This website sets cookies on your device. By continuing to use our site, you consent to our use of cookies in accordance with our Privacy Policy.
Menu Learning Center
0.00 ( 0 votes )

Investment managers submit TBAs in the Allocation Instruction (J) message.

Allocation Instruction (J)

The bold values in the following partial J message example show where you designate a TBA trade and its stipuations.

70=test0207|71=0|626=1|857=0|54=1|48=GB00B00NY175|22=4|167=TBA|541=20411207|225=

5223=4.75|107=UNITED KINGDOM GILT 4.75 12/07/2038 DTD 04/23/2015 GILT|53=5000000|6=

106.86|15=GBP|...|232=3|233=ARMCAP|234=10,0|35588=S|233=INTONLY2020|

234=Y|35588=S|22=NSTYPE|234=2|35588=N|...

 

Allocation Report (AS) - Settlement View

The bold values in the following partial message example show where the CTM service returns the TBAN value and the stipulations.

8=FIX.4.4|9=5968|35=AS|34=416|49=OMGEOCTM|56=FFTW|52=20111117-21:11:11|453=2|

448=FXQITTA1XXX|447=B|452=13|448=FXQITTA2XXX|447=B|452=1|71=0|794=3|

775=FFTWTCTMZZZ1133993786183|87=0|9053=Y|...232=3|233=ARMCAP|234=10,0|3588=S|

233=INTONLY1020|234=Y|35588=S|233=NSTYPE|234=2|35588=N|...

 

For more information about submitting TBAs using the FIX interface, see Chapter 3. Trade Messages in the  pdf FIX 4.4 Interface Message Specification: Investment Managers (Legacy) (633 KB)

Recommended for You