Collateral Request  (MsgType = AX)

An initiator that requires collateral from a respondent sends a Collateral Request. 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
894 CollReqID Y Unique identifier for collateral request
895 CollAsgnReason Y Reason collateral assignment is being requested
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
37 OrderID N Identifier fo order for which collateral is required
198 SecondaryOrderID N Identifier fo order for which collateral is required
526 SecondaryClOrdID N Identifier fo order for which collateral is required
124 NoExecs N Executions for which collateral is required
=> 17 ExecID N Required if NoExecs (124) > 0
897 NoTrades N Trades for which collateral is required
=> 571 TradeReportID N Required if NoTrades (897) > 0
=> 818 SecondaryTradeReportID N
Component Block - <Instrument> N Instrument that was traded for which collateral is required
Component Block - <FinancingDetails> N Details of the Agreement and Deal
64 SettlDate N
53 Quantity N
854 QtyType N
15 Currency N
555 NoLegs N Number of legs Identifies a Multi-leg Execution if present and non-zero.
=> Component Block - <InstrumentLeg> N Must be provided if Number of legs > 0
711 NoUnderlyings N Number of legs that make up the Security
=> Component Block - <UnderlyingInstrument> N "Insert here the set of "Underlying Instrument" fields defined in "Common Components of Application Messages"" Required if NoUnderlyings (711) > 0
=> 944 CollAction N Required if NoUnderlyings (711) > 0
899 MarginExcess N
900 TotalNetValue N
901 CashOutstanding N
Component Block - <TrdRegTimestamps> N "Insert here the set of "TrdRegTimestamps" fields defined in "Common Components of Application Messages""
54 Side N
136 NoMiscFees N Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows **
=> 137 MiscFeeAmt N Required if NoMiscFees (136) > 0
=> 138 MiscFeeCurr N
=> 139 MiscFeeType N 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 "Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages""
Component Block - <Stipulations> N "Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages""
336 TradingSessionID N Trading Session in which trade occurred
625 TradingSessionSubID N Trading Session Subid in which trade occurred
716 SettlSessID N
717 SettlSessSubID N
715 ClearingBusinessDate N
58 Text N
354 EncodedTextLen N Must be set if EncodedText (355) field is specified and must immediately precede it.
355 EncodedText N Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
<Standard Message Trailer> Y