CollateralAssignment (MsgType = AY, FIXML = CollAsgn)

Identifer of CollReqID to which the Collateral Assignment is in response

Collateral assignment to which this transaction refers

For an Initial assignment, time by which a response is expected

Customer Account

Type of account associated with the order (Origin)

Identifier of order for which collateral is required

Identifier of order for which collateral is required

Identifier of order for which collateral is required

Identifier of order for which collateral is required

Executions for which collateral is required

Trades for which collateral is required

Overall/total quantity (e.g. number of shares)

(Prior to FIX 4.2 this field was of type int)

Type of quantity specified in quantity field. ContractMultiplier (tag 231) is required when QtyType = 1 (Contracts). UnitOfMeasure (tag 996) and TimeUnit (tag 997) are required when QtyType = 2 (Units of Measure per Time Unit).

Identifies currency used for price or quantity fields, depending on the asset class being traded. CurrencyCodeSource(2897) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.

Absence of this field is interpreted as the default currency for the security as defined by the respective reference data. It is recommended that systems provide the currency value whenever possible.

For securities trading and digital assets traded securities-style, identifies the currency used to denote the price. Absence of this field is interpreted as the default for the security. For Foreign Exchange (FX) and digital assets traded FX-style, identifies the dealt currency used to denominate the quantity related field(s).

Identifies class or source of the Currency(15) value.

Number of legs that make up the Security

Number of legs that make up the Security

Excess margin amount (deficit if value is negative)

TotalNetValue is determined as follows:

At the initial collateral assignment TotalNetValue is the sum of (UnderlyingStartValue * (1-haircut)).

In a collateral substitution TotalNetValue is the sum of (UnderlyingCurrentValue * (1-haircut)).

For listed derivatives clearing margin management, this is the collateral value which equals (Market value * haircut)

Starting consideration less repayments

Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages"

Side of order (see Volume : "Glossary" for value definitions)

Required if any miscellaneous fees are reported.

Price per unit of quantity (e.g. per share)

Code to represent the price type.

Amount of Accrued Interest for convertible bonds and fixed income

Accrued Interest Amount applicable to a financing transaction on the End Date.

Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.

Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.

Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages"

Trading Session in which trade occurred

Trading Session Subid in which trade occurred

Identifies a specific settlement session

SubID value associated with SettlSessID(716)

The reference to a wire transfer associated with the transaction. Wire references done via wire services such as Fedwire Output Message Accountabilitty Data "OMAD" or SWIFT Output Sequence Number "OSN".

Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).

The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known.

The unique transaction entity identifier assigned by the firm sending the CollateralAssignment(35=AY).

The clearing business date of the collateral assignment.

A unique identifier to link together a set or group of requests.

Total number of request messages within a set or group of requests.

Ordinal number of the request within a set or group of requests.

Values are custom to a particular implementation and will be maintained externally.

Free format text string

(Note: this field does not have a specified maximum length)