This message is used to assign collateral to cover a trading position. This message can be unsolicited or in response to a Collateral Request <35=AX>.
It can be used to assign initial collateral or to replace collateral.
| Tag | Name | Type | Required | Description |
|---|---|---|---|---|
| Component | ||||
| 902 | String | Unique Identifer for collateral assignment
| ||
| 894 | String | Identifer of CollReqID to which the Collateral Assignment is in response
| ||
| 895 | Int Enum | Reason for collateral assignment
| ||
| 903 | Int Enum | Collateral Transaction Type
| ||
| 907 | String | Collateral assignment to which this transaction refers
| ||
| 60 | UTCTimestamp | |||
| 126 | UTCTimestamp | For an Initial assignment, time by which a response is expected
| ||
| Component | ||||
| 1 | String | Customer Account
| ||
| 581 | Int Enum | Type of account associated with the order (Origin)
| ||
| 11 | String | Identifier of order for which collateral is required
| ||
| 37 | String | Identifier of order for which collateral is required
| ||
| 198 | String | Identifier of order for which collateral is required
| ||
| 526 | String | Identifier of order for which collateral is required
| ||
| Component | Executions for which collateral is required
| |||
| Component | Trades for which collateral is required
| |||
| Component | ||||
| Component | ||||
| 64 | LocalMktDate | Can be used to provide the value date of the collateral transaction where the deposit or withdrawal is for a specific future date
| ||
| 53 | Quantity | |||
| 854 | Int Enum | |||
| 15 | Currency | |||
| 2897 | String Enum | |||
| Component | Number of legs that make up the Security
| |||
| Component | Number of legs that make up the Security
| |||
| 899 | Amount | |||
| 900 | Amount | |||
| 901 | Amount | |||
| Component | ||||
| 54 | Char Enum | |||
| Component | Required if any miscellaneous fees are reported
| |||
| 44 | Price | |||
| 423 | Int Enum | |||
| 159 | Amount | |||
| 920 | Amount | |||
| 921 | Amount | |||
| 922 | Amount | |||
| Component | ||||
| Component | ||||
| Component | ||||
| 336 | String Enum | Trading Session in which trade occurred
| ||
| 625 | String Enum | Trading Session Subid in which trade occurred
| ||
| 716 | String Enum | |||
| 717 | String | |||
| 2486 | String | |||
| 75 | LocalMktDate | |||
| 2485 | String | The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known
| ||
| 2484 | String | The unique transaction entity identifier assigned by the firm sending the CollateralAssignment(35=AY)
| ||
| 715 | LocalMktDate | The clearing business date of the collateral assignment
| ||
| 2517 | String | |||
| 2519 | Int | |||
| 2518 | Int | |||
| 2516 | String | Values are custom to a particular implementation and will be maintained externally
| ||
| 58 | String | |||
| 354 | Length | Must be set if EncodedText(355) field is specified and must immediately precede it
| ||
| 355 | Data | Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field
| ||
| Component |