Definition
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 is expected as a response to a request for collateral.
Message structure 3995 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 = AX
StandardHeader definition & usage →
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Unique identifier for collateral request
Reason collateral assignment is being requested
Time until when Respondent has to assign collateral
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 that was traded for which collateral is required
Instrument definition & usage →
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FinancingDetailsComponent—
Details of the Agreement and Deal
FinancingDetails definition & usage →
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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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Trading Session in which trade occurred
Trading Session Subid in which trade occurred
Must be set if EncodedText field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
StandardTrailerComponentRequired
StandardTrailer definition & usage →
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