AssignmentReport <AW> message – FIX 5.0 SP2 – FIX Dictionary

FIX 5.0 SP2 : AssignmentReport <AW> message

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 can be sent unsolicited from the clearing house to a clearing firm.

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

Assignment Report

Structure

Tag	Field Name	Req'd	Comments
Component Block - <StandardHeader>		Y	MsgType = 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	Account	N	Customer Account
581	AccountType	N	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
Component Block - <InstrmtLegGrp>		N	Number of legs that make up the Security
Component Block - <UndInstrmtGrp>		N	Number of legs that make up the Security
Component Block - <PositionQty>		N	"Insert here here the set of "Position Qty" fields defined in "Common Components of Application Messages"
Component Block - <PositionAmountData>		N	Insert here here the set of "Position Amount Data" fields defined in "Common Components of Application Messages"
834	ThresholdAmount	N
730	SettlPrice	N	Settlement Price of Option
731	SettlPriceType	N	Values = Final, Theoretical
732	UnderlyingSettlPrice	N	Settlement Price of Underlying
432	ExpireDate	N	Expiration Date of Option
744	AssignmentMethod	N	Method under which assignment was conducted Valid values: R = Random P = ProRata
745	AssignmentUnit	N	Quantity Increment used in performing assignment
746	OpenInterest	N	Open interest that was eligible for assignment
747	ExerciseMethod	N	Exercise Method used to in performing assignment Values = Automatic, Manual
716	SettlSessID	N
717	SettlSessSubID	N
715	ClearingBusinessDate	Y	Business date of assignment
58	Text	N
354	EncodedTextLen	N	Must be set if EncodedText field is specified and must immediately precede it.
355	EncodedText	N	Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.
734	PriorSettlPrice	N
Component Block - <ApplicationSequenceControl>		N
710	PosReqID	N	If specified,the identifier of the RequestForPositions(MsgType=AN) to which this message is sent in response.
Component Block - <StandardTrailer>		Y

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