Unique identifier for this position report Unique identifier for this position report

Identifies the type of position transaction

Unique identifier for the position maintenance request associated with this report Unique identifier for the position maintenance request as assigned by the submitter

Maintenance Action to be performed

Reference to the PosReqID of a previous maintenance request that is being replaced or canceled. Reference to the PosReqID (710) of a previous maintenance request that is being replaced or canceled.

Status of Position Maintenance Request Status of Position Maintenance Request

Result of Position Maintenance Request.

The Clearing Business Date covered by this request The "Clearing Business Date" referred to by this maintenance request.

Intraday(ITD), Regular Trading Hours(EOD), Identifies a specific settlement session

SubID value associated with SettlSessID (76)

Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries

Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0. Party identifier/code. See PartyIDSource (447) and PartyRole (452).

Used to identify class source of PartyID value (e.g. BIC). Required if PartyID is specified. Required if NoPartyIDs > 0. Identifies class or source of the PartyID (448) value. Required if PartyID is specified. Note: applicable values depend upon PartyRole (452) specified.

Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. Identifies the type or role of the PartyID specified.

Number of PartySubID (523)and PartySubIDType (803) entries

Sub-identifier (e.g. Clearing Account for PartyRole (452)=Clearing Firm, Locate ID # for PartyRole=Locate/Lending Firm, etc). Not required when using PartyID (448), PartyIDSource (447), and PartyRole.

Type of PartySubID (523) value. 4000+ = Reserved and available for bi-laterally agreed upon user defined values

Account mnemonic as agreed between buy and sell sides, e.g. broker and institution or investor/intermediary and fund manager.

Used to identify the source of the Account (1) code. This is especially useful if the account is a new account that the Respondent may not have setup yet in their system.

Type of account associated with the order (Origin) Type of account associated with an order

Common, "human understood" representation of the security. SecurityID value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles) Use "[N/A]" for products which do not have a symbol. Ticker symbol. Common, "human understood" representation of the security. SecurityID (48) value can be specified if no symbol exists (e.g. non-exchange traded Collective Investment Vehicles). Use "[N/A]" for products which do not have a symbol.

Used in Fixed Income with a value of "WI" to indicate "When Issued" for a security to be reissued under an old CUSIP or ISIN or with a value of "CD" to indicate a EUCP with lump-sum interest rather than discount price. Additional information about the security (e.g. preferred, warrants, etc.). Note also see SecurityType (67). Valid values defined in the NYSE Stock and bond Symbol Directory and in the AMEX Fitch Directory.
Fixed Income use:

• WI = "When Issued" for a security to be reissued under an old CUSIP or ISIN
• CD = a EUCP with lump-sum interest rather than discount price

Takes precedence in identifying security to counterparty over SecurityAltID block. Requires SecurityIDSource if specified. Security identifier value of SecurityIDSource (22) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityIDSource.

Required if SecurityID is specified. Identifies class or source of the SecurityID (48) value. Required if SecurityID is specified. Values 100+ are reserved for private security identifications

Number of SecurityAltID (455) entries.

Alternate Security identifier value for this security of SecurityAltIDSource (456) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires SecurityAltIDSource.

Identifies class or source of the SecurityAltID value. Required if SecurityAltID is specified. Same valid values as the SecurityIDSource (22) field

Indicates the type of product the security is associated with (high-level category) Indicates the type of product the security is associated with. See also the CFICode (46) and SecurityType (67) fields.

Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Indicates the type of security using ISO 10962 standard, Classification of Financial Instruments (CFI code) values. ISO 10962 is maintained by ANNA (Association of National Numbering Agencies) acting as Registration Authority. See the Product (460) and SecurityType (167) fields. It is recommended that CFICode be used instead of SecurityType (167) for non-Fixed Income instruments.

It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. Required for Fixed Income. Refer to Volume 7 - Fixed Income Futures and Options should be specified using the CFICode[461] field instead of SecurityType[167] (Refer to Volume 7 - Recommendations and Guidelines for Futures and Options Markets.) Indicates type of security. See also the Product (460) and CFICode (46) fields. It is recommended that CFICode be used instead of SecurityType for non-Fixed Income instruments. NOTE: Additional values may be used by mutual agreement of the counterparties)

Sub-type qualification/identification of the SecurityType (e.g. for SecurityType="MLEG"). If specified, SecurityType is required. Sub-type qualification/identification of the SecurityType for example:

• For SecurityType="REPO", then General = General Collateral
• For SecurityType="MLEG", markets can provide the name of the option or futures strategy, such as Calendar, Vertical, Butterfly, etc.

NOTE: Additional values may be used by mutual agreement of the counterparties

Specifies the month and year of maturity. Applicable for standardized derivatives which are typically only referenced by month and year (e.g. S&P futures). Note MaturityDate (a full date) can also be specified. Can be used with standardized derivatives vs. the MaturityDate (54) field. Month and Year of the maturity (used for standardized futures and options). Format options:

• YYYYMM (eg. 199903)
• YYYYMMDD (eg. 20030323)
• YYYYMMwN (200303w) for week

A specific date or can be appended to the MaturityMonthYear. For instance, if multiple standard products exist that mature in the same Year and Month, but actually mature at a different time, a value can be appended, such as "w" or "w2" to indicate week as opposed to week 2 expiration. Likewise, the date (0-3) can be appended to indicate a specific expiration (maturity date).

Specifies date of maturity (a full date). Note that standardized derivatives which are typically only referenced by month and year (e.g. S&P futures).may use MaturityMonthYear and/or this field. When using MaturityMonthYear, it is recommended that markets and sell sides report the MaturityDate on all outbound messages as a means of data enrichment. Date of maturity.

For Options. Indicates whether an Option is for a put or call

Date interest is to be paid. Used in identifying Corporate Bond issues. Date interest is to be paid. Used in identifying Corporate Bond issues.

Date instrument was issued. For Fixed Income IOIs for new issues, specifies the issue date. The date on which a bond or stock offering is issued. It may or may not be the same as the effective date ("Dated Date") or the date on which interest begins to accrue ("Interest Accrual Date")

(Deprecated, use UnderlyingSecurityType (310) ) Identifies the collateral used in the transaction. Valid values: see SecurityType (167) field

(Deprecated, use TerminationType (788) ) Number of business days before repurchase of a repo.

(Deprecated, use Price (44) ) Percent of par at which a Repo will be repaid. Represented as a percent, e.g. .9525 represents 95-1/4 percent of par.

For Fixed Income: Amortization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than 1. In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

• For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index. Qty * Factor * Price = Gross Trade Amount
• For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract. (Qty * Price) * Factor = Nominal Value

An evaluation of a company's ability to repay obligations or its likelihood of not defaulting. These evaluation are provided by Credit Rating Agencies, i.e. S&P, Moody's.

The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded. Can be used in conjunction with ISIN to address ISIN uniqueness issues. The location at which records of ownership are maintained for this instrument, and at which ownership changes must be recorded.

ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness. ISO Country code of instrument issue (e.g. the country portion typically used in ISIN). Can be used in conjunction with non-ISIN SecurityID (48) (e.g. CUSIP for Municipal Bonds without ISIN) to provide uniqueness.

A two-character state or province abbreviation. A two-character state or province abbreviation.

The three-character IATA code for a locale (e.g. airport code for Municipal Bonds). Identifies the locale. For Municipal Security Issuers other than state or province refer to www.atmos.albany.edu or IATA (International Air Tranfor sport Association) city codes at www.iata.org.

(Deprecated, use YieldRedemptionDate (696) in component block) Return of investor's principal in a security. Bond redemption can occur before maturity date.

Used for derivatives, such as options and covered warrants Strike Price for an Option.

Used for derivatives Currency in which the StrikePrice is denominated.

Used for derivatives, such as options and covered warrants to indicate a versioning of the contract when required due to corporate actions to the underlying. Should not be used to indicate type of option - use the CFICode[461] for this purpose. Can be used for SecurityType (67) =OPT to identify a particular security. Valid values vary by SecurityExchange:
For Exchange: MONEP (Paris)

• L = Long (a.k.a. "American")
• S = Short (a.k.a. "European")

For Exchanges: DTB (Frankfurt), HKSE (Hong Kong), and SOFFEX (Zurich)
• 0-9 = single digit "version" number assigned by exchange following capital adjustments (0=current, =prior, 2=prior to , etc).

For Fixed Income, Convertible Bonds, Derivatives, etc. Note: If used, quantities should be expressed in the "nominal" (e.g. contracts vs. shares) amount. Specifies the ratio or multiply factor to convert from "nominal" units (e.g. contracts) to total units (e.g. shares) (e.g. 1.0, 100, 1000, etc). Applicable For Fixed Income, Convertible Bonds, Derivatives, etc. In general quantities for all calsses should be expressed in the basic unit of the instrument, e.g. shares for equities, norminal or par amount for bonds, currency for foreign exchange. When quantity is expressed in contracts, e.g. financing transactions and bond trade reporting, ContractMutliplier should contain the number of units in one contract and can be omitted if the multiplier is the default amount for the instrument, i.e. 1,000 par of bonds, 1,000,000 par for financing transactions.

For Fixed Income. The rate of interest that, when multiplied by the principal, par value, or face value of a bond, provides the currency amount of the periodic interest payment. The coupon is always cited, along with maturity, in any quotation of a bond's price.

Can be used to identify the security. Market used to help identify a security.

Name of security issuer (e.g. International Business Machines, GNMA).

Must be set if EncodedIssuer field is specified and must immediately precede it. Byte length of encoded (non-ASCII characters) EncodedIssuer (349) field.

Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding field. Encoded (non-ASCII characters) representation of the Issuer field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Issuer field.

Security description.

Must be set if EncodedSecurityDesc field is specified and must immediately precede it. Byte length of encoded (non-ASCII characters) EncodedSecurityDesc (35) field.

Encoded (non-ASCII characters) representation of the SecurityDesc field in the encoded format specified via the MessageEncoding field. Encoded (non-ASCII characters) representation of the SecurityDesc (07) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the SecurityDesc field.

Identifies MBS / ABS pool For Fixed Income, identifies MBS / ABS pool.

Must be present for MBS/TBA Specifies when the contract (i.e. MBS/TBA) will settle.

The program under which a commercial paper is issued The program under which a commercial paper is issued

The registration type of a commercial paper issuance The registration type of a commercial paper issuance

Number of repeating EventType entries.

Code to represent the type of event

Date of event

Predetermined price of issue at event, if applicable

Comments related to the event.

If different from IssueDate The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

If different from IssueDate and DatedDate The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

Identifies currency used for price. Absence of this field is interpreted as the default for the security. It is recommended that systems provide the currency value whenever possible. See "Appendix 6-A: Valid Currency Codes" for information on obtaining valid values.

Number of InstrumentLeg repeating group instances.

Multileg instrument's individual security’s Symbol. See Symbol (55) field for description

Multileg instrument's individual security’s SymbolSfx. See SymbolSfx (65) field for description

Multileg instrument's individual security’s SecurityID. See SecurityID (48) field for description

Multileg instrument's individual security’s SecurityIDSource. See SecurityIDSource (22) field for description

Multileg instrument's individual security’s NoSecurityAltID. See NoSecurityAltID (454) field for description

Multileg instrument's individual security’s SecurityAltID. See SecurityAltID (455) field for description

Multileg instrument's individual security’s SecurityAltIDSource. See SecurityAltIDSource (456) field for description

Multileg instrument's individual security’s Product. See Product (460) field for description

Multileg instrument's individual security’s CFICode. See CFICode (461) field for description

Multileg instrument's individual security’s SecurityType. See SecurityType (167) field for description

SecuritySubType of the leg instrument. See SecuritySubType (762) field for description

Multileg instrument's individual security’s MaturityMonthYear. See MaturityMonthYear (200) field for description

Multileg instrument's individual security’s MaturityDate. See MaturityDate (541) field for description

Multileg instrument's individual leg security’s CouponPaymentDate. See CouponPaymentDate (224) field for description

Multileg instrument's individual leg security’s IssueDate. See IssueDate (225) field for description

(Deprecated, not applicable/used for Repos) Multileg instrument's individual leg security’s RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description

(Deprecated, not applicable/used for Repos) Multileg instrument's individual leg security's RepurchaseTerm. See RepurchaseTerm (226) field for description

(Deprecated, not applicable/used for Repos) Multileg instrument's individual leg security’s RepurchaseRate. See RepurchaseRate (227) field for description

Multileg instrument's individual leg security’s Factor. See Factor (228) field for description

Multileg instrument's individual leg security’s CreditRating. See CreditRating (255) field for description

Multileg instrument's individual leg security’s InstrRegistry. See InstrRegistry (543) field for description

Multileg instrument's individual leg security’s CountryOfIssue. See CountryOfIssue (470) field for description

Multileg instrument's individual leg security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

Multileg instrument's individual leg security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

(Deprecated, use YieldRedemptionDate (696) in component block) Multileg instrument's individual leg security’s RedemptionDate. See RedemptionDate (240) field for description

Multileg instrument's individual security’s StrikePrice. See StrikePrice (202) field for description

Currency in which the strike price of a instrument leg of a multileg instrument is denominated

Multileg instrument's individual security’s OptAttribute. See OptAttribute (206) field for description

Multileg instrument's individual security’s ContractMultiplier. See ContractMultiplier (231) field for description

Multileg instrument's individual security’s CouponRate. See CouponRate (223) field for description

Multileg instrument's individual security’s SecurityExchange. See SecurityExchange (207) field for description

Multileg instrument's individual security’s Issuer. See Issuer (106) field for description

Multileg instrument's individual security’s EncodedIssuerLen. See EncodedIssuerLen (348) field for description

Multileg instrument's individual security’s EncodedIssuer. See EncodedIssuer (349) field for description

Multileg instrument's individual security’s SecurityDesc. See SecurityDesc (107) field for description

Multileg instrument's individual security’s EncodedSecurityDescLen. See EncodedSecurityDescLen (350) field for description

Multileg instrument's individual security’s EncodedSecurityDesc. See EncodedSecurityDesc (351) field for description

Specific to the (not in ) The ratio of quantity for this individual leg relative to the entire multileg security.

Specific to the (not in ) The side of this individual leg (multileg security). See Side (54) field for description and values

Specific to the (not in ) Currency associated with a particular Leg's quantity

Identifies MBS / ABS pool For Fixed Income, identifies MBS / ABS pool for a specific leg of a multi-leg instrument. See Pool (69) for description and valid values.

The effective date of a new securities issue determined by its underwriters. Often but not always the same as the Issue Date and the Interest Accrual Date

Specifies when the contract (i.e. MBS/TBA) will settle.

The start date used for calculating accrued interest on debt instruments which are being sold between interest payment dates. Often but not always the same as the Issue Date and the Dated Date

Number of underlying legs that make up the security.

Underlying security’s Symbol. See Symbol (55) field for description

Underlying security’s SymbolSfx. See SymbolSfx (65) field for description

Underlying security’s SecurityID. See SecurityID (48) field for description

Underlying security’s SecurityIDSource. Valid values: see SecurityIDSource (22) field

Number of UnderlyingSecurityAltID (458) entries.

Alternate Security identifier value for this underlying security of UnderlyingSecurityAltIDSource (459) type (e.g. CUSIP, SEDOL, ISIN, etc). Requires UnderlyingSecurityAltIDSource.

Identifies class or source of the UnderlyingSecurityAltID value. Required if UnderlyingSecurityAltID is specified. Same valid values as the SecurityIDSource (22) field

Underlying security’s Product. Valid values: see Product(460) field

Underlying security’s CFICode. Valid values: see CFICode (461)field

Underlying security’s SecurityType. Valid values: see SecurityType (167) field

Underlying security’s SecuritySubType. See SecuritySubType (762) field for description

Underlying security’s MaturityMonthYear. Can be used with standardized derivatives vs. the UnderlyingMaturityDate field. See MaturityMonthYear (200) field for description

Underlying security’s maturity date. See MaturityDate (541) field for description

Underlying security’s PutOrCall. See PutOrCall (201) field for description

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description

Underlying security’s CouponPaymentDate. See CouponPaymentDate (224) field for description

(Deprecated, not applicable/used for Repos) Underlying security’s RepoCollateralSecurityType. See RepoCollateralSecurityType (239) field for description

(Deprecated, not applicable/used for Repos) Underlying security’s RepurchaseTerm. See RepurchaseTerm (226) field for description

(Deprecated, not applicable/used for Repos) Underlying security’s RepurchaseRate. See RepurchaseRate (227) field for description

Underlying security’s Factor. See Factor (228) field for description

Underlying security’s CreditRating. See CreditRating (255) field for description

Underlying security’s InstrRegistry. See InstrRegistry (543) field for description

Underlying security’s CountryOfIssue. See CountryOfIssue (470) field for description

Underlying security’s StateOrProvinceOfIssue. See StateOrProvinceOfIssue (471) field for description

Underlying security’s LocaleOfIssue. See LocaleOfIssue (472) field for description

(Deprecated, use YieldRedemptionDate (696) in component block) Underlying security’s RedemptionDate. See RedemptionDate (240) field for description

Underlying security’s StrikePrice. See StrikePrice (202) field for description

Currency in which the strike price of an underlying instrument is denominated

Underlying security’s OptAttribute. See OptAttribute (206) field for description

Underlying security’s ContractMultiplier. See ContractMultiplier (231) field for description

Underlying security’s CouponRate. See CouponRate (223) field for description

Underlying security’s SecurityExchange. Can be used to identify the underlying security. Valid values: see SecurityExchange (207)

Underlying security’s Issuer. See Issuer (106) field for description

Byte length of encoded (non-ASCII characters) EncodedUnderlyingIssuer (363) field.

Encoded (non-ASCII characters) representation of the UnderlyingIssuer (306) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingIssuer field.

Underlying security’s SecurityDesc. See SecurityDesc (107) field for description

Byte length of encoded (non-ASCII characters) EncodedUnderlyingSecurityDesc (365) field.

Encoded (non-ASCII characters) representation of the UnderlyingSecurityDesc (307) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the UnderlyingSecurityeDesc field.

The program under which the underlying commercial paper is issued

The registration type of the underlying commercial paper issuance

Specific to the (not in ) Underlying security’s Currency. See Currency (5) field for description and valid values

Specific to the (not in ) Unit amount of the underlying security (par, shares, currency, etc.) Unit amount of the underlying security (par, shares, currency, etc.)

Specific to the (not in ) In a financing deal clean price (percent-of-par or per unit) of the underlying security or basket. Underlying price associate with a derivative instrument.

Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest Price (percent-of-par or per unit) of the underlying security or basket. "Dirty" means it includes accrued interest

Specific to the (not in ) In a financing deal price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement. Price (percent-of-par or per unit) of the underlying security or basket at the end of the agreement.

Specific to the (not in ) Currency value attributed to this collateral at the start of the agreement Currency value attributed to this collateral at the start of the agreement

Specific to the (not in ) Currency value currently attributed to this collateral Currency value currently attributed to this collateral

Specific to the (not in ) Currency value attributed to this collateral at the end of the agreement Currency value attributed to this collateral at the end of the agreement

Number of underlying stipulation entries

Required if NoUnderlyingStips >0 Type of stipulation. Same values as StipulationType (233)

Value of stipulation. Same values as StipulationValue (234)

Number of TradingSessionIDs (336) in repeating group.

Identifier for Trading Session. Can be used to represent a specific market trading session (e.g. "PRE-OPEN", "CROSS_2", "AFTER-HOURS", "TOSTNET1", "TOSTNET2", etc).
Values should be bi-laterally agreed to between counterparties. Firms may register Trading Session values on the FIX website (presently a document maintained within "ECN and Exchanges" working group section).

Optional market assigned sub identifier for a trading session. Usage is determined by market or counterparties. Used by US based futures markets to identify exchange specific execution time bracket codes as required by US market regulations.

Time this order request was initiated/released by the trader, trading system, or intermediary. Time of execution/order creation (expressed in UTC (Universal Time Coordinated, also known as "GMT")

Number of position entries.

Required if NoPositions > 1 Used to identify the type of quantity that is being returned

Long Quantity

Short Quantity

Status of this position

Repeating group below should contain unique combinations of NestedPartyID, NestedPartyIDSource, and NestedPartyRole Number of NestedPartyID (524), NestedPartyIDSource (525), and NestedPartyRole (538) entries

Used to identify source of NestedPartyID. Required if NestedPartyIDSource is specified. Required if NoNestedPartyIDs > 0. PartyID value within a nested repeating group. Same values as PartyID (448)

Used to identify class source of NestedPartyID value (e.g. BIC). Required if NestedPartyID is specified. Required if NoNestedPartyIDs > 0. PartyIDSource value within a nested repeating group. Same values as PartyIDSource (447)

Identifies the type of NestedPartyID (e.g. Executing Broker). Required if NoNestedPartyIDs > 0. PartyRole value within a nested repeating group. Same values as PartyRole (452)

Number of NestedPartySubID (545) and NestedPartySubIDType (805) entries

PartySubID value within a nested repeating group. Same values as PartySubID (523)

Type of NestedPartySubID (545) value. Same values as PartySubIDType (803)

Number of Position Amount entries Number of position amount entries.

Type of Position amount

Position amount

Type of adjustment to be applied Delta_plus, Delta_minus, Final. If Adjustment Type is null, the PCS request will be processed as Margin Disposition only Type of adjustment to be applied, used for PCS & PAJ

Amount that a position has to be in the money before it is exercised.

Free format text string. Note: this field does not have a specified maximum length

Must be set if EncodedText field is specified and must immediately precede it. Byte length of encoded (non-ASCII characters) EncodedText (355) field.

Encoded (non-ASCII characters) representation of the Text field in the encoded format specified via the MessageEncoding field. Encoded (non-ASCII characters) representation of the Text (58) field in the encoded format specified via the MessageEncoding (347) field. If used, the ASCII (English) representation should also be specified in the Text field.