Collateral Report  (MsgType = BA)

Used to report collateral status when responding to a Collateral Inquiry (BB) message.


Tag Field Name Req'd Comments
<Standard Message Header> Y MsgType = BA
908 CollRptID Y Unique Identifer for collateral report
909 CollInquiryID N Identifier for the collateral inquiry to which this message is a reply
60 TransactTime N
1043 CollApplType N Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis.
291 FinancialStatus N Tells whether security has been restricted.
910 CollStatus Y Collateral status
911 TotNumReports N
912 LastRptRequested N
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 "Insert here the set of "Instrument" fields defined in "Common Components of Application Messages""
Component Block - <FinancingDetails> N "Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages""
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 underlyings
=> Component Block - <UnderlyingInstrument> N Must be provided if Number of underlyings > 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""
Component Block - <SettlInstructionsData> N "Insert here the set of "SettlInstructionsData" 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