Definition
Used to report collateral status when responding to a Collateral Inquiry message.
Message structure 4057 distinct fields
Source order, including nested components and groups. Group counts precede the repeated entries. “Required here” is relative to the enclosing component or group, not unconditional in the message. A dash means not marked required; conditional requirements remain in the source notes. This is a reference, not a counterparty-specific validator.
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StandardHeaderComponentRequired
MsgType = BA
StandardHeader definition & usage →
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Unique Identifer for collateral report
Identifier for the collateral inquiry to which this message is a reply
Differentiates collateral pledged specifically against a position from collateral pledged against an entire portfolio on a valued basis.
Tells whether security has been restricted.
Collateral status
PartiesRepeating groupCount tag 453—
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Customer Account
Type of account associated with the order (Origin)
Identifier of order for which collateral is required
Identifier of order for which collateral is required
Identifier of order for which collateral is required
Identifier of order for which collateral is required
ExecCollGrpRepeating groupCount tag 124—
Executions for which collateral is required
ExecCollGrp definition & usage →
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TrdCollGrpRepeating groupCount tag 897—
Trades for which collateral is required
TrdCollGrp definition & usage →
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InstrumentComponent—
Instrument definition & usage →
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FinancingDetailsComponent—
FinancingDetails definition & usage →
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InstrmtLegGrpRepeating groupCount tag 555—
InstrmtLegGrp definition & usage →
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UndInstrmtGrpRepeating groupCount tag 711—
UndInstrmtGrp definition & usage →
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CollateralAmountGrpRepeating groupCount tag 1703—
CollateralAmountGrp definition & usage →
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RegulatoryTradeIDGrpRepeating groupCount tag 1907—
RegulatoryTradeIDGrp definition & usage →
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TrdRegTimestampsRepeating groupCount tag 768—
TrdRegTimestamps definition & usage →
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MiscFeesGrpRepeating groupCount tag 136—
Required if any miscellaneous fees are reported.
MiscFeesGrp definition & usage →
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SpreadOrBenchmarkCurveDataComponent—
SpreadOrBenchmarkCurveData definition & usage →
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StipulationsRepeating groupCount tag 232—
Stipulations definition & usage →
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SettlInstructionsDataComponent—
SettlInstructionsData definition & usage →
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Trading Session in which trade occurred
Trading Session Subid in which trade occurred
May be used when the business event date differs from when the regulatory report is actually being submitted (typically specified in TrdRegTimestamps component).
The clearing business date of the report.
The unique transaction entity identifier assigned by the firm sending the CollateralReport(35=BA).
The unique transaction entity identifier assigned by the counterparty to the transaction receiving this message, if known.
FundingSourceGrpRepeating groupCount tag 2849—
FundingSourceGrp definition & usage →
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TransactionAttributeGrpRepeating groupCount tag 2871—
TransactionAttributeGrp definition & usage →
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Must be set if EncodedText(355) field is specified and must immediately precede it.
Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
StandardTrailerComponentRequired
StandardTrailer definition & usage →
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