MT515 - Vue de détail du message

1

16R

2

28E

3

20C

Définition

This qualified generic field specifies:

SEME

Sender's Message Reference

Reference assigned by the Sender to unambiguously identify the message.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	PACO	N		C	Sender's Message Reference

4

23G

Définition

This field identifies the function of the message.

Format

Codes

Function must contain one of the following codes:

Code

Signification du code

Cancellation Request: Message requesting the cancellation of a previously sent message.

New: New message.

Preadvice: Pre-advice the invoice of the trade at trade date. The pre-advice is not binding for settlement.

When present, Subfunction must contain one of the following codes:

Code

Signification du code

Copy Duplicate: Message is a copy to a party other than the account owner/account servicer, for information purposes and the message is a duplicate of a message previously sent.

Copy: Message is a copy to a party other than the account owner/account servicer, for information purposes.

Duplicate: Message is for information/confirmation purposes. It is a duplicate of a message previously sent.

5

98a

Définition

This qualified generic field specifies:

PREP

Preparation Date/Time

Date/time at which the message was prepared.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	MAXP	N		A, C, E	Preparation Date/Time

6

22F

Définition

This qualified generic field specifies:

TRTR

Trade Transaction Type

Specifies the type of transaction of which the order is a component.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	RALA	N		F	Trade Transaction Type

Codes

If Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Basket Trade: Transaction is a single order to buy and sell several financial instruments for the purpose of simultaneous buying and selling. Baskets are often used for a set of 15 or more financial instruments and play a role in arbitrage activity.

Employee Trade Reporting: Transaction relates to employee trade reporting.

Index Trade: Transaction is a single order to buy or sell all underlying financial instruments of an index, for example, S&P500.

List Trade: Transaction is a trade of a predetermined set of financial instruments.

Pre-Allocation: Transaction is a pre-allocation.

Program Trade: Transaction relates to computer-driven automatically executed trades in large volumes of a set of several financial instruments.

Trade: Transaction is a regular trade.

Séquence A1 - Linkages [ obligatoire, répétitive ]

No.

Tag

Option

Nom

Statut

7

16R

8

13a

Définition

This qualified generic field specifies:

LINK

Linked Message

Message type number/message identifier of the message referenced in the linkage sequence.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	EXPO	N		A, B	Linked Message

9

20C

Définition

This qualified generic field specifies:

ALMR	Allocation Matching Reference	Reference of the linked message at the Detail/Allocation Level which identifies a centrally matched transaction.
BASK	Basket Reference	Reference identifying a basket trade.
BMRB	Block Matching Reference	Reference of the linked message at the Trade/Block Level which identifies a centrally matched transaction.
COLR	Collateral Reference	Reference assigned to a collateral transaction linked to the settlement transaction.
COMM	Common Reference	Unique reference agreed upon by the two trade counterparties to identify the trade.
INDX	Index Reference	Reference identifying an index trade.
ISSU	Issuer Reference	Reference that an issuer attributes to a fund (funds industry).
LIST	List Reference	List reference which identifies a list trade.
MAST	Master Reference	Unique and unambiguous identifier used to link a group of individual transactions together.
PREV	Previous Message Reference	Message reference of the linked message which was previously sent.
PROG	Program Reference	Program reference which identifies a program trade.
RELA	Related Message Reference	Message reference of the linked message which was previously received.
TRRF	Deal Reference	Reference assigned to the trade by the Investment Manager OR the Broker/Dealer. This reference will be used throughout the trade life cycle to access/update the trade details.

Format

Qualificateurs (13)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	NOMI	N		C	Related Message Reference
	O	MCTD	N	C3, C7	C	Previous Message Reference
	O	FROM	N		C	Master Reference
	O	ASRF	N		C	Basket Reference
	O	EMAI	N		C	Index Reference
	O	EXPP	N		C	List Reference
	O	MFIX	N		C	Program Reference
	O	QTSO	N		C	Deal Reference
	O	CETI	N		C	Common Reference
	O	CETI	N		C	Collateral Reference
	O	ETC2	N		C	Issuer Reference
	O	BASE	N		C	Block Matching Reference
	O	AGGR	N		C	Allocation Matching Reference

10

16S

11

16S

Séquence B - Partial Fill Details [ facultative, répétitive ]

No.

Tag

Option

Nom

Statut

12

16R

13

36B

Définition

This qualified generic field specifies:

PAFI

Quantity of Financial Instrument Partially Filled

Quantity of financial instruments of the partial purchase or sale being confirmed.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	LOAN	N		B	Quantity of Financial Instrument Partially Filled

Codes

Quantity Type Code must contain one of the following codes:

Code

Signification du code

Amortised Value: Quantity expressed as an amount representing the current amortised face amount of a bond, for example, a periodic reduction/increase of a bond's principal amount.

Face Amount: Quantity expressed as an amount representing the face amount, that is, the principal, of a debt instrument.

Unit Number: Quantity expressed as a number, for example, a number of shares.

14

90a

Définition

This qualified generic field specifies:

DEAL

Deal Price

Price of the traded financial instrument.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	COLA	N		A, B	Deal Price

Codes

In option A, Percentage Type Code must contain one of the following codes:

Code

Signification du code

Discount: Price expressed as the number of percentage points below par, for example, a discount price of 2.0% equals a price of 98 when par is 100.

Percentage: Price expressed as a percentage of par.

Premium: Price expressed as the number of percentage points above par, for example, a premium price of 2.0% equals a price of 102 when par is 100.

Yield: Price expressed as a yield.

In option B, Amount Type Code must contain one of the following codes:

Code

Signification du code

Actual Amount: Price expressed as an amount of currency per unit or per share.

Discount: Price expressed as a discount amount.

Premium: Price expressed as a premium.

15

22F

Définition

This qualified generic field specifies:

MPLE	Maximum Price Level Indicator	Allows an order to specify a maximum number of price levels to trade through.
PRIC	Type of Price Indicator	Specifies the type of transaction price.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	MEOR	N		F	Type of Price Indicator
2	F	IFIX	N		F	Maximum Price Level Indicator

Codes

If Qualifier is PRIC and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Average Execution Price: Price is an average execution price.

Override of the Average Price: Price is an override of the average price.

Combined Expenses: Price is a combined expenses price (used in the UK market).

Gross Execution Price: Price is an all inclusive price, that is, including all charges, fees and taxes.

Net Price 1: Price is a net price, that is, net of all charges, taxes, or fees.

Net Price 2: Price is a net price, that is, net only of local broker's commission, local fees, or local taxes.

Par Value: Price is a par value or equal to the nominal or face value of the instrument.

Rounded Average Price: Price is a rounded average price.

If Qualifier is MPLE and Data Source Scheme is not present, Indicator must contain a numerical value in the range 0001 - 9999:

16

98a

Définition

This qualified generic field specifies:

TRAD

Trade Date/Time

Date/time at which the trade was executed.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	PTYB	N		A, B, C, E	Trade Date/Time

Codes

In option B, if Data Source Scheme is not present, Date Code must contain the following code:

Code

Signification du code

Various: Partial trades have occurred over a period of two or more days.

17

94a

Définition

This qualified generic field specifies:

TRAD

Place of Trade

Place at which the partial trade is to be/was executed.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	PTYB	R	C11	B, L	Place of Trade

Codes

In option B, if Data Source Scheme is not present, Place Code must contain one of the following codes:

Code

Signification du code

Stock Exchange: Trade was executed on a stock exchange.

Over The Counter: Trade was executed over-the-counter.

Primary Market: Trade was executed on a primary market.

Secondary Market: Trade was executed on a secondary market.

Various: Trade was executed on various places.

18

16S

Séquence C - Confirmation Details [ obligatoire, non répétitive ]

No.

Tag

Option

Nom

Statut

19

16R

20

98a

Définition

This qualified generic field specifies:

NAVD	Net Asset Value Calculation Date	Date/time at which the net asset value is calculated (funds industry).
SETT	Settlement Date/Time	Date/time at which the financial instruments are to be delivered or received.
TRAD	Trade Date/Time	Date/time at which the trade was executed.

Format

Qualificateurs (3)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	O	PTYB	N	A, B, C, E	Trade Date/Time
2	O	PAIR	N	A, B, C	Settlement Date/Time
3	F	INDA	N	A, C	Net Asset Value Calculation Date

Codes

In option B, if Qualifier is TRAD and Data Source Scheme is not present, Date Code must contain the following code:

Code

Signification du code

Various: Partial trades have occurred over a period of two or more days.

In option B, if Qualifier is SETT and Data Source Scheme is not present, Date Code must contain one of the following codes:

Code

Signification du code

Cash: Settlement is to be completed Cash (TOD/T+0).

Next Day: Settlement is to be completed on the next Day (TOM/T+1).

Other: Other settlement date.

Regular: Regular is defined as the default settlement period for the particular security on the exchange of execution (for example, T+1 or T+2 depending on currency).

Seller's Option: Settlement is to be completed at the seller's option.

To Be Announced: Settlement is to be completed as a result of a 'to be announced' trade.

T+2: Settlement is to be completed at T+2.

T+3: Settlement is to be completed at T+3.

T+4: Settlement is to be completed at T+4.

T+5: Settlement is to be completed at T+5.

When Distributed: Settlement is to be completed when the security is distributed.

When Issued or Distributed: Settlement is to be completed when the security is issued or when distributed.

When Issued: Settlement is to be completed when the security is issued.

21

90a

Définition

This qualified generic field specifies:

DEAL	Deal Price	Price of the traded financial instrument.
MADW	Marked Down Price	Marked down price. In case of an order to sell, the price the broker receives in the market minus the broker's commission.
MAUP	Marked Up Price	Marked up price. In case of an order to buy, the price that the broker paid on the market plus the broker's commission.

Format

Qualificateurs (3)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	O	COLA	R	A, B	Deal Price
2	F	FSSA	N	A, B	Marked Up Price
	F	FORF	N	A, B	Marked Down Price

Codes

In option A, Percentage Type Code must contain one of the following codes:

Code

Signification du code

Discount: Price expressed as the number of percentage points below par, for example, a discount price of 2.0% equals a price of 98 when par is 100.

Percentage: Price expressed as a percentage of par.

Premium: Price expressed as the number of percentage points above par, for example, a premium price of 2.0% equals a price of 102 when par is 100.

Yield: Price expressed as a yield.

In option B, Amount Type Code must contain one of the following codes:

Code

Signification du code

Actual Amount: Price expressed as an amount of currency per unit or per share.

Discount: Price expressed as a discount amount.

Premium: Price expressed as a premium.

22

92A

Définition

This qualified generic field specifies:

BAKL	Backload Commission Rate	Backload commission rate (Funds Industry).
CORA	Commission Rate Applied	Commission rate applied after waiving.
COWA	Percentage Commission Waived	Percentage of the commission that is waived.
ENTF	Entrance Commission Rate	Entrance commission rate (Funds Industry).
NAVR	Net Asset Value Ratio	Net Asset Value Ratio (Funds Industry).

Format

Qualificateurs (5)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	CINT	N	A	Commission Rate Applied
2	F	CLCP	N	A	Percentage Commission Waived
3	F	AREV	N	A	Backload Commission Rate
4	F	COWA	N	A	Entrance Commission Rate
5	F	INDM	N	A	Net Asset Value Ratio

23

99A

Définition

This qualified generic field specifies:

DAAC	Number of Days Accrued	Number of days used for calculating the accrued interest amount.
GIUP	Give-Up Number of Days	Number of days from the trade date that the trading party on the other side should divulge details of the transaction.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	COAX	N		A	Number of Days Accrued
2	F	DSDE	N		A	Give-Up Number of Days

24

94a

Définition

This qualified generic field specifies:

SAFE	Place of Safekeeping	Location where the financial instruments are/will be safekept.
TRAD	Place of Trade	Place at which the order was traded.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	PTYB	R	C11	B, L	Place of Trade
2	F	OVEP	R	C11	B, C, F, L	Place of Safekeeping

Codes

In option B, if Qualifier is TRAD and Data Source Scheme is not present, Place Code must contain one of the following codes:

Code

Signification du code

Stock Exchange: Place of trade was a stock exchange.

Over The Counter: Place of trade was over the counter.

Primary Market: Place of trade is the primary market.

Secondary Market: Place of trade is the secondary market.

Various: Various places of trade.

In option B, if Qualifier is SAFE and Data Source Scheme is not present, Place Code must contain the following code:

Code

Signification du code

Shares Held Elsewhere: Used for certain financial instruments, for example, US mutual funds, where settlement is internal only, that is, there is no external movement of securities.

In option F, if Qualifier is SAFE, Place Code must contain one of the following codes:

Code

Signification du code

Local Custodian: Financial instruments held at a local custodian.

International Central Securities Depository: Financial instruments held at an International Central Securities Depository.

National Central Securities Depository: Financial instruments held at a National Central Securities Depository.

Shares Held Elsewhere: Used for certain financial instruments, for example, US mutual funds, where settlement is internal only, that is, there is no external movement of securities.

25

19A

Définition

This qualified generic field specifies:

SETT

Settlement Amount

Total amount of money to be paid or received in exchange for the financial instrument.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	PAIR	N		A	Settlement Amount

26

22a

Définition

This qualified generic field specifies:

BUSE	Buy/Sell Indicator	Specifies whether the transaction relates to the sale or purchase of financial instruments.
CAOP	Corporate Action Option Code Indicator	Specifies the corporate action options available to the account owner.
CATB	Charges/Tax Basis Indicator	Specifies the method used to calculate a charge/tax.
COST	Commission Type Indicator	Specifies the commission sharing type under which the order is to be executed.
ECIO	Capital Gain In/Out Indicator	Specifies whether the capital gain is in the scope of the EU Savings directive for the income realised upon the sale, refund or redemption of shares and units ( ...) (Article 6(1d)).
PAYM	Payment Indicator	Specifies whether the instruction is free or against payment.
PRIC	Type of Price Indicator	Specifies the type of transaction price.
PRIR	Priority Indicator	Specifies the execution priority of the trade.
PROC	Processing Indicator	Specifies additional information relative to the processing of the trade.
RPOR	Reporting Indicator	Indicates information with regards to reporting.
SETG	Settlement Instruction Generation Indicator	Specifies whether a settlement instruction must be generated by an Electronic Trade Confirmation (ETC) service provider.
TRCN	Trade Regulatory Conditions Indicator	Specifies the trade regulatory conditions, for example, in the US under SEC regulation 10.b.10.
TSTA	TIS Calculated Indicator	Specifies whether the fund calculates the TIS.
TTCO	Trade Transaction Condition Indicator	Specifies the conditions under which the order/trade was executed.
YIEL	Yield Type Indicator	Specifies the type of yield at which the transaction was effected.

Format

Qualificateurs (15)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	BLOK	N	C7, C10	H	Buy/Sell Indicator
2	F	MEOR	N		F	Type of Price Indicator
3	F	MET3	N		F	Processing Indicator
4	F	OPTI	R		F	Reporting Indicator
5	F	MET2	N		F	Priority Indicator
6	F	PACO	N		F	Settlement Instruction Generation Indicator
7	F	RCTR	R		F	Trade Transaction Condition Indicator
8	F	CLAM	N		F	Commission Type Indicator
9	O	LOTE	N		H	Payment Indicator
10	F	BUYE	N		F	Charges/Tax Basis Indicator
11	F	QINS	R		F	Trade Regulatory Conditions Indicator
12	F	BPAR	N		H	Corporate Action Option Code Indicator
13	F	COST	N		F	Capital Gain In/Out Indicator
14	F	RCHG	N		F	TIS Calculated Indicator
15	F	REPO	N		F	Yield Type Indicator

Codes

In option H, if Qualifier is BUSE, Indicator must contain one of the following codes:

Code

Signification du code

Buy: Transaction is a purchase of financial instrument by the instructing party.

Cross From: Transaction is a cross from (Funds Industry).

Cross To: Transaction is a cross to (Funds Industry).

Reinvestment of Dividend Order: Transaction is a reinvestment of dividend order (Funds Industry. Not to be used for corporate actions).

FPO Order: Transaction is an FPO (Follow on Public Offer) bid or order.

IPO Order: Transaction is an IPO (Initial Public Offering) bid or order.

IPP Order: Transaction is an IPP (Institutional Placement Programme) bid or order.

Redemption: Transaction is a redemption of funds.

Sell: Transaction is a sale of financial instrument by the instructing party.

Subscription: Transaction is a subscription to funds.

Switch From: Transaction is a change of an investment from one sub-fund to another sub-fund.

Switch To: Transaction is a change of an investment from one sub-fund to another sub-fund.

In option F, if Qualifier is PRIC and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Average Execution Price: Price is an average execution price.

Override of the Average Price: Price is an override of the average price.

Gross Execution Price: Price is an all inclusive price, that is, including all charges, fees and taxes.

Net Price 1: Price is a net price, that is, net of all charges, taxes, or fees.

Net Price 2: Price is a net price, that is, net only of local broker's commission, local fees, or local taxes.

Par Value: Price is a par value or equal to the nominal or face value of the instrument.

Rounded Average Price: Price is a rounded average price.

In option F, if Qualifier is PROC and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Close Account: Trade relates to a closure of an account.

Close Position: Trade is to close a position.

Open Position: Trade is to open a position.

In option F, if Qualifier is RPOR and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Deferred Report: The report is deferred, for example, because the order was executed in partial fills.

Stock Exchange: Trade details are to be reported to a stock exchange. This stock exchange is identified in sequence E Other Parties.

Trade Details Reported: Trade details are to be reported to a regulatory organisation. This stock regulatory organisation is identified in sequence E Other Parties.

In option F, if Qualifier is SETG and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Instruction Generation by ETC Provider: Specifies if the ETC service provider is to generate a settlement instruction.

Not Instruction Generation by ETC Provider: Specifies if the ETC service provider is not to generate a settlement instruction where a previous agreement to do so exists.

In option F, if Qualifier is TTCO and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Board Lots: Trade is to be executed on board lots; not set for odd lots (UK specific).

Bad Names: Trade is to be executed on bad names, not set for good names (UK specific).

Form of Delivery: Not for foreign registration when unset (UK specific).

Place of Delivery: In country of incorporation when unset (UK specific).

Result of Option When Set: Result of option when set (UK specific).

Result of Repo When Set: Result of repo when set (UK specific).

Block Order: Trade is a block trade, allocation instructions will follow.

Best Execution: Trade was executed at best execution.

Bought Minus: Bought minus indicator.

Call: Trade executed following the exercise of a call option on the security.

Cum Bonus: Trade is executed cum bonus.

Cum Coupon: Trade is executed cum coupon.

Cum Dividend: Trade is executed cum dividend.

Closure Before Rollover: Trade executed for closure of a previous position before the rollover of a position (Deferred Settlement Service).

Clean: Trade is to be executed clean, that is, does not pay government tax on the accrued interest on the bond, and consequently price is higher.

Cross Trade Allowed: Cross trades are allowed whereby buy and sell orders are offset without recording the trade on the exchange.

Cum Rights: Trade is executed cum rights.

Cum Warrants: Trade is executed cum warrants.

Directed Order: Trade is executed with a specific trading party.

Dirty: Trade is executed dirty, that is, pay government tax on the accrued interest of the bond.

Direct Order: Trade is executed by a trading party other than the trading party to which the order is sent. In this case, the instructing party has traded with another broker which will subsequently send an advice of execution to the executing party.

Forward Price: Trade is based on forward price. Price was calculated after the close of the dealing period.

Fractional Parts Allowed: Fractional parts allowed.

Guaranteed Delivery: Delivery of the financial instrument on settlement date is guaranteed.

Historic Price: Trade is based on historic price.

Market Price: The trade was executed at market price.

Monthly: Trade executed for month-end settlement (Deferred Settlement Service).

New Trade Following Rollover: Trade executed for a new trade position on the next month following the rollover of a position (Deferred Settlement Service).

No Cross Trade Allowed: No cross trade allowed.

Negotiated Trade: A negotiated trade is a trade for which the price is not the one quoted but an improved one that is, negotiated price.

Non-Market Price: The trade was executed outside of normal market conditions (for example, in the case of an iceberg order).

PreTrade Anonymity: Allows trader to explicitly request anonymity or disclosure in pre-trade market data feeds. Anonymity is relevant in markets where counterparties are regularly disclosed in order depth feeds. Disclosure is relevant when counterparties are not normally visible.

Putt: Trade executed following the exercise of a put option on the security.

Sold Exempt: Trade is exempt from short-sale rules.

Special Cum Dividend: Trade is executed with a special cum dividend, that is, buying after the ex date and getting the dividend.

Special Ex Dividend: Trade is executed with a special ex dividend, that is, selling before the ex date without the coupon.

Sold Plus: Sold plus indication.

Sold Short: Sold short indication.

Trade Executed Following Rollover: Trade executed this month following the rollover of positions.

Trade Following Rollover: Trade executed on the next month following the rollover of positions.

Ex Bonus: Trade is executed ex bonus.

Ex Coupon: Trade is executed ex coupon.

Ex Dividend: Trade is executed ex dividend.

Ex Rights: Trade is executed ex rights.

Ex Warrants: Trade is executed ex warrants.

In option F, if Qualifier is COST and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Per Client Agreement: Commission is as per client agreement.

Flat Fee: Commission is a flat fee.

Percentage of Principal in Basis Points: Commission is a percentage of principal.

Per Unit: Commission is per unit of financial instrument.

Percentage Commission Waived as Cash Discount: Commission is a percentage commission waived as cash discount.

Percentage Commission Waived as Additional Units: Commission is a percentage commission waived as additional units.

Soft Dollar Commission Sharing: Commission is a soft dollar percentage commission.

Commission Sharing Type is for Step-out Trade: Commission is for a step-out trade.

In option H, if Qualifier is PAYM, Indicator must contain one of the following codes:

Code

Signification du code

Against Payment: Against payment.

Free

In option F, if Qualifier is CATB and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Charges/Tax Basis Flat or Absolute: Charges/tax basis is flat or absolute for the trade being allocated.

Charges/Tax Basis per Unit: Charge/tax basis is per unit of financial instrument.

In option F, if Qualifier is TRCN and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Solicited: Trade was solicited by the executing broker. The broker has suggested to his client to buy/sell financial instruments.

Unsolicited: Trade was unsolicited. The client acts on its own without advice from the executing broker.

In option H, if Qualifier is CAOP, Indicator must contain one of the following codes:

Code

Signification du code

Cash: Distribution of cash to holders.

Reinvestment of Proceeds: Reinvestment proceeds into securities.

In option F, if Qualifier is ECIO and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Capital Gain In: Capital gain is in the scope of the directive.

Capital Gain Out: Capital gain is out of the scope of the directive.

Unknown: Unknown whether capital gain is in or out of the scope of the directive.

In option F, if Qualifier is TSTA and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

TIS Not Calculated: The fund is NOT calculating the taxable income per share within NAV.

TIS Calculated: The fund is calculating the taxable income per share within NAV.

Unknown: Unknown whether the fund is calculating the taxable income per share within NAV.

In option F, if Qualifier is YIEL and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

To Call: Transaction was effected at yield to call.

Current: Transaction was effected at current yield.

Maturity: Transaction was effected at yield to maturity.

If Qualifier is PRIR and Data Source Scheme is not present, Indicator must contain a numerical value in the range 0001 - 9999 where 0001 refers to the highest priority:

27

11A

Définition

This qualified generic field specifies:

FXIB	Currency to Buy	Currency to buy in relation to the trade.
FXIS	Currency to Sell	Currency to sell in relation to the trade.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	DOCT	N		A	Currency to Buy
	F	DOMI	N		A	Currency to Sell

Séquence C1 - Confirmation Parties [ obligatoire, répétitive ]

No.

Tag

Option

Nom

Statut

28

16R

29

95a

Définition

This qualified generic field specifies:

AFFM	Affirming Party	Party that affirms the details of a previously confirmed transaction.
ALTE	Alternate ID	Alternate identification for a party.
BRCR	Broker of Credit	Party that receives the trade credit.
BUYR	Buyer	Party that receives the financial instrument.
CLBR	Clearing Broker	Party that settles the trade on behalf of the executing broker.
ETC1	ETC Service Provider 1	Party acting as the Electronic Trade Confirmation (ETC) service provider 1.
ETC2	ETC Service Provider 2	Party acting as the Electronic Trade Confirmation (ETC) service provider 2.
INBR	Introducing Broker	Party that has the closest association with the investor.
INVE	Investor	Instructing party, either an individual or organisation, whose assets are being invested.
RQBR	Requested Broker	In a directed order (:22F::TTCO//DIOR), broker with which the Receiver of the message is requested to execute the order.
SELL	Seller	Party that delivers the financial instrument.
STBR	Step-In Broker	Party to whom the investor directs the credit for executing trade.

In option P, Identifier Code specifies a BIC. For more details, see the Standards MT General Information.
In option R, Proprietary Code specifies a local national code or market segment code identifying the party.
In option S:

Type of ID specifies the type of alternate identification which can be used to give an alternate identification of the party identified in this sequence.
Country Code specifies the country for which the alternate identification is relevant.
Alternate ID specifies an alternate identification of the party identified in this sequence.

Format

Qualificateurs (13)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	ESTT	N		P, Q, R	Investor
	O	BLOK	N		P, Q, R	Buyer
	O	CAOP	N		P, Q, R	Clearing Broker
	O	PACK	N		P, Q, R	Seller
	O	PMTH	N		P, Q, R	Step-In Broker
	O	ECIO	N		P, Q, R	Introducing Broker
	O	BIRT	N		P, Q, R	Broker of Credit
	O	CSMV	N		P, Q, R	ETC Service Provider 1
	O	CSPD	N		P, Q, R	ETC Service Provider 2
	O	AEXP	N		P, R	Introducing Broker
	O	BIRT	N		P, R	Affirming Party
	O	ORDR	N		P, Q, R	Requested Broker
2	F	AGRE	R	C11	L, S	Alternate ID

Codes

In option S, if Qualifier is ALTE and Data Source Scheme is not present, Type of ID must contain one of the following codes:

Code

Signification du code

Alien Registration Number: Number assigned by a government agency to identify foreign nationals.

Passport Number: Number assigned by a passport authority.

Tax Exempt Identification Number: Number assigned to a tax exempt entity.

Corporate Identification: Number assigned to a corporate entity.

Driver's Licence Number: Number assigned to a driver's licence.

Employee Identification Number: Number assigned to a specific employee for employee trade reporting.

Foreign Investment Identity Number: Number assigned to a foreign investor (other than the alien number).

Tax Identification Number: Number assigned by a tax authority to an entity.

30

97a

Définition

This qualified generic field specifies:

CASH	Cash Account	Account in which cash is maintained.
SAFE	Safekeeping Account	Account where financial instruments are maintained.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	OVEP	N		A, B	Safekeeping Account
2	F	BRKR	N		A, E	Cash Account

Codes

In option B, if Qualifier is SAFE and Data Source Scheme is not present, Account Type Code must contain one of the following codes:

Code

Signification du code

Abroad: Financial instruments are held in a safekeeping account abroad.

Centralised: Financial instrument in the safekeeping account are held in one location.

Cash/DVP: Safekeeping account is used for settlement on delivery or collect on delivery basis.

Fungible: Financial instruments in the safekeeping account are fungible.

Margin: Account is used when financing is by the broker/dealer.

Non-Fungible: Financial instruments in the safekeeping account are not fungible.

Physical: Financial instruments in the safekeeping account are in physical form.

Short Sale: Account is used for short sale orders.

31

98a

Définition

This qualified generic field specifies:

PROC

Processing Date/Time

Date/time at which the instruction was processed by the specified party.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	MET3	N		A, C	Processing Date/Time

32

20C

Définition

This qualified generic field specifies:

PROC

Processing Reference

Reference meaningful to the party identified.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	MET3	N		C	Processing Reference

33

70a

Définition

This qualified generic field specifies:

DECL	Declaration Details Narrative	Provides declaration details narrative relative to the party.
PACO	Party Narrative	Provides additional information regarding the party, for example, the contact unit or person responsible for the transaction identified in the message.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	LIST	N		C	Party Narrative
2	F	COLE	N		E	Declaration Details Narrative

34

22F

Définition

This qualified generic field specifies:

INCA	Investor Capacity Indicator	Role of the investor in the transaction.
TRCA	Party Capacity Indicator	Specifies the role of the party in the transaction.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	QAGE	R		F	Party Capacity Indicator
2	F	ECPD	N		F	Investor Capacity Indicator

Codes

If Qualifier is TRCA and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Trading as Agent: Party is trading on behalf of his client.

Acting as Agent for Customer and Other Person: Party is acting as an agent for both customer and another person.

Crossing as Agent: Party is crossing on behalf of his client.

Crossing as Principal: Party is crossing for his own account.

Investment Firm: Any legal person whose regular occupation or business is the provision of one or more investment services to third parties and/or the performance of one or more investment activities on a professional basis.

Market Maker: Dealer or specialist that is trading for their own account in the OTC market. Market makers are expected to maintain an orderly market by being available to buy or sell.

Multi-Lateral Trading Facility: Multilateral trading facility (MTF) is a multilateral system which brings together multiple third-party buying and selling interests in financial instruments in a way that results in a contract.

Acting as Agent for Person Other than Customer: Party is acting as an agent for a person other than a customer.

Acting as Agent for Some Executions and Principal: Party is acting as an agent for some executions and principal for others.

Trading as Principal: Party is trading for his own account.

Acting as Riskless Principal: Party is trading as a riskless principal, that is, the order to buy (sell) has been simultaneously offset by an order to sell (buy) with another party.

Regulated Market: A regulated market is a market on which financial instruments can be traded according to rules defined by the stock exchange.

Systematic Internaliser: Firms which, on an organised, frequent and systematic basis, deal on their own account by executing client orders outside a regulated market or an MTF. SIs have the obligation to provide, and make public, a definite bid and offer quote for liquid securities.

Transfer Agent: The party appointed by the Fund Management Company. It updates records of investor accounts to reflect the daily investor purchases, redemptions, switches, transfers, and re-registrations. It ensures the timely settlement of transactions, and may provide tax information to the investor and/or to its intermediaries. It may calculate, collect, and rebate commissions. It prepares and distributes confirmations reflecting transactions, resulting in unit or cash account movements to the investor or the investor's intermediary. It responds to inquiries concerning account status, and processes the income distribution.

If Qualifier is INCA and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Eligible Counterparty: MiFID classification of counterparty. Eligible customers are the most sophisticated level of investor, able to opt out of some of the protections afforded by conduct of business rules defined under MiFID.

Professional Client: MiFID classification of counterparty. Professional customers are, for example, investment firms, credit institutions, insurance companies.

Retail Client: MiFID classification of counterparty. Retail customers are the least sophisticated level of investor.

35

16S

36

36B

Définition

This qualified generic field specifies:

CONF	Quantity of Financial Instrument Confirmed	Quantity of financial instrument confirmed.
ORDR	Quantity of Financial Instrument Ordered	Quantity of financial instrument requested by the client, to be traded on the market.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	CHAN	N		B	Quantity of Financial Instrument Confirmed
2	F	LEGA	R		B	Quantity of Financial Instrument Ordered

Codes

Quantity Type Code must contain one of the following codes:

Code

Signification du code

Amortised Value: Quantity expressed as an amount representing the current amortised face amount of a bond, for example, a periodic reduction/increase of a bond's principal amount.

Face Amount: Quantity expressed as an amount representing the face amount, that is, the principal, of a debt instrument.

Unit Number: Quantity expressed as a number, for example, a number of shares.

37

35B

Séquence C2 - Financial Instrument Attributes [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

38

16R

39

94B

Définition

This qualified generic field specifies:

PLIS

Place of Listing

Place where the referenced financial instrument is listed.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	MAEX	N		B	Place of Listing

Codes

If Data Source Scheme is not present, Place Code must contain one of the following codes:

Code

Signification du code

Stock Exchange: Place of listing is a stock exchange.

Over The Counter: Place of listing is over the counter.

40

22F

Définition

This qualified generic field specifies:

CFRE	Variable Rate Change Frequency Indicator	Specifies the frequency of change to the variable rate of an interest bearing instrument.
FORM	Form of Securities Indicator	Specifies the form of the financial instrument.
MICO	Method of Interest Computation Indicator	Specifies the computation method of (accrued) interest of the financial instrument.
PAYS	Payment Status Indicator	Specifies the status of the payment of a financial instrument at a particular time, as agreed with the issuer.
PFRE	Payment Frequency Indicator	Specifies the frequency of a payment.

Format

Qualificateurs (5)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	GALO	N	F	Method of Interest Computation Indicator
2	F	DEVI	N	F	Form of Securities Indicator
3	F	MACL	N	F	Payment Frequency Indicator
4	F	LOTO	N	F	Payment Status Indicator
5	F	CALL	N	F	Variable Rate Change Frequency Indicator

Codes

If Qualifier is MICO and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

30/360 (ISDA) or 30/360 (American Basic Rule): Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February, and provided that the interest period started on a 30th or a 31st. This means that a 31st is assumed to be a 30th if the period started on a 30th or a 31st and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th). It is the most commonly used 30/360 method for US straight and convertible bonds.

30/365: Method whereby interest is calculated based on a 30-day month in a way similar to the 30/360 (basic rule) and a 365-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th).

30/Actual: Method whereby interest is calculated based on a 30-day month in a way similar to the 30/360 (basic rule) and the assumed number of days in a year in a way similar to the Actual/Actual (ICMA). Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th). The assumed number of days in a year is computed as the actual number of days in the coupon period multiplied by the number of interest payments in the year.

Actual/360: Method whereby interest is calculated based on the actual number of accrued days in the interest period and a 360-day year.

Actual/365 (Fixed): Method whereby interest is calculated based on the actual number of accrued days in the interest period and a 365-day year.

Actual/Actual (ICMA): Method whereby interest is calculated based on the actual number of accrued days and the assumed number of days in a year, that is, the actual number of days in the coupon period multiplied by the number of interest payments in the year. If the coupon period is irregular (first or last coupon), it is extended or split into quasi interest periods that have the length of a regular coupon period and the computation is operated separately on each quasi interest period and the intermediate results are summed up.

30E/360 or Eurobond basis: Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be equivalent to a 30 Feb. However, if the last day of the maturity coupon period is the last day of February, it will not be assumed to be a 30th. It is a variation of the 30/360 (ICMA) method commonly used for eurobonds. The usage of this variation is only relevant when the coupon periods are scheduled to end on the last day of the month.

Actual/Actual (ISDA): Method whereby interest is calculated based on the actual number of accrued days of the interest period that fall on a normal year, divided by 365, added to the actual number of days of the interest period that fall on a leap year, divided by 366.

Actual/365L or Actual/Actual (basic rule): Method whereby interest is calculated based on the actual number of accrued days and a 365-day year (if the coupon payment date is NOT in a leap year) or a 366-day year (if the coupon payment date is in a leap year).

Actual/Actual (AFB): Method whereby interest is calculated based on the actual number of accrued days and a 366-day year (if 29 Feb falls in the coupon period) or a 365-day year (if 29 Feb does not fall in the coupon period). If a coupon period is longer than one year, it is split by repetitively separating full year sub-periods counting backwards from the end of the coupon period (a year backwards from a 28 Feb being 29 Feb, if it exists). The first of the sub-periods starts on the start date of the accrued interest period and thus is possibly shorter than a year. Then the interest computation is operated separately on each sub-period and the intermediate results are summed up.

30/360 (ICMA) or 30/360 (basic rule): Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th). It is the most commonly used 30/360 method for non-US straight and convertible bonds issued before 01/01/1999.

30E2/360 or Eurobond basis model 2: Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for the last day of February whose day of the month value shall be adapted to the value of the first day of the interest period if the latter is higher and if the period is one of a regular schedule. This means that a 31st is assumed to be a 30th and the 28th Feb of a non-leap year is assumed to be equivalent to a 29th Feb when the first day of the interest period is a 29th, or to a 30th Feb when the first day of the interest period is a 30th or a 31st. The 29th Feb of a leap year is assumed to be equivalent to a 30th Feb when the first day of the interest period is a 30th or a 31st. Similarly, if the coupon period starts on the last day of February, it is assumed to produce only one day of interest in February as if it was starting on a 30th Feb when the end of the period is a 30th or a 31st, or two days of interest in February when the end of the period is a 29th, or 3 days of interest in February when it is the 28th Feb of a non-leap year and the end of the period is before the 29th.

30E3/360 or Eurobond basis model 3: Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be equivalent to a 30 Feb. It is a variation of the 30E/360 (or Eurobond basis) method where the last day of February is always assumed to be a 30th, even if it is the last day of the maturity coupon period.

Actual/365NL or Actual/365 No Leap: Method whereby interest is calculated based on the actual number of accrued days in the interest period, excluding any leap day from the count, and a 365-day year.

Other: Other method than A001-A014. See Narrative.

If Qualifier is FORM and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Bearer Security: Financial instruments are in bearer form.

Registered Security: Financial instruments are in registered form.

If Qualifier is PFRE and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Annual: Payment frequency is annual.

Monthly: Payment frequency is monthly.

Quarterly: Payment frequency is quarterly.

Semi-Annual: Payment frequency is semi-annual.

Weekly: Payment frequency is weekly.

If Qualifier is PAYS and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Fully Paid: Financial instrument is fully paid.

Nil Paid: Financial instrument is nil paid.

Partially Paid: Financial instrument is partially paid.

If Qualifier is CFRE and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Annual: Frequency is annual.

Monthly: Frequency is monthly.

Quarterly: Frequency is quarterly.

Semi-Annual: Frequency is semi-annual.

Weekly: Frequency is weekly.

41

12a

Définition

This qualified generic field specifies:

CLAS	Classification Type	Classification type of the financial instrument, for example, ISO Classification of Financial instrument (CFI).
OPST	Option Style	Specifies how an option can be exercised.
OPTI	Option Type	Specifies whether it is a call option or a put option.

Format

Qualificateurs (3)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	CAON	N	A, C	Classification Type
2	F	LAPD	N	B	Option Style
3	F	LDCR	N	B	Option Type

Codes

In option B, if Qualifier is OPST and Data Source Scheme is not present, Instrument Type Code must contain one of the following codes:

Code

Signification du code

American Style: Option can be exercised before or on expiry date.

European Style: Option can be exercised on expiry date only.

In option B, if Qualifier is OPTI and Data Source Scheme is not present, Instrument Type Code must contain one of the following codes:

Code

Signification du code

Call Option: A right to buy a defined quantity of an asset by a certain date at an agreed price.

Put Option: A right to sell a defined quantity of an asset by a certain date at an agreed price.

42

11A

Définition

This qualified generic field specifies:

DENO

Currency of Denomination

Currency in which a financial instrument is currently denominated.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	COLL	N		A	Currency of Denomination

43

98A

Définition

This qualified generic field specifies:

CALD	Call Date	Date on which a financial instrument is called away/redeemed before its scheduled maturity date.
CONV	Conversion Date	Deadline by which a convertible security must be converted, according to the terms of the issue.
COUP	Coupon Date	Next payment date of an interest bearing financial instrument.
DDTE	Dated Date	Date on which an interest bearing financial instrument begins to accrue interest.
EXPI	Expiry Date	Date on which an order expires or on which a privilege or offer terminates.
FCOU	First Coupon Date	First payment date of an interest bearing financial instrument.
FRNR	Floating Rate Note Reset Date	Date on which the interest rate of an interest bearing financial instrument will be/was calculated and reset, according to the terms of the issue.
ISSU	Issue Date	Date on which the financial instrument is issued.
MATU	Maturity Date	Date on which a financial instrument becomes due and assets are to be repaid.
NWFC	Next Factor Date	Date on which the current factor will be changed to the next factor.
PUTT	Put Date	Date on which a holder of a financial instrument has the right to request redemption of the principal amount prior to its scheduled maturity date.

Format

Qualificateurs (11)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	CLBR	N	A	Coupon Date
2	F	DEAL	N	A	Expiry Date
3	F	DIRT	N	A	Floating Rate Note Reset Date
4	F	FSBN	N	A	Maturity Date
5	F	ETC2	N	A	Issue Date
6	F	BOOK	N	A	Call Date
7	F	CINL	N	A	Conversion Date
8	F	MKTV	N	A	Put Date
9	F	COFF	N	A	Dated Date
10	F	DECL	N	A	First Coupon Date
11	F	INVE	N	A	Next Factor Date

44

92A

Définition

This qualified generic field specifies:

CUFC	Current Factor	Rate expressed as a decimal between 0 and 1 defining the outstanding principal of the financial instrument (for factored securities).
DECL	Percentage of Debt Claims	Percentage of the underlying assets of a fund that represents a debt, for example, in the context of the EU Savings directive.
INDX	Index Factor	Public index rate used for inflation adjustment.
INTR	Interest Rate	Annual rate of a financial instrument.
NWFC	Next Factor	Rate expressed as a decimal between 0 and 1 that will be applicable as of the next factor date and defines the outstanding principal of the financial instrument (for factored securities).
NXRT	Next Interest Rate	Interest rate applicable to the next interest payment period in relation to variable rate instruments.
PRFC	Previous Factor	Rate expressed as a decimal between 0 and 1 that was applicable before the current factor and defines the outstanding principal of the financial instrument (for factored securities).
YTMR	Yield To Maturity Rate	Rate of return anticipated on a bond when held until maturity date.

Format

Qualificateurs (8)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	MEET	N	A	Previous Factor
2	F	COAL	N	A	Current Factor
3	F	INVE	N	A	Next Factor
4	F	ESTT	N	A	Interest Rate
5	F	IPRC	N	A	Next Interest Rate
6	F	COLE	N	A	Percentage of Debt Claims
7	F	EMAI	N	A	Index Factor
8	F	REPP	N	A	Yield To Maturity Rate

45

13a

Définition

This qualified generic field specifies:

COUP	Coupon Number	Number of the next coupon attached/associated with a security.
LOTS	Lot Number	Number identifying a lot constituting the financial instrument.
POOL	Pool Number	Number identifying a group of underlying assets assigned by the issuer of a factored security.
VERN	Version Number	Version number of the option contract or tranche of the related financial instrument.

Format

Qualificateurs (4)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	CLBR	N	A, B	Coupon Number
2	F	MAIN	N	B	Pool Number
3	F	FISC	N	B	Lot Number
4	F	RELA	N	A, B	Version Number

46

17B

Définition

This qualified generic field specifies:

CALL	Callable Flag	Indicates whether the issuer has the right to repay the financial instrument prior to maturity.
CONV	Convertible Flag	Indicates whether the financial instrument is convertible into another type of financial instrument.
COVE	Covered Flag	Indicates whether the underlying financial instrument of an option is owned by the writer of the option.
FRNF	Floating Rate Note Flag	Indicates whether the interest rate of an interest bearing instrument is reset periodically.
ODDC	Odd Coupon Flag	Indicates whether the payment of the coupon (interest) on an interest bearing instrument is off the normal schedule.
PUTT	Putable Flag	Indicates whether the holder has the right to ask for redemption of the financial instrument prior to final maturity.
RATE	Rated Instrument Flag	Indicates whether the instrument is rated by a nationally recognized statistical rating organisation.
REDM	Redemption Affecting Yield Flag	Indicates whether, in the case of a debt security subject to redemption before maturity, such redemption could affect the yield.
WRTS	Warrants Attached on Delivery Flag	Indicates whether the warrants on a financial instrument (which has been traded cum warrants) will be attached on delivery.
YIEL	Yield Variance Flag	Indicates whether the actual yield of an asset-backed security may vary according to the rate at which the underlying receivables or other financial assets are prepaid.

Format

Qualificateurs (10)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	CINL	N	B	Convertible Flag
2	F	DFON	N	B	Floating Rate Note Flag
3	F	CLCL	N	B	Covered Flag
4	F	BORD	N	B	Callable Flag
5	F	MKTV	N	B	Putable Flag
6	F	NAME	N	B	Rated Instrument Flag
7	F	NETT	N	B	Redemption Affecting Yield Flag
8	F	REMU	N	B	Warrants Attached on Delivery Flag
9	F	REPO	N	B	Yield Variance Flag
	F	ISSU	N	B	Odd Coupon Flag

Codes

Flag must contain one of the following codes :

Code

Signification du code

No

47

90a

Définition

This qualified generic field specifies:

EXER	Exercise Price	Price at which the security will be purchased/sold if the warrant is exercised. Price is represented either as an actual amount (option B) or a percentage (option A). Price at which the bond is converted. Price is represented either as an actual amount (option B) or a percentage (option A). Strike price of an option. Price is represented either as an actual amount (option B) or a percentage (option A).
INDC	Indicative Price	Estimated price, for example, for valuation purposes.
MRKT	Market Price	Last reported/known price of a financial instrument in a market.
TSMT	Taxable Income Per Share	Amount included in the NAV that corresponds, per share, to gains directly or indirectly derived from interest payments, for example, in the context of the EU Savings directive.

Format

Qualificateurs (4)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	ELIG	N	A, B	Indicative Price
	F	INBR	N	A, B	Market Price
2	F	DEAG	N	A, B	Exercise Price
3	F	RATS	N	B	Taxable Income Per Share

Codes

In option A, Percentage Type Code must contain one of the following codes:

Code

Signification du code

Discount: Price expressed as the number of percentage points below par, for example, a discount price of 2.0% equals a price of 98 when par is 100.

Percentage: Price expressed as a percentage of par.

Premium: Price expressed as the number of percentage points above par, for example, a premium price of 2.0% equals a price of 102 when par is 100.

Yield: Price expressed as a yield.

In option B, Amount Type Code must contain one of the following codes:

Code

Signification du code

Actual Amount: Price expressed as an amount of currency per unit or per share.

Discount: Price expressed as a discount amount.

Premium: Price expressed as a premium.

48

36B

Définition

This qualified generic field specifies:

MINO	Minimum Nominal Quantity	Minimum nominal quantity of financial instrument.
ORGV	Original Face Amount	Original par or nominal value of a financial instrument.
SIZE	Contract Size	Ratio or multiplying factor used to convert one contract into a financial instrument quantity.

Format

Qualificateurs (3)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	GETS	N	B	Minimum Nominal Quantity
2	F	PAYE	N	B	Contract Size
3	F	LEOG	N	B	Original Face Amount

Codes

If Qualifier is MINO or Qualifier is SIZE, Quantity Type Code must contain one of the following codes:

Code

Signification du code

Amortised Value: Quantity expressed as an amount representing the current amortised face amount of a bond, for example, a periodic reduction/increase of a bond's principal amount.

Face Amount: Quantity expressed as an amount representing the face amount, that is, the principal, of a debt instrument.

Unit Number: Quantity expressed as a number, for example, a number of shares.

If Qualifier is ORGV, Quantity Type Code must contain the following code:

Code

Signification du code

Face Amount: Quantity expressed as an amount representing the face amount, that is, the principal, of a debt instrument.

49

35B

50

70E

Définition

This qualified generic field specifies:

FIAN

Financial Instrument Attribute Narrative

Provides additional information about the financial instrument in narrative form.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	DECU	N		E	Financial Instrument Attribute Narrative

51

16S

52

13B

Définition

This qualified generic field specifies:

CERT

Certificate Number

Unique and unambiguous number of a financial instrument certificate or other document of title.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	CAEV	R		B	Certificate Number

53

70E

Définition

This qualified generic field specifies:

RSTR	Restrictions	Provides information about potential restrictions linked to the fund confirmed (funds industry).
TPRO	Trade Instruction Processing Narrative	Provides additional details of the trade process not included within structured fields of this message.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	PSTT	N		E	Trade Instruction Processing Narrative
2	F	ORGV	N		E	Restrictions

54

16S

Séquence D - Settlement Details [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

55

16R

56

22F

Définition

This qualified generic field specifies:

BENE	Beneficial Ownership Indicator	Specifies whether there is change of beneficial ownership.
CASY	Cash Settlement System Indicator	Specifies what cash settlement system is instructed to be used.
DBNM	Settlement Standing Instruction Database Indicator	Specifies what settlement standing instruction database is to be used to derive the settlement parties involved in the transaction.
LEOG	Letter of Guarantee Indicator	Specifies whether physical settlement may be executed using a letter of guarantee or if the physical certificates should be used.
REGT	Registration Indicator	Specifies whether registration should occur upon receipt.
REPT	Repurchase Type Indicator	Specifies the type of repurchase transaction.
REST	Restrictions Indicator	Specifies the regulatory restrictions applicable to a financial instrument.
RTGS	Securities Real-Time Gross Settlement Indicator	Specifies whether the settlement transaction is to be settled through an RTGS or a non RTGS system.
SETR	Type of Settlement Transaction Indicator	Specifies underlying information regarding the type of settlement transaction.
SETS	Settlement System/Method Indicator	Specifies whether the settlement instruction is to be settled through the default or the alternate settlement system.
STAM	Stamp Duty Indicator	Specifies the stamp duty type or exemption reason applicable to the settlement instruction.
STCO	Settlement Transaction Condition Indicator	Specifies the conditions under which the order/trade is to be settled.

Format

Qualificateurs (12)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	O	PAFI	N	F	Type of Settlement Transaction Indicator
2	F	PODT	R	F	Settlement Transaction Condition Indicator
3	F	PLDT	N	F	Stamp Duty Indicator
4	F	OSUB	N	F	Securities Real-Time Gross Settlement Indicator
5	F	NINT	N	F	Registration Indicator
6	F	AUDT	N	F	Beneficial Ownership Indicator
7	F	BUSE	N	F	Cash Settlement System Indicator
8	F	CODS	N	F	Settlement Standing Instruction Database Indicator
9	F	OCMT	N	F	Restrictions Indicator
10	F	EXEC	N	F	Letter of Guarantee Indicator
11	F	PAFI	N	F	Settlement System/Method Indicator
12	F	NTSP	N	F	Repurchase Type Indicator

Codes

If Qualifier is SETR and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Buy Sell Back: Relates to a buy sell back transaction.

Collateral In: Relates to a collateral transaction, from the point of view of the collateral taker or its agent.

Collateral Out: Relates to a collateral transaction, from the point of view of the collateral giver or its agent.

DR Conversion: Relates to a depository receipt conversion.

Exchange Traded Funds: Relates to an exchange traded fund (ETF) creation or redemption.

Factor Update: Relates to a factor update.

In Speci/Share Exchange: Relates to a movement of shares into or out of a pooled account.

Issuance: Relates to the issuance of a security such as an equity or a depository receipt.

Mark-Down: Relates to the decrease of positions held by an ICSD at the common depository due to custody operations (repurchase, pre-release, proceed of corp. event realigned).

Mark-Up: Relates to the increase of positions held by an ICSD at the common depository due to custody operations (repurchase, pre-release, proceed of corporate event realigned).

Netting: Relates to the netting of settlement instructions.

Non Syndicated: Relates to the issue of medium and short term paper (CP, CD, MTN, notes ...) under a program and without syndication arrangement.

External Account Transfer: Relates to an account transfer involving more than one instructing party (messages sender) and/or account servicer (messages receiver).

Internal Account Transfer: Relates to an account transfer involving one instructing party (messages sender) at one account servicer (messages receiver).

Pair-Off: Relates to a pair-off: the transaction is paired off and netted against one or more previous transactions.

Placement: Relates to the placement/new issue of a financial instrument.

Portfolio Move: Relates to a portfolio move from one investment manager to another and/or from an account servicer to another. It is generally charged differently than another account transfer (OWNE, OWNI, INSP), hence the need to identify this type of transfer as such.

Realignment: Relates to a realignment of positions.

Withdrawal: Relates to the withdrawal of specified amounts from specified sub-accounts.

Redemption (Funds): Relates to a redemption of Funds (Funds Industry ONLY).

DR Release/Cancellation: Relates to a release (into/from local) of Depository Receipt operation.

Repo: Relates to a repurchase agreement transaction.

Return of Delivery Without Matching: Relates to the return of financial instruments resulting from a rejected delivery without matching operation.

Reverse Repo: Relates to a reverse repurchase agreement transaction.

Sell Buy Back: Relates to a sell buy back transaction.

Securities Borrowing: Relates to a securities borrowing operation.

Securities Lending: Relates to a securities lending operation.

Subscription (Funds): Relates to a subscription to funds (Funds Industry ONLY).

Syndicated: Relates to the issue of financial instruments through a syndicate of underwriters and a Lead Manager.

TBA Closing: Relates to a To Be Announced (TBA) closing trade.

Trade: Relates to the settlement of a trade.

Triparty Repo: Relates to a triparty repurchase agreement.

Triparty Reverse Repo: Relates to a triparty reverse repurchase agreement.

Turnaround: Relates to a turnaround: the same security is bought and sold to settle the same day, to or from different brokers.

If Qualifier is STCO and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Assignment: Transfer of ownership of the asset to another party during the closing of an option.

Clean: Tax-exempt financial instruments are to be settled.

Dirty: Taxable financial instruments are to be settled.

Delivery Without Matching: Matching receipt instruction not required (only for concerned ICSD and CSD).

Drawn: Settlement transactions relates to drawn securities.

Exercised: Settlement transaction relates to options, futures or derivatives that are exercised.

Free Clean Settlement: Delivery will be made free of payment but a clean payment order will be sent.

Instruct Account Balance: Indicates whether the available balance in the cash account is to be utilised for the transaction.

Knocked Out: Settlement transaction relates to options, futures or derivatives that are expired worthless.

No Partial Settlement Allowed: Partial settlement is not allowed.

Partial Settlement Allowed: Partial settlement is allowed.

Physical: Securities are to be physically settled.

CSD Payment Only: Relates to transaction on a security that is not eligible at the Central Securities Depository (CSD) but for which the payment will be enacted by the CSD.

Reporting: Relates to a transaction that is for reporting purposes only.

Special Delivery: Settlement transactions to be settled with special delivery.

Split Settlement: Money and financial instruments settle in different locations.

Unexposed: Delivery cannot be performed until money is received.

If Qualifier is RTGS and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Non-RTGS: Settle through the non-RTGS system. If there is a standing instruction in place for settlement through the RTGS instruction, then this standing instruction is to be ignored.

RTGS: Settle through the RTGS system. If there is a standing instruction in place for settlement through the non-RTGS system, then this standing instruction is to be ignored.

If Qualifier is REGT and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Street Name: Hold the securities in street name. If there is a standing instruction in place to register on receipt, then this standing instruction is to be ignored.

Register: Register on receipt. If there is a standing instruction in place to hold the securities in street name, then this standing instruction is to be ignored.

If Qualifier is BENE and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

NCBO: No Change of Beneficial Ownership (NCBO). If a standing instruction is in place for change of beneficial ownership (CBO), then this standing instruction is to be ignored.

CBO: Change of Beneficial Ownership (CBO). If a standing instruction is in place for no change of beneficial ownership (NCBO), then this standing instruction is to be ignored.

If Qualifier is CASY and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Bank of Korea Wire: Settle money through Bank of Korea Wire.

Cheque: Settle money through cheque.

UK Domestic: Settle money through UK domestic.

Gross Settlement System: Settle money through gross settlement system.

Net Settlement System: Settle money through net settlement system.

CHIPS (US): Settle money through CHIPS (US).

Fedwire (US): Settle money through Fedwire (US).

If Qualifier is DBNM and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Broker: Settlement standing instruction database to be used is the broker's database.

Internal: Settlement standing instruction database to be used is the receiver's internal database.

Vendor: Settlement standing instruction database to be used is the database of the vendor.

If Qualifier is REST and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Pursuant to 144A: Ownership or transfer of an unregistered security issued, pursuant to US legal restrictions 144A.

Not Subject to Restrictions: Ownership or transfer of a security that is not subject to restrictions.

Subject to Restrictions (not pursuant to 144A): Ownership or transfer of a security that is subject to restrictions, and not pursuant to 144A.

If Qualifier is LEOG and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Letter of Guarantee Not Accepted: Letter of guarantee is not accepted. If there is a standing instruction in place to accept a letter of guarantee, then this standing instruction is to be ignored.

Letter of Guarantee Accepted: Letter of guarantee is accepted. If there is a standing instruction in place not to accept a letter of guarantee, then this standing instruction is to be ignored.

If Qualifier is SETS and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Default Settlement System/Method: Settle through the default settlement system/method. If there is a standing instruction in place for settlement through the alternate settlement system/method, then this standing instruction is to be ignored.

Alternate Settlement System/Method: Settle through the alternate settlement system/method. If there is a standing instruction in place for settlement through the default settlement system/method, then this standing instruction is to be ignored.

If Qualifier is REPT and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Swap/Substitution: Relates to a repo collateral substitution.

Repo Call: Relates to a change in the closing or maturity date or the providing of the termination date for an open repo.

Pair-Off: Relates to a repo that is part of a pair-off.

Repo Rate: Relates to a change in the repo rate.

Rollover: Relates to a repo rollover of a position extending the closing or maturity date.

Top-Up: Relates to a cover of securities position due to deficit of collateral following mark to market valuation.

Withdrawal: Relates to a return of securities position due to excess of collateral following mark to market valuation.

If Qualifier is STAM, the Data Source Scheme must be used to indicate the stamp duty type or exemption reason, for example, in the United Kingdom and Ireland (CRST), in South Africa (STRA), etc.:

57

11A

Définition

This qualified generic field specifies:

FXIB	Currency to Buy	Currency to buy in relation to the trade.
FXIS	Currency to Sell	Currency to sell in relation to the trade.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	DOCT	N		A	Currency to Buy
	F	DOMI	N		A	Currency to Sell

Séquence D1 - Settlement Parties [ facultative, répétitive ]

No.

Tag

Option

Nom

Statut

58

16R

59

95a

Définition

This qualified generic field specifies:

ALTE	Alternate ID	Alternate identification for a party.
BUYR	Buyer	Party that receives the financial instrument.
DEAG	Delivering Agent	Delivering party that interacts with the place of settlement.
DECU	Deliverer's Custodian	Party that interacts with the delivering agent unless intermediaries exist.
DEI1	Deliverer's Intermediary 1	Party that interacts with the delivering intermediary 2, if present. If the delivering intermediary 2 is not present, this is the party that interacts with the delivering agent.
DEI2	Deliverer's Intermediary 2	When present, party that interacts with the delivering agent.
PSET	Place of Settlement	Place of settlement.
REAG	Receiving Agent	Receiving agent that interacts with the place of settlement.
RECU	Receiver's Custodian	Party that interacts with the receiving agent unless intermediaries exist.
REI1	Receiver's Intermediary 1	Party that interacts with the receiving intermediary 2, if present. If the receiving intermediary 2 is not present, this is the party that interacts with the receiving agent.
REI2	Receiver's Intermediary 2	When present, party that interacts with the receiving agent.
SELL	Seller	Party that delivers the financial instrument.

In option C, Country Code specifies in physical settlement transactions the country of settlement. This allows the custodian to direct instructions to a local agent in the country of settlement.
In option P, Identifier Code specifies a BIC. For more details, see the Standards MT General Information.
In option R, Proprietary Code specifies a local national code or market segment code identifying the party.
In option S:

Type of ID specifies the type of alternate identification which can be used to give an alternate identification of the party identified in this sequence.
Country Code specifies the country for which the alternate identification is relevant.
Alternate ID specifies an alternate identification of the party identified in this sequence.

Format

Qualificateurs (12)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	PACK	N	C4, C5	P, Q, R	Seller
	O	COLI	N	C4, C5	P, Q, R	Deliverer's Custodian
	O	COLI	N	C4, C5	P, Q, R	Deliverer's Intermediary 1
	O	COLL	N	C4, C5	P, Q, R	Deliverer's Intermediary 2
	O	COIN	N	C4, C5	P, Q, R	Delivering Agent
	O	MITI	N	C4	C, P, Q	Place of Settlement
	O	NBLT	N	C5	P, Q, R	Deliverer's Intermediary 2
	O	NMAT	N	C4, C5	P, Q, R	Receiver's Intermediary 1
	O	NOMI	N	C4, C5	P, Q, R	Receiver's Intermediary 2
	O	NETT	N	C4, C5	P, Q, R	Receiver's Custodian
	O	BLOK	N	C4, C5	P, Q, R	Buyer (Receiver)
2	F	AGRE	R	C11	L, S	Alternate ID

Codes

In option S, if Qualifier is ALTE and Data Source Scheme is not present, Type of ID must contain one of the following codes:

Code

Signification du code

Alien Registration Number: Number assigned by a government agency to identify foreign nationals.

Passport Number: Number assigned by a passport authority.

Tax Exempt Identification Number: Number assigned to a tax exempt entity.

Corporate Identification: Number assigned to a corporate entity.

Driver's Licence Number: Number assigned to a driver's licence.

Foreign Investment Identity Number: Number assigned to a foreign investor (other than the alien number).

Tax Identification Number: Number assigned by a tax authority to an entity.

60

97a

Définition

This qualified generic field specifies:

SAFE

Safekeeping Account

Account where financial instruments are maintained.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	OVEP	N		A, B	Safekeeping Account

Codes

In option B, if Data Source Scheme is not present, Account Type Code must contain one of the following codes:

Code

Signification du code

Abroad: Financial instruments are held in a safekeeping account abroad.

Centralised: Financial instrument in the safekeeping account are held in one location.

Cash/DVP: Safekeeping account is used for settlement on delivery or collect on delivery basis.

Fungible: Financial instruments in the safekeeping account are fungible.

Margin: Account is used when financing is by the broker/dealer.

Non-Fungible: Financial instruments in the safekeeping account are not fungible.

Physical: Financial instruments in the safekeeping account are in physical form.

Short Sale: Account is used for short sale orders.

61

98a

Définition

This qualified generic field specifies:

PROC

Processing Date/Time

Date/time at which the instruction was processed by the specified party.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	MET3	N		A, C	Processing Date/Time

62

20C

Définition

This qualified generic field specifies:

PROC

Processing Reference

Reference meaningful to the party identified.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	MET3	N		C	Processing Reference

63

70a

Définition

This qualified generic field specifies:

PACO	Party Narrative	Provides additional information regarding the party, for example, the contact unit or person responsible for the transaction identified in the message.
REGI	Registration Details Narrative	Provides information required for the registration.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	NEWA	N		D	Registration Details Narrative
2	F	LIST	N		C	Party Narrative

64

16S

Séquence D2 - Cash Parties [ facultative, répétitive ]

No.

Tag

Option

Nom

Statut

65

16R

66

95a

Définition

This qualified generic field specifies:

ACCW	Account With Institution	Financial institution that services the cash account of the beneficiary customer, if other that the Receiver.
ALTE	Alternate ID	Alternate identification for a party.
BENM	Beneficiary of Money	Ultimate party to be credited with the money.
DEBT	Debtor	Paying agent ordering customer or debtor.
INTM	Intermediary	Financial institution through which the transaction must pass to reach the account with institution.
PAYE	Paying Institution	Party from whose account the payment needs to be done, if different from the Sender's account.

In option P, Identifier Code specifies a BIC. For more details, see the Standards MT General Information.
In option R, Proprietary Code specifies a local national code or market segment code identifying the party.
In option S:

Type of ID specifies the type of alternate identification which can be used to give an alternate identification of the party identified in this sequence.
Country Code specifies the country for which the alternate identification is relevant.
Alternate ID specifies an alternate identification of the party identified in this sequence.

Format

Qualificateurs (6)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	ACCW	N	C4	P, Q, R	Account With Institution
	O	AUTA	N	C4	P, Q, R	Beneficiary of Money
	O	COLA	N	C4	P, Q, R	Debtor
	O	ESOF	N	C4	P, Q, R	Intermediary
	O	LORE	N	C4	P, Q, R	Paying Institution
2	F	AGRE	R	C11	L, S	Alternate ID

Codes

In option S, if Qualifier is ALTE and Data Source Scheme is not present, Type of ID must contain one of the following codes:

Code

Signification du code

Alien Registration Number: Number assigned by a government agency to identify foreign nationals.

Passport Number: Number assigned by a passport authority.

Tax Exempt Identification Number: Number assigned to a tax exempt entity.

Corporate Identification: Number assigned to a corporate entity.

Driver's Licence Number: Number assigned to a driver's licence.

Foreign Investment Identity Number: Number assigned to a foreign investor (other than the alien number).

Tax Identification Number: Number assigned by a tax authority to an entity.

67

97a

Définition

This qualified generic field specifies:

CASH	Cash Payment Account	Account in which cash is maintained.
CHAR	Charges Account	Account to be used for charges/fees if different from the account for payment.
COMM	Commission Account	Account to be used for commission if different from the account for payment and which is held by the party specified in this sequence.
TAXE	Tax Account	Account to be used for taxes if different from the account for payment and which is held by the party specified in this sequence.

Format

Qualificateurs (4)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	BRKR	N	A, E	Cash Payment Account
2	F	CANC	N	A, E	Charges Account
3	F	CETI	N	A, E	Commission Account
4	F	PREX	N	A, E	Tax Account

68

98a

Définition

This qualified generic field specifies:

PROC

Processing Date/Time

Date/time at which the instruction was processed by the specified party.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	MET3	N		A, C	Processing Date/Time

69

20C

Définition

This qualified generic field specifies:

PROC

Processing Reference

Reference meaningful to the party identified.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	MET3	N		C	Processing Reference

70

70C

Définition

This qualified generic field specifies:

PACO

Party Narrative

Provides additional information regarding the party, for example, the contact unit or person responsible for the transaction identified in the message.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	LIST	N		C	Party Narrative

71

16S

Séquence D3 - Amounts [ facultative, répétitive ]

No.

Tag

Option

Nom

Statut

72

16R

73

17B

Définition

This qualified generic field specifies:

ACRU	Accrued Interest Flag	Indicates whether the net proceeds include interest accrued on the financial instrument.
EXEC	Brokerage Amount Flag	Indicates whether the net proceeds include brokerage fees for the transaction.
ODDL	Odd-Lot Differentials Flag	Indicates whether any odd-lot differential or equivalent fee has been paid by the customer in connection with the execution of an order for an odd-lot number of shares or units (or principal amount) of a security and that the amount of any such differential or fee will be furnished upon request.
REMU	Remuneration Flag	Indicates whether other remuneration has been or will be received by the broker and that the source and amount of such other remuneration will be furnished upon request.
STAM	Stamp Duty Flag	Indicates whether the net proceeds include stamp duty for the transaction.

Format

Qualificateurs (5)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	ACOW	N	B	Accrued Interest Flag
2	F	DDTE	N	B	Brokerage Amount Flag
3	F	NRAD	N	B	Remuneration Flag
4	F	ISSU	N	B	Odd-Lot Differentials Flag
5	F	PLDT	N	B	Stamp Duty Flag

Codes

Flag must contain one of the following codes :

Code

Signification du code

No

74

19A

Définition

This field specifies an amount of money. This field is part of a sequence which identifies cash amounts such as taxes and charges as well as amounts needed for accounting purposes, for example, original face value traded, broker commission, etc.
This qualified generic field specifies:

ACCA	Accrued Capitalisation	Amount of unpaid interest (on interest bearing instruments which have defaulted and have subsequently restructured), which is capitalised and added to the original principal amount.
ACRU	Accrued Interest Amount	Amount of interest that has been accrued in between coupon payment periods.
AKTI	Aktiengewinn	Aktiengewinn.
ANTO	Net Gain/Loss Amount	Total net trade amount of all the trade transactions.
BAKL	Backload Fees Amount	Amount of sales charge paid by the investor when redeeming an investment such as an investment fund.
CBCH	Correspondent Bank Charges	Amount of charges of correspondent bank for transferring money (Funds industry).
CHAR	Charges/Fees	Amount of money paid for the provision of financial services that cannot be categorised by another qualifier.
COAX	Consumption Tax	Amount of consumption tax.
COUN	Country, National, Federal Tax	Amount of country, national or federal tax charged by the jurisdiction in which the account servicer is located.
CREB	Rebate/Bonification	Discount on the subscription fee that would normally be paid to Fund Administrator to enter the Fund. (Funds Industry).
DEAL	Trade Amount	Principal amount of a trade (price multiplied by quantity).
DSCA	Discount Amount	Amount of pre-arranged deduction to the trade amount based on the published net asset value (Funds industry).
ENTF	Entrance Fees Amount	Amount of sales charge paid immediately by the investor when subscribing to an investment such as an investment fund.
EQUL	Equalisation/Depreciation Deposit	Part of an investor's subscription amount that is held by the Fund in order to pay incentive/performance fees at the fiscal year end. It may crystallise into shares depending on the High Water Mark of the Fund and the subscription NAV (Funds industry).
ERFE	Early Redemption Fee Amount	A fund/fund provider may charge redemption fees according to prospectus (that is, an early redemption fee may apply if a fund is redeemed within a short period of time).
EUTR	EU Tax Retention Amount	Total amount of tax withheld at source in conformance with the EU Savings Directive.
EXEC	Executing Broker's Commission	Amount of money paid to an executing broker as a commission.
ISDI	Issue Discount/Allowance	Amount of money defined as a discount on a new issue or on a tranche of an existing issue.
LADT	Local Tax (Country specific 1)	Local tax as defined by the country in its market practice document.
LEVY	Payment Levy Tax	Amount of payment levy tax.
LIDT	Local Tax (Country specific 2)	Local tax as defined by the country in its market practice document.
LOCL	Local Tax	Amount of tax charged by the jurisdiction in which the financial instrument settles.
LOCO	Local Broker's Commission	Amount of commission paid to a local broker.
LOTE	Local Tax (Country specific 3)	Local tax as defined by the country in its market practice document.
LYDT	Local Tax (Country specific 4)	Local tax as defined by the country in its market practice document.
MACO	Matching/Confirmation Fee	Amount of money charged for matching and/or confirmation.
MARG	Margin Amount	Amount of money deposited by the trading party in a margin account.
OCMT	Original Currency Amount	Posting/settlement amount in its original currency when conversion from/into another currency has occurred.
OTHR	Other Amount	Amount of money that cannot be categorised.
PRDF	Difference in Price	Difference between the deal price and another reference price.
PRMA	Premium Amount	Pre-arranged addition to the trade amount based on the published net asset value (Funds industry).
PRWI	Partial Redemption Withholding Amount	When units of hedge funds are redeemed, the fund often pays out just a portion of the proceeds (normally between 60 and 90 percent of the investment). The remainder is retained with the fund and paid out later at a time as decided by the Fund Company.
REFD	Expected Refund	Anticipated return of overpaid subscription money (Funds Industry).
REGF	Regulatory Fees	Amount of money charged by a regulatory authority, for example, Securities and Exchange fees.
REMU	Remuneration Amount	Amount of money received or to be received by a broker in connection with the transaction that cannot be categorised using another amount type.
RESU	Resulting Amount	Countervalue of a foreign exchange conversion.
SETT	Settlement Amount	Total amount of money to be paid or received in exchange for the financial instrument.
SHIP	Shipping Amount	All costs related to the physical delivery of documents such as stamps, postage, carrier fees, insurances or messenger services.
SPCN	Special Concessions	Amount of drawdown or other reduction from or in addition to the deal price.
STAM	Stamp Duty	Amount of stamp duty.
STEX	Stock Exchange Tax	Amount of stock exchange tax.
SUBS	Subscription Interest	Amount of interest received when a subscription amount is paid in advance and then invested by the Fund Administrator for additional shares to that of the initial subscription amount (Funds Industry).
TRAN	Transfer Tax	Amount of tax levied on a transfer of ownership of financial instrument.
TRAX	Transaction Tax	Amount of transaction tax.
VATA	Value-Added Tax	Amount of value added tax.
WITH	Withholding Tax	Amount of money that will be withheld by a tax authority.
ZWIS	Zwischengewinn	Zwischengewinn.

Format

Qualificateurs (47)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	ACOW	N		A	Accrued Interest Amount
	O	AFFB	N		A	Aktiengewinn
	O	DDTE	N		A	Executing Broker's Commission
	O	AGRE	N		A	Net Gain/Loss Amount
	O	AREV	N		A	Backload Fees Amount
	O	BUYR	N		A	Correspondent Bank Charges
	O	CANC	N		A	Charges/Fees
	O	CLTR	N		A	Rebate/Bonification
	O	FCOU	N		A	Local Broker's Commission
	O	CLAS	N		A	Country, National, Federal Tax
	O	COLA	N		A	Trade Amount
	O	CONS	N		A	Discount Amount
	O	COWA	N		A	Entrance Fees Amount
	O	CPTB	N		A	Equalisation/Depreciation Deposit
	O	DAAC	N		A	EU Tax Retention Amount
	O	ETC2	N		A	Issue Discount/Allowance
	O	ETYP	N		A	Local Tax (Country specific 1)
	O	EXEC	N		A	Payment Levy Tax
	O	EXPI	N		A	Local Tax (Country specific 2)
	O	EXVA	N		A	Local Tax
	O	FILL	N		A	Local Tax (Country specific 3)
	O	FLFR	N		A	Local Tax (Country specific 4)
	O	FORC	N		A	Matching/Confirmation Fee
	O	FRNR	N		A	Margin Amount
	O	MATU	N		A	Difference in Price
	O	MET3	N		A	Premium Amount
	O	NETT	N		A	Expected Refund
	O	NETT	N		A	Regulatory Fees
	O	NRAD	N		A	Remuneration Amount
	O	PAIR	N	C2	A	Settlement Amount
	O	PAYA	N		A	Shipping Amount
	O	PEND	N		A	Special Concessions
	O	PLDT	N		A	Stamp Duty
	O	POOL	N		A	Stock Exchange Tax
	O	PRCV	N		A	Subscription Interest
	O	PUTT	N		A	Transfer Tax
	O	PWAL	N		A	Transaction Tax
	O	REJT	N		A	Value-Added Tax
	O	REMI	N		A	Withholding Tax
	O	LICO	N		A	Other Amount
	O	CCPT	N		A	Consumption Tax
	O	ACCA	N		A	Accrued Capitalisation
	O	REPR	N		A	Zwischengewinn
	O	CRDB	N		A	Early Redemption Fee Amount
	O	MINO	N		A	Partial Redemption Withholding Amount
2	F	OCMT	N	C1	A	Resulting Amount
3	F	ISSU	N		A	Original Currency Amount

75

98a

Définition

This qualified generic field specifies:

VALU

Value Date/Time

Date/time at which cash becomes available to the account owner (in a credit entry), or cease to be available to the account owner (in a debit entry).

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	REI1	N		A, C	Value Date/Time

76

92B

Définition

This qualified generic field specifies:

EXCH

Exchange Rate

Exchange rate between the amount and the resulting amount.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	DBNM	N		B	Exchange Rate

77

16S

78

16S

Séquence E - Other Parties [ facultative, répétitive ]

No.

Tag

Option

Nom

Statut

79

16R

80

95a

Définition

This qualified generic field specifies:

ALTE	Alternate ID	Alternate identification for a party.
EXCH	Stock Exchange	Party that identifies the stock exchange.
INPA	Interested Party	Party that receives information from other parties about transactions that are being processed, and performs functions such as regulatory oversight and accounting.
MEOR	Originator of Message	Party that originated the message, if other than the Sender.
MERE	Recipient of Message	Party that is the final destination of the message, if other than the Receiver.
TRAG	Triparty Agent	Party that handles tri-party transactions.
TRRE	Trade Regulator	Party that identifies the trade regulator.
VEND	Vendor	Vendor of the Settlement Standing Instruction database requested to be consulted through sequence D field 22F::DBNM//VEND.

In option P, Identifier Code specifies a BIC. For more details, see the Standards MT General Information.
In option R, Proprietary Code specifies a local national code or market segment code identifying the party.
In option S:

Type of ID specifies the type of alternate identification which can be used to give an alternate identification of the party identified in this sequence.
Country Code specifies the country for which the alternate identification is relevant.
Alternate ID specifies an alternate identification of the party identified in this sequence.

Format

Qualificateurs (8)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	DBNM	N	C4	P, Q, R	Stock Exchange
	O	FXDT	N	C4, C12	P, Q, R	Originator of Message
	O	FXIB	N	C4, C12	P, Q, R	Recipient of Message
	O	QTSO	N	C4	P, Q, R	Trade Regulator
	O	RELA	N	C4, C8	P, Q, R	Vendor
	O	PTYB	N	C4	P, Q, R	Triparty Agent
	O	EQUL	N		P, Q, R	Interested Party
2	F	AGRE	R	C11	L, S	Alternate ID

Codes

In option S, if Qualifier is ALTE and Data Source Scheme is not present, Type of ID must contain one of the following codes:

Code

Signification du code

Alien Registration Number: Number assigned by a government agency to identify foreign nationals.

Passport Number: Number assigned by a passport authority.

Tax Exempt Identification Number: Number assigned to a tax exempt entity.

Corporate Identification: Number assigned to a corporate entity.

Driver's Licence Number: Number assigned to a driver's licence.

Foreign Investment Identity Number: Number assigned to a foreign investor (other than the alien number).

Tax Identification Number: Number assigned by a tax authority to an entity.

81

97a

Définition

This qualified generic field specifies:

CASH	Cash Account	Account in which cash is maintained.
SAFE	Safekeeping Account	Account where financial instruments are maintained.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	OVEP	N	C9	A, B	Safekeeping Account
2	F	BRKR	N	C9	A, E	Cash Account

Codes

In option B, if Qualifier is SAFE and Data Source Scheme is not present, Account Type Code must contain one of the following codes:

Code

Signification du code

Abroad: Financial instruments are held in a safekeeping account abroad.

Centralised: Financial instrument in the safekeeping account are held in one location.

Cash/DVP: Safekeeping account is used for settlement on delivery or collect on delivery basis.

Fungible: Financial instruments in the safekeeping account are fungible.

Margin: Account is used when financing is by the broker/dealer.

Non-Fungible: Financial instruments in the safekeeping account are not fungible.

Physical: Financial instruments in the safekeeping account are in physical form.

Short Sale: Account is used for short sale orders.

82

70C

Définition

This qualified generic field specifies:

PACO

Party Narrative

Provides additional information regarding the party, for example, the contact unit or person responsible for the transaction identified in the message.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	LIST	N		C	Party Narrative

83

20C

Définition

This qualified generic field specifies:

PROC

Processing Reference

Reference meaningful to the party identified.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	MET3	N		C	Processing Reference

84

16S

Séquence F - Two Leg Transaction Details [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

85

16R

86

98a

Définition

This qualified generic field specifies:

RERA	Rate Change Date/Time	Date/Time at which rate change has taken place.
TERM	Closing Date/Time	Closing date/time or maturity date/time of the transaction.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	PRIN	N		A, B, C	Closing Date/Time
2	F	NWFC	N		A, C	Rate Change Date/Time

Codes

In option B, if Qualifier is TERM and Data Source Scheme is not present, Date Code must contain the following code:

Code

Signification du code

Open-Dated: Date/time has not been established.

87

22F

Définition

This qualified generic field specifies:

LEGA	Legal Framework Indicator	Legal framework of the transaction.
MICO	Method of Interest Computation Indicator	Specifies the computation method of (accrued) interest of the financial instrument.
RERT	Rate Type	Specifies whether the rate is fixed or variable.
REVA	Revaluation Indicator	Specifies whether the collateral position should be subject to automatic revaluation by the account servicer.

Format

Qualificateurs (4)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	OAPD	N	F	Rate Type
2	F	GALO	N	F	Method of Interest Computation Indicator
3	F	ODDC	N	F	Revaluation Indicator
4	F	EXEC	N	F	Legal Framework Indicator

Codes

If Qualifier is RERT and Data Source Scheme is not present, Indicator must contain one of the following codes:

Code

Signification du code

Fixed: Rate is fixed.

Forfeit: No specific rate applies to the transaction, only a forfeit.

Variable: Rate is variable.