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(tag 724) set to 3 (Assignment).
| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| <Standard Message Header> | Y | MsgType = AW |
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| 833 | AsgnRptID | Y | Unique identifier for the Assignment report |
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| 832 | TotNumAssignmentReports | N | Total Number of Assignment Reports being returned to a firm |
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| 912 | LastRptRequested | N | |||
| Component Block - <Parties> | Y | Clearing Organization
Clearing Firm
Contra Clearing Organization
Contra Clearing Firm
Position Account |
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| 1 | Account | N | Customer Account |
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| 581 | AccountType | N | Type of account associated with the order (Origin) |
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| Component Block - <Instrument> | N | CFI Code - Market Indicator (col 4) used to indicate Market of Assignment |
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| 15 | Currency | N | |||
| 555 | NoLegs | N | Number of legs
Identifies a Multi-leg Execution if present and non-zero. |
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| => | Component Block - <InstrumentLeg> | N | Must be provided if Number of legs > 0 |
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| 711 | NoUnderlyings | N | Number of underlyings |
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| => | Component Block - <UnderlyingInstrument> | N | Must be provided if Number of underlyings > 0 |
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| Component Block - <PositionQty> | N | ""Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages"" |
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| Component Block - <PositionAmountData> | N | "Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"" |
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| 834 | ThresholdAmount | N | |||
| 730 | SettlPrice | N | Settlement Price (44) of Option |
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| 731 | SettlPriceType | N | Values = Final, Theoretical |
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| 732 | UnderlyingSettlPrice | N | Settlement Price (44) of Underlying |
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| 734 | PriorSettlPrice | N | |||
| 432 | ExpireDate | N | Expiration Date of Option |
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| 744 | AssignmentMethod | N | Method under which assignment was conducted Valid values: R = Random P = ProRata |
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| 745 | AssignmentUnit | N | Quantity Increment used in performing assignment |
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| 746 | OpenInterest | N | Open interest that was eligible for assignment |
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| 747 | ExerciseMethod | N | Exercise Method used to in performing assignment
Values = Automatic, Manual |
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| 716 | SettlSessID | N | Settlement Session - EOD or Intraday |
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| 717 | SettlSessSubID | N | Settlement Session enumerator |
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| 715 | ClearingBusinessDate | Y | Business date of assignment |
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| 58 | Text | N | |||
| 354 | EncodedTextLen | N | Must be set if EncodedText (355) field is specified and must immediately precede it. |
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| 355 | EncodedText | N | 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 | ||||