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FIX 4.4 : Assignment Report <AW> message

Structure | Related Messages

Description

Assignment Reports are sent from a clearing house to counterparties, such as a clearing firm as a result of the assignment process.Communication Scenarios

Assignment Report <AW> can be sent unsolicited from the clearing house to a clearing firm.

Assignment Report <AW> can be returned in response to a Request for Positions message with a PosReqType <724>(tag 724) set to 3 (Assignment).

Structure

Tag Field Name Req'd Comments
<MessageHeader> Y MsgType <35> = AW
833 AsgnRptID Y

Unique identifier for the Assignment report
832 TotNumAssignmentReports N

Total Number of Assignment Reports being returned to a firm
912 LastRptRequested N
Component Block - <Parties> Y

Clearing Organization

Clearing Firm

Contra Clearing Organization

Contra Clearing Firm

Position Account <1>

1 Account N

Customer Account <1>

581 AccountType Y

Type of account associated with the order (Origin)
Component Block - <Instrument> N

CFI Code - Market Indicator (col 4) used to indicate Market of Assignment
15 Currency N
555 NoLegs N

Number of legs that make up the Security
=> Component Block - <InstrumentLeg> N

Insert here the set of "<InstrumentLeg>" (leg symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Required if NoLegs <555> > 0

711 NoUnderlyings N

Number of legs that make up the Security
=> Component Block - <UnderlyingInstrument> N

Insert here the set of "<InstrumentLeg>" (leg symbology) fields defined in "COMMON COMPONENTS OF APPLICATION MESSAGES"

Required if NoLegs <555> > 0

Component Block - <PositionQty> Y

See definition for Position Quantity <53> in the Proposed Component Block section above

AS - Assignment Quantity <53>

Component Block - <PositionAmountData> Y

See definition for Position Amount in the Proposed Component Block section above

FMTM - Final Mark-to-Market for Assignment
834 ThresholdAmount N
730 SettlPrice Y

Settlement Price <44> of Option

731 SettlPriceType Y

Values = Final, Theoretical
732 UnderlyingSettlPrice Y

Settlement Price <44> of Underlying

432 ExpireDate N

Expiration Date of Option
744 AssignmentMethod Y

Method under which assignment was conducted

Values = Random, ProRata
745 AssignmentUnit N

Quantity <53> Increment used in performing assignment

746 OpenInterest Y

Open interest that was eligible for assignment
747 ExerciseMethod Y

Exercise Method used to in performing assignment

Values = Automatic, Manual
716 SettlSessID Y

Settlement Session - EOD or Intraday
717 SettlSessSubID Y

Settlement Session enumerator
715 ClearingBusinessDate Y

Business date of assignment
58 Text N
354 EncodedTextLen N

Must be set if EncodedText <355> field is specified and must immediately precede it.

355 EncodedText N

Encoded (non-ASCII characters) representation of the Text <58> field in the encoded format specified via the MessageEncoding <347> field.

<MessageTrailer> Y  

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