MarginRequirementReport (MsgType = CJ, FIXML = MgnReqmtRpt)

The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports.

Tag	Field Name	FIXML	Req'd	Comments
<Standard Message Header>			Y	MsgType = CJ
<ApplicationSequenceControl>			N
1642	MarginReqmtRptID	@RptID	Y	Unique identifier for this margin requirement report
1635	MarginReqmtInqID	@ID	N	Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited.
1638	MarginReqmtRptType	@RptTyp	Y	Type of report provided
911	TotNumReports	@TotNumRpts	N	Total number of reports generated in response to inquiry referenced by MarginReqmtInqID
912	LastRptRequested	@LastRptReqed	N	Indicates whether this message is the last report message in response to a request message, e.g. OrderMassStatusRequest(35=AF), TradeCaptureReportRequest(35=AD).
325	UnsolicitedIndicator	@Unsol	N	Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Margin Requirement Inquiry.
<Parties>			N	Same as TrdRegTimestamp(769). Used in a multi-sided message to indicate relevant trade-side timestamp.
1934	RegulatoryReportType	@RegRptTyp	N	Type of regulatory report.
2869	RegulatoryReportTypeBusinessDate	@RegRptTypBizDt	N	May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).
<TrdRegTimestamps>			N	Used to report volume with a trade
715	ClearingBusinessDate	@BizDt	N	Indicates the date for which the margin is to be calculated
2870	ClearingPortfolioID	@ClrPrtflioID	N	When the transaction is cleared and included in a portfolio of transactions this identifies the portfolio by its unique identifier. In the context of EU SFTR reporting this applies to cleared transactions grouped in a portfolio for which margins are exchanged.
716	SettlSessID	@SetSesID	N	Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday
717	SettlSessSubID	@SetSesSub	N	SubID value associated with SettlSessID(716)
1639	MarginClass	@Clss	N	Used to identify a group of instruments with similar risk profile.
15	Currency	@Ccy	N	Base currency of the margin requirement
2897	CurrencyCodeSource	@CcySrc	N	Identifies class or source of the Currency(15) value.
<Instrument>			N
<MarginAmount>			Y	Margin requirement amounts
60	TransactTime	@TxnTm	N	Represents the time this message was generated
58	Text	@Txt	N	Free format text string (Note: this field does not have a specified maximum length)
354	EncodedTextLen	@EncTxtLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	@EncTxt	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
<Standard Message Trailer>			Y

All material contained within the website is copyright of EPAM Systems, Inc. No material contained herein can be copied or otherwise used without the express permission of the copyright holder.