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Hi, I am a little confused with the sample msg for Settlement Obligation Report in FIX-5.0_SP2_VOL-7.pdf, page 189. amt as fowllowing: 1157=1000000 // [1] CcyAmt - net flow of currency 1 (positive means firm receiving) 119=-1200000 // [1] SettlCurrAmt - net flow of currency 2 (negative means firm paying) ccy are: 15=EUR // [1] Currency - currency 1, the "dealt" currency 120=USD // [1] SettlCurrency - currency 2, the "contra" currency settle a/c 1 781=1 // [1.1.] NoSettlPartyIds 782= XABC12345XXX // [1.1.1] SettlPartyID 783=B // [1.1.1] SettlPartyIDSource - BIC 784=10 // [1.1.1] SettlPartyRole - settlement location 801=1 // [1.1.1] NoSettlPartySubIDs 785= Acct12345 // [1.1.1.1] SettlPartySubIDs 786=15 // [1.1.1.1] SettlPartySubIDType - cash account number settle a/c 2 781=1 // [1.2] NoSettlPartyIds 782= XDEF5678XXX // [1.2.1] SettlPartyID 783=B // [1.2.1] SettlPartyIDSource - BIC 784=10 // [1.2.1] SettlPartyRole - settlement location 801=1 // [1.2.1] NoSettlPartySubIDs 785= Acct56789 // [1.2.1.1] SettlPartySubIDs 786=15 // [1.2.1.1] SettlPartySubIDType - cash account number My question is: Does it mean: Acct12345 will receive 1000000 EUR and Acct5678 will pay 1200000 USD full msg attached as below. thanks in advance for any comments. ++++++++++++++++++++++++++++++++++ Settlement Obligation Report The example below shows an example of the Settlement Obligation Report from a central counterparty. 35=BQ //MsgType - Settlement Obligation Report 49=CCP //SenderCompID - the central counterparty 56=ClientA //TargetCompID - the receiver/client of the CCP 715=20060929 //ClearingBusinessDate 1160=123456 //SettlObligMsgID 1159=2 //SettlObligMode - Final 1153=3 //SettlmentCycleNo 60=20060929-16:45:15.006 //TransactTime 1165=1 //NoSettlOblig - 1 instance 430=1 // [1] NetGrossInd - Net 1161=7654321 // [1] SettlObligID 1162=N // [1] SettlObligTransType - New 1157=1000000 // [1] CcyAmt - net flow of currency 1 (positive means firm receiving) 119=-1200000 // [1] SettlCurrAmt - net flow of currency 2 (negative means firm paying) 15=EUR // [1] Currency - currency 1, the "dealt" currency 120=USD // [1] SettlCurrency - currency 2, the "contra" currency 155=1.2 // [1] SettlCurrFxRate - rate 64=20061002 // [1] SettlDate 207=FXM // [1] SecurityExchange 48=EURUSD // [1] SecurityID 22=8 // [1] SecurityIDSource - Exchange Symbol 200=20061002 // [1] MaturityMonthYear 461=FFCPNO // [1] CFICode 167=FOR // [1] SecurityType - foreign exchange contract 453=6 // [1] NoParties - 6 instances 448=CME // [1.1] PartyID 447=H // [1.1] PartyIDSource - CSD participant/member code 452=21 // [1.1] PartyRole - clearning organization 448=350 // [1.2] PartyID 447=H // [1.2] PartyIDSource - CSD participant/member code 452=4 // [1.2] PartyRole - clearing firm 448=CME // [1.3] PartyID 447=H // [1.3] PartyIDSource - CSD participant/member code 452=22 // [1.3] PartyRole - exchange 448=350 // [1.4] PartyID 447=H // [1.4] PartyIDSource - CSD participant/member code 452=1 // [1.4] PartyRole - executing firm 448=350 // [1.5] PartyID 447=H // [1.5] PartyIDSource - CSD participant/member code 452=38 // [1.5] PartyRole - position account 802=1 // [1.5] NoPartySubIDs 523=1 // [1.5.1] PartySubID 803=26 // [1.5.1] PartySubIDType - position account type 448=CUST1234 // [1.6] PartyID 447=H // [1.6] PartyIDSource - CSD participant/member code 452=24 // [1.6] PartyRole - customer account 1158=2 // [1] NoSettlDetails 1164=1 // [1.1] SettlObligSource - broker's instructions 781=1 // [1.1.] NoSettlPartyIds 782= XABC12345XXX // [1.1.1] SettlPartyID 783=B // [1.1.1] SettlPartyIDSource - BIC 784=10 // [1.1.1] SettlPartyRole - settlement location 801=1 // [1.1.1] NoSettlPartySubIDs 785= Acct12345 // [1.1.1.1] SettlPartySubIDs 786=15 // [1.1.1.1] SettlPartySubIDType - cash account number 1164=2 // [1.2] SettlObligSource - institutions instructions 781=1 // [1.2] NoSettlPartyIds 782= XDEF5678XXX // [1.2.1] SettlPartyID 783=B // [1.2.1] SettlPartyIDSource - BIC 784=10 // [1.2.1] SettlPartyRole - settlement location 801=1 // [1.2.1] NoSettlPartySubIDs 785= Acct56789 // [1.2.1.1] SettlPartySubIDs 786=15 // [1.2.1.1] SettlPartySubIDType - cash account number [You can unsubscribe from this discussion group by sending a message to mailto:[email protected]] -- You received this message because you are subscribed to the Google Groups "Financial Information eXchange" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/fix-protocol?hl=en.
