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1

16R

2

20C

Definition

This qualified generic field specifies:

CORP	Corporate Action Reference	Reference assigned by the account servicer to unambiguously identify a CA event.
SEME	Sender's Message Reference	Reference assigned by the Sender to unambiguously identify the message.

Format

Qualifier (2)

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

3

23G

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

Sequenz A1 - Linkages [ fakultativ, wiederholend ]

No.

Tag

Option

Name

Status

5

16R

6

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

7

20C

Definition

This qualified generic field specifies:

MITI	Market Infrastructure Transaction Identification	Identification of a transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities.
PCTI	Processor Transaction Identification	Identification of the transaction assigned by the processor of the instruction other than the account owner the account servicer and the market infrastructure.
POOL	Pool Reference	Collective reference identifying a set of messages.
PREV	Previous Message Reference	Message reference of the linked message which was previously sent.
RELA	Related Message Reference	Message reference of the linked message which was previously received.

Format

Qualifier (5)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	MCTD	N	C2	C	Previous Message Reference
	O	NOMI	N		C	Related Message Reference
	O	MAIN	N		C	Pool Reference
	O	GRSS	N		C	Market Infrastructure Transaction Identification
	O	LOTS	N		C	Processor Transaction Identification

8

16S

9

16S

Sequenz B - Intra-Position Details [ obligatorisch, nicht wiederholend ]

No.

Tag

Option

Name

Status

10

16R

11

95a

Definition

This qualified generic field specifies:

ACOW

Account Owner

Party that owns the 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.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	ACOW	N		P, R	Account Owner

12

97a

Definition

This qualified generic field specifies:

SAFE

Safekeeping Account

Account where financial instruments are maintained.

In option B, Account Type Code specifies the type of account needed to fully identify the account.

Format

Qualifier

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

13

94a

Definition

This qualified generic field specifies:

SAFE

Place of Safekeeping

Location where the financial instruments are/will be safekept.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	OVEP	N		B, C, F	Place of Safekeeping

Codes

In option B, if 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, 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.

14

36B

Definition

This qualified generic field specifies:

ESTT	Quantity of Financial Instrument Settled	Quantity of financial instrument moved from one sub-balance to another sub-balance.
PSTT	Quantity of Financial Instrument Previously Settled	Quantity of financial instrument previously settled.
RSTT	Quantity of Financial Instrument Remaining to be Settled	Quantity of financial instrument remaining to be settled.

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	CSBT	N	B	Quantity of Financial Instrument Settled
2	F	MKDT	N	B	Quantity of Financial Instrument Previously Settled
3	F	OSTA	N	B	Quantity of Financial Instrument Remaining to be Settled

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.

15

13B

Definition

This qualified generic field specifies:

SSBI

Securities Sub-balance Identification

Number identifying a sub-balance constituting a quantity of financial instrument.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	PERM	N		B	Securities Sub-balance Identification

16

19A

Definition

This qualified generic field specifies:

COMT

Collateral Monitor Amount

Value of the collateral available for the delivery settlement process at the account level.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	CFRE	N		A	Collateral Monitor Amount

17

35B

Sequenz B1 - Financial Instrument Attributes [ fakultativ, nicht wiederholend ]

No.

Tag

Option

Name

Status

18

16R

19

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.

20

22F

Definition

This qualified generic field specifies:

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

Format

Qualifier (5)

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

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

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

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

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

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

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

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

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

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

Code

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.

21

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.

22

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

23

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.
COUP	Coupon Date	Next payment date of an interest bearing financial instrument.
DDTE	Dated Date	Date on which an interest bearing financial instrument begins to accrue interest.
EXPI	Expiry Date	Date on which an order expires or on which a privilege or offer terminates.
FCOU	First Coupon Date	First payment date of an interest bearing financial instrument.
FRNR	Floating Rate Note Reset Date	Date on which the interest rate of an interest bearing financial instrument will be/was calculated and reset, according to the terms of the issue.
ISSU	Issue Date	Date on which the financial instrument is issued.
MATU	Maturity Date	Date on which a financial instrument becomes due and assets are to be repaid.
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 (9)

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	MKTV	N	A	Put Date
8	F	COFF	N	A	Dated Date
9	F	DECL	N	A	First Coupon Date

24

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

25

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 as assigned by the issuer of an asset backed security (U.S.) to identify the group of mortgages.

Format

Qualifier (3)

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	W	B, K	Lot Number

26

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.
FRNF	Floating Rate Note Flag	Indicates whether the interest rate of an interest bearing instrument is reset periodically.
PUTT	Putable Flag	Indicates whether the holder has the right to ask for redemption of the financial instrument prior to final maturity.

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	DFON	N	B	Floating Rate Note Flag
2	F	BORD	N	B	Callable Flag
3	F	MKTV	N	B	Putable Flag

Codes

Flag must contain one of the following codes :

Code

Bedeutung des Codes

No

27

90a

Definition

This qualified generic field specifies:

EXER	Exercise Price	Price at which the security will be purchased/sold if warrant is exercised, represented either as an actual amount (option B) or a percentage (option A). Price at which a bond is converted, represented either as an actual amount (option B) or a percentage (option A). Strike price of an option, 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.

28

36B

Definition

This qualified generic field specifies:

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

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	GETS	N		B	Minimum Nominal Quantity
2	F	PAYE	N		B	Contract Size

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.

29

35B

30

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

31

16S

32

98a

Definition

This qualified generic field specifies:

AVAL	Available Date/Time	Date/time securities become available for sale (if securities become unavailable, this specifies the date/time at which they will become available again).
SETT	Settlement Date/Time	Date/time at which the securities have been moved.

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	ANTO	N		A, C	Available Date/Time
2	O	PAIR	N		A, C	Settlement Date/Time

33

22F

Definition

This qualified generic field specifies:

CAEV	Corporate Action Event Indicator	Specifies the type of corporate event.
PARS	Partial Settlement Indicator	Specifies partial settlement information.

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	BOOK	N		F	Corporate Action Event Indicator
2	F	LOCO	N		F	Partial Settlement Indicator

Codes

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

Code

Bedeutung des Codes

Accumulation: Funds related event in which the income (for example accumulation units) that accrues during an accounting period is retained within the fund instead of being paid away to investors. The retained income is nonetheless deemed to have been distributed to investors for tax purposes.

Trading Status: Active: Trading in the security has commenced or security has been re-activated after a suspension in trading.

Attachment: Combination of different security types to create a unit. Units are usually comprised of warrants and bonds or warrants and equities. Securities may be combined at the request of the security holder or based on market convention.

Repurchase Offer/Issuer Bid/Reverse Rights: Offer to existing holders by the issuing company to repurchase its own securities. The objective of the offer is to reduce the number of outstanding securities.

Bond Holder Meeting: Physical meeting of bond holders.

Bonus Issue/Capitalisation Issue: Bonus or capitalisation issue. Security holders receive additional assets free of payment from the issuer, in proportion to their holding.

Put Redemption: Early redemption of a bond at the election of the bondholder subject to the terms and condition of the issue with no reduction in nominal value.

Bankruptcy: Legal status of a company unable to pay creditors. Bankruptcy usually involves a formal court ruling. Securities may become valueless.

Capital Distribution: The Corporate event pays shareholders an amount in cash issued from the Capital account. There is no reduction to the face value of a single share (or the share has no par value). The number of circulating shares remains unchanged.

Capital Gains Distribution: Distribution of profits resulting from the sale of securities. Shareholders of mutual funds, unit trusts, or sicavs may be recipients of capital gains distributions which are often reinvested in additional equity of the fund.

Capitalisation: Increase of the current principal of a debt instrument without increasing the nominal value. It normally arises from the incorporation of due but unpaid interest into the principal. This is commonly done by increasing the pool factor value, for example, capitalisation, and negative amortisation.

Non-US TEFRA D Certification: Non-US beneficial owner certification requirement for exchange of temporary to permanent notes.

Change: Information regarding a change further described in the corporate action details.

Class Action/Proposed Settlement: Situation where interested parties seek restitution for financial loss. The security holder may be offered the opportunity to join a class action proceeding and would need to respond with an instruction.

Court Meeting: Announcement of a meeting at a Court.

Consent: Procedure that aims to obtain consent of holder to a proposal by the issuer or a third party without convening a meeting. For example, consent to change the terms of a bond.

Conversion: Conversion of securities, generally convertible bonds or preferred equity, into another form of securities, usually common equity.

Company Option: A Company Option may be granted by the company, allowing the holder to take up shares at some future date(s) at a pre arranged price in the company. A company may not grant options which enable the holder to take up unissued shares at a time which is five or more years from the date of the grant. Option holders are not members of a company. They are contingent creditors of a company and hence may, in some instances, be entitled to vote on and be bound by a scheme of arrangement between the creditors and the company. As many options have multiple exercise periods a company option will either lapse or carry on to the next expiry date.

Credit Event: An occurrence of credit derivative for which the issuer of one or several underlying securities is unable to fulfill his financial obligations (as defined in terms and conditions).

Decrease in Value: Reduction of face value of a single share or the value of fund assets. The number of circulating shares/units remains unchanged. This event may include a cash payout to holders.

Detachment: Separation of components that comprise a security, usually units comprised of warrants and bonds or warrants and equities. Units may be broken up at the request of the security holder or based on market convention.

Bond Default: Failure by the company to perform obligations defined as default events under the bond agreement and that have not been remedied.

Trading Status: Delisted: Security is no longer able to comply with the listing requirements of a stock exchange and is removed from official board quotation.

Drawing: Redemption in part before the scheduled final maturity date of a security. Drawing is distinct from partial call since drawn bonds are chosen by lottery and with no reduction in nominal value.

Cash Distribution From Non-Eligible Securities Sales: Distribution to shareholders of cash resulting from the selling of non-eligible securities, for example, in the frame of a depositary receipt program.

Dividend Reinvestment: Dividend payment where cash dividend is rolled over into additional shares in the issuing company.

Disclosure: Requirement for holders or beneficial owners to disclose their name, location and holdings of any issue to the issuer.

Dutch Auction: An action by a party wishing to acquire a security. Holders of the security are invited to make an offer to sell, within a specific price range. The acquiring party will buy from the holder with lowest offer.

Cash Dividend: Distribution of cash to shareholders, in proportion to their equity holding. Ordinary dividends are recurring and regular.

Dividend Option: Distribution of a dividend to shareholders with a choice of benefit to receive. Shareholders may choose to receive shares, cash or both.

Scrip Dividend/Payment: Dividend or interest paid in the form of scrip.

Stock Dividend: Dividend paid to shareholders in the form of equities of the issuing corporation.

Exchange: Exchange of holdings for other securities and/or cash. The exchange can be either mandatory or voluntary involving the exchange of outstanding securities for different securities and/or cash. For example "exchange offer", "capital reorganisation" or "funds separation".

Call on Intermediate Securities: Call or exercise on nil paid securities or intermediate securities resulting from an intermediate securities distribution (RHDI). This code is used for the second event, when an intermediate securities' issue (rights/coupons) is composed of two events, the first event being the distribution of intermediate securities.

Maturity Extension: As stipulated in a bond's Terms and Conditions, the issuer or the bond-holder may prolong the maturity date of a bond. After extension, the security may differ from original issue (new rate or maturity date). May be subject to bondholder's approval.

Warrant Exercise: Warrant conversion. Option offered to holders to buy (call warrant) or to sell (put warrant) a specific amount of stock, cash, or commodity, at a predetermined price, during a predetermined period of time (which usually corresponds to the life of the issue).

Increase in Value: Increase in the face value of a single security. The number of circulating securities remains unchanged. This event may include a cash payout to holders.

Information: Information provided by the issuer having no accounting/financial impact on the holder.

Interest Payment: Interest payment distributed to holders of an interest bearing asset.

Liquidation Dividend/Liquidation Payment: A distribution of cash, assets or both. Debt may be paid in order of priority based on preferred claims to assets specified by the security.

Full Call/Early Redemption: The redemption of an entire issue outstanding of securities, for example, bonds, preferred equity, funds, by the issuer or its agent, for example, asset manager, before final maturity.

Annual General Meeting: Annual general meeting.

Merger: Exchange of outstanding securities, initiated by the issuer which may include options, as the result of two or more companies combining assets, that is, an external, third party company. Cash payments may accompany share exchange.

Non-Official Offer: Offers that are not supervised or regulated by an official entity and being offered by a party, for example a broker, usually at a discount price, for example broker offer, mini-tender, mini odd lot offer or third party offer.

Odd Lot Sale/Purchase: Sale or purchase of odd-lots to/from the issuing company, initiated either by the holder of the security or through an offer made by the issuer.

Ordinary General Meeting: Ordinary general meeting.

Other Event: Other event.

Pari-Passu: Assimilation.Occurs when securities with different characteristics, for example, shares with different entitlements to dividend or voting rights, become identical in all respects, that is, pari-passu. May be scheduled in advance, for example, shares resulting from a bonus may become fungible after a pre-set period of time, or result from outside events, for example, merger, reorganisation, issue of supplementary tranches, etc.

Partial Redemption With Reduction of Nominal Value: Securities are redeemed in part before their scheduled final maturity date with reduction of the nominal value of the securities. The outstanding amount of securities will be reduced proportionally.

Partial Defeasance/Pre-Funding: Issuer has money set aside to redeem a portion of an issue and the indenture states that the securities could be called earlier than the stated maturity.

Pay In Kind: Interest payment, in any kind except cash, distributed to holders of an interest bearing asset.

Place of Incorporation: Changes in the state of incorporation for US companies and changes in the place of incorporation for foreign companies. Where shares need to be registered following the incorporation change, the holder(s) may have to elect the registrar.

Instalment Call: An instalment towards the purchase of equity capital, subject to an agreement between an issuer and a purchaser.

Partial Redemption Without Reduction of Nominal Value: Securities are redeemed in part before their scheduled final maturity date without reduction of the nominal value of the securities. This is commonly done by pool factor reduction.

Interest Payment with Principal: An event which consists of two components, the decrease of the amortized value of a pool factor security and an interest payment.

Priority Issue: Form of open or public offer where, due to a limited amount of securities available, priority is given to existing shareholders.

Final Maturity: The redemption of an entire issue outstanding of securities, for example, bonds, preferred equity, funds, by the issuer or its agent, for example, asset manager, at final maturity.

Redenomination: Event by which the unit (currency and/or nominal) of a security is restated, for example, nominal/par value of security in a national currency is restated in another currency.

Remarketing Agreement: Purchase and sale of remarketed preferred equities/bonds through the negotiation of interest rate between the issuers and the holders.

Intermediate Securities Distribution: The distribution of intermediate securities that gives the holder the right to take part in a future event.

Rights Issue/Subscription Rights/Rights Offer: Offer to holders of a security to subscribe for additional securities via the distribution of an intermediate security. Both processes are included in the same event.

Shares Premium Dividend: This corporate event pays shareholders an amount in cash issued from the shares premium reserve. It is similar to a dividend but with different tax implications.

Smallest Negotiable Unit: Modification of the smallest negotiable unit of shares in order to obtain a new negotiable unit.

Spin-Off: A distribution of securities issued by another company. The distributed securities may either be of a newly created or of an existing company. For example, spin-off, demerger, unbundling, divestment.

Stock Split/Change in Nominal Value/Subdivision: Increase in a corporation's number of outstanding equities without any change in the shareholder's equity or the aggregate market value at the time of the split. Equity price and nominal value are reduced accordingly.

Reverse Stock Split/Change in Nominal Value: Decrease in a company's number of outstanding equities without any change in the shareholder's equity or the aggregate market value at the time of the split. Equity price and nominal value are increased accordingly.

Trading Status: Suspended: Trading in the security has been suspended.

Tender/Acquisition/Takeover/Purchase Offer: An offer made to holders by a third party, requesting them to sell (tender) or exchange their securities.

Tax Reclaim: Event related to tax reclaim activities.

Worthless: Booking out of valueless securities.

Withholding Tax Relief Certification: Certification process for withholding tax reduction or exemption based on the tax status of the holder.

Extraordinary or Special General Meeting: Extraordinary or special general meeting.

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

Code

Bedeutung des Codes

Partial Settlement: Confirmation is for partial settlement. Part of the instruction remains unsettled.

Partially Confirmed: Confirmation is for partial settlement. No additional settlement will take place.

34

70E

Definition

This qualified generic field specifies:

SPRO

Settlement Instruction Processing Narrative

Provides additional settlement processing information which can not be included within the structured fields of the message.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	PENR	N		E	Settlement Instruction Processing Narrative

35

93A

Definition

This qualified generic field specifies:

FROM	Balance From	Balance from which the securities are moving.
TOBA	Balance To	Balance to which the securities are moving.

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	DISC	N	C1	A	Balance From
2	O	PROR	N	C1	A	Balance To

Codes

If Data Source Scheme is not present, Sub-balance Type must contain one of the following codes:

Code

Bedeutung des Codes

Available Sub-balance: Financial instruments are available for any purpose.

Available With No Additional Status: Balance of financial instruments that are freely available with no specific additional status.

Blocked Corporate Action: Balance of financial instrument blocked following a corporate action, including proxy activities.

Blocked Sub-balance: Balance of financial instruments that are blocked.

Blocked Trading: Balance of financial instruments that are blocked for trading.

Blocked Authenticity: Balance of financial instruments that are blocked for verification of authenticity.

Borrowed Sub-balance: Balance of financial instruments that have been borrowed from another party.

Tax Exempt Sub-balance: Balance of tax exempt financial instruments.

Eligible for Collateral Purposes: Balance of securities that are eligible for use for collateral purposes.

Collateral In Sub-balance: Balance of securities that belong to a third party and that are held for the purpose of collateralisation.

Collateral Out Sub-balance: Balance of securities that belong to the safekeeping account indicated within this message, and are deposited with a third party for the purpose of collateralisation.

Taxable Sub-balance: Balance of taxable financial instruments.

Drawn: Balance of securities that are drawn for redemption.

Issued: Balance for issued financial instrument where legal documentation has been received.

Loan Out Sub-balance: Balance of financial instruments that have been loaned to a third party.

Pending On Loan Delivery: Balance of financial instruments that are pending delivery in relation to a lending transaction.

Derivatives Margin Sub-balance: Balance of securities that belong to and is kept in the safekeeping account indicated within this message, and that are used as collateral for derivatives.

Registered Sub-balance: Balance of financial instruments that are registered (in nominee name or in the name of the beneficial owner).

Unclassified Sub-balance: Balance of financial instrument that cannot be categorised, that is, is not identified with one of the existing sub-balance types.

Pending Corporate Action Receipt: Balance of financial instrument pending receipt following a corporate action.

Pending Corporate Action Delivery: Balance of financial instrument pending delivery following a corporate action.

Pledged Sub-balance: Balance of securities that belong to and is kept in the safekeeping account indicated within this message, and that are pledged, for example, to cover a short call.

Quasi-Issued: Balance for issued financial instrument where legal documentation has not yet been received.

Registration Sub-balance: Balance of financial instruments currently being processed by the institution responsible for registering the new beneficial owner (or nominee).

Restricted Sub-balance: Balance of financial instruments that may only be sold under certain conditions or require legal documents.

In Street Name Sub-balance: Balance of financial instruments that remain registered in the name of the prior beneficial owner.

Transshipment Sub-balance: Balance of physical securities that are in the process of being transferred from one depository/agent to another.

Unregistered Sub-balance: Balance of financial instruments that could not be registered due to foreign ownership limitation.

36

16S

Sequenz C - Additional Information [ fakultativ, nicht wiederholend ]

No.

Tag

Option

Name

Status

37

16R

38

95a

Definition

This qualified generic field specifies:

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.

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.

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	FXDT	N		P, Q, R	Originator of Message
2	F	FXIB	N		P, Q, R	Recipient of Message

39

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 P	:4!c//4!a2!a2!c[3!c]	(Qualifier)(Identifier Code)
Option R	:4!c/8c/34x	(Qualifier)(Data Source Scheme)(Proprietary Code)

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 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 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//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)

SWIFT ISO15022 NormDetailansicht für Nachricht MT508 - Bestätigung Intra-Positionsübertrag

Verwendung der Nachricht MT508

Anwendungsfeld der Nachricht MT508

Struktur der Nachricht MT508

Definition

Format

Definition

Format

Qualifier (2)

Definition

Format

Codes

Definition

Format

Qualifier

Definition

Format

Codes

Definition

Format

Qualifier

Definition

Format

Qualifier (5)

Definition

Format

Codes

Definition

Format

Codes

Definition

Format

Codes

Definition

Format

Qualifier

Definition

Format

Qualifier

Definition

Format

Qualifier

Codes

Definition

Format

Qualifier (3)

Codes

Definition

Format

Qualifier

Definition

Format

Qualifier

Definition

Format

Definition

Format

Codes

Definition

Format

Qualifier

Codes

Definition

Format

Qualifier (5)

Codes

Definition

Format

Qualifier (3)

Codes

Definition

Format

Qualifier

Definition

Format

Qualifier (9)

Definition

Format

Qualifier (7)

Definition

SWIFT ISO15022 Norm
Detailansicht für Nachricht MT508 - Bestätigung Intra-Positionsübertrag