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1

16R

2

28E

3

20C

Definition

This qualified generic field specifies:

CLCI	Client's Collateral Instruction Reference	Reference assigned to the instruction by the client.
RCTR	Receiver's Collateral Transaction Reference	Unique reference identifying the collateral management transaction from the triparty agent's point of view.
SCTR	Sender's Collateral Transaction Reference	Unique reference identifying the collateral management transaction from the client's point of view.
SEME	Sender's Message Reference	Reference assigned by the Sender to unambiguously identify the message.
TRCI	Triparty-Agent's/Service-Provider's Collateral Instruction Reference	Reference assigned to the instruction by the triparty-agent/service-provider.

Format

Qualifier (5)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	PACO	N	C	Sender's Message Reference
2	F	CAPG	N	C	Client's Collateral Instruction Reference
3	F	QFIN	N	C	Triparty-Agent's/Service-Provider's Collateral Instruction Reference
4	F	OWND	N	C	Sender's Collateral Transaction Reference
5	F	NAVD	N	C	Receiver's Collateral Transaction Reference

4

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.

5

98a

Definition

This qualified generic field specifies:

EXRQ	Execution Requested Date/Time	Date/time at which the instructing party requests the instruction to be executed.
PREP	Preparation Date/Time	Date/time at which the message was prepared.
SETT	Settlement Date	Date on which the financial instruments are to be delivered or received.
TRAD	Trade Date	Date at which the trade was executed.

Format

Qualifier (4)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	MAXP	N	C3	A, C, E	Preparation Date/Time
2	F	DEAL	N	C3	A, C	Execution Requested Date/Time
3	F	PTYB	N	C3	A	Trade Date
4	F	PAIR	N	C3	A	Settlement Date

6

22a

Definition

This qualified generic field specifies:

AUTA	Automatic Allocation Indicator	Specifies whether the allocation of the collateral is manual or automatic.
CINT	Collateral Instruction Type Indicator	Specifies the type of collateral instruction.
COLA	Exposure Type Indicator	Specifies the underlying business area/type of trade causing the exposure.
FSSA	Failed Settlement Salvation Indicator	Specifies whether the receiver is allowed to solve failure in the settlement by proposing other collateral movements.
PRIR	Priority Indicator	Specifies the priority with which the instruction needs to be executed.
PRSS	Process Indicator	Specifies the settlement process in which the collateral will be settled.
REPR	Collateral Receive/Provide Indicator	Specifies whether the client is the collateral taker or giver.

Format

Qualifier (7)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	CANP	N	F, H	Collateral Instruction Type Indicator
2	O	CERT	N	F, H	Exposure Type Indicator
3	O	NTAX	N	H	Collateral Receive/Provide Indicator
4	F	MILT	N	F	Process Indicator
5	F	MET2	N	F	Priority Indicator
6	F	ALTE	N	F	Automatic Allocation Indicator
7	F	DISF	N	F	Failed Settlement Salvation Indicator

Codes

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

Code

Bedeutung des Codes

Automatic/Manual Settlement Adjustment: Automatic/manual settlement adjustment.

Collateral Adjustment: Change to collateral.

Closing Date Adjustment: Change of the closing date.

Delivery by Value: Delivery by value (DBV) transaction.

Data Adjustment: Change of other data.

Initiation: Creation of a Collateral Management Transaction.

Margin Adjustment: Change to margin.

Principal/Exposure Adjustment: Change of principal/exposure adjustment.

Rate Adjustment: Change of rate.

Termination: Closing of the Collateral Management Transaction.

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

Code

Bedeutung des Codes

Bond Forward: Any securities traded out beyond 3 days which include treasury notes, JGBs and Gilts.

Central Bank Credit Operations: Exposures related to activity with central banks.

Cross Currency IRS: Cross Currency Interest Rate Swap, indicating the exchange of fixed interest payments in one currency for those in another.

CCP Collateral: Collateral covering the initial margin requirements for OTC trades cleared through a CCP.

Commodities: Commodities trades for example futures and options on gold, silver, wheat.

Credit Default Swap: Trading of credit default swap.

Cross Product: Combination of various types of trades.

Credit Support: Cash lending/borrowing; letter of Credit; signing of master agreement.

Credit Line: Opening of a credit line before trading.

Equity Option: Trading of equity option (Also known as stock options).

Equity Swap: Equity swap trades where the return of an equity is exchanged for either a fixed or a floating rate of interest.

Exotic Option: Trading of exotic option for example a non-standard option.

Exchange Traded Derivatives: Trading of exchanged traded derivatives in general (Opposite to Over the Counter (OTC)).

Fixed Income: Trading of fixed income instruments.

Forward Foreign Exchange: FX trades with a value date in the future.

Foreign Exchange: FX trades in general.

Futures: Related to futures trading activity.

Liquidity: In support of settlement via an RTGS or other clearing system.

FX Option: Trading of option on Foreign Exchange.

OTC Derivatives: Over-the-counter (OTC) Derivatives in general for example contracts which are traded and privately negotiated.

Cash Settlement: In support of any type of cash settlement.

Repurchase Agreement: In support of a repurchase agreement transaction.

Reverse Repurchase Agreement: In support of a reverse repurchase agreement transaction.

Securities Buy Sell Back: Securities buy sell back.

Single Currency IRS Exotic: Exotic single currency interest rate swap.

Single Currency IRS: Single Currency Interest Rate Swap.

Securities Cross Product: Combination of securities-related exposure types.

Short Sale: Short sale exposure.

Securities Lending and Borrowing: Securities lending and borrowing.

Secured Loan: Secured loan.

Swaption: Option on interest rate swap.

To Be Announced: To Be Announced (TBA) related collateral.

Treasury Cross Product: Combination of treasury-related exposure types.

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

Code

Bedeutung des Codes

Collateral Giver: Instructing party is the collateral giver.

Collateral Taker: Instructing party is the collateral taker.

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

Code

Bedeutung des Codes

Automatic Allocation: Allocation of the collateral is made automatically.

Manual Allocation: Allocation of the collateral is made manually.

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

Code

Bedeutung des Codes

No Salvation: Receiver is not allowed to solve failure in the settlement by proposing other collateral movements.

Salvation: Receiver is allowed to solve failure in the settlement by proposing other collateral movements.

In option F, if Qualifier is PRSS, the Data Source Scheme allocated to the triparty agent must be used. Indicator must then be one of the codes published by the agent.

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.

7

13B

Definition

This qualified generic field specifies:

ELIG	Eligibility Set Profile Number	Number identifying the collateral eligibility set profile of the counterparty.
EXBN	Exclusion Basket Identification Number	Number identifying the collateral basket to be excluded.
FSBN	Fallback Starting Basket Identification Number	Number identifying the fallback starting collateral basket.
PRBN	Preferential Basket Identification Number	Number identifying the preferred collateral basket.

Format

Qualifier (4)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	MARK	W	B	Preferential Basket Identification Number
2	F	DISF	W	B	Fallback Starting Basket Identification Number
3	F	DBAM	W	B	Exclusion Basket Identification Number
4	F	COVA	W	B	Eligibility Set Profile Number

8

25D

Definition

This qualified generic field specifies:

REST

Response Status

Collateral taker's answer to the collateral giver instruction.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	OCMT	N		D	Response Status

Sequenz A1 - Collateral Parties [ obligatorisch, wiederholend ]

No.

Tag

Option

Name

Status

9

16R

10

95a

Definition

This qualified generic field specifies:

ACOW	Account Owner	Account from which the collateral is sourced.
CLPA	Party A's client	Party instructing party A to send the message.
CLPB	Party B's client	Party instructing party B to settle the instruction on its behalf.
PTYA	Party A	Instructing party sending the collateral instruction.
PTYB	Party B	Counterparty of party A.
TRAG	Triparty Agent	Party that handles tri-party transactions.

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 (6)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	MKTC	N	P, Q, R	Party A
	O	CASH	N	P, Q, R	Party A's client
	O	MKTP	N	P, Q, R	Party B
	O	CASH	N	P, Q, R	Party B's client
	O	PTYB	N	P, Q, R	Triparty Agent
2	F	ACOW	N	P, Q, R	Account Owner

11

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	F	OVEP	N		A, B	Safekeeping Account

12

22F

Definition

This qualified generic field specifies:

TRCA

Party Capacity Indicator

Specifies the role of the party in the transaction.

Format

Qualifier

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

Codes

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

Code

Bedeutung des Codes

Acting as Agent: Party is acting on behalf of his client.

Acting as Principal: Party is acting for his own account.

13

16S

14

70E

Definition

This qualified generic field specifies:

CINS	Collateral Instruction Narrative	Provides additional information on the collateral instruction.
NOTE	Note Narrative	Narrative information visible to other parties.

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	CAND	N		E	Collateral Instruction Narrative
2	F	INST	N		E	Note Narrative

Sequenz A2 - Linkages [ fakultativ, wiederholend ]

No.

Tag

Option

Name

Status

15

16R

16

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

17

20C

Definition

This qualified generic field specifies:

COMM	Common Collateral Transaction Reference	Unique reference agreed upon by the two trade counterparties to identify the trade.
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 (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	NOMI	N	C	Related Message Reference
	O	MCTD	N	C	Previous Message Reference
	O	CETI	N	C	Common Collateral Transaction Reference

18

16S

19

16S

Sequenz B - Deal Transaction Details [ fakultativ, nicht wiederholend ]

No.

Tag

Option

Name

Status

20

16R

21

94B

Definition

This qualified generic field specifies:

TRAD

Place of Trade

Place at which the instrument was traded.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	PTYB	N		B	Place of Trade

Codes

If 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.

Various: Trade was executed on various places.

22

17B

Definition

This qualified generic field specifies:

CONC

Concentration Limit Flag

Indicates whether a concentration limit applies to the transaction; if no limit applies, there is no constraint on how much of the collateral basket can be made up of one security.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	CHAI	N		B	Concentration Limit Flag

Codes

Flag must contain one of the following codes:

Code

Bedeutung des Codes

No

Yes

23

99B

Definition

This qualified generic field specifies:

MNPE

Minimum Notice Period

Identifies the number of days in which the cash investor and dealer can agree to revisit the terms of an agreement.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	HOLP	N		B	Minimum Notice Period

24

98a

Definition

This qualified generic field specifies:

TERM

Closing Date/Time

Closing date/time or maturity date/time of the transaction.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	PRIN	N		A, B, C	Closing Date/Time

Codes

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

Code

Bedeutung des Codes

Open Ended: There is no termination date defined.

25

19A

Definition

This qualified generic field specifies:

TRAA	Transaction Amount	Amount of the transaction.
TRTE	Termination Transaction Amount	Termination transaction amount.
VASO	Value Sought Amount	Value of collateral offered or sought.

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	PTYA	N	C2	A	Transaction Amount
2	F	RADD	N		A	Termination Transaction Amount
3	F	REI2	N		A	Value Sought Amount

26

92a

Definition

This qualified generic field specifies:

PRIC	Pricing Rate	Interest rate to be paid on the transaction amount as agreed between the counterparties.
RSPR	Spread Rate	Margin allowed over or under a given rate.
VSMR	Value Sought Margin Rate	Percentage by which the collateral value sought is increased, in selecting securities for a collateral basket, to reflect the taker's margin requirements.

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

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	MEOR	N	A, C	Pricing Rate
2	F	ORDR	N	A	Spread Rate
3	F	RELC	N	A, C	Value Sought Margin Rate

27

22a

Definition

This qualified generic field specifies:

MICO	Method of Interest Computation Indicator	Specifies the computation method of (accrued) interest of the financial instrument.
PAYM	Payment Indicator	Specifies whether the instruction is free or against payment.
STTP	Structure Type	Defines the structure of the options around a Tri-Party Repo.

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	GALO	N	F	Method of Interest Computation Indicator
2	F	LOTE	N	H	Payment Indicator
3	F	PPDT	N	H	Structure Type

Codes

In option F, 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.

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

Code

Bedeutung des Codes

Against Payment: Against payment.

Free: Free of payment.

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

Code

Bedeutung des Codes

Call: Indicates whether the issuer has the right to repay the financial instrument prior to maturity.

Evergreen: Identified as a term repo that renews daily.

Extendable: Identified as a repo that has a maturity date, but prior to that date there is a point in the lifecycle in which it can be extended.

Put: Indicates whether the holder has the right to ask for redemption of the financial instrument prior to final maturity.

28

16S

Sequenz C - Securities Movement [ fakultativ, wiederholend ]

No.

Tag

Option

Name

Status

29

16R

30

22H

Definition

This qualified generic field specifies:

INOU

In/Out Indicator

Specifies whether the quantity of financial instrument are to be delivered or received.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	EPRC	N		H	In/Out Indicator

Codes

Indicator must contain one of the following codes:

Code

Bedeutung des Codes

Delivered: Financial Instruments are to be delivered out of Party A's safekeeping account.

Received: Financial Instruments are to be received in Party A's safekeeping account.

31

35B

32

36B

Definition

This qualified generic field specifies:

QSEC

Quantity of Securities

Quantity of financial instrument.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	MTCH	N		B	Quantity of Securities

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.

33

17B

Definition

This qualified generic field specifies:

COLL

Collateral Flag

Indicates whether the financial instrument is delivered/received as collateral.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	CERT	N		B	Collateral Flag

Codes

Flag must contain one of the following codes:

Code

Bedeutung des Codes

No: Financial instruments are not part of the collateral, it is part of the deal transaction.

Yes: Financial instruments are part of the collateral.

34

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	F	OVEP	N		A, B	Safekeeping Account

35

20C

Definition

This qualified generic field specifies:

CSMV

Client's Securities Movement Reference

Reference assigned by the party A to the financial instrument movement.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	CNTR	N		C	Client's Securities Movement Reference

36

16S

Sequenz D - Cash Movement [ fakultativ, wiederholend ]

No.

Tag

Option

Name

Status

37

16R

38

22H

Definition

This qualified generic field specifies:

INOU

In/Out Indicator

Specifies whether the cash amount is to be delivered or received.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	EPRC	N		H	In/Out Indicator

Codes

Indicator must contain one of the following codes:

Code

Bedeutung des Codes

Delivered: Amount is to be delivered out of Party A's cash account.

Received: Amount is to be received in Party A's cash account.

39

19A

Definition

This qualified generic field specifies:

CASH

Cash Amount

Amount of the cash movement.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	BRKR	N		A	Cash Amount

40

17B

Definition

This qualified generic field specifies:

COLL

Collateral Flag

Specifies whether the amount is delivered/received as part of collateral or not.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	CERT	N		B	Collateral Flag

Codes

Flag must contain one of the following codes:

Code

Bedeutung des Codes

No: Amount is not part of the collateral, it is part of the deal transaction.

Yes: Amount is part of the collateral.

41

97a

Definition

This qualified generic field specifies:

CASH

Cash Account

Account in which cash is maintained.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	BRKR	N		A, E	Cash Account

42

20C

Definition

This qualified generic field specifies:

CCMV

Client's Cash Movement Reference

Reference assigned by party A to the cash movement.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	CACF	N		C	Client's Cash Movement Reference

43

16S

Sequenz E - Additional Information [ fakultativ, nicht wiederholend ]

No.

Tag

Option

Name

Status

44

16R

45

95a

Definition

This qualified generic field specifies:

INVE	Investor	Instructing party, either an individual or organisation, whose assets are being invested.
ISSU	Issuer	Issuer of the financial instrument.
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 (4)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	FXDT	N	P, Q, R	Originator of Message
2	F	FXIB	N	P, Q, R	Recipient of Message
3	F	ETC2	N	P, Q, R	Issuer
4	F	ESTT	W	C, P, Q, R	Investor

46

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

Option P	:4!c//4!a2!a2!c[3!c]	(Qualifier)(Identifier Code)
Option Q	:4!c//4*35x	(Qualifier)(Name and Address)
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 A	:4!c//3!c	(Qualifier)(Number Id)
Option B	:4!c/[8c]/30x	(Qualifier)(Data Source Scheme)(Number)

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

Option C	:4!c//2!a	(Qualifier)(Country Code)
Option P	:4!c//4!a2!a2!c[3!c]	(Qualifier)(Identifier Code)
Option Q	:4!c//4*35x	(Qualifier)(Name and Address)
Option R	:4!c/8c/34x	(Qualifier)(Data Source Scheme)(Proprietary Code)

SWIFT ISO15022 NormDetailansicht für Nachricht MT527 - Triparty Collateral-Instruktion

Verwendung der Nachricht MT527

Anwendungsfeld der Nachricht MT527

Struktur der Nachricht MT527

Definition

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Qualifier (5)

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Qualifier (4)

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Qualifier (7)

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Qualifier (4)

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Qualifier

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Qualifier (6)

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Qualifier

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Qualifier

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Qualifier (2)

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Qualifier

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Qualifier (3)

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Qualifier

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Qualifier

Codes

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Qualifier

Definition

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Qualifier

SWIFT ISO15022 Norm
Detailansicht für Nachricht MT527 - Triparty Collateral-Instruktion