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Collateral Request (MsgType = AX, FIXML = CollReq)

An initiator that requires collateral from a respondent sends a Collateral Request. The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment (AY) is expected as a response to a request for collateral.

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = AX
894 CollReqID @ReqID Y Unique identifier for collateral request
895 CollAsgnReason @AsgnRsn Y Reason collateral assignment is being requested
60 TransactTime @TxnTm Y
126 ExpireTime @ExpireTm N Time until when Respondent has to assign collateral
<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 Instrument that was traded for which collateral is required
<FinancingDetails> N Details of the Agreement and Deal
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".
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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