| Tag | Name | Type | Description | AssociatedDataTag | AbbrName | BaseCategory | BaseCategoryAbbrName | NotReqXML | EnumDatatype | UnionDataType |
|---|---|---|---|---|---|---|---|---|---|---|
| 1635 | MarginReqmtInqID | String | Unique identifier of the MarginRequirementInquiry. | ID | 0 | |||||
| 1636 | NoMarginReqmtInqQualifier | NumInGroup | Number of margin requirement inquiry qualifiers. | 1 | ||||||
| 1637 | MarginReqmtInqQualifier | int | Qualifier for MarginRequirementInquiry to identify a specific report. | Qual | 0 | |||||
| 1638 | MarginReqmtRptType | int | Type of MarginRequirementReport. | RptTyp | 0 | |||||
| 1639 | MarginClass | String | Identifier for group of instruments with similar risk profile. | Clss | 0 | |||||
| 1640 | MarginReqmtInqStatus | int | Status of MarginRequirementInquiry. | Stat | 0 | 945 | ||||
| 1641 | MarginReqmtInqResult | int | Result returned in response to MarginRequirementInquiry. | Rslt | 0 | Reserved100Plus | ||||
| 1642 | MarginReqmtRptID | String | Identifier for the MarginRequirementReport message. | RptID | 0 | |||||
| 1643 | NoMarginAmt | NumInGroup | Number of margin requirement amounts. | 1 | ||||||
| 1644 | MarginAmtType | int | Type of margin requirement amount being specified. | Typ | 0 | Reserved100Plus | ||||
| 1645 | MarginAmt | Amt | Amount of margin requirement. | Amt | 0 | |||||
| 1646 | MarginAmtCcy | Currency | Currency of the MarginAmt(1645). | Ccy | 0 |
| Tag | Value | SymbolicName | Group | Sort | Description | Definition |
|---|---|---|---|---|---|---|
| 1637 | 0 | Summary | 0 | Summary | ||
| 1637 | 1 | Detail | 1 | Detail | ||
| 1637 | 2 | ExcessDeficit | 2 | Excess/Deficit | ||
| 1637 | 3 | NetPosition | 3 | Net Position | ||
| 1638 | 0 | Summary | 0 | Summary | ||
| 1638 | 1 | Detail | 1 | Detail | ||
| 1638 | 2 | ExcessDeficit | 2 | Excess/Deficit | ||
| 1641 | 0 | Successful | 0 | Successful (default) | ||
| 1641 | 1 | InvalidOrUnknownInstrument | 1 | Invalid or unknown instrument | ||
| 1641 | 2 | InvalidOrUnknownMarginClass | 2 | Invalid or unknown margin class | ||
| 1641 | 3 | InvalidParties | 3 | Invalid Parties | ||
| 1641 | 4 | InvalidTransportTypeReq | 4 | Invalid Transport Type requested | ||
| 1641 | 5 | InvalidDestinationReq | 5 | Invalid Destination requested | ||
| 1641 | 6 | NoMarginReqFound | 6 | No margin requirement found | ||
| 1641 | 7 | MarginReqInquiryQualifierNotSupported | 7 | Margin requirement inquiry qualifier not supported | ||
| 1641 | 8 | UnauthorizedForMarginReqInquiry | 8 | Unauthorized for margin requirement inquiry | ||
| 1641 | 99 | Other | 99 | Other (further information in Text (58) field) | ||
| 1644 | 1 | AdditionalMargin | 1 | Additional Margin | ||
| 1644 | 2 | AdjustedMargin | 2 | Adjusted Margin | ||
| 1644 | 3 | UnadjustedMargin | 3 | Unadjusted Margin | ||
| 1644 | 4 | BinaryAddOnAmount | 4 | Binary Add-On Amount | ||
| 1644 | 5 | CashBalanceAmount | 5 | Cash Balance Amount | ||
| 1644 | 6 | ConcentrationMargin | 6 | Concentration Margin | ||
| 1644 | 7 | CoreMargin | 7 | Core Margin | ||
| 1644 | 8 | DeliveryMargin | 8 | Delivery Margin | ||
| 1644 | 9 | DiscretionaryMargin | 9 | Discretionary Margin | ||
| 1644 | 10 | FuturesSpreadMargin | 10 | Futures Spread Margin | ||
| 1644 | 11 | InitialMargin | 11 | Initial Margin | ||
| 1644 | 12 | LiquidatingMargin | 12 | Liquidating Margin | ||
| 1644 | 13 | MarginCallAmount | 13 | Margin Call Amount | ||
| 1644 | 14 | MarginDeficitAmount | 14 | Margin Deficit Amount (Shortfall) | ||
| 1644 | 15 | MarginExcessAmount | 15 | Margin Excess Amount (Surplus) | ||
| 1644 | 16 | OptionPremiumAmount | 16 | Option Premium Amount | ||
| 1644 | 17 | PremiumMargin | 17 | Premium Margin | ||
| 1644 | 18 | ReserveMargin | 18 | Reserve Margin | ||
| 1644 | 19 | SecurityCollateralAmount | 19 | Security Collateral Amount | ||
| 1644 | 20 | StressTestAddOnAmount | 20 | Stress Test Add-On Amount | ||
| 1644 | 21 | SuperMargin | 21 | Super Margin | ||
| 1644 | 22 | TotalMargin | 22 | Total Margin | ||
| 1644 | 23 | VariationMargin | 23 | Variation Margin | ||
| 1644 | 24 | SecondaryVariationMargin | 24 | Secondary Variation Margin | ||
| 703 | NET | NetQty | 27 | Net Qty | ||
| 703 | GRS | GrossQty | 28 | Gross Qty | ||
| 724 | 7 | NetPosition | 8 | Net Position |
| MsgType | ComponentID | Name | CategoryID | SectionID | AbbrName | NotReqXML | Description |
|---|---|---|---|---|---|---|---|
| CH | 119 | MarginRequirementInquiry | MarginRequirementManagement | PostTrade | MgnReqmtInq | 0 | The purpose of this message is to initiate a margin requirement inquiry for a margin account. The inquiry may be submitted at the detail level or the summary level. It can also be used to inquire margin excess/deficit or net position information. Margin excess/deficit will provide information about the surplus or shortfall compared to the previous trading day or a more recent margin calculation. An inquiry for net position information will trigger one or more PositionReport messages instead of one or more MarginRequirementReport messages. If the inquiry is made at the detail level, an Instrument block must be provided with the desired level of detail. If the inquiry is made at the summary level, the Instrument block is not provided, implying a summary request is being made. For example, if the inquiring firm specifies the Security Type of “FUT” in the Instrument block, then a detail report will be generated containing the margin requirements for all futures positions for the inquiring account. Similarly, if the inquiry is made at the summary level, the report will contain the total margin requirement aggregated to the margin account level. |
| CI | 120 | MarginRequirementInquiryAck | MarginRequirementManagement | PostTrade | MgnReqmtInqAck | 0 | Used to respond to a Margin Requirement Inquiry. |
| CJ | 121 | MarginRequirementReport | MarginRequirementManagement | PostTrade | MgnReqmtRpt | 0 | The Margin Requirement Report returns information about margin requirement either as on overview across all margin accounts or on a detailed level due to the inquiry making use of the optional Instrument component block. Application sequencing can be used to re-request a range of reports. |
| ComponentID | ComponentType | CategoryID | Name | AbbrName | NotReqXML | Volume | Description |
|---|---|---|---|---|---|---|---|
| 2176 | BlockRepeating | MarginRequirementManagement | MarginReqmtInqQualGrp | MgnReqmtInqQual | 0 | ||
| 2177 | BlockRepeating | Common | MarginAmount | MgnAmt | 0 |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 75 | 724 | Will be 7=Net Position if the report contains net position information for margin requirements. | |||
| 75 | 728 | 6.3 |
| ComponentID | TagText | Indent | Position | Reqd | Description |
|---|---|---|---|---|---|
| 2176 | 1636 | 0 | 1 | 0 | Number of qualifier entries |
| 2176 | 1637 | 1 | 2 | 0 | |
| 2177 | 1643 | 0 | 1 | 0 | Number of margin amount entries |
| 2177 | 1645 | 1 | 2 | 0 | |
| 2177 | 1644 | 1 | 3 | 0 | Total margin requirement if not provided |
| 2177 | 1646 | 1 | 4 | 0 | Base currency if not provided |
| 119 | StandardHeader | 0 | 1 | 1 | MsgType = CH |
| 119 | 1635 | 0 | 2 | 1 | Unique identifier for this message |
| 119 | MarginReqmtInqQualGrp | 0 | 3 | 1 | Type of margin requirement inquiry |
| 119 | 263 | 0 | 4 | 0 | Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. |
| 119 | 725 | 0 | 5 | 0 | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. |
| 119 | 726 | 0 | 6 | 0 | URI destination name. Used if ResponseTransportType is out-of-band. |
| 119 | Parties | 0 | 7 | 0 | |
| 119 | 715 | 0 | 8 | 0 | Indicates the date for which the margin is to be calculated |
| 119 | 716 | 0 | 9 | 0 | Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday |
| 119 | 717 | 0 | 10 | 0 | |
| 119 | 1639 | 0 | 11 | 0 | Used to identify a group of instruments with similar risk profile. |
| 119 | Instrument | 0 | 12 | 0 | |
| 119 | 60 | 0 | 13 | 0 | Represents the time the inquiry was submitted |
| 119 | 58 | 0 | 14 | 0 | |
| 119 | 354 | 0 | 15 | 0 | Must be set if EncodedText field is specified and must immediately precede it. |
| 119 | 355 | 0 | 16 | 0 | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
| 119 | StandardTrailer | 0 | 17 | 1 | |
| 120 | StandardHeader | 0 | 1 | 1 | MsgType = CI |
| 120 | 1635 | 0 | 2 | 1 | Unique identifier for this message |
| 120 | MarginReqmtInqQualGrp | 0 | 3 | 1 | Type of margin requirement inquiry |
| 120 | 1640 | 0 | 4 | 1 | Status of the Margin Requirement Inquiry referenced by MarginReqmtInqID |
| 120 | 1641 | 0 | 5 | 0 | Result of the Margin Requirement Inquiry referenced by MarginReqmtInqID – specifies any errors or warnings |
| 120 | 911 | 0 | 6 | 0 | Total number of reports generated in response to this inquiry |
| 120 | 263 | 0 | 7 | 0 | Used to subscribe / unsubscribe for margin requirement reports. If the field is absent, the default will be snapshot request only - no subscription. |
| 120 | 725 | 0 | 8 | 0 | Ability to specify whether the response to the request should be delivered inband or via pre-arranged out-of-band transport. |
| 120 | 726 | 0 | 9 | 0 | URI destination name. Used if ResponseTransportType is out-of-band. |
| 120 | Parties | 0 | 10 | 0 | |
| 120 | 715 | 0 | 11 | 0 | Indicates the date for which the margin is to be calculated |
| 120 | 716 | 0 | 12 | 0 | Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday |
| 120 | 717 | 0 | 13 | 0 | |
| 120 | 1639 | 0 | 14 | 0 | Used to identify a group of instruments with similar risk profile. |
| 120 | Instrument | 0 | 15 | 0 | |
| 120 | 60 | 0 | 16 | 0 | Represents the time this message was generated |
| 120 | 58 | 0 | 17 | 0 | |
| 120 | 354 | 0 | 18 | 0 | Must be set if EncodedText field is specified and must immediately precede it. |
| 120 | 355 | 0 | 19 | 0 | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
| 120 | StandardTrailer | 0 | 20 | 1 | |
| 121 | StandardHeader | 0 | 1 | 1 | MsgType = CJ |
| 121 | ApplicationSequenceControl | 0 | 2 | 0 | |
| 121 | 1642 | 0 | 3 | 1 | Unique identifier for this margin requirement report |
| 121 | 1635 | 0 | 4 | 0 | Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. |
| 121 | 1638 | 0 | 5 | 1 | Type of report provided |
| 121 | 911 | 0 | 6 | 0 | Total number of reports generated in response to inquiry referenced by MarginReqmtInqID |
| 121 | 912 | 0 | 7 | 0 | |
| 121 | 325 | 0 | 8 | 0 | Set to 'Y' if message is sent as a result of a subscription request or out of band configuration as opposed to a Margin Requirement Inquiry. |
| 121 | Parties | 0 | 9 | 0 | |
| 121 | 715 | 0 | 10 | 0 | Indicates the date for which the margin is to be calculated |
| 121 | 716 | 0 | 11 | 0 | Indicates the settlement session for which the margin is to be calculated – End Of Day or Intraday |
| 121 | 717 | 0 | 12 | 0 | |
| 121 | 1639 | 0 | 13 | 0 | Used to identify a group of instruments with similar risk profile. |
| 121 | 15 | 0 | 14 | 0 | Base currency of the margin requirement |
| 121 | Instrument | 0 | 15 | 0 | |
| 121 | MarginAmount | 0 | 16 | 1 | Margin requirement amounts |
| 121 | 60 | 0 | 17 | 0 | Represents the time this message was generated |
| 121 | 58 | 0 | 18 | 0 | |
| 121 | 354 | 0 | 19 | 0 | Must be set if EncodedText field is specified and must immediately precede it. |
| 121 | 355 | 0 | 20 | 0 | Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. |
| 121 | StandardTrailer | 0 | 21 | 1 | |
| 75 | 1635 | 0 | 4.1 | 0 | Unique identifier for the inquiry associated with this report. This field should not be provided if the report was sent unsolicited. |
| 75 | 911 | 0 | 6.1 | 0 | |
| 75 | 912 | 0 | 6.2 | 0 | |
| 74 | 911 | 0 | 4.1 | 0 |