CollateralResponse (MsgType = AZ, FIXML = CollRsp)

Used to respond to a Collateral Assignment (AY) message.

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = AZ
904	CollRespID	@RespID	Y	Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
902	CollAsgnID	@ID	N	Conditionally required when responding to a Collateral Assignment message
894	CollReqID	@ReqID	N	Identifer of CollReqID to which the Collateral Assignment is in response
895	CollAsgnReason	@AsgnRsn	N	Conditionally required when responding to a Collateral Assignment message
903	CollAsgnTransType	@TransTyp	N	Collateral Transaction Type - not recommended because it causes confusion
905	CollAsgnRespType	@RespTyp	Y	Collateral Assignment Response Type
906	CollAsgnRejectReason	@RejRsn	N	Conditionally required when CollAsgnRespType(905) = 3 (Rejected).
60	TransactTime	@TxnTm	Y	Timestamp when the business transaction represented by the message occurred.
1043	CollApplType	@ApplTyp	N	conveys how the collateral should be/has been applied
291	FinancialStatus	@FinclStat	N	Tells whether security has been restricted.
715	ClearingBusinessDate	@BizDt	N	The clearing business date of the assignment. The date on which the transaction was entered.
<Parties>			N	Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages".
1	Account	@Acct	N	Customer Account
581	AccountType	@AcctTyp	N	Type of account associated with the order (Origin)
11	ClOrdID	@ClOrdID	N	Identifier of order for which collateral is required
37	OrderID	@OrdID	N	Identifier of order for which collateral is required
198	SecondaryOrderID	@OrdID2	N	Identifier of order for which collateral is required
526	SecondaryClOrdID	@ClOrdID2	N	Identifier of order for which collateral is required
<ExecCollGrp>			N	Executions for which collateral is required
<TrdCollGrp>			N	Trades for which collateral is required
<Instrument>			N
<FinancingDetails>			N
64	SettlDate	@SettlDt	C	Can be used to specify the value date of the collateral transaction where the transaction is for a specific future date (e.g. to be "settled" on a future date).
53	Quantity	@Qty	N	Overall/total quantity (e.g. number of shares) (Prior to FIX 4.2 this field was of type int)
854	QtyType	@QtyTyp	N	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).
15	Currency	@Ccy	N	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).
2897	CurrencyCodeSource	@CcySrc	N	Identifies class or source of the Currency(15) value.
<InstrmtLegGrp>			N	Number of legs that make up the Security
<UndInstrmtCollGrp>			N	Number of legs that make up the Security
899	MarginExcess	@MgnExcess	N	Excess margin amount (deficit if value is negative)
900	TotalNetValue	@TotNetValu	N	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)
901	CashOutstanding	@CshOutstanding	N	Starting consideration less repayments
<CollateralAmountGrp>			N	Minimum price increment amount associated with the LegMinPriceIncrement(2190). For listed derivatives, the value can be calculated by multiplying LegMinPriceIncrement(2190) by LegContractMultiplier(614).
<TrdRegTimestamps>			N	Used to report volume with a trade
54	Side	@Side	N	Side of order (see Volume : "Glossary" for value definitions)
<MiscFeesGrp>			N	Required if any miscellaneous fees are reported.
44	Price	@Px	N	Price per unit of quantity (e.g. per share)
423	PriceType	@PxTyp	N	Code to represent the price type.
159	AccruedInterestAmt	@AcrdIntAmt	N	Amount of Accrued Interest for convertible bonds and fixed income
920	EndAccruedInterestAmt	@EndAcrdIntAmt	N	Accrued Interest Amount applicable to a financing transaction on the End Date.
921	StartCash	@StartCsh	N	Starting dirty cash consideration of a financing deal, i.e. paid to the seller on the Start Date.
922	EndCash	@EndCsh	N	Ending dirty cash consideration of a financing deal. i.e. reimbursed to the buyer on the End Date.
<SpreadOrBenchmarkCurveData>			N
<Stipulations>			N	PartyID value within an instrument party repeating group. Same values as PartyID (448)
2486	WireReference	@WreRef	N	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".
75	TradeDate	@TrdDt	N	Indicates date of trading day. Absence of this field indicates current day (expressed in local time at place of trade).
2485	TransactionID	@TxnID	N	The unique transaction entity identifier assigned by the firm sending the CollateralResponse(35=AZ).
2484	FirmTransactionID	@FirmTxnID	N	The unique transaction entity identifier assigned by the counterparty to the transaction, if known. Echoes the value from CollateralAssignment(35=AY) if provided.
2517	CollateralRequestLinkID	@CollReqLinkID	N	A unique identifier to link together a set or group of requests.
2519	TotNumCollateralRequests	@TotNumCollReqs	N	Total number of request messages within a set or group of requests.
2518	CollateralRequestNumber	@CollReqNum	N	Ordinal number of the request within a set or group of requests.
2516	CollateralRequestInstruction	@CollReqInst	N	Values are custom to a particular implementation and will be maintained externally.
58	Text	@Txt	N	Free format text string (Note: this field does not have a specified maximum length)
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.
2520	WarningText	@WarnTxt	N	Conditionally required when CollAsgnRespType(905) = 5 (Completed with warning).
2522	EncodedWarningTextLen	@EncWarnTxtLen	N	Must be set if EncodedWarningText(2521) field is specified and must immediately precede it.
2521	EncodedWarningText	@EncWarnTxt	N	Encoded (non-ASCII characters) representation of the WarningText(2520) field in the encoded format specified via the MessageEncoding field.
1328	RejectText	@RejTxt	N	Conditionally required when CollAsgnRespType(905) = 3 (Rejected).
1664	EncodedRejectTextLen	@EncRejTxtLen	N	Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
1665	EncodedRejectText	@EncRejTxt	N	Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
<Standard Message Trailer>			Y

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