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FIX MESSAGE 35=AM

PositionMaintenanceReport

MsgType (35) = AMPositionMaintenanceAdded FIX.4.4

Definition

The Position Maintenance Report message is sent by the holder of a position in response to a Position Maintenance Request and is used to confirm that a request has been successfully processed or rejected.

Message structure 4035 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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  1. StandardHeaderComponentRequired

    MsgType = AM

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  2. 721 PosMaintRptIDStringRequired

    Unique identifier for this position report

  3. 709 PosTransTypeintRequired
  4. Unique identifier for this position entity.

  5. 710 PosReqIDString

    Unique identifier for the position maintenance request associated with this report

  6. Reference to the PosReqID of a previous maintenance request that is being replaced or canceled.

  7. Status of PositionMaintenanceRequest. Condtionally required when responding to a PositionMaintenanceRequest.

  8. 715 ClearingBusinessDateLocalMktDateRequired

    The Clearing Business Date covered by this request

  9. The business date previous to the clearing business date referred to by this maintenance request.

  10. 2085 ValuationDateLocalMktDate

    Valuation date of the position(s) in this report.

  11. 2086 ValuationTimeLocalMktTime

    Valuation time of the position(s) in this report.

  12. Business center of ValuationDate(2085) and ValuationTime(2086). Single value only.

  13. For a forward position this is an appropriate value to discount the mark to market amount from the contract’s maturity date back to present value.

  14. PartiesRepeating groupCount tag 453

    Position Account

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  15. 1 AccountString
  16. Type of account associated with the order (Origin)

  17. Reference to a PosMaintRptID (Tag 721) from a previous Position Maintenance Report that is being replaced or canceled

  18. InstrumentComponentRequired

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  19. 15 CurrencyCurrency
  20. 64 SettlDateLocalMktDate
  21. Can be set to true when a position maintenance request is being performed contrary to current money position, i.e. for an exercise of an out of the money position or an abandonement (do not exercise ) of an in the money position

  22. InstrmtLegGrpRepeating groupCount tag 555

    Specifies the number of legs that make up the Security

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  23. RelatedInstrumentGrpRepeating groupCount tag 1647

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  24. UndInstrmtGrpRepeating groupCount tag 711

    Specifies the number of underlying legs that make up the Security

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  25. TrdgSesGrpRepeating groupCount tag 386

    Specifies the number of repeating TradingSessionIDs

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  26. 60 TransactTimeUTCTimestamp

    Time this order request was initiated/released by the trader, trading system, or intermediary. Conditionally required except when requests for reports are processed in batch, transaction time is not available, or when PosReqID is not present.

  27. PositionQtyRepeating groupCount tag 702

    Conditionally required when PosMaintAction(712) = 1(New), 2(Replace) or 4(Reverse).

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  28. PositionAmountDataRepeating groupCount tag 753

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  29. RegulatoryTradeIDGrpRepeating groupCount tag 1907

    The source, value and relationship of multiple trade identifiers for the same trade, e.g. Unique Swap Identifiers.

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  30. PaymentGrpRepeating groupCount tag 40212

    Additional payments or bullet payments.

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  31. Type of adjustment to be applied

    Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only

  32. 834 ThresholdAmountPriceOffset
  33. RelatedTradeGrpRepeating groupCount tag 1855

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  34. 58 TextString
  35. Must be set if EncodedText field is specified and must immediately precede it.

  36. Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field.

  37. StandardTrailerComponentRequired

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