Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process.
Communication Scenarios:
Tag | Name | Type | Required | Description |
---|---|---|---|---|
Component | ||||
833 | String | Unique identifier for the Assignment report
| ||
832 | Int | Total Number of Assignment Reports being returned to a firm
| ||
912 | Boolean | |||
Component | Clearing Organization
Clearing Firm
Contra Clearing Organization
Contra Clearing Firm
Position Account
| |||
1 | String | Customer Account
| ||
581 | Int Enum | Type of account associated with the order (Origin)
| ||
Component | CFI Code - Market Indicator (col 4) used to indicate Market of Assignment
| |||
15 | Currency | |||
Component | Number of legs that make up the Security
| |||
Component | Number of legs that make up the Security
| |||
Component | See definition for Position Quantity in the Proposed Component Block section above
AS - Assignment Quantity
| |||
Component | The set of "Position Amount Data" fields defined in "Common Components of
Application Messages"
FMTM - Final Mark-to-Market for Assignment
| |||
834 | PriceOffset | |||
730 | Price | Settlement Price of Option
| ||
731 | Int Enum | Values = Final, Theoretical
| ||
732 | Price | Settlement Price of Underlying
| ||
432 | LocalMktDate | Expiration Date of Option
| ||
744 | Char Enum | Method under which assignment was conducted
Values = Random, ProRata
| ||
745 | Quantity | Quantity Increment used in performing assignment
| ||
746 | Amount | Open interest that was eligible for assignment
| ||
747 | Char Enum | Exercise Method used to in performing assignment
Values = Automatic, Manual
| ||
716 | String Enum | Settlement Session - EOD or Intraday
| ||
717 | String | Settlement Session enumerator
| ||
715 | LocalMktDate | Business date of assignment
| ||
58 | String | |||
354 | Length | Must be set if EncodedText field is specified and must immediately precede it
| ||
355 | Data | Encoded (non-ASCII characters) representation of the Text field in the encoded format
specified via the MessageEncoding field
| ||
Component |