Confirmation Message

<Cnfm/>

Tag Field Name AbbrName Req'd Comments
StandardHeader Hdr Yes MsgType = AK
664 ConfirmID CnfmID Yes Unique ID for this message
772 ConfirmRefID CnfmRefID Mandatory if ConfirmTransType is Replace or Cancel
859 ConfirmReqID CnfmReqID Only used when this message is used to respond to a confirmation request (to which this ID refers)
666 ConfirmTransType CnfmTransTyp Yes New, Cancel or Replace
773 ConfirmType CnfmTyp Yes Denotes whether this message represents a confirmation or a trade status message
797 CopyMsgIndicator CopyMsgInd Denotes whether or not this message represents copy confirmation (or status message)
Absence of this field indicates message is not a drop copy.
650 LegalConfirm LegalCnfm Denotes whether this message represents the legally binding confirmation
Absence of this field indicates message is not a legal confirm.
665 ConfirmStatus CnfmStat Yes
Parties Pty Insert here the set of "Parties" (firm identification) fields defined in "Common Components of Application Messages"
Required for fixed income
Also to be used in associated with ProcessCode for broker of credit (e.g. for directed brokerage trades)
Also to be used to specify party-specific regulatory details (e.g. full legal name of contracting legal entity, registered address, regulatory status, any registration details)
OrdAllocGrp OrdAlloc Indicates number of orders to be combined for allocation. If order(s) were manually delivered set to 1 (one).Required when AllocNoOrdersType = 1
70 AllocID AllocID Used to refer to an earlier Allocation Instruction.
793 SecondaryAllocID AllocID2 Used to refer to an earlier Allocation Instruction via its secondary identifier
467 IndividualAllocID IndAllocID Used to refer to an allocation account within an earlier Allocation Instruction.
60 TransactTime TxnTm Yes Represents the time this message was generated
75 TradeDate TrdDt Yes
TrdRegTimestamps TrdRegTS Time of last execution being confirmed by this message
Instrument Instrmt Yes Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages"
InstrumentExtension InstrmtExt Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages"
FinancingDetails FinDetls Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages"
UndInstrmtGrp Undly Yes Indicates number of repeating entries.
** Nested Repeating Group follows **
InstrmtLegGrp Leg Yes Indicates number of repeating entries.
** Nested Repeating Group follows **
YieldData Yield If traded on Yield, price must be calculated "to worst" and the <Yield> component block must specify how calculated, redemption date and price (if not par). If traded on Price, the <Yield> component block must specify how calculated - "Worst", and include redemptiondate and price (if not par).
80 AllocQty Qty Yes The quantity being confirmed by this message (this is at a trade level, not block or order level)
854 QtyType QtyTyp
54 Side Side Yes
15 Currency Ccy
30 LastMkt LastMkt
CpctyConfGrp Cpcty Yes Indicates number of repeating entries.
** Nested Repeating Group follows **
79 AllocAccount Acct Yes Account number for the trade being confirmed by this message
661 AllocAcctIDSource ActIDSrc
798 AllocAccountType AcctTyp
6 AvgPx AvgPx Yes Gross price for the trade being confirmed
Always expressed in percent-of-par for Fixed Income
74 AvgPxPrecision AvgPxPrcsn Absence of this field indicates that default precision arranged by the broker/institution is to be used
423 PriceType PxTyp Price type for the AvgPx field
860 AvgParPx AvgParPx
SpreadOrBenchmarkCurveData SprdBnchmkCurve Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages"
861 ReportedPx RptedPx Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade)
58 Text Txt
354 EncodedTextLen EncTxtLen
355 EncodedText EncTxt
81 ProcessCode ProcCode Used to identify whether the trade was a soft dollar trade, step in/out etc. Broker of credit, where relevant, can be specified using the Parties nested block above.
381 GrossTradeAmt GrossTrdAmt Yes
157 NumDaysInterest NumDaysInt
230 ExDate ExDt Optional "next coupon date" for Fixed Income
158 AccruedInterestRate AcrdIntRt
159 AccruedInterestAmt AcrdIntAmt Required for Fixed Income products that trade with accrued interest
738 InterestAtMaturity IntAtMat Required for Fixed Income products that pay lump sum interest at maturity
920 EndAccruedInterestAmt EndAcrdIntAmt For repurchase agreements the accrued interest on termination.
921 StartCash StartCsh For repurchase agreements the start (dirty) cash consideration
922 EndCash EndCsh For repurchase agreements the end (dirty) cash consideration
238 Concession Concession
237 TotalTakedown TotTakedown
118 NetMoney NetMny Yes
890 MaturityNetMoney MatNetMny Net Money at maturity if Zero Coupon and maturity value is different from par value
119 SettlCurrAmt SettlCurrAmt
120 SettlCurrency SettlCcy
155 SettlCurrFxRate SettlCurrFxRt
156 SettlCurrFxRateCalc SettlCurrFxRtCalc
63 SettlType SettlTyp
64 SettlDate SettlDt
SettlInstructionsData SetInstr Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages"
Used to communicate settlement instructions for this Confirmation.
CommissionData Comm
858 SharedCommission SharedComm Used to identify any commission shared with a third party (e.g. directed brokerage)
Stipulations Stip
MiscFeesGrp MiscFees Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group.
** Nested Repeating Group follows **
StandardTrailer Trlr Yes