FIX.Latest_EP287 Message

AccountSummaryReport [type 'CQ']


The AccountSummaryReport is provided by the clearinghouse to its clearing members on a daily basis. It contains margin, settlement, collateral and pay/collect data for each clearing member level account type. Clearing member account types will be described through use of the Parties component and PtysSubGrp sub-component.

In certain usages, the clearing members can send the AccountSummaryReport message to the clearinghouse as needed. For example, clearing members can send this message to the clearinghouse to identify the value of collateral for each customer (to satisfy CFTC Legally Segregated Operationally Commingled (LSOC) regulatory reporting obligations).

Clearing organizations can also send the AccountSummaryReport message to regulators to meet regulatory reporting obligations. For example, clearing organizations can use this message to submit daily reports for each clearing member (CM) by house origin and by each customer origin for all futures, options, and swaps positions, and all securities positions held in a segregated account or pursuant to a cross margining agreement, to a regulator (e.g. to the CFTC to meet Part 39, Section 39.19 reporting obligations).


Pedigree Added EP117 Updated EP162

Expand Components | Collapse Components

Field or ComponentField NameAbbr NameReq'dCommentsPedigree
ComponentStandardHeaderHdrYMsgType = CQAdded EP117
ComponentApplicationSequenceControlApplSeqCtrl Added EP271
1699AccountSummaryReportIDRptIDYAdded EP117
715ClearingBusinessDateBizDtYAdded EP117
15CurrencyCcy Identifies the base reporting currency used in this report.Added EP162
900TotalNetValueTotNetValu Added EP117
899MarginExcessMgnExcess Added EP117
716SettlSessIDSetSesID Added EP157
717SettlSessSubIDSetSesSub Added EP157
60TransactTimeTxnTm Added EP157
ComponentSettlementAmountGrpSettlAmt Added EP117
ComponentMarginAmountMgnAmt Added EP117
ComponentPartiesPtyYUsed to identify the parties for the account (clearing organization, clearing firm, account type, etc.)Added EP117
ComponentCollateralAmountGrpCollAmt Added EP117
ComponentPayCollectGrpPayCol Added EP117
ComponentPositionAmountDataAmt Can be used to identify mark to market information for the position.Added EP162
ComponentStandardTrailerTrlr Added EP117