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.

Added in protocol FIX.4.4

See in: FIX.5.0, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.

Field or Component Name Description Is Required Added Is Deprecated
Block StandardHeader MsgType = AX Y FIX.4.4
894 CollReqID Unique identifier for collateral request Y FIX.4.4
895 CollAsgnReason Reason collateral assignment is being requested Y FIX.4.4
60 TransactTime Y FIX.4.4
126 ExpireTime Time until when Respondent has to assign collateral 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 fo order for which collateral is required FIX.4.4
37 OrderID Identifier fo order for which collateral is required FIX.4.4
198 SecondaryOrderID Identifier fo order for which collateral is required FIX.4.4
526 SecondaryClOrdID Identifier fo 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 Instrument that was traded for which collateral is required FIX.4.4
Block FinancingDetails Details of the Agreement and Deal FIX.4.4
64 SettlDate FIX.4.4
53 Quantity FIX.4.4
854 QtyType FIX.4.4
15 Currency FIX.4.4
ImplicitBlockRepeating InstrmtLegGrp Number of legs that make up the Security FIX.4.4
ImplicitBlockRepeating UndInstrmtCollGrp Number of legs that make up the Security FIX.4.4
899 MarginExcess FIX.4.4
900 TotalNetValue FIX.4.4
901 CashOutstanding FIX.4.4
BlockRepeating TrdRegTimestamps Insert here the set of “TrdRegTimestamps” fields defined in “Common Components of Application Messages” FIX.4.4
54 Side FIX.4.4
ImplicitBlockRepeating MiscFeesGrp Required if any miscellaneous fees are reported. Indicates number of repeating entries
** Nested Repeating Group follows **
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
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 FIX.4.4
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