CollateralReport (MsgType = BA, FIXML = CollRpt)

Identifier for the collateral inquiry to which this message is a reply

Timestamp when the business transaction represented by the message occurred.

Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis.

Tells whether security has been restricted.

Total number of reports returned in response to a request.

Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).

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.

Relevant settled entity matrix source.

Free form text to specify additional information or enumeration description when a standard value does not apply.

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

Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614).

Date when the collateral is to be assessed or assigned.

Specifies how the trade is collateralized.

In the context of Dodd-Frank, all values shown except for 4 (Net exposure) apply.

In the context of ESMA EU SFTR reporting only the values 1 (Uncollateralized), 3 (Fully collateralized) and 4 (Net exposure) apply.

Trade side of payout payer.

Used to report volume with a trade

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)

Type of regulatory report.

May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).

The clearing business date of the report.

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 the firm sending the CollateralReport(35=BA).

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

Specifies the price percentage at which the complex event takes effect. Impact of the event price is determined by the UnderlyingComplexEventType(2046).

Specifies the first or only reference currency of the trade.

UnderlyingComplexEventCurrencyOneCodeSource(2948) may be used to disambiguate the code source scheme used, and ISO 4217 is the default scheme if absent.

Applicable for complex FX option strategies.

Free format text string

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