Message CollateralReport (BA)
Used to report collateral status when responding to a Collateral Inquiry message.
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0, FIX.5.0SP1, FIX.5.0SP2.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = BA | Y | FIX.4.4 | |
| 908 | CollRptID | Unique Identifer for collateral report | Y | FIX.4.4 | |
| 909 | CollInquiryID | Identifier for the collateral inquiry to which this message is a reply | FIX.4.4 | ||
| 60 | TransactTime | FIX.4.4 | |||
| 1043 | CollApplType | Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis. | FIX.4.4 | ||
| 291 | FinancialStatus | Tells whether security has been restricted. | FIX.4.4 | ||
| 910 | CollStatus | Collateral status | Y | FIX.4.4 | |
| 911 | TotNumReports | FIX.4.4 | |||
| 912 | LastRptRequested | FIX.4.4 | |||
| BlockRepeating | Parties | FIX.4.4 | |||
| 1 | Account | Customer Account | FIX.4.4 | ||
| 581 | AccountType | Type of account associated with the order (Origin) | FIX.4.4 | ||
| 11 | ClOrdID | Identifier of order for which collateral is required | FIX.4.4 | ||
| 37 | OrderID | Identifier of order for which collateral is required | FIX.4.4 | ||
| 198 | SecondaryOrderID | Identifier of order for which collateral is required | FIX.4.4 | ||
| 526 | SecondaryClOrdID | Identifier of order for which collateral is required | FIX.4.4 | ||
| ImplicitBlockRepeating | ExecCollGrp | Executions for which collateral is required | FIX.4.4 | ||
| ImplicitBlockRepeating | TrdCollGrp | Trades for which collateral is required | FIX.4.4 | ||
| Block | Instrument | FIX.4.4 | |||
| Block | FinancingDetails | FIX.4.4 | |||
| 64 | SettlDate | FIX.4.4 | |||
| 53 | Quantity | FIX.4.4 | |||
| 854 | QtyType | FIX.4.4 | |||
| 15 | Currency | FIX.4.4 | |||
| BlockRepeating | InstrmtLegGrp | FIX.4.4 | |||
| BlockRepeating | UndInstrmtGrp | FIX.4.4 | |||
| 899 | MarginExcess | FIX.4.4 | |||
| 900 | TotalNetValue | FIX.4.4 | |||
| 901 | CashOutstanding | FIX.4.4 | |||
| ImplicitBlockRepeating | CollateralAmountGrp | FIX.5.0SP2 (192) | |||
| BlockRepeating | RegulatoryTradeIDGrp | FIX.5.0SP2 (192) | |||
| BlockRepeating | TrdRegTimestamps | FIX.4.4 | |||
| 54 | Side | FIX.4.4 | |||
| BlockRepeating | MiscFeesGrp | Required if any miscellaneous fees are reported. | FIX.4.4 | ||
| 44 | Price | FIX.4.4 | |||
| 423 | PriceType | FIX.4.4 | |||
| 159 | AccruedInterestAmt | FIX.4.4 | |||
| 920 | EndAccruedInterestAmt | FIX.4.4 | |||
| 921 | StartCash | FIX.4.4 | |||
| 922 | EndCash | FIX.4.4 | |||
| Block | SpreadOrBenchmarkCurveData | Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" | FIX.4.4 | ||
| BlockRepeating | Stipulations | Insert here the set of "Stipulations" fields defined in "Common Components of Application Messages" | FIX.4.4 | ||
| Block | SettlInstructionsData | Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" | FIX.4.4 | ||
| 336 | TradingSessionID | Trading Session in which trade occurred | FIX.4.4 | ||
| 625 | TradingSessionSubID | Trading Session Subid in which trade occurred | FIX.4.4 | ||
| 716 | SettlSessID | FIX.4.4 | |||
| 717 | SettlSessSubID | FIX.4.4 | |||
| 715 | ClearingBusinessDate | The clearing business date of the report. | FIX.4.4 | ||
| 2486 | WireReference | FIX.5.0SP2 (192) | |||
| 75 | TradeDate | FIX.5.0SP2 (192) | |||
| 2485 | TransactionID | The unique transaction entity identifier assigned by the firm sending the CollateralReport (BA). | FIX.5.0SP2 (192) | ||
| 2484 | FirmTransactionID | The unique transaction entity identifier assigned by the counterparty to the transaction receiving this message, if known. | FIX.5.0SP2 (192) | ||
| 58 | Text | FIX.4.4 | |||
| 354 | EncodedTextLen | Must be set if EncodedText (355) field is specified and must immediately precede it. | FIX.4.4 | ||
| 355 | EncodedText | Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. | FIX.4.4 | ||
| Block | StandardTrailer | Y | FIX.4.4 |