An initiator that requires collateral from a respondent sends a Collateral Request (AX) . The initiator can be either counterparty to a trade in a two party model or an intermediary such as an ATS or clearinghouse in a three party model. A Collateral Assignment (AY) is expected as a response to a request for collateral.
| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = AX |
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| 894 | CollReqID | Y | Unique identifier for Collateral Request (AX)
|
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| 895 | CollAsgnReason | Y | Reason Collateral Assignment (AY) is being requested |
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| 60 | TransactTime | Y | |||
| 126 | ExpireTime | N | Time until when Respondent has to assign collateral |
||
| Component Block - <Parties> | N | ||||
| 1 | Account | N | Customer Account |
||
| 581 | AccountType | N | Type of account associated with the order (Origin) |
||
| 11 | ClOrdID | N | Identifier fo order for which collateral is required |
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| 37 | OrderID | N | Identifier fo order for which collateral is required |
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| 198 | SecondaryOrderID | N | Identifier fo order for which collateral is required |
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| 526 | SecondaryClOrdID | N | Identifier fo order for which collateral is required |
||
| 124 | NoExecs | N | Executions for which collateral is required |
||
| => | 17 | ExecID | C | Required if NoExecs (124) > 0 |
|
| 897 | NoTrades | N | Trades for which collateral is required |
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| => | 571 | TradeReportID | C | Required if NoTrades (897) > 0 |
|
| => | 818 | SecondaryTradeReportID | N | ||
| Component Block - <Instrument> | N | ||||
| Component Block - <FinancingDetails> | N | ||||
| 64 | SettlDate | N | |||
| 53 | Quantity | N | |||
| 854 | QtyType | N | |||
| 15 | Currency | N | |||
| 555 | NoLegs | N | Number of legs that make up the Security |
||
| => | Component Block - <InstrumentLeg> | C | Required if NoLegs (555) > 0 |
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| 711 | NoUnderlyings | N | Number of underlyings |
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| => | Component Block - <UnderlyingInstrument> | C | Required if NoUnderlyings (711) > 0 |
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| => | 944 | CollAction | N | Required if NoUnderlyings (711) > 0 |
|
| 899 | MarginExcess | N | |||
| 900 | TotalNetValue | N | |||
| 901 | CashOutstanding | N | |||
| Component Block - <TrdRegTimestamps> | N | ||||
| 54 | Side | N | |||
| 136 | NoMiscFees | N | Required if any miscellaneous fees are reported. Indicates number of repeating entries. |
||
| => | 137 | MiscFeeAmt | C | Required if NoMiscFees (136) > 0 |
|
| => | 138 | MiscFeeCurr | N | ||
| => | 139 | MiscFeeType | C | Required if NoMiscFees (136) > 0 |
|
| => | 891 | MiscFeeBasis | N | ||
| 44 | Price | N | |||
| 423 | PriceType | N | |||
| 159 | AccruedInterestAmt | N | |||
| 920 | EndAccruedInterestAmt | N | |||
| 921 | StartCash | N | |||
| 922 | EndCash | N | |||
| Component Block - <SpreadOrBenchmarkCurveData> | N | ||||
| Component Block - <Stipulations> | N | ||||
| 336 | TradingSessionID | N | Trading Session in which trade occurred |
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| 625 | TradingSessionSubID | N | Trading Session Subid in which trade occurred |
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| 716 | SettlSessID | N | |||
| 717 | SettlSessSubID | N | |||
| 715 | ClearingBusinessDate | N | |||
| 58 | Text | N | |||
| 354 | EncodedTextLen | C | Must be set if EncodedText (355) field is specified and must
immediately precede it. |
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| 355 | EncodedText | C | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. |
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| <Standard Message Trailer> | Y | ||||