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AW Assignment Report

Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process.

Communication Scenarios:

  • Assignment Report can be sent unsolicited from the clearing house to a clearing firm.
  • Assignment Report can be returned in response to a Request for Positions message with a PosReqType (724) set to 3 (Assignment).

Structure

TagNameTypeRequiredDescription
Component
Required
Component
833String
Required
Unique identifier for the Assignment report
710String
If specified,the identifier of the RequestForPositions(MsgType=AN) to which this message is sent in response
832Int
Total Number of Assignment Reports being returned to a firm
912Boolean Enum
Component
Required
Clearing Organization
1String
Customer Account
581Int Enum
Type of account associated with the order (Origin)
Component
CFI Code - Market Indicator (col 4) used to indicate Market of Assignment
15Currency
2897String Enum
Component
Number of legs that make up the Security
Component
Number of legs that make up the Security
Component
Here the set of "PositionQty" fields defined in "Common Components of Application Messages."
Component
The set of "PositionAmountData" fields defined in "Common Components of Application Messages."
834PriceOffset
730Price
Settlement Price of Option
731Int Enum
Values = Final, Theoretical
732Price
Settlement Price of Underlying
734Price
1595Price
432LocalMktDate
Expiration Date of Option
744Char Enum
Method under which assignment was conducted
745Quantity
Quantity Increment used in performing assignment
746Amount
Open interest that was eligible for assignment
747Char Enum
Exercise Method used to in performing assignment
716String Enum
717String
715LocalMktDate
Required
Business date of assignment
58String
354Length
Must be set if EncodedText field is specified and must immediately precede it
355Data
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field
Component
Required