Standard SWIFT ISO15022
Vue de détail du message MT364 -

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Utilisation du message MT364

Confirms the details of the partial or full termination or recouponing of a single currency interest rate swap, cap, collar or floor

Scope du message MT364

This message is exchanged by or on behalf of the institutions or corporates, party A and party B, which have agreed to the termination, partial termination or recouponing of a single currency interest rate swap, a cap, a collar or a floor. The terminated/recouponed transaction is covered by a BBAIRS, ISDA or AFB or another bilateral agreement.

This message may be used to:

confirm the details of the partial or full termination of an existing transaction between the parties
confirm the details of the recouponing of an existing transaction
correct a previously sent termination/recouponing
cancel a previously sent termination/recouponing.

Structure du message MT364

Afficher seulement les champs obligatoires

Séquence A - General information [ obligatoire, non répétitive ]

No.

Tag

Option

Nom

Statut

15A

New Sequence

Définition

This field specifies the start of mandatory sequence A General Information.

Format

Option A

Empty field

Sender's Reference

Définition

This field specifies the reference assigned by the Sender to unambiguously identify the message.

Format

16x

Related Reference

Définition

This field contains the identification of the message to which the current message is related.

Format

16x

22A

Type of Operation

Définition

This field specifies the function of the message.

Format

Option A

4!c

(Function)

94A

Scope of Operation

Définition

This field specifies the role of the Sender and the Receiver of the message in the confirmation of the termination/recouponing.

Format

Option A

4!c

(Scope)

22B

Type of Event

Définition

This field identifies the event being confirmed.

Format

Option B

4!c

(Type)

22C

Common Reference

Définition

This field contains a reference common to both the Sender and the Receiver.

Format

Option C

4!a2!c4!n4!a2!c

(Party Prefix 1)(Party Suffix 1)(Reference Code)(Party Prefix 2)(Party Suffix 2)

23A

Identification of the Swap

Définition

This field specifies the type of the underlying transaction which is terminated/recouponed as well as the settlement method used.

Format

Option A

10a/5a

(Type of Swap)(Settlement Method)

21N

Contract Number Party A

Définition

This field specifies the contract number of the transaction from party A's viewpoint.

Format

Option N

16x

(Number)

21B

Contract Number Party B

Définition

This field specifies the contract number of the transaction from party B's viewpoint.

Format

Option B

16x

30T

Termination/Recouponing Trade Date

Définition

This field specifies the date the partial or full termination or recouponing was agreed between party A and party B.

Format

Option T

8!n

(Date)

30Q

Termination/Recouponing Effective Date

Définition

This field specifies the effective date of the (partial) termination or the recouponing of the underlying transaction.

Format

Option Q

8!n

(Date)

30P

Original Termination Date

Définition

This field specifies the termination date of the original transaction.

Format

Option P

8!n

(Date)

30V

Original Effective Date

Définition

This field specifies the effective date of the original transaction.

Format

Option V

8!n

(Date)

32B

Current Currency, Notional Amount

Définition

This field specifies the currency and notional amount of the original transaction. In the case of the (partial) termination or the recouponing of a transaction which has been partially terminated before, this field specifies the decreased amount which resulted from the previous partial termination, that is, the current notional.

Format

Option B

3!a15d

(Currency)(Amount)

82a

Party A

Définition

This field identifies party A.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)

87a

Party B

Définition

This field identifies party B.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)

83a

Fund or Instructing Party

Définition

This field specifies the fund or beneficiary customer.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)
Option J	5*40x	(Party Identification)

22D

Contact InformationAccrual of Interest Specification

Définition

This field specifies, in the case of a partial termination or recouponing, as of when the new notional amount or new interest rate will be applicable for the interest calculation.

Format

Option D

4!c

(Code)

32G

Sender to Receiver InformationNew Currency, Notional Amount

Définition

This field specifies the new currency and notional amount resulting from the partial termination.

Format

Option G

3!a15d

(Currency)(Amount)

37N

Details of Interest Rate

Définition

This field specifies additional details about the interest rate.

Format

Option N

6*35x

(Narrative)

29A

Contact Information

Définition

This field specifies the name and/or telephone number of the person the Receiver may contact for any queries concerning this message.

Format

Option A

4*35x

(Narrative)

Sender to Receiver Information

Définition

This field specifies additional information for the Receiver.

Format

6*35x

(Narrative)

Séquence B - Fixed Interest Payable by Party B [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

15B

New Sequence

Définition

This field specifies the start of conditional sequence B Fixed Interest Payable by Party B.

Format

Option B

Empty field

37M

Current Fixed Rate

Définition

This field specifies the original fixed rate payable by party B or, in the case of a (partial) termination or recouponing of a transaction which was recouponed before, the rate resulting from the previous recouponing.

Format

Option M

[N]12d

(Sign)(Rate)

37G

New Fixed Rate

Définition

This field specifies the new fixed rate payable by party B.

Format

Option G

[N]12d

(Sign)(Rate)

Séquence E - Fixed Interest Payable by Party A [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

15E

New Sequence

Définition

This field specifies the start of conditional sequence E Fixed Interest Payable by Party A.

Format

Option E

Empty field

37M

Current Fixed Rate

Définition

This field specifies the original fixed rate payable by party A or, in the case of a (partial) termination or recouponing of a transaction which was recouponed before, the rate resulting from the previous recouponing.

Format

Option M

[N]12d

(Sign)(Rate)

37G

New Fixed Rate

Définition

This field specifies the new fixed rate payable by party A.

Format

Option G

[N]12d

(Sign)(Rate)

Séquence L - Fee payable by Party B [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

15L

New Sequence

Définition

This field specifies the start of optional sequence L Fee Payable by Party B.

Format

Option L

Empty field

30F

Payment Date

Définition

This field specifies the payment date of the fee.

Format

Option F

8!n

(Date)

32M

Currency, Payment Amount

Définition

This field specifies the currency and fee payable by party B.

Format

Option M

3!a15d

(Currency)(Amount)

53a

Delivery Agent

Définition

This field identifies the financial institution from which the payer will transfer the funds.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)

56a

Intermediary

Définition

This field identifies the first intermediary institution for the transfer of the funds.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)

86a

Second intermediary

Définition

This field identifies the second intermediary institution for the transfer of the funds.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)

57a

Receiving Agent

Définition

This field identifies the financial institution and account where the payee will receive the funds.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)

Séquence M - Fee payable by Party A [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

15M

New Sequence

Définition

This field specifies the start of optional sequence M Fee Payable by Party A.

Format

Option M

Empty field

30F

Payment Date

Définition

This field specifies the payment date of the fee.

Format

Option F

8!n

(Date)

32M

Currency, Payment Amount

Définition

This field specifies the currency and fee payable by party A.

Format

Option M

3!a15d

(Currency)(Amount)

53a

Delivery Agent

Définition

This field identifies the financial institution from which the payer will transfer the funds.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)

56a

Intermediary

Définition

This field specifies the first intermediary institution for the transfer of the funds.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)

86a

Second intermediary

Définition

This field specifies the second intermediary institution for the transfer of the funds.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)

57a

Receiving Agent

Définition

This field identifies the financial institution and account where the payee will receive the funds.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)

◄ MT362 - Interest Rate Reset/Advice of Payment

MT365 - Cross Currency Interest Rate Swap Termination/Recouponing Confirmation ►

Standard SWIFT ISO15022Vue de détail du message MT364 -

Utilisation du message MT364

Scope du message MT364

Structure du message MT364

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Standard SWIFT ISO15022
Vue de détail du message MT364 -