| Tag | Field Name | Req'd | Comments | ||
|---|---|---|---|---|---|
| StandardHeader | Yes |
MsgType = AK | |||
| 664 | ConfirmID | Yes |
Unique ID for this message | ||
| 772 | ConfirmRefID | No |
Mandatory if ConfirmTransType is Replace or Cancel | ||
| 859 | ConfirmReqID | No |
Only used when this message is used to respond to a confirmation request (to which this ID refers) | ||
| 666 | ConfirmTransType | Yes |
New, Cancel or Replace | ||
| 773 | ConfirmType | Yes |
Denotes whether this message represents a confirmation or a trade status message | ||
| 797 | CopyMsgIndicator | No |
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 | No |
Denotes whether this message represents the legally binding confirmation Absence of this field indicates message is not a legal confirm. | ||
| 665 | ConfirmStatus | Yes | |||
| Parties | No |
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 | No |
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 | No |
Used to refer to an earlier Allocation Instruction. | ||
| 793 | SecondaryAllocID | No |
Used to refer to an earlier Allocation Instruction via its secondary identifier | ||
| 467 | IndividualAllocID | No |
Used to refer to an allocation account within an earlier Allocation Instruction. | ||
| 60 | TransactTime | Yes |
Represents the time this message was generated | ||
| 75 | TradeDate | Yes | |||
| TrdRegTimestamps | No |
Time of last execution being confirmed by this message | |||
| Instrument | Yes |
Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages" | |||
| InstrumentExtension | No |
Insert here the set of "InstrumentExtension" fields defined in "Common Components of Application Messages" | |||
| FinancingDetails | No |
Insert here the set of "FinancingDetails" fields defined in "Common Components of Application Messages" | |||
| UndInstrmtGrp | Yes |
Indicates number of repeating entries. ** Nested Repeating Group follows ** | |||
| InstrmtLegGrp | Yes |
Indicates number of repeating entries. ** Nested Repeating Group follows ** | |||
| YieldData | No |
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 | Yes |
The quantity being confirmed by this message (this is at a trade level, not block or order level) | ||
| 854 | QtyType | No | |||
| 54 | Side | Yes | |||
| 15 | Currency | No | |||
| 30 | LastMkt | No | |||
| CpctyConfGrp | Yes |
Indicates number of repeating entries. ** Nested Repeating Group follows ** | |||
| 79 | AllocAccount | Yes |
Account number for the trade being confirmed by this message | ||
| 661 | AllocAcctIDSource | No | |||
| 798 | AllocAccountType | No | |||
| 6 | AvgPx | Yes |
Gross price for the trade being confirmed Always expressed in percent-of-par for Fixed Income | ||
| 74 | AvgPxPrecision | No |
Absence of this field indicates that default precision arranged by the broker/institution is to be used | ||
| 423 | PriceType | No |
Price type for the AvgPx field | ||
| 860 | AvgParPx | No | |||
| SpreadOrBenchmarkCurveData | No |
Insert here the set of "SpreadOrBenchmarkCurveData" fields defined in "Common Components of Application Messages" | |||
| 861 | ReportedPx | No |
Reported price (may be different to AvgPx in the event of a marked-up or marked-down principal trade) | ||
| 58 | Text | No | |||
| 354 | EncodedTextLen | No | |||
| 355 | EncodedText | No | |||
| 81 | ProcessCode | No |
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 | Yes | |||
| 157 | NumDaysInterest | No | |||
| 230 | ExDate | No |
Optional "next coupon date" for Fixed Income | ||
| 158 | AccruedInterestRate | No | |||
| 159 | AccruedInterestAmt | No |
Required for Fixed Income products that trade with accrued interest | ||
| 738 | InterestAtMaturity | No |
Required for Fixed Income products that pay lump sum interest at maturity | ||
| 920 | EndAccruedInterestAmt | No |
For repurchase agreements the accrued interest on termination. | ||
| 921 | StartCash | No |
For repurchase agreements the start (dirty) cash consideration | ||
| 922 | EndCash | No |
For repurchase agreements the end (dirty) cash consideration | ||
| 238 | Concession | No | |||
| 237 | TotalTakedown | No | |||
| 118 | NetMoney | Yes | |||
| 890 | MaturityNetMoney | No |
Net Money at maturity if Zero Coupon and maturity value is different from par value | ||
| 119 | SettlCurrAmt | No | |||
| 120 | SettlCurrency | No | |||
| 155 | SettlCurrFxRate | No | |||
| 156 | SettlCurrFxRateCalc | No | |||
| 63 | SettlType | No | |||
| 64 | SettlDate | No | |||
| SettlInstructionsData | No |
Insert here the set of "SettlInstructionsData" fields defined in "Common Components of Application Messages" Used to communicate settlement instructions for this Confirmation. | |||
| CommissionData | No | ||||
| 858 | SharedCommission | No |
Used to identify any commission shared with a third party (e.g. directed brokerage) | ||
| Stipulations | No | ||||
| MiscFeesGrp | No |
Required if any miscellaneous fees are reported. Indicates number of repeating entries. Repeating group. ** Nested Repeating Group follows ** | |||
| StandardTrailer | Yes | ||||