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).
The Parties component and PtysSubGrp sub-component are used to describe the clearing member number and account type for that report. Net settlement amount or amounts are provided using the SettlementAmountGrp component. Margin requirement amounts are provided using the MarginAmountData component.
The current collateral values for each valid collateral type is provided using the CollateralAmountGrp component. Likewise pay/collect information is provided using the PayCollectGrp component. Margin and pay/collect amounts can optionally be tied to markets and market segments for clearing houses that support multiple markets and market segments.
Pedigree Added EP117 Updated EP162
Expand Components | Collapse Components
| Field or Component | Field Name | Abbr Name | Req'd | Comments | Pedigree |
|---|
| Component(-) | StandardHeader | Hdr | Y | MsgType = CQ | Added EP117 |
| 8 | BeginString | BeginString | Y | FIXT.1.1 (Always unencrypted, must be first field in message) | Added FIX.4.0 |
| 9 | BodyLength | BodyLength | Y | (Always unencrypted, must be second field in message) | Added FIX.4.0 |
| 35 | MsgType | MsgTyp | Y | (Always unencrypted, must be third field in message) | Added FIX.4.0 |
| 1128 | ApplVerID | ApplVerID | Indicates application version using a service pack identifier. The ApplVerID applies to a specific message occurrence. | Added EP-1 | |
| 1156 | ApplExtID | ApplExtID | Added EP-1 | ||
| 1129 | CstmApplVerID | CstmApplVerID | Used to support bilaterally agreed custom functionality | Added EP-1 | |
| 49 | SenderCompID | SID | Y | (Always unencrypted) | Added FIX.4.0 |
| 56 | TargetCompID | TID | Y | (Always unencrypted) | Added FIX.4.0 |
| 115 | OnBehalfOfCompID | OBID | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 128 | DeliverToCompID | D2ID | Trading partner company ID used when sending messages via a third party (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 90 | SecureDataLen | SecureDataLen | Required to identify length of encrypted section of message. (Always unencrypted) | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 91 | SecureData | SecureData | Required when message body is encrypted. Always immediately follows SecureDataLen field. | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 34 | MsgSeqNum | SeqNum | Y | (Can be embedded within encrypted data section.) | Added FIX.4.0 |
| 50 | SenderSubID | SSub | (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 142 | SenderLocationID | SLoc | Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 57 | TargetSubID | TSub | ADMINreserved for administrative messages not intended for a specific user. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 143 | TargetLocationID | TLoc | Trading partner LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 116 | OnBehalfOfSubID | OBSub | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 144 | OnBehalfOfLocationID | OBLoc | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 129 | DeliverToSubID | D2Sub | Trading partner SubID used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 145 | DeliverToLocationID | D2Loc | Trading partner LocationID (i.e. geographic location and/or desk) used when delivering messages via a third party. (Can be embedded within encrypted data section.) | Added FIX.4.1 | |
| 43 | PossDupFlag | PosDup | Always required for retransmitted messages, whether prompted by the sending system or as the result of a resend request. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 97 | PossResend | PosRsnd | Required when message may be duplicate of another message sent under a different sequence number. (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 52 | SendingTime | Snt | Y | (Can be embedded within encrypted data section.) | Added FIX.4.0 |
| 122 | OrigSendingTime | OrigSnt | Required for message resent as a result of a ResendRequest. If data is not available set to same value as SendingTime (Can be embedded within encrypted data section.) | Added FIX.4.0 | |
| 212 | XmlDataLen | XmlDataLen | Required when specifying XmlData to identify the length of a XmlData message block. (Can be embedded within encrypted data section.) | Added FIX.4.2 | |
| 213 | XmlData | XmlData | Can contain a XML formatted message block (e.g. FIXML). Always immediately follows XmlDataLen field. (Can be embedded within encrypted data section.) See Volume 1: FIXML Support | Added FIX.4.2 | |
| 347 | MessageEncoding | MsgEncd | Type of message encoding (non-ASCII characters) used in a message's Encodedfields. Required if any Encodingfields are used. | Added FIX.4.2 | |
| 369 | LastMsgSeqNumProcessed | LastMsgSeqNumProced | The last MsgSeqNum value received by the FIX engine and processed by downstream application, such as trading system or order routing system. Can be specified on every message sent. Useful for detecting a backlog with a counterparty. | Added FIX.4.2 | |
| Component(-) | HopGrp | Hop | Number of repeating groups of historical hopinformation. Only applicable if OnBehalfOfCompID is used, however, its use is optional. Note that some market regulations or counterparties may require tracking of message hops. | Added EP-1 |
| Repeating Group 627 | NoHops | Added EP-1 |
| 628 | HopCompID | ID | Added EP-1 | ||
| 629 | HopSendingTime | Snt | Added EP-1 | ||
| 630 | HopRefID | Ref | Added EP-1 |
| end Repeating Group |
| end Component |
| end Component |
| Component(-) | ApplicationSequenceControl | ApplSeqCtrl | Added EP271 |
| 1180 | ApplID | ApplID | Identifies the application with which a message is associated. Used only if application sequencing is in effect. | Added EP-1 | |
| 1181 | ApplSeqNum | ApplSeqNum | Application sequence number assigned to the message by the application generating the message. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified. | Added EP-1 | |
| 1350 | ApplLastSeqNum | ApplLastSeqNum | The previous sequence number in the application sequence stream. Permits an application to publish messages with sequence gaps where it cannot be avoided. Used only if application sequencing is in effect. Conditionally required if ApplID has been specified | Added EP-1 | |
| 1352 | ApplResendFlag | ApplResendFlag | Used to indicate that a message is being sent in response to an Application Message Request. Used only if application sequencing is in effect. It is possible for both ApplResendFlag and PossDupFlag to be set on the same message if the Sender's cache size is greater than zero and the message is being resent due to a session level resend request. | Added EP-1 |
| end Component |
| 1699 | AccountSummaryReportID | RptID | Y | Added EP117 | |
| 715 | ClearingBusinessDate | BizDt | Y | Added EP117 | |
| 15 | Currency | Ccy | Identifies the base reporting currency used in this report. | Added EP162 | |
| 900 | TotalNetValue | TotNetValu | Added EP117 | ||
| 899 | MarginExcess | MgnExcess | Added EP117 | ||
| 716 | SettlSessID | SetSesID | Added EP157 | ||
| 717 | SettlSessSubID | SetSesSub | Added EP157 | ||
| 60 | TransactTime | TxnTm | Added EP157 | ||
| Component(-) | SettlementAmountGrp | SettlAmt | Added EP117 |
| Repeating Group 1700 | NoSettlementAmounts | Added EP117 |
| 1701 | SettlementAmount | Amt | Required if NoSettlementAmounts > 0. | Added EP117 | |
| 1702 | SettlementAmountCurrency | Ccy | Added EP117 | ||
| 2903 | SettlementAmountCurrencyCodeSource | CcySrc | Added EP273 |
| end Repeating Group |
| end Component |
| Component(-) | MarginAmount | MgnAmt | Added EP117 |
| Repeating Group 1643 | NoMarginAmt | Number of margin amount entries | Added EP102 |
| 1645 | MarginAmt | Amt | Added EP102 | ||
| 1644 | MarginAmtType | Typ | Total margin requirement if not provided | Added EP102 | |
| 1646 | MarginAmtCcy | Ccy | Can be used to specify the base settlement currency if Currency(15) is not specified. | Added EP102 Updated EP162 | |
| 2088 | MarginAmtFXRate | FxRt | Added EP162 | ||
| 2089 | MarginAmtFXRateCalc | FxRtCalc | Added EP162 | ||
| 1714 | MarginAmountMarketSegmentID | MktSegID | Added EP117 | ||
| 1715 | MarginAmountMarketID | MktID | Added EP117 | ||
| 2851 | MarginDirection | Dirctn | Added EP254 |
| end Repeating Group |
| end Component |
| Component(-) | Parties | Pty | Y | Used to identify the parties for the account (clearing organization, clearing firm, account type, etc.) | Added EP117 |
| Repeating Group 453 | NoPartyIDs | Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole | Added FIX.4.3 |
| 448 | PartyID | ID | Required if NoPartyIDs(453) > 0. Identification of the party. | Added FIX.4.3 Updated EP204 | |
| 447 | PartyIDSource | Src | Required if NoPartyIDs(453) > 0. Used to identify classification source. | Added FIX.4.3 Updated EP204 | |
| 452 | PartyRole | R | Required if NoPartyIDs(453) > 0. Identifies the type of PartyID(448). | Added FIX.4.3 Updated EP204 | |
| 2376 | PartyRoleQualifier | Qual | Added EP179 | ||
| Component(-) | PtysSubGrp | Sub | Repeating group of Party sub-identifiers. | Added FIX.4.4 |
| Repeating Group 802 | NoPartySubIDs | Added FIX.4.4 |
| 523 | PartySubID | ID | Added FIX.4.4 | ||
| 803 | PartySubIDType | Typ | Added FIX.4.4 |
| end Repeating Group |
| end Component |
| end Repeating Group |
| end Component |
| Component(-) | CollateralAmountGrp | CollAmt | Added EP117 |
| Repeating Group 1703 | NoCollateralAmounts | Added EP117 |
| 1704 | CurrentCollateralAmount | Amt | Required if NoCollateralAmounts(1703) > 0. | Added EP117 Updated EP197 | |
| 1705 | CollateralCurrency | Ccy | Can be used to specify the currency of CollateralAmount(1704) if Currency(15) is not specified or is not the same. | Added EP117 Updated EP192 | |
| 2929 | CollateralCurrencyCodeSource | CcySrc | Added EP273 | ||
| 2632 | CollateralAmountType | AmtTyp | Added EP197 | ||
| 2090 | CollateralFXRate | FxRt | Added EP162 Updated EP197 | ||
| 2091 | CollateralFXRateCalc | FxRtCalc | Added EP162 Updated EP197 | ||
| 1706 | CollateralType | Typ | Added EP117 Updated EP157 | ||
| 2092 | CollateralAmountMarketSegmentID | MktSegID | Added EP162 | ||
| 2093 | CollateralAmountMarketID | MktID | Added EP162 | ||
| 1902 | HaircutIndicator | HrctInd | Added EP157 | ||
| 2350 | CollateralPortfolioID | PrtflioID | Added EP179 | ||
| 2690 | CollateralPercentOverage | PctOvrg | Added EP227 | ||
| 2689 | CollateralMarketPrice | MktPx | Added EP227 | ||
| 2840 | CollateralReinvestmentRate | RnvstmntRt | May be used to specify the average reinvestment rate when there are multiple instances of the CollateralReinvestmentGrp. | Added EP254 |
| Component(-) | CollateralReinvestmentGrp | CollRnvstmnt | Added EP254 |
| Repeating Group 2845 | NoCollateralReinvestments | Added EP254 |
| 2844 | CollateralReinvestmentType | Typ | Required if NoCollateralReinvestments(2845) > 0. | Added EP254 | |
| 2842 | CollateralReinvestmentAmount | Amt | Added EP254 | ||
| 2843 | CollateralReinvestmentCurrency | Ccy | Added EP254 | ||
| 2931 | CollateralReinvestmentCurrencyCodeSource | CcySrc | Added EP273 |
| end Repeating Group |
| end Component |
| 2841 | UnderlyingRefID | UndlyRefID | May be used to indicate that this entry applies to the underlying collateral instrument being referenced by the value in UnderlyingID(2874). | Added EP254 |
| end Repeating Group |
| end Component |
| Component(-) | PayCollectGrp | PayCol | Added EP117 |
| Repeating Group 1707 | NoPayCollects | Added EP117 |
| 1708 | PayCollectType | Typ | Required if NoPayCollects > 0. | Added EP117 | |
| 1709 | PayCollectCurrency | Ccy | Can be used to specify the base settlement currency if Currency(15) is not specified. | Added EP117 Updated EP162 | |
| 2955 | PayCollectCurrencyCodeSource | CcySrc | Added EP273 | ||
| 2094 | PayCollectFXRate | FxRt | Added EP162 | ||
| 2095 | PayCollectFXRateCalc | FxRtCalc | Added EP162 | ||
| 1710 | PayAmount | PayAmt | Added EP117 | ||
| 1711 | CollectAmount | ColAmt | Added EP117 | ||
| 1712 | PayCollectMarketSegmentID | MktSegID | Added EP117 | ||
| 1713 | PayCollectMarketID | MktID | Added EP117 |
| end Repeating Group |
| end Component |
| Component(-) | PositionAmountData | Amt | Can be used to identify mark to market information for the position. | Added EP162 |
| Repeating Group 753 | NoPosAmt | Number of Position Amount entries | Added FIX.4.4 |
| 707 | PosAmtType | Typ | Added FIX.4.4 | ||
| 708 | PosAmt | Amt | Added FIX.4.4 | ||
| 2096 | PosAmtStreamDesc | StrmDesc | Used when the PosAmt(708) value corresponds to a specific stream in of a swap. | Added EP162 | |
| 1055 | PositionCurrency | Ccy | Added EP-1 | ||
| 2937 | PositionCurrencyCodeSource | CcySrc | Added EP273 | ||
| 2097 | PositionFXRate | FxRt | Added EP162 | ||
| 2098 | PositionFXRateCalc | FxRtCalc | Added EP162 | ||
| 1585 | PosAmtReason | Rsn | Added EP107 | ||
| 2099 | PosAmtMarketSegmentID | MktSegID | Added EP162 | ||
| 2100 | PosAmtMarketID | MktID | Added EP162 | ||
| 2876 | PosAmtPrice | Px | Added EP254 | ||
| 2877 | PosAmtPriceType | PxTyp | Added EP254 |
| end Repeating Group |
| end Component |
| Component(-) | StandardTrailer | Trlr | Added EP117 |
| 93 | SignatureLength | SignatureLength | Required when trailer contains signature. Note: Not to be included within SecureData field | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 89 | Signature | Signature | Note: Not to be included within SecureData field | Added FIX.4.0 Updated EP195 Deprecated EP195 | |
| 10 | CheckSum | CheckSum | Y | (Always unencrypted, always last field in message) | Added FIX.4.0 |
| end Component |
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