MT502 - Detailansicht für Nachricht

1

16R

2

20C

Definition

This qualified generic field specifies:

SEME

Sender's Message Reference

Reference assigned by the Sender to unambiguously identify the message.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	PACO	N		C	Sender's Message Reference

3

23G

Definition

This field identifies the function of the message.

Format

Codes

Function must contain one of the following codes:

Code

Bedeutung des Codes

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

New: New message.

Replacement: Message replacing a previously sent message.

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

Code

Bedeutung des Codes

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.

4

98a

Definition

This qualified generic field specifies:

PREP

Preparation Date/Time

Date/time at which the message was prepared.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	MAXP	N		A, C, E	Preparation Date/Time

5

22F

Definition

This qualified generic field specifies:

PRCO	Pre-Allocation Condition Indicator	Specifies the method used to round up, round down or pro-rate the quantity of securities to allocate.
TRTR	Trade Transaction Type Indicator	Specifies the type of transaction of which the order is a component.

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	RALA	N		F	Trade Transaction Type Indicator
2	F	MAST	N		F	Pre-Allocation Condition Indicator

Codes

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

Code

Bedeutung des Codes

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.

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.

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.

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

Code

Bedeutung des Codes

Full: Pre-allocate shares only if fully dealt.

No Fraction: No fractional shares are allowed.

Pro-Rate: In the case of a partial fill, pro-rate the allocations.

Round Up: In the case of fractional shares, round up to the nearest whole number.

Round Down: In the case of fractional shares, round down to the nearest whole number.

Specific: In the case of a partial fill, pre-allocate according to the amounts shown in a linked allocation instruction.

Sequenz A1 - Linkages [ fakultativ, wiederholend ]

No.

Tag

Option

Name

Status

6

16R

7

22F

Definition

This qualified generic field specifies:

LINK

Linkage Type Indicator

Specifies when the instruction is to be executed relative to a linked instruction.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	EXPO	N		F	Linkage Type Indicator

Codes

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

Code

Bedeutung des Codes

After: Indicates that the message is to be processed after the linked message.

Before: Indicates that the message is to be processed before the linked message.

Information: Indicates that the messages are linked for information purposes only.

With: Indicates that the message is to be processed with the linked message.

8

13a

Definition

This qualified generic field specifies:

LINK

Linked Message

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

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	EXPO	N		A, B	Linked Message

9

20C

Definition

This qualified generic field specifies:

BASK	Basket Reference	Reference identifying a basket trade.
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.

Format

Qualifier (10)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	NOMI	N		C	Related Message Reference
	O	MCTD	N	C4, C9	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	CETI	N		C	Collateral Reference
	O	ETC2	N		C	Issuer Reference
	O	CETI	N		C	Common Reference

10

16S

11

16S

Sequenz B - Order Details [ obligatorisch, nicht wiederholend ]

No.

Tag

Option

Name

Status

12

16R

13

94a

Definition

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 is to be traded.

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	PTYB	W	C13	B, L	Place of Trade
2	F	OVEP	W	C13	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

Bedeutung des Codes

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.

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

Code

Bedeutung des Codes

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

Bedeutung des Codes

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.

Sequenz B1 - Price [ fakultativ, nicht wiederholend ]

No.

Tag

Option

Name

Status

14

16R

15

90a

Definition

This qualified generic field specifies:

DEAL	Deal Price	Price of the traded financial instrument.
LIMI	Limit Price	Limit price used in the case of a limit order or a stop limit order.
STOP	Stop Price	Stop price used in the case of a stop order or a stop limit order.

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	COLA	N		A, B	Deal Price
	O	POST	N		A, B	Stop Price
	O	EXPI	N	C3	A, B	Limit Price

Codes

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

Code

Bedeutung des Codes

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

Bedeutung des Codes

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.

16

22F

Definition

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

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
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

Bedeutung des Codes

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.

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

17

16S

18

22a

Definition

This qualified generic field specifies:

AUTO	Auto Routing Indicator	Specifies whether an automatic routing system is involved.
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.
PAYM	Payment Indicator	Specifies whether the instruction is free or against payment.
PRIR	Priority Indicator	Specifies the execution priority of the trade.
PROC	Processing Indicator	Specifies additional information relative to the processing of the trade.
RMTH	Rounding Method Requested	Specifies the rounding direction applied to fractional numbers, for example, round up.
RPOR	Reporting Indicator	Specifies whether the trade details must be reported to a regulatory organisation.
SETG	Settlement Instruction Generation Indicator	Specifies whether a settlement instruction must be generated by an Electronic Trade Confirmation (ETC) service provider.
TILI	Time Limit	Specifies from/until when an order must be executed.
TOOR	Type of Order	Specifies the type of instruction to a broker/dealer to buy or sell a financial instrument.
TRCN	Trade Regulatory Conditions	Specifies the trade regulatory conditions, for example, in the US under SEC regulation 10.b.10.
TRSE	Trading Session Indicator	Specifies the trading phase at the stock exchange.
TTCO	Trade Transaction Condition Indicator	Specifies the conditions under which the order/trade is to be executed.

Format

Qualifier (16)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	BLOK	N	C9, C12	H	Buy/Sell Indicator
2	F	MET3	N		F	Processing Indicator
3	F	OPTI	W		F	Reporting Indicator
4	F	MET2	N		F	Priority Indicator
5	F	PACO	N		F	Settlement Instruction Generation Indicator
6	F	RCTR	W		F	Trade Transaction Condition Indicator
7	F	CLAM	N		F	Commission Type Indicator
8	F	PRSS	W	C3	F	Type of Order
9	F	PROC	N		F	Time Limit
10	O	LOTE	N		H	Payment Indicator
11	F	ALTE	N		F	Auto Routing Indicator
12	F	BUYE	N		F	Charges/Tax Basis Indicator
13	F	QINS	W		F	Trade Regulatory Conditions
14	F	QUAS	N		F	Trading Session Indicator
15	F	BPAR	N		H	Corporate Action Option Code Indicator
16	F	OPCA	N		F	Rounding Method Requested

Codes

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

Code

Bedeutung des Codes

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

Code

Bedeutung des Codes

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

Bedeutung des Codes

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

Regulatory Organisation: Trade details are to be reported to a regulatory organisation. This stock regulatory organisation is identified in sequence D 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

Bedeutung des Codes

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

Bedeutung des Codes

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 to be executed at best execution.

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

Cum Bonus: Trade is to be executed cum bonus.

Cum Coupon: Trade is to be executed cum coupon.

Cum Dividend: Trade is to be executed cum dividend.

Closure Before Rollover: Trade to be 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 to be executed cum rights.

Cum Warrants: Trade is to be executed cum warrants.

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

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

Direct Order: Trade is to be 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 the executing party.

Forward Price: Trade is based on forward price. Price will be 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.

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

New Trade Following Rollover: Trade to be 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.

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 to be executed following the exercise of a put option on the security.

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.

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

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

Ex Bonus: Trade is to be executed ex bonus.

Ex Coupon: Trade is to be executed ex coupon.

Ex Dividend: Trade is to be executed ex dividend.

Ex Rights: Trade is to be executed ex rights.

Ex Warrants: Trade is to be 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

Bedeutung des Codes

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

Code

Bedeutung des Codes

All or None: A round-lot market or limit-price order which must be executed in its entirety or not at all; unlike 'fill or kill', these orders are not cancelled if not executed as soon as received.

Buy Contra Short Exempt: Order to buy contra short exempt.

Buy Contra Short: Order to buy contra short.

Buy Minus: Order to buy at a price lower than the current market price. This is an order to buy a stated amount of a financial instrument provided that its price is not higher than the last sale if the last sale was a minus or zero minus tick, not higher than the last sale minus the minimum fractional change in the stock if the last sale was a plus or zero plus tick. The price limit indicates the highest price at which the order can be executed.

Carefully: Order that is not to be executed as a whole because it may disturb the price.

Combination Order: Order that is linked to another order to buy or sell and must be executed as a unit, both or none, or cancelled as a unit.

Discretionary: Order where the executing broker or investment manager decides on the quantity or price.

Do Not Increase: Limit order to buy or stop order to sell or stop limit order that is not to be increased in shares on the ex-dividend date as a result of a stock dividend or distribution.

Do Not Reduce: Limit order to buy or stop order to sell, or stop-limit order to sell that is not to be reduced in price by the amount of an ordinary cash dividend. Applies only to ordinary stock dividends; should be reduced for other distributions.

Iceberg Order: Type of limit order whose overall quantity is not transparent to the market. Rather, only a client-defined part of the order is shown to the market (the 'tip of the iceberg'). Upon execution of the first 'tip' (that is partial execution to the client while for the market it does not appear to be a 'partial') the system releases the next 'tip' of the same size to the market until the 'iceberg' has been melted down successfully. Different from a usual care order.

Limit With: Order to be executed at a limit price, with a round-lot (or board-lot) sales; valid only for odd lot orders.

Limit Without: Order to be executed at a limit price, without a round-lot (or board-lot) sales; valid only for odd lot orders.

Limit Order: Order to buy at the indicated price limit or lower or an order to sell at the indicated limit price or higher.

At Market: Order to buy or sell a specified amount of a financial instrument at the quoted market price or better.

Market Not Held: Order to buy or sell a specified amount of a financial instrument at the quoted market price or better with some discretion on the price limit.

Market to Limit Order: Type of order that couples the high possibility of execution (Market Order) with a protection against unwanted price fluctuations (Limit Order).

Market Until Touched: Order to buy or sell a specified amount of a financial instrument at the quoted market price or better with some discretion on the price limit.

Not Held: Order that may be executed in partials or outside the hours of the exchange or other exchange rules.

Order Lie: Order that is related to another order where the second order may be cancelled without cancelling the first. Normally, the sell order must be executed before the buy order.

Stop Loss: Order to sell that sets the sell price below the market price.

Sell Plus: Order to sell a stated amount provided that the price is not lower than the last sale price if the last sale was a plus or zero plus tick and not lower than the last sale minus the minimum fractional change in the financial instrument if the last sale was a minus or zero minus tick.

Stop Limit: Stop order to buy (sell) that becomes a limit order at the limit price when the financial instrument trades at or above (below) the stop price after the order is submitted.

Stop Order: Order to buy that becomes a market order when the financial instrument trades at or above the stop price after the order is submitted or an order to sell which becomes a market order when the financial instrument trades at or below the stop price.

Sell Short Exempt: Order to sell short which is exempt from short-sale rules.

Sell Short: Order to sell a financial instrument that the seller does not own; a sale effected by delivering a financial instrument borrowed by or for the account of the seller.

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

Code

Bedeutung des Codes

At the Closing: Order to be executed at or around the closing price.

Fill and Kill: Order to be executed as much as possible. Non-executed parts of a FAK are deleted.

Fill or Kill: Market or limit order that is to be executed in its entirety as soon as it is submitted; if not so executed, the order is to be cancelled.

Good for the Day: Order that, if not executed, expires at the end of the trading day on which the order is entered.

Good until Cancelled: Order that remains in effect until it is either executed or cancelled.

Good through Date: Order that, if not executed, expires at the end of the specified expiry date.

Good for the Month: Order that, if not executed, expires at the end of the month on which the order is entered.

Good until the End of Next Month: Order that, if not executed, expires at the end of next month.

Good till Crossed: Order that remains in effect until crossed.

Immediate or Cancel: Market or limit order to be executed in whole or in part as soon as it is submitted; any portion not so executed is to be cancelled.

At the Opening: Market or limit order to be executed at the opening of the stock exchange or not at all; all or part of any order not executed at the opening is treated as cancelled.

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

Code

Bedeutung des Codes

Against Payment: Against payment.

Free

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

Code

Bedeutung des Codes

Designated Order Turnaround System: Indicates the Designated Order Turnaround system: a computerised order routing system used at the New York Stock Exchange.

Evolution of the DOT System: Indicates the evolution of the DOT system, (Designated Order Turnaround system): a computerized order routing system used at the New York Stock Exchange.

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

Code

Bedeutung des Codes

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

Bedeutung des Codes

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

Code

Bedeutung des Codes

Auctions: Orders that are traded in regularly occurring auctions: orders are accumulated and executed on the basis of defined algorithms.

Continuous: Orders that are executed directly against each other as they hit the marketplace.

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

Code

Bedeutung des Codes

Cash: Distribution of cash to holders.

Reinvestment of Proceeds: Reinvestment proceeds into securities.

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

Code

Bedeutung des Codes

Exact: Exact number.

Round Up: Round up to the nearest whole number.

Round Down: Round down to the nearest whole number.

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:

19

98a

Definition

This qualified generic field specifies:

EXPI	Expiry Date/Time	Date/time at which an order expires or at which a privilege or offer terminates.
NAVD	Net Asset Value Calculation Date/Time	Date/time at which the net asset value is calculated (funds industry).
RSET	Requested Settlement Date/Time	Date/time at which the instructing party requests settlement to take place.

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	DEAL	N	A, C	Expiry Date/Time
2	F	ORDR	N	A, B, C	Requested Settlement Date/Time
3	F	INDA	N	A, C	Net Asset Value Calculation Date/Time

Codes

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

Code

Bedeutung des Codes

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.

20

92A

Definition

This qualified generic field specifies:

CORA	Commission Rate Applied	Commission rate applied after waiving.
COWA	Percentage Commission Waived	Percentage of the commission that is waived.
SWRT	Switch Rate	To be used for 'switch to' instructions (22F::BUSE//SWIT) and for 1 to n "switch to" scenarios (Funds Industry).

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	CINT	N	A	Commission Rate Applied
2	F	CLCP	N	A	Percentage Commission Waived
3	F	PREA	N	A	Switch Rate

21

11A

Definition

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

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	DOCT	N		A	Currency to Buy
	F	DOMI	N		A	Currency to Sell

Sequenz B2 - Trading Parties [ obligatorisch, wiederholend ]

No.

Tag

Option

Name

Status

22

16R

23

95a

Definition

This qualified generic field specifies:

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.
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 the 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

Qualifier (9)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
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	ORDR	N		P, Q, R	Requested Broker
2	F	AGRE	W	C13	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

Bedeutung des Codes

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.

24

97a

Definition

This qualified generic field specifies:

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

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
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

Bedeutung des Codes

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.

25

98a

Definition

This qualified generic field specifies:

PROC

Processing Date/Time

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

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	MET3	N		A, C	Processing Date/Time

26

20C

Definition

This qualified generic field specifies:

PROC

Processing Reference

Reference meaningful to the party identified.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	MET3	N		C	Processing Reference

27

70a

Definition

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

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	LIST	N		C	Party Narrative
2	F	COLE	N		E	Declaration Details Narrative

28

22F

Definition

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

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	QAGE	N		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

Bedeutung des Codes

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.

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.

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

Code

Bedeutung des Codes

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.

29

16S

30

36B

Definition

This qualified generic field specifies:

CANC	Quantity to Cancel	Quantity of financial instruments to cancel in a request to cancel or partially cancel.
MAIN	Match Increment	Minimum quantity that applies to every execution. The order may still fill against smaller orders, but the cumulative quantity of the execution must be in multiples of the Match Increment.
MAXF	Maximum to be Shown on the Floor at a Time	Maximum quantity of an order to be revealed on the stock exchange at a time.
MINI	Minimum to be Bought or Sold	Minimum quantity of financial instruments to be bought or sold if the entire order cannot be executed.
ORDR	Original Ordered Quantity	Quantity of financial instrument ordered.

Format

Qualifier (5)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	LEGA	W	C6	B	Original Ordered Quantity
2	F	BORE	N	C2	B	Quantity to Cancel
	F	GCST	N		B	Minimum to be Bought or Sold
3	F	FRNF	N		B	Match Increment
4	F	FTCA	N		B	Maximum to be Shown on the Floor at a Time

Codes

Quantity Type Code must contain one of the following codes:

Code

Bedeutung des Codes

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.

31

19A

Definition

This qualified generic field specifies:

CANC	Requested To Be Cancelled Amount	Amount of money requested to be cancelled or partially cancelled a previously sent order to buy or sell.
ORDR	Ordered Amount	Amount to be used to derive the appropriate quantity of financial instrument to be bought or sold.

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	LEGA	N	C6	A	Ordered Amount
2	F	BORE	N	C2	A	Requested To Be Cancelled Amount

32

35B

Sequenz B3 - Financial Instrument Attributes [ fakultativ, nicht wiederholend ]

No.

Tag

Option

Name

Status

33

16R

34

94B

Definition

This qualified generic field specifies:

PLIS

Place of Listing

Place where the referenced financial instrument is listed.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
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

Bedeutung des Codes

Stock Exchange: Place of listing is a stock exchange.

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

35

22F

Definition

This qualified generic field specifies:

CANR	Cancellation Right Indicator	Specifies the cancellation right of an investor with respect to an investment fund order.
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

Qualifier (6)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
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
6	F	BORR	N	F	Cancellation Right Indicator

Codes

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

Code

Bedeutung des Codes

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/365 or Actual/Actual (28-31/365-6)

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

Bedeutung des Codes

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

Bedeutung des Codes

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

Bedeutung des Codes

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

Bedeutung des Codes

Annual: Frequency is annual.

Monthly: Frequency is monthly.

Quarterly: Frequency is quarterly.

Semi-Annual: Frequency is semi-annual.

Weekly: Frequency is weekly.

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

Code

Bedeutung des Codes

Not Entitled-Institutional: Investor is not entitled to cancellation rights under compliance rules as the investor is an institutional investor.

Not Entitled-Waiver: Investor is not entitled to cancellation rights under compliance rules as the investor has agreed to waive those rights.

Not Entitled-Execution Only: Investor is not entitled to cancellation rights under compliance rules, as the investor is an execution's only client.

Cooling-Off: Investor is entitled to a "cooling off" period with cancellation rights under compliance rules.

36

12a

Definition

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

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
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

Bedeutung des Codes

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

Bedeutung des Codes

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.

37

11A

Definition

This qualified generic field specifies:

DENO

Currency of Denomination

Currency in which a financial instrument is currently denominated.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	COLL	N		A	Currency of Denomination

38

98A

Definition

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 asset 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

Qualifier (11)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
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

39

92A

Definition

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).
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

Qualifier (7)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
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	EMAI	N	A	Index Factor
7	F	REPP	N	A	Yield To Maturity Rate

40

13a

Definition

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

Qualifier (4)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
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

41

17B

Definition

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.
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.

Format

Qualifier (7)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
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	REMU	N	B	Warrants Attached on Delivery Flag
7	F	ISSU	N	B	Odd Coupon Flag

Codes

Flag must contain one of the following codes :

Code

Bedeutung des Codes

No

42

90a

Definition

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.

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	ELIG	N	A, B	Indicative Price
	F	INBR	N	A, B	Market Price
2	F	DEAG	N	A, B	Exercise Price

Codes

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

Code

Bedeutung des Codes

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

Bedeutung des Codes

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.

43

36B

Definition

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

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
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

Bedeutung des Codes

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

Bedeutung des Codes

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

44

35B

45

70E

Definition

This qualified generic field specifies:

FIAN

Financial Instrument Attribute Narrative

Provides additional information about the financial instrument in narrative form.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	DECU	N		E	Financial Instrument Attribute Narrative

46

16S

47

13a

Definition

This qualified generic field specifies:

CERT	Certificate Number	Unique and unambiguous number of a financial instrument certificate or other document of title.
CLCL	Client Classification Number	Number identifying the client classification, for example, standard, preferred, privileged. The classification numbering signification is to be provided by the account servicer in the SLA with the account owner.
CLTY	Client Type Number	Number identifying the client type number, for example, private client, institutional client. The type numbering signification is to be provided by the account servicer in the SLA with the account owner.

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	CAEV	W	B	Certificate Number
2	F	CAPP	N	A	Client Classification Number
3	F	CATB	N	A	Client Type Number

48

70E

Definition

This qualified generic field specifies:

TPRO

Trade Instruction Processing Narrative

Provides additional details of the trade process not included within structured fields of this message.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	PSTT	N		E	Trade Instruction Processing Narrative

49

16S

Sequenz C - Settlement Details [ fakultativ, nicht wiederholend ]

No.

Tag

Option

Name

Status

50

16R

51

22F

Definition

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

Qualifier (12)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	PAFI	N	F	Type of Settlement Transaction Indicator
2	F	PODT	W	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

Bedeutung des Codes

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 Specie/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

Bedeutung des Codes

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

Bedeutung des Codes

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

Bedeutung des Codes

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

Bedeutung des Codes

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

Bedeutung des Codes

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

Bedeutung des Codes

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

Bedeutung des Codes

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

Bedeutung des Codes

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

Bedeutung des Codes

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

Bedeutung des Codes

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.:

52

11A

Definition

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

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	DOCT	N		A	Currency to Buy
	F	DOMI	N		A	Currency to Sell

Sequenz C1 - Settlement Parties [ fakultativ, wiederholend ]

No.

Tag

Option

Name

Status

53

16R

54

95a

Definition

This qualified generic field specifies:

ALTE	Alternate ID	Alternate identification for a party.
BUYR	Buyer (Receiver)	Party that receives the financial instrument.
DEAG	Delivering Agent	Delivering agent. Delivering Party that interacts with the Place of Settlement.
DECU	Deliverer's Custodian	Deliverer's custodian. Party that interacts with the delivering agent unless intermediary exists.
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 party 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 (Deliverer)	Party that delivers the financial instrument.

In option P, Identifier Code specifies a BIC. For more details, see the Standards MT General Information.
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

Qualifier (12)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	PACK	N	C5, C7	P, Q, R	Seller (Deliverer)
	O	COLI	N	C5, C7	P, Q, R	Deliverer's Custodian
	O	COLI	N	C5, C7	P, Q, R	Deliverer's Intermediary 1
	O	COLL	N	C5, C7	P, Q, R	Deliverer's Intermediary 2
	O	COIN	N	C5, C7	P, Q, R	Delivering Agent
	O	MITI	N	C5	C, P, Q	Place of Settlement
	O	NBLT	N	C5, C7	P, Q, R	Receiving Agent
	O	NMAT	N	C5, C7	P, Q, R	Receiver's Intermediary 1
	O	NOMI	N	C5, C7	P, Q, R	Receiver's Intermediary 2
	O	NETT	N	C5, C7	P, Q, R	Receiver's Custodian
	O	BLOK	N	C5, C7	P, Q, R	Buyer (Receiver)
2	F	AGRE	W	C13	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

Bedeutung des Codes

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.

55

97a

Definition

This qualified generic field specifies:

SAFE

Safekeeping Account

Account in which financial instruments are maintained.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
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

Bedeutung des Codes

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.

56

98a

Definition

This qualified generic field specifies:

PROC

Processing Date/Time

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

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	MET3	N		A, C	Processing Date/Time

57

20C

Definition

This qualified generic field specifies:

PROC

Processing Reference

Reference meaningful to the party identified.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	MET3	N		C	Processing Reference

58

70a

Definition

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

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	NEWA	N		D	Registration Details Narrative
2	F	LIST	N		C	Party Narrative

59

16S

Sequenz C2 - Cash Parties [ fakultativ, wiederholend ]

No.

Tag

Option

Name

Status

60

16R

61

95a

Definition

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

Qualifier (6)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	ACCW	N	C5	P, Q, R	Account With Institution
	O	AUTA	N	C5	P, Q, R	Beneficiary of Money
	O	COLA	N	C5	P, Q, R	Debtor
	O	ESOF	N	C5	P, Q, R	Intermediary
	O	LORE	N	C5	P, Q, R	Paying Institution
2	F	AGRE	W	C13	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

Bedeutung des Codes

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.

62

97a

Definition

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.
TAXE	Tax Account	Account to be used for taxes if different from the account for payment.

Format

Qualifier (4)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
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

63

98a

Definition

This qualified generic field specifies:

PROC

Processing Date/Time

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

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	MET3	N		A, C	Processing Date/Time

64

20C

Definition

This qualified generic field specifies:

PROC

Processing Reference

Reference meaningful to the party identified.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	MET3	N		C	Processing Reference

65

70C

Definition

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

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	LIST	N		C	Party Narrative

66

16S

Sequenz C3 - Amounts [ fakultativ, wiederholend ]

No.

Tag

Option

Name

Status

67

16R

68

17B

Definition

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.
STAM	Stamp Duty Flag	Indicates whether the net proceeds include stamp duty for the transaction.

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	ACOW	N	B	Accrued Interest Flag
2	F	PLDT	N	B	Stamp Duty Flag
3	F	DDTE	N	B	Brokerage Amount Flag

Codes

Flag must contain one of the following codes :

Code

Bedeutung des Codes

No

69

19A

Definition

This field specifies an amount of money. This field is part of a sequence which identifies amounts of money 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:

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.
DEAL	Trade Amount	Principal amount of a trade (price multiplied by quantity).
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.
LEVY	Payment Levy Tax	Amount of payment levy tax.
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.
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.
REGF	Regulatory Fees	Amount of money charged by a regulatory authority, for example, Securities and Exchange fees.
RESU	Resulting Amount	Countervalue of a foreign exchange conversion.
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.
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.

Format

Qualifier (21)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	DDTE	N		A	Executing Broker's Commission
	O	CANC	N		A	Charges/Fees
	O	FCOU	N		A	Local Broker's Commission
	O	CLAS	N		A	Country, National, Federal Tax
	O	COLA	N		A	Trade Amount
	O	ETC2	N		A	Issue Discount/Allowance
	O	EXEC	N		A	Payment Levy Tax
	O	EXVA	N		A	Local Tax
	O	NETT	N		A	Regulatory Fees
	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	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
2	F	OCMT	N	C1	A	Resulting Amount
3	F	ISSU	N		A	Original Currency Amount

70

98a

Definition

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

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	REI1	N		A, C	Value Date/Time

71

92B

Definition

This qualified generic field specifies:

EXCH

Exchange Rate

Exchange rate between the amount and the resulting amount.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	DBNM	N		B	Exchange Rate

72

16S

73

16S

Sequenz D - Other Parties [ fakultativ, wiederholend ]

No.

Tag

Option

Name

Status

74

16R

75

95a

Definition

This qualified generic field specifies:

ALTE	Alternate ID	Alternate identification for a party.
EXCH	Stock Exchange	Party that identifies the stock exchange.
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 C 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

Qualifier (7)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	DBNM	N	C5	P, Q, R	Stock Exchange
	O	FXDT	N	C5, C14	P, Q, R	Originator of Message
	O	FXIB	N	C5, C14	P, Q, R	Recipient of Message
	O	QTSO	N	C5	P, Q, R	Trade Regulator
	O	RELA	N	C5, C10	P, Q, R	Vendor
	O	PTYB	N	C5	P, Q, R	Triparty Agent
2	F	AGRE	W	C13	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

Bedeutung des Codes

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.

76

97a

Definition

This qualified generic field specifies:

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

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	OVEP	N	C11	A, B	Safekeeping Account
2	F	BRKR	N	C11	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

Bedeutung des Codes

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.

77

70C

Definition

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

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	LIST	N		C	Party Narrative

78

20C

Definition

This qualified generic field specifies:

PROC

Processing Reference

Reference meaningful to the party identified.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	MET3	N		C	Processing Reference

79

16S

Sequenz E - Two Leg Transaction Details [ fakultativ, nicht wiederholend ]

No.

Tag

Option

Name

Status

80

16R

81

98a

Definition

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

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
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

Bedeutung des Codes

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

82

22F

Definition

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

Qualifier (4)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
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

Bedeutung des Codes

Fixed: Rate is fixed.

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

Variable: Rate is variable.

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

Code

Bedeutung des Codes

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/365 or Actual/Actual (28-31/365-6)

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

Code

Bedeutung des Codes

Revaluation: Revaluation of collateral position should be performed.

No Revaluation: No revaluation of collateral position should be performed.

If Qualifier is LEGA and Data Source Scheme is not present, Indicator must contain the following code:

Code

Bedeutung des Codes

83

20C

Definition

This qualified generic field specifies:

REPO	Transaction Reference	Reference common to all the collateral pieces (one or many).
SECO	Second Leg Reference	Reference of the second leg of the transaction.

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	OWNT	N		C	Second Leg Reference
2	F	NSER	N		C	Transaction Reference

84

92a

Definition

This qualified generic field specifies:

PRIC	Pricing Rate	Interest rate to be paid on the transaction amount, as agreed between the counterparties.
REPO	Repurchase Rate	Repurchase rate used to calculate the repurchase amount.
RSPR	Spread Rate	Margin over or under an index that determines the repurchase rate.
SHAI	Securities Haircut	Haircut or valuation factor on the security expressed as a percentage.
SLMG	Stock Loan Margin	Percentage mark-up on a loan consideration used to reflect the lender's risk.
VASU	Variable Rate Support	Index or support rate used together with the spread to calculate the repurchase rate.

In option C, Rate Name specifies the reference rate or basis rate on which a variable rate is based (ex: EONIA, EURIBOR, LIBOR, FEFUND, EURREPO).

Format

Qualifier (6)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	REIN	N	C	Variable Rate Support
2	F	NSER	N	A	Repurchase Rate
3	F	ORDR	N	A	Spread Rate
4	F	MEOR	N	A, C	Pricing Rate
5	F	PAYM	N	A	Stock Loan Margin
6	F	PARL	N	A	Securities Haircut

85

99B

Definition

This qualified generic field specifies:

CADE	Transaction Call Delay	Minimum number of days' notice a counterparty needs for terminating the transaction.
TOCO	Total Number of Collateral Instructions	Total number of collateral instructions involved in the transaction.

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	BODE	N		B	Transaction Call Delay
2	F	PRPP	N		B	Total Number of Collateral Instructions

86

19A

Definition

This qualified generic field specifies:

ACRU	Accrued Interest Amount	Amount of interest that has been accrued in between two periods (for second leg).
DEAL	Deal Amount	Principal amount of a trade (for second leg).
FORF	Forfeit Amount	Fixed amount of money that has to be paid (instead of interest) in the case of a recall or at the closing date.
REPP	Premium Amount	Difference between the amount of money of the first leg and the amount of the second leg of the transaction.
TAPC	Termination Amount per Piece of Collateral	Amount of money to be settled per piece of collateral to terminate the transaction.
TRTE	Termination Transaction Amount	Total amount of money to be settled to terminate the transaction.

Format

Qualifier (6)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	DEPO	N	A	Forfeit Amount
2	F	RADD	N	A	Termination Transaction Amount
3	F	NSIS	N	A	Premium Amount
4	F	ACOW	N	A	Accrued Interest Amount
5	F	COLA	N	A	Deal Amount
6	F	PREP	N	A	Termination Amount per Piece of Collateral

87

70C

Definition

This qualified generic field specifies:

SECO

Second Leg Narrative

Provides additional information about the second leg in narrative form.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	OWNT	N		C	Second Leg Narrative

88

16S

Option A	:4!c//8!n	(Qualifier)(Date)
Option C	:4!c//8!n6!n	(Qualifier)(Date)(Time)
Option E	:4!c//8!n6!n[,3n][/[N]2!n[2!n]]	(Qualifier)(Date)(Time)(Decimals)(UTC Indicator)

Option A	:4!c//3!c	(Qualifier)(Number Id)
Option B	:4!c/[8c]/30x	(Qualifier)(Data Source Scheme)(Number)

Option B	:4!c/[8c]/4!c[/30x]	(Qualifier)(Data Source Scheme)(Place Code)(Narrative)
Option C	:4!c//2!a	(Qualifier)(Country Code)
Option F	:4!c//4!c/4!a2!a2!c[3!c]	(Qualifier)(Place Code)(Identifier Code)
Option L	:4!c//18!c2!n	(Qualifier)(Legal Entity Identifier)

Option A	:4!c//4!c/[N]15d	(Qualifier)(Percentage Type Code)(Sign)(Price)
Option B	:4!c//4!c/3!a15d	(Qualifier)(Amount Type Code)(Currency Code)(Price)

Option F	:4!c/[8c]/4!c	(Qualifier)(Data Source Scheme)(Indicator)
Option H	:4!c//4!c	(Qualifier)(Indicator)

Option A	:4!c//35x	(Qualifier)(Account Number)
Option B	:4!c/[8c]/4!c/35x	(Qualifier)(Data Source Scheme)(Account Type Code)(Account Number)
Option E	:4!c//34x	(Qualifier)(International Bank Account Number)

Option C	:4!c//4*35x	(Qualifier)(Narrative)
Option E	:4!c//10*35x	(Qualifier)(Narrative)

Option A	:4!c/[8c]/30x	(Qualifier)(Data Source Scheme)(Instrument Code or Description)
Option B	:4!c/[8c]/4!c	(Qualifier)(Data Source Scheme)(Instrument Type Code)
Option C	:4!c//6!c	(Qualifier)(CFI Code)

Option A	:4!c//[N]15d	(Qualifier)(Sign)(Rate)
Option C	:4!c/[8c]/24x	(Qualifier)(Data Source Scheme)(Rate Name)

SWIFT ISO15022 NormDetailansicht für Nachricht MT502 - Kauf- oder Verkaufsauftrag

Verwendung der Nachricht MT502

Anwendungsfeld der Nachricht MT502

Struktur der Nachricht MT502

Definition

Format

Codes

Definition

Format

Qualifier

Definition

Format

Codes

Definition

Format

Qualifier

Definition

Format

Qualifier (2)

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Qualifier (10)

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Codes

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Codes

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Codes

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Qualifier (16)

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Qualifier (3)

Codes

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Qualifier (3)

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Codes

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Qualifier (9)

SWIFT ISO15022 Norm
Detailansicht für Nachricht MT502 - Kauf- oder Verkaufsauftrag