Definition
Used to assign collateral to cover a trading position. This message can be sent unsolicited or in reply to a Collateral Request message.
Message structure 4021 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
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StandardHeaderComponentRequired
MsgType = AY
StandardHeader definition & usage →
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Unique Identifer for collateral assignment
Identifer of CollReqID to which the Collateral Assignment is in response
Reason for collateral assignment
Collateral Transaction Type
Collateral assignment to which this transaction refers
For an Initial assignment, time by which a response is expected
PartiesRepeating groupCount tag 453—
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Customer Account
Type of account associated with the order (Origin)
Identifier of order for which collateral is required
Identifier of order for which collateral is required
Identifier of order for which collateral is required
Identifier of order for which collateral is required
ExecCollGrpRepeating groupCount tag 124—
Executions for which collateral is required
ExecCollGrp definition & usage →
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TrdCollGrpRepeating groupCount tag 897—
Trades for which collateral is required
TrdCollGrp definition & usage →
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InstrumentComponent—
Instrument definition & usage →
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FinancingDetailsComponent—
FinancingDetails definition & usage →
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Can be used to provide the value date of the collateral transaction where the deposit or withdrawal is for a specific future date.
InstrmtLegGrpRepeating groupCount tag 555—
Number of legs that make up the Security
InstrmtLegGrp definition & usage →
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UndInstrmtCollGrpRepeating groupCount tag 711—
Number of legs that make up the Security
UndInstrmtCollGrp definition & usage →
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TrdRegTimestampsRepeating groupCount tag 768—
TrdRegTimestamps definition & usage →
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MiscFeesGrpRepeating groupCount tag 136—
Required if any miscellaneous fees are reported.
MiscFeesGrp definition & usage →
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SpreadOrBenchmarkCurveDataComponent—
SpreadOrBenchmarkCurveData definition & usage →
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StipulationsRepeating groupCount tag 232—
Stipulations definition & usage →
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SettlInstructionsDataComponent—
SettlInstructionsData definition & usage →
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Trading Session in which trade occurred
Trading Session Subid in which trade occurred
The unique transaction entity identifier assigned by counterparty to the transaction receiving this message, if known.
The unique transaction entity identifier assigned by the firm sending the CollateralAssignment(35=AY).
The clearing business date of the collateral assignment.
Values are custom to a particular implementation and will be maintained externally.
Must be set if EncodedText(355) field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
StandardTrailerComponentRequired
StandardTrailer definition & usage →
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