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SWIFT ISO15022 Norm
Detailansicht für Nachricht MT361 - Bestätigung eines Währungsswaps

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  Verwendung der Nachricht MT361

Confirms the details of a cross currency interest rate swap transaction

  Anwendungsfeld der Nachricht MT361

This message is exchanged by or on behalf of the institutions or corporates, party A and party B, which have agreed to a cross currency interest rate swap covered by a BBAIRS (British Bankers' Association Interest Rate Swap), Deutscher Rahmenvertrag für Finanztermingeschäfte or an ISDA (International Swaps and Derivatives Association) Master Agreement.

The message also covers deals which are not part of an ISDA, Deutscher Rahmenvertrag für Finanztermingeschäfte or BBAIRS Master. In this case, party A and party B must have another bilateral agreement in place, except under AFB (Association Française de Banques) Master (until the AFB does define the interbank confirmation for cross currency swaps, the MT 361 cannot be used to confirm such transactions).

This message may also be sent by a money broker to the two parties (party A and party B) for which the broker arranged the deal.

If there are two money brokers involved in arranging a deal between party A and party B, this message is also exchanged between these money brokers.

The message may be used to:

  • confirm the details of a new transaction between the parties
  • correct a previously sent confirmation
  • cancel a previously sent confirmation.
  • report the details of a transaction to a trade repository.

  Struktur der Nachricht MT361

Sequenz A - General information  [ obligatorisch, nicht wiederholend ]
No.
Tag
Option
Name
Status
1
15A
 
New Sequence
M
2
20 
 
Sender's Reference
M
3
21 
 
Related Reference
M
4
22A
 
Type of Operation
M
5
94A
 
Scope of Operation
O
6
22C
 
Common Reference
M
7
23A
 
Identification of the Swap
M
8
21N
 
Contract Number Party A
M
9
21B
 
Contract Number Party B
O
10
30T
 
Trade Date
M
11
30V
 
Effective Date
M
12
30P
 
Termination Date
M
13
14A
 
Business Day Convention
O
14
32B
 
Party B Currency and Notional Amount
C
15
33B
 
Party A Currency and Notional Amount
M
16
82a
A
Party A
M
 
 
D
 
 
17
87a
A
Party B
M
 
 
D
 
 
18
83a
A
Fund or Instructing Party
O
 
 
D
 
 
 
 
J
 
 
19
17A
 
Collateral Agreement Indicator
O
20
77H
 
Type, Date, Version of the Agreement
M
21
77D
 
Additional Conditions
C
22
14C
 
Year of Definitions
M
23
72 
 
Sender to Receiver Information
O
Sequenz B - Fixed Interest Payable by Party B  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
24
15B
 
New Sequence
M
25
37M
 
Fixed Rate
C
26
37N
 
Details of Interest Rate
C
Sequenz B1 - Interest Details  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
27
18A
 
Number of Repetitions
M
28
30F
 
Payment Date
M
29
32M
 
Currency, Payment Amount
C
30
17F
 
Period End Date Adjustment Indicator
C
31
14D
 
Day Count Fraction
C
32
14A
 
Business Day Convention
M
33
18A
 
Number of Repetitions
M
34
22B
 
Financial Centre
M
Sequenz C - Floating Interest Payable by Party B  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
35
15C
 
New Sequence
M
36
14F
 
Floating Rate Option
M
37
37V
 
Cap Rate
O
38
37G
 
Floor Rate
O
39
37N
 
Details of Interest Rate
C
Sequenz C1 - Interest Details  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
40
14J
 
Reset Date Specification
M
41
14G
 
Averaging Frequency and Method
C
42
38E
 
Designated Maturity
M
43
18A
 
Number of Repetitions
M
44
30F
 
Payment Date
M
45
17F
 
Period End Date Adjustment Indicator
M
46
14D
 
Day Count Fraction
M
47
14A
 
Business Day Convention
M
48
18A
 
Number of Repetitions
M
49
22B
 
Financial Centre
M
50
37R
 
Spread
C
Sequenz C2 - Compounding Details  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
51
22D
 
Compounding Type
M
52
18A
 
Number of Repetitions
M
53
30X
 
Compounding Date
M
Sequenz C3 - Interpolation for Stub Periods  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
54
38G
 
First Stub Period, Interpolation Period
O
55
38H
 
Last Stub Period, Interpolation Period
O
Sequenz D - Payment Instructions for Interest Payable by Party B  [ obligatorisch, nicht wiederholend ]
No.
Tag
Option
Name
Status
56
15D
 
New Sequence
M
57
53a
A
Delivery Agent
O
 
 
D
 
 
58
56a
A
Intermediary
O
 
 
D
 
 
59
86a
A
Second intermediary
C
 
 
D
 
 
60
57a
A
Receiving Agent
M
 
 
D
 
 
Sequenz E - Fixed Interest Payable by Party A  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
61
15E
 
New Sequence
M
62
37M
 
Fixed Rate
C
63
37N
 
Details of Interest Rate
C
Sequenz E1 - Interest Details  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
64
18A
 
Number of Repetitions
M
65
30F
 
Payment Date
M
66
32M
 
Currency, Payment Amount
C
67
17F
 
Period End Date Adjustment Indicator
C
68
14D
 
Day Count Fraction
C
69
14A
 
Business Day Convention
M
70
18A
 
Number of Repetitions
M
71
22B
 
Financial Centre
M
Sequenz F - Floating Interest Payable by Party A  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
72
15F
 
New Sequence
M
73
14F
 
Floating Rate Option
M
74
37V
 
Cap Rate
O
75
37G
 
Floor Rate
O
76
37N
 
Details of Interest Rate
C
Sequenz F1 - Interest Details  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
77
14J
 
Reset Date Specification
M
78
14G
 
Averaging Frequency and Method
C
79
38E
 
Designated Maturity
M
80
18A
 
Number of Repetitions
M
81
30F
 
Payment Date
M
82
17F
 
Period End Date Adjustment Indicator
M
83
14D
 
Day Count Fraction
M
84
14A
 
Business Day Convention
M
85
18A
 
Number of Repetitions
M
86
22B
 
Financial Centre
M
87
37R
 
Spread
C
Sequenz F2 - Compounding Details  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
88
22D
 
Compounding Type
M
89
18A
 
Number of Repetitions
M
90
30X
 
Compounding Date
M
Sequenz F3 - Interpolation for Stub Periods  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
91
38G
 
First Stub Period, Interpolation Period
O
92
38H
 
Last Stub Period, Interpolation Period
O
Sequenz G - Payment Instructions for Interest Payable by Party A  [ obligatorisch, nicht wiederholend ]
No.
Tag
Option
Name
Status
93
15G
 
New Sequence
M
94
53a
A
Delivery Agent
O
 
 
D
 
 
95
56a
A
Intermediary
O
 
 
D
 
 
96
86a
A
Second intermediary
C
 
 
D
 
 
97
57a
A
Receiving Agent
M
 
 
D
 
 
Sequenz H - Correlation, Volatility and Variance Swaps  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
98
15H
 
New Sequence
M
99
18D
 
Number of Observation Dates
M
100
30Y
 
Initial Observation Date
M
101
30Z
 
Final Observation Date
M
102
84a
A
Calculation Agent
M
 
 
B
 
 
 
 
D
 
 
 
 
J
 
 
103
30M
 
Valuation Date
M
104
30S
 
Settlement Date
M
105
33H
 
Vega Notional Amount
M
106
32Q
 
Currency Pair
M
107
32E
 
Settlement Currency
M
108
14S
 
Settlement Rate Option/Rate Source
M
Sequenz I - Amortising Schedule for Party B  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
109
15I
 
New Sequence
M
110
18A
 
Number of Repetitions
M
111
30G
 
Variable Notional Start and End Date
M
112
32U
 
Outstanding Notional Currency and Amount
M
113
14A
 
Business Day Convention
M
114
18A
 
Number of Repetitions
M
115
22B
 
Financial Centre
M
Sequenz J - Amortising Schedule for Party A  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
116
15J
 
New Sequence
M
117
18A
 
Number of Repetitions
M
118
30G
 
Variable Notional Start and End Date
M
119
32U
 
Outstanding Notional Currency and Amount
M
120
14A
 
Business Day Convention
M
121
18A
 
Number of Repetitions
M
122
22B
 
Financial Centre
M
Sequenz K - Exchanges of Principal Payable by Party B  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
123
15K
 
New Sequence
M
124
18A
 
Number of Repetitions
M
125
22X
 
Type of Exchange
M
126
30F
 
Payment Date
M
127
32M
 
Currency, Payment Amount
M
128
53a
A
Delivery Agent
O
 
 
D
 
 
129
56a
A
Intermediary
O
 
 
D
 
 
130
86a
A
Second intermediary
C
 
 
D
 
 
131
57a
A
Receiving Agent
M
 
 
D
 
 
132
14A
 
Business Day Convention
M
133
18A
 
Number of Repetitions
M
134
22B
 
Financial Centre
M
Sequenz L - Exchanges of Principal Payable by Party A  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
135
15L
 
New Sequence
M
136
18A
 
Number of Repetitions
M
137
22X
 
Type of Exchange
M
138
30F
 
Payment Date
M
139
32M
 
Currency, Payment Amount
M
140
53a
A
Delivery Agent
O
 
 
D
 
 
141
56a
A
Intermediary
O
 
 
D
 
 
142
86a
A
Second intermediary
C
 
 
D
 
 
143
57a
A
Receiving Agent
M
 
 
D
 
 
144
14A
 
Business Day Convention
M
145
18A
 
Number of Repetitions
M
146
22B
 
Financial Centre
M
Sequenz M - Additional Amounts Payable by Party B  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
147
15M
 
New Sequence
M
148
18A
 
Number of Repetitions
M
149
22E
 
Type of Payment
M
150
30F
 
Payment Date
M
151
32M
 
Currency, Payment Amount
M
152
14A
 
Business Day Convention
M
153
18A
 
Number of Repetitions
M
154
22B
 
Financial Centre
M
155
53a
A
Delivery Agent
C
 
 
D
 
 
156
56a
A
Intermediary
C
 
 
D
 
 
157
86a
A
Second intermediary
C
 
 
D
 
 
158
57a
A
Receiving Agent
M
 
 
D
 
 
Sequenz N - Additional Amounts Payable by Party A  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
159
15N
 
New Sequence
M
160
18A
 
Number of Repetitions
M
161
22E
 
Type of Payment
M
162
30F
 
Payment Date
M
163
32M
 
Currency, Payment Amount
M
164
14A
 
Business Day Convention
M
165
18A
 
Number of Repetitions
M
166
22B
 
Financial Centre
M
167
53a
A
Delivery Agent
C
 
 
D
 
 
168
56a
A
Intermediary
C
 
 
D
 
 
169
86a
A
Second intermediary
C
 
 
D
 
 
170
57a
A
Receiving Agent
M
 
 
D
 
 
Sequenz O - Optional General Information  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
171
15O
 
New Sequence
M
172
29A
 
Contact Information
O
173
24D
 
Dealing Method
O
174
88a
A
Broker Identification
C
 
 
D
 
 
175
71F
 
Broker's Commission
C
176
21G
 
Broker's Reference
O
Sequenz P - Reporting Information  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
177
15P
 
New Sequence
M
Sequenz P1 - Reporting Parties  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
178
22L
 
Reporting Jurisdiction
M
179
91a
A
Reporting Party
O
 
 
D
 
 
 
 
J
 
 
Sequenz P1a - Unique Transaction Identifier  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
180
22M
 
UTI Namespace/Issuer Code
M
181
22N
 
Transaction Identifier
M
Sequenz P1a1 - Prior Unique Transaction Identifier  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
182
22P
 
PUTI Namespace/Issuer Code
M
183
22R
 
Prior Transaction Identifier
M
184
96a
A
Clearing Exception Party
O
 
 
D
 
 
 
 
J
 
 
185
22S
 
Clearing Broker Identification
O
186
22T
 
Cleared Product Identification
O
187
17E
 
Clearing Threshold Indicator
O
188
22U
 
Underlying Product Identifier
O
189
17H
 
Allocation Indicator
O
190
17P
 
Collateralisation Indicator
O
191
22V
 
Execution Venue
O
192
98D
 
Execution Timestamp
O
193
17W
 
Non Standard Flag
O
194
17Y
 
Financial Nature of the Counterparty Indicator
O
195
17Z
 
Collateral Portfolio Indicator
O
196
22Q
 
Collateral Portfolio Code
C
197
17L
 
Portfolio Compression Indicator
O
198
17M
 
Corporate Sector Indicator
O
199
17Q
 
Trade with Non-EEA Counterparty Indicator
O
200
17S
 
Intragroup Trade Indicator
O
201
17X
 
Commercial or Treasury Financing Indicator
O
202
77A
 
Additional Reporting Information
O
◄   MT360 - Bestätigung eines (währungskongruenten) Zinsswaps
MT362 - Bestätigung oder Avis einer Zinsanpassung oder Zinszahlung   ►