Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process.
Added in protocol FIX.4.4
See in: FIX.4.4, FIX.5.0SP1, FIX.5.0SP2, FIX.5.0SP2 EP240.
| Field or Component | Name | Description | Is Required | Added | Is Deprecated |
|---|---|---|---|---|---|
| Block | StandardHeader | MsgType = AW | Y | FIX.4.4 | |
| 833 | AsgnRptID | Unique identifier for the Assignment report | Y | FIX.4.4 | |
| 832 | TotNumAssignmentReports | Total Number of Assignment Reports being returned to a firm | FIX.4.4 | ||
| 912 | LastRptRequested | FIX.4.4 | |||
| BlockRepeating | Parties | Clearing Organization Clearing Firm Contra Clearing Organization Contra Clearing Firm Position Account |
Y | FIX.4.4 | |
| 1 | Account | Customer Account | FIX.4.4 | ||
| 581 | AccountType | Type of account associated with the order (Origin) | FIX.4.4 | ||
| Block | Instrument | CFI Code – Market Indicator (col 4) used to indicate Market of Assignment | FIX.4.4 | ||
| 15 | Currency | FIX.4.4 | |||
| OptimisedImplicitBlockRepeating | InstrmtLegGrp | Number of legs that make up the Security | FIX.4.4 | ||
| OptimisedImplicitBlockRepeating | UndInstrmtGrp | Number of legs that make up the Security | FIX.4.4 | ||
| BlockRepeating | PositionQty | “Insert here here the set of “Position Qty” fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
| BlockRepeating | PositionAmountData | Insert here here the set of “Position Amount Data” fields defined in “Common Components of Application Messages” | FIX.4.4 | ||
| 834 | ThresholdAmount | FIX.4.4 | |||
| 730 | SettlPrice | Settlement Price of Option | FIX.4.4 | ||
| 731 | SettlPriceType | Values = Final, Theoretical | FIX.4.4 | ||
| 732 | UnderlyingSettlPrice | Settlement Price of Underlying | FIX.4.4 | ||
| 734 | PriorSettlPrice | FIX.4.4 | |||
| 432 | ExpireDate | Expiration Date of Option | FIX.4.4 | ||
| 744 | AssignmentMethod | Method under which assignment was conducted Valid values: R = Random P = ProRata | FIX.4.4 | ||
| 745 | AssignmentUnit | Quantity Increment used in performing assignment | FIX.4.4 | ||
| 746 | OpenInterest | Open interest that was eligible for assignment | FIX.4.4 | ||
| 747 | ExerciseMethod | Exercise Method used to in performing assignment Values = Automatic, Manual |
FIX.4.4 | ||
| 716 | SettlSessID | Settlement Session – EOD or Intraday | FIX.4.4 | ||
| 717 | SettlSessSubID | Settlement Session enumerator | FIX.4.4 | ||
| 715 | ClearingBusinessDate | Business date of assignment | Y | 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 |