FIX Version FIX.5.0SP2 Extension Pack EP189

Approval Date 2014-01-31T17:00:00

Description FIA Post Trade WG - Transfers Phase 1



Field Changes




New Fields

TagNameTypeAssociatedDataTagAbbrNameBaseCategoryBaseCategoryAbbrNameNotReqXMLEnumDatatypeUnionDataTypeDescriptionElaboration
2433NoTargetPartySubIDsNumInGroup1Number of target party sub IDs in the repeating group.
2434TargetPartySubIDStringID0Party sub-identifier value within a target party repeating group.
2435TargetPartySubIDTypeintTyp0803Reserved4000PlusType of TargetPartySubID(2434) value.
2436TransferInstructionIDStringInstID0Unique identifier for the transfer instruction assigned by the submitter.
2437TransferIDStringXferID0The unique identifier assigned to the transfer entity once it is received, for example, by the CCP or the party governing the transfer process. Generally this same identifier for the transfer is used by all parties involved.
2438TransferReportIDStringRptID0Unique identifier for the transfer report message.
2439TransferTransTypeintTransTyp0Indicates the type of transfer transaction.
2440TransferTypeintXferTyp0Indicates the type of transfer request.
2441TransferScopeintXferScope0Indicates the type of transfer.
2442TransferStatusintXferStat0Status of the transfer.
2443TransferRejectReasonintRejRsn0Reserved100PlusReason the transfer instruction was rejected.
2444TransferReportTypeintRptTyp0Indicates the type of transfer report.


Enumerations

Enumerations Added

TagValueSymbolicNameGroupSortDescriptionElaboration
18632TransferID2Transfer ID (identifying a position transfer)
24390New0New
24391Replace1Replace
24392Cancel2Cancel
24400RequestTransfer0Request transfer
24401AcceptTransfer1Accept transfer
24402DeclineTransfer2Decline transfer
24410InterFirmTransfer0Inter-firm transfer
24411IntraFirmTransfer1Intra-firm transfer
24412CMTA2Clearing Member Trade Assignment
24420Received0Received
24421RejectedByIntermediary1Rejected by intermediary
24422AcceptPending2Accept pending
24423Accepted3Accepted
24424Declined4Declined
24425Cancelled5Cancelled
24430Success0Success
24431InvalidParty1Invalid party
24432UnknownInstrument2Unknown instrument
24433UnauthorizedToSubmitXfer3Not authorized to submit transfers
24434UnknownPosition4Unknown position
244399Other99Other
24440Submit0Submit
24441Alleged1Alleged

Messages

Messages Added

MsgTypeComponentIDNameCategoryIDSectionIDAbbrNameNotReqXMLDescriptionElaboration
DL148PositionTransferInstructionPositionMaintenancePostTradePosXferInstrctn0The PositionTransferInstruction(35=DL) is sent by clearing firms to CCPs to initiate position transfers, or to accept or decline position transfers.
DM149PositionTransferInstructionAckPositionMaintenancePostTradePosXferInstrctnAck0The PositionTransferInstructionAck(35=DM) is sent by CCPs to clearing firms to acknowledge position transfer instructions, and to report errors processing position transfer instructions.
DN150PositionTransferReportPositionMaintenancePostTradePosXferRpt0The PositionTransferReport(35=DN) is sent by CCPs to clearing firms indicating of positions that are to be transferred to the clearing firm, or to report on status of the transfer to the clearing firms involved in the transfer process.

Components

Components Added

ComponentIDComponentTypeCategoryIDNameAbbrNameNotReqXMLVolumeDescriptionElaboration
2247BlockRepeatingCommonTargetPtysSubGrpSub0Repeating group of target party sub-identifiers.

Message/Component Content

Message/Components Content Changes

ComponentIDTagTextIndentPositionReqdDescription
10631462Required if NoTargetPartyIDs(1461) > 0. Used to identify the party targeted for the action specified in the message.
10631463Used to identify source of target party identifier.
10631464Used to identify the role of source party identifier.
10631818Used to further qualify the role of the target party role.

Messages/Components  Content Added

ComponentIDTagTextIndentPositionReqdDescription
148StandardHeader011MsgType = DL
1482436021Submitting, cancelling, changing, accepting, and declining a transfer are all considered separate instructions, and each must have a unique ID. Chaining of firm generated IDs is not supported; TransferID(2437) assigned by the CCP must be used when sending an instruction referencing a previously submitted transfer.
1482437030Conditionally required when responding to a PositionTransferReport(35=DN) message (e.g. when accepting or declining a transfer) or performing an action on a transfer (e.g. cancel or replace).
1482439040
1482440050
1482441060
148Parties070Specifies the source of the position transfer, e.g. the transferor.
148TargetParties081Specifies the target of the position transfer.
148715090 Business date the transfer would clear.
148750100Trade date associated with the position being transferred.
148600110
148Instrument0120If not specified, indicates the transfer is for all instruments.
148UndInstrmtGrp0130
148PositionQty0140Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified.
14815960150Price at which the position is transferred.
148150160
1484230170
148PositionAmountData0180Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer.
148580190
1483540200Must be set if EncodedText(355) field is specified and must immediately precede it.
1483550210Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
148StandardTrailer0221
149StandardHeader011MsgType=DM
1492436021The identifier of the PositionTransferInstruction(35=DL) this message is responding to.
1492437030Optional when responding to a "new" transfer. When responding to a PositionTransferInstruction(35=DM) accepting, declining, or cancelling a transfer already initiated, this field can echo the TransferID(2437) sent.
1492439040
1492440050
1492442060
1492443070Conditionally required when TransferStatus(2442) = 1(Rejected by intermediary).
1492441080
149Parties090Specifies the source of the position transfer, e.g. the transferor.
149TargetParties0100Specifies the target of the position transfer.
149600110
14913280120
14916640130Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
14916650140Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
149580150
1493540160Must be set if EncodedText(355) field is specified and must immediately precede it.
1493550170Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
149StandardTrailer0181
150StandardHeader011MsgType = DN
1502436020Conditionally required when sent in response to a PositionTransferInstruction(35=DM).
1502438031
1502437041
1502439051
1502444061
1502442071
1502443080Conditionally required when TransferStatus(2422) = 1(Rejected by intermediary).
1502441090
150Parties0101Specifies the source of the position transfer, e.g. the transferor.
150TargetParties0110Specifies the target of the position transfer.
1507150120Business date the transfer would clear.
150750130Trade date associated with the position being transferred.
150600140
150Instrument0150If not specified, indicates the transfer is for all instruments.
150UndInstrmtGrp0160
150PositionQty0170Position to transfer from the perspective of the source party prior to the transfer. If not specified, indicates transfer of all positions for a specified instrument, if Instrument is specified, or transfer of all positions if Instrument is not specified.
15015960180Price at which the position is transferred.
150150190
1504230200
150PositionAmountData0210Optionally used to include cash residuals, etc., from the perspective of the source party prior to the transfer.
15013280220
15016640230Must be set if EncodedRejectText(1665) field is specified and must immediately precede it.
15016650240Encoded (non-ASCII characters) representation of the RejectText(1328) field in the encoded format specified via the MessageEncoding(347) field.
150580250
1503540260Must be set if EncodedText(355) field is specified and must immediately precede it.
1503550270Encoded (non-ASCII characters) representation of the Text(58) field in the encoded format specified via the MessageEncoding(347) field.
150StandardTrailer0280
1063TargetPtysSubGrp160Repeating group of target party sub-identifiers.
22472433011
22472434120Required when NoTargetPartySubIDs(2433) > 0.
22472435130Required when NoTargetPartySubIDs(2433) > 0.