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Used to report collateral status when responding to a Collateral Inquiry (BB) message.
| Tag | Field Name | FIXML | Req'd | Comments | |||
|---|---|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = BA | |||||
| 908 | CollRptID | @RptID | Y | Unique Identifer for collateral report | |||
| 909 | CollInquiryID | @ID | N | Identifier for the collateral inquiry to which this message is a reply | |||
| 60 | TransactTime | @TxnTm | N | ||||
| 1043 | CollApplType | @ApplTyp | N | Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis. | |||
| 291 | FinancialStatus | @FinclStat | N | Tells whether security has been restricted. | |||
| 910 | CollStatus | @Stat | Y | Collateral status | |||
| 911 | TotNumReports | @TotNumRpts | N | ||||
| 912 | LastRptRequested | @LastRptReqed | N | ||||
| <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 | |||
| <ExecCollGrp> | N | Executions for which collateral is required | |||||
| <TrdCollGrp> | N | Trades for which collateral is required | |||||
| <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 | C | ||||
| 53 | Quantity | @Qty | N | ||||
| 854 | QtyType | @QtyTyp | N | ||||
| 15 | Currency | @Ccy | N | ||||
| <InstrmtLegGrp> | N | Number of legs that make up the Security | |||||
| <UndInstrmtGrp> | N | Number of legs that make up the Security | |||||
| 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 | ||||
| <MiscFeesGrp> | N | Required if any miscellaneous fees are reported. | |||||
| 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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