Assignment Report (MsgType = AW, FIXML = AsgnRpt)

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 (AN) message with a PosReqType (724) set to 3 (Assignment).

Tag Field Name FIXML Req'd Comments
<Standard Message Header> Y MsgType = AW
833 AsgnRptID @RptID Y Unique identifier for the Assignment report
832 TotNumAssignmentReports @TotNumAsgnRpts N Total Number of Assignment Reports being returned to a firm
912 LastRptRequested @LastRptReqed N
<Parties> Y Clearing Organization, Clearing Firm, Contra Clearing Organization, Contra Clearing Firm, Position Account
1 Account @Acct N Customer Account
581 AccountType @AcctTyp Y Type of account associated with the order (Origin)
<Instrument> N CFI Code - Market Indicator (col 4) used to indicate Market of Assignment
15 Currency @Ccy N
555 NoLegs Leg N Number of legs that make up the Security
=> <Instrument Leg> C Required if NoLegs (555) > 0
711 NoUnderlyings Undly N Number of underlyings
=> <Underlying Instrument> C Must be provided if Number of underlyings > 0
<Position Qty> Y
<Position Amount Data> Y
834 ThresholdAmount @ThresholdAmt N
730 SettlPrice @SetPx Y Settlement Price of Option
731 SettlPriceType @SetPxTyp Y Values = Final, Theoretical
732 UnderlyingSettlPrice @UndSetPx Y Settlement Price of Underlying
432 ExpireDate @ExpireDt N Expiration Date of Option
744 AssignmentMethod @AsgnMeth Y Method under which assignment was conducted. Values = Random, ProRata
745 AssignmentUnit @Unit N Quantity Increment used in performing assignment
746 OpenInterest @OpenInt Y Open interest that was eligible for assignment
747 ExerciseMethod @ExrMethod Y Exercise Method used to in performing assignment. Values = Automatic, Manual
716 SettlSessID @SetSesID Y Settlement Session - EOD or Intraday
717 SettlSessSubID @SetSesSub Y Settlement Session enumerator
715 ClearingBusinessDate @BizDt Y Business date of assignment
58 Text @Txt N
354 EncodedTextLen @EncTxtLen C Must be set if EncodedText (355) field is specified and must immediately precede it.
355 EncodedText @EncTxt C Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field.
<Standard Message Trailer> Y