiry (BB) message.
When the Collateral Inquiry (BB) is invalid based upon the business rules of the counterparty.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = BG | |||||
| 909 | CollInquiryID | @ID | Y | Identifier for the collateral inquiry to which this message is a reply | |||
| 945 | CollInquiryStatus | @Stat | Y | Status of the Collateral Inquiry (BB) referenced by CollInquiryID | |||
| 946 | CollInquiryResult | @Rslt | N | Result of the Collateral Inquriy referenced by CollInquiryID (909) - specifies any errors or warnings | |||
| 938 | NoCollInquiryQualifier | Qual | N | Number of qualifiers to inquiry | |||
| => | 896 | CollInquiryQualifier | @Qual | C | Required if NoCollInquiryQualifier (938) > 0 Type of collateral inquiry | ||
| 911 | TotNumReports | @TotNumRpts | N | Total number of reports generated in response to this inquiry | |||
| <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 | Undly | N | Number of underlyings | |||
| => | <UnderlyingInstrument> | C | Must be provided if Number of underlyings > 0 | ||||
| 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 | ||||
| 725 | ResponseTransportType | @RspTransportTyp | N | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. | |||
| 726 | ResponseDestination | @RspDest | N | URI destination name. Used if ResponseTransportType (725) is out-of-band. | |||
| 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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