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 (AW) can be sent unsolicited from the clearing house to a clearing firm.
Assignment Report (AW) can be returned in response to a Request for Positions (AN) message with a PosReqType (724) set to 3 (Assignment).
| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = AW |
|||
| 833 | AsgnRptID | Y | Unique identifier for the Assignment report |
||
| 832 | TotNumAssignmentReports | N | Total Number of Assignment Reports being returned to a firm |
||
| 912 | LastRptRequested | N | |||
| Component Block - <Parties> | Y | Clearing Organization, Clearing Firm, Contra Clearing Organization, Contra Clearing
Firm, Position Account |
|||
| 1 | Account | N | Customer Account |
||
| 581 | AccountType | Y | Type of account associated with the order (Origin) |
||
| Component Block - <Instrument> | N | CFI Code - Market Indicator (col 4) used to indicate Market of Assignment |
|||
| 15 | Currency | N | |||
| 555 | NoLegs | N | Number of legs that make up the Security |
||
| => | Component Block - <InstrumentLeg> | C | Required if NoLegs (555) > 0 |
||
| 711 | NoUnderlyings | N | Number of underlyings |
||
| => | Component Block - <UnderlyingInstrument> | C | Must be provided if Number of underlyings > 0 |
||
| Component Block - <PositionQty> | N | ||||
| Component Block - <PositionAmountData> | N | ||||
| 834 | ThresholdAmount | N | |||
| 730 | SettlPrice | Y | Settlement Price of Option |
||
| 731 | SettlPriceType | Y | Values = Final, Theoretical |
||
| 732 | UnderlyingSettlPrice | Y | Settlement Price of Underlying |
||
| 432 | ExpireDate | N | Expiration Date of Option |
||
| 744 | AssignmentMethod | Y | Method under which assignment was conducted. Values = Random, ProRata |
||
| 745 | AssignmentUnit | N | Quantity Increment used in performing assignment |
||
| 746 | OpenInterest | Y | Open interest that was eligible for assignment |
||
| 747 | ExerciseMethod | Y | Exercise Method used to in performing assignment. Values = Automatic, Manual |
||
| 716 | SettlSessID | Y | Settlement Session - EOD or Intraday |
||
| 717 | SettlSessSubID | Y | Settlement Session enumerator |
||
| 715 | ClearingBusinessDate | Y | Business date of assignment |
||
| 58 | Text | N | |||
| 354 | EncodedTextLen | C | Must be set if EncodedText (355) field is specified and must
immediately precede it. |
||
| 355 | EncodedText | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. |
||
| <Standard Message Trailer> | Y | ||||