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

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

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	MAXF	N		H	Pre-Confirmation Indicator
2	F	LOCO	N		F	Partial Settlement Indicator

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

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

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	MAIN	N		C	Pool Reference
	O	MCTD	N	C7	C	Previous Message Reference
	O	NOMI	N	C9	C	Related Message Reference
	O	QTSO	N		C	Deal Reference
	O	CETI	N		C	Common Reference
	O	CETI	N		C	Collateral Reference
	O	CITY	N		C	Corporate Action Reference
	O	PRIC	N		C	Triparty Agent Collateral Transaction Reference
	O	CASY	N		C	Client's Triparty Collateral Transaction Reference
	O	CAPG	N		C	Client's Collateral Instruction Reference
	O	QFIN	N		C	Triparty's Collateral Instruction Reference
	O	GRSS	N		C	Market Infrastructure Transaction Identification
	O	LOTS	N		C	Processor Transaction Identification

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	CASH	W	C14	H, L	Place of Clearing
2	F	PTYB	W	C14	B, L	Place of Trade

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	PAIR	N	A, B, C	Settlement Date/Time
2	F	PTYB	N	A, B, C, E	Trade Date/Time
3	O	CREB	N	A, B, C	Effective Settlement Date/Time

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	COLA	N		A, B	Deal Price

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	COAX	N		A	Number of Days Accrued

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	MAEX	N		B	Place of Listing

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

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

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

49

16S

50

16S

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

No.

Tag

Option

Name

Status

51

16R

52

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.

53

22F

Definition

This qualified generic field specifies:

INTR	Interest Payment Indicator	Specifies whether the interest is to be paid to the collateral giver or taker.
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 (5)

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
5	F	ESTT	N	F	Interest Payment 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/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 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

Pension LivrÃ©e: Relates to the French legal framework for repos, that is, relates to a "Pension LivrÃ©e".

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

Code

Bedeutung des Codes

Collateral Giver: Interest is paid to the collateral giver.

Collateral Taker: Interest is paid to the collateral taker.

54

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

55

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

56

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

57

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

58

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

59

16S

Sequenz E - Settlement Details [ obligatorisch, nicht wiederholend ]

No.

Tag

Option

Name

Status

60

16R

61

22F

Definition

This qualified generic field specifies:

BENE	Beneficial Ownership Indicator	Specifies whether there is change of beneficial ownership.
BLOC	Block Trade Indicator	Specifies whether the settlement instruction is a block parent or child.
CASY	Cash Settlement System Indicator	Specifies what cash settlement system is instructed to be used.
CCPT	CCP Eligibility Indicator	Specifies whether the settlement transaction is CCP (Central Counterparty) eligible.
COLA	Exposure Type Indicator	Specifies the underlying business area/type of trade causing the collateral movement.
COLE	Collateral Pool Indicator	Specifies whether securities should be included in the pool of securities eligible for collateral purposes.
CSBT	Cash Sub Balance Type Indicator	Specifies the cash sub balance type indicator (example restriction type for a market infrastructure).
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.
MACL	Market Side Indicator	Specifies whether an instruction is for a market side or a client side transaction.
NETT	Netting Eligibility Indicator	Specifies whether the settlement transaction is eligible for netting.
REGT	Registration Indicator	Specifies whether registration should occur upon receipt.
REPT	Repurchase Type Indicator	Specifies the type of repurchase transaction.
REST	Restrictions	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.
SSBT	Securities Sub Balance Type Indicator	Specifies the securities sub balance type indicator (example restriction type for a market infrastructure).
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.
TCPI	Tax Capacity Party Indicator	Specifies the tax role capacity of the instructing party.
TRCA	Party Capacity Indicator	Specifies the role of the party in the transaction.

Format

Qualifier (22)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	PODT	W	F	Settlement Transaction Condition Indicator
2	O	PAFI	N	F	Type of Settlement Transaction Indicator
3	F	QAGE	N	F	Party Capacity Indicator
4	F	PLDT	N	F	Stamp Duty Indicator
5	F	OSUB	N	F	Securities Real-Time Gross Settlement Indicator
6	F	NINT	N	F	Registration Indicator
7	F	AUDT	N	F	Beneficial Ownership Indicator
8	F	BUSE	N	F	Cash Settlement System Indicator
9	F	CODS	N	F	Settlement Standing Instruction Database Indicator
10	F	PRIC	N	F	Tax Capacity Party Indicator
11	F	FOLQ	N	F	Market Side Indicator
12	F	BAGA	N	F	Block Trade Indicator
13	F	OCMT	N	F	Restrictions
14	F	PAFI	N	F	Settlement System/Method Indicator
15	F	INMH	N	F	Netting Eligibility Indicator
16	F	CACK	N	F	CCP Eligibility Indicator
17	F	EXEC	N	F	Letter of Guarantee Indicator
18	F	CERT	N	F	Exposure Type Indicator
19	F	NTSP	N	F	Repurchase Type Indicator
20	F	CERT	N	F	Collateral Pool Indicator
21	F	PEVA	N	F	Securities Sub Balance Type Indicator
22	F	CMAF	N	F	Cash Sub Balance Type Indicator

Codes

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.

Buy to Cover: Transaction is a buy to cover.

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.

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

Not Accounting Related: Security transaction is not for accounting.

No Automatic Market Claim: No market claim should be automatically generated.

No Partial Settlement Allowed: Partial settlement is not allowed.

Partial Settlement: 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.

Re-hypothecation: Collateral position is available for other purposes (for example, onwards delivery).

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.

Transformation: Transaction resulting from a transformation.

Triparty Collateral Segregation: Triparty segregation of collateral, typically requested by an IM to their custodian to comply with a no delivery of collateral regulation.

Unexposed: Delivery cannot be performed until money is received.

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.

Buy In: The transaction relates to a buy-in by the market following a delivery transaction failure.

Market Claim: Transaction resulting from a market claim.

Central Bank Collateral Operation: Relates to a collateral delivery/receipt to a National Central Bank for central bank credit operations.

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.

Move of Stock: 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.

Borrowing Reallocation: Internal reallocation of a borrowed holding from one safekeeping account to another.

Securities Borrowing: Relates to a securities borrowing operation.

Securities Lending: Relates to a securities lending operation.

Lending Reallocation: Internal reallocation of a holding on loan from one safekeeping account to another.

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

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

Code

Bedeutung des Codes

Settling as a Custodian: Settlement party is a custodian. It receives/delivers the securities and carries out custodial duties.

Settling as Riskless Principal: Party settles trades that were simultaneously offset.

Settling as an Agent: Party settles trades on behalf of his client for which he also traded.

Settling as a Principal: Party settles its own trades.

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

Gross Settlement System: Settle money through gross settlement system.

Net Settlement System: Settle money through net settlement system.

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

Code

Bedeutung des Codes

Agent: Acting as an agent for tax liability.

Principal: Acting as a principal for tax liability.

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

Code

Bedeutung des Codes

Client Side: Instruction is for a client side transaction.

Market Side: Instruction is for a market side transaction.

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

Code

Bedeutung des Codes

Block Trade Child: Transaction is a block trade child.

Block Trade Parent: Transaction is a block trade parent.

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

Code

Bedeutung des Codes

Not Netting Eligible: Settlement instruction is not eligible for netting.

Netting Eligible: Settlement instruction is eligible for netting.

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

Code

Bedeutung des Codes

Not CCP Eligible: Settlement instruction is not CCP eligible.

CCP Eligible: Settlement instruction is CCP eligible.

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 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.

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.

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.

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.

Principal/Exposure Adjustment: Relates to a principal adjustment.

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

Code

Bedeutung des Codes

Eligible for Collateral Purposes: The securities are eligible for collateral purposes.

Not Eligible for Collateral Purposes: The securities are not eligible for collateral purposes.

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.

If Qualifier is SSBT, the Data Source Scheme must be used to indicate the securities sub balance type.

If Qualifier is CSBT, the Data Source Scheme must be used to indicate the cash sub balance type.

62

16R

63

95a

Definition

This qualified generic field specifies:

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

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

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

Format

Qualifier (12)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	BLOK	N	C4, C6	P, Q, R	Buyer
	O	COIN	N	C4, C5	P, Q, R	Delivering Agent
	O	COLI	N	C4, C6	P, Q, R	Deliverer's Custodian
	O	COLI	N	C4, C6	P, Q, R	Deliverer's Intermediary 1
	O	COLL	N	C4, C6	P, Q, R	Deliverer's Intermediary 2
	O	MITI	N	C4, C5	C, P, Q	Place of Settlement
	O	NBLT	N	C4	P, Q, R	Receiving Agent
	O	NETT	N	C4, C6	P, Q, R	Receiver's Custodian
	O	NMAT	N	C4, C6	P, Q, R	Receiver's Intermediary 1
	O	NOMI	N	C4, C6	P, Q, R	Receiver's Intermediary 2
	O	PACK	N	C4, C6	P, Q, R	Seller
2	F	AGRE	W	C14	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.

64

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

65

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

66

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

67

70a

Definition

This qualified generic field specifies:

DECL	Declaration Details	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.
REGI	Registration Details	Provides information required for the registration.

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	COLE	N	E	Declaration Details
2	F	NEWA	N	D	Registration Details
3	F	LIST	N	C	Party Narrative

68

16S

Sequenz E2 - Cash Parties [ fakultativ, wiederholend ]

No.

Tag

Option

Name

Status

69

16R

70

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 the sequence.
Country Code specifies the country for which the alternate identification is relevant.
Alternate ID specifies an alternate identification of the party identified in the same sequence.

Format

Qualifier (6)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	ACCW	N	C4	P, Q, R	Account With Institution
	O	AUTA	N	C4	P, Q, R	Beneficiary of Money
	O	COLA	N	C4	P, Q, R	Debtor
	O	ESOF	N	C4	P, Q, R	Intermediary
	O	LORE	N	C4	P, Q, R	Paying Institution
2	F	AGRE	W	C14	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.

71

97a

Definition

This qualified generic field specifies:

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

Format

Qualifier (4)

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

72

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

73

70a

Definition

This qualified generic field specifies:

DECL	Declaration Details	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	COLE	N		E	Declaration Details
2	F	LIST	N		C	Party Narrative

74

16S

Sequenz E3 - Amount [ obligatorisch, wiederholend ]

No.

Tag

Option

Name

Status

75

16R

76

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

Yes

77

19A

Definition

This qualified generic field specifies:

ACCA	Accrued Capitalisation	Amount of unpaid interest (on interest bearing instruments which have defaulted and have subsequently restructured), which is capitalised and added to the original principal amount.
ACRU	Accrued Interest Amount	Amount of interest that has been accrued in between coupon payment periods.
ANTO	Net Gain/Loss Amount	Total net trade amount of all the trade transactions.
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.
COMT	Collateral Monitor Amount	Value of the collateral available for the delivery settlement process at the account level.
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).
ESTT	Settled Amount	Amount effectively settled and which will be credited to/debited from the account owner's cash account. It may differ from the instructed settlement amount (SETT) based on market tolerance level.
EXEC	Executing Broker's Amount	Amount of money paid to an executing broker as a commission.
ISDI	Issue Discount/Allowance	Amount of money defined as a discount on a new issue or on a tranche of an existing issue.
LADT	Local Tax (Country specific 1)	Local tax as defined by the country in its market practice.
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.
MARG	Margin	Amount of money deposited by the trading party in a margin account.
OCMT	Original Currency and Ordered 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 Amount	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	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 (28)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	ACOW	N	C1	A	Accrued Interest Amount
	O	AGRE	N	C1	A	Net Gain/Loss Amount
	O	CANC	N	C1	A	Charges/Fees
	O	CFRE	N	C1	A	Collateral Monitor Amount
	O	CLAS	N	C1	A	Country, National, Federal Tax
	O	COLA	N	C1	A	Trade Amount
	O	CSBT	N	C1, C2, C11	A	Settled Amount
	O	DDTE	N	C1	A	Executing Broker's Amount
	O	ETC2	N	C1	A	Issue Discount/Allowance
	O	ETYP	N	C1	A	Local Tax (Country specific 1)
	O	EXEC	N	C1	A	Payment Levy Tax
	O	EXVA	N	C1	A	Local Tax
	O	FCOU	N	C1	A	Local Broker's Commission
	O	FRNR	N	C1	A	Margin
	O	LICO	N	C1	A	Other Amount
	O	NETT	N	C1	A	Regulatory Amount
	O	PAYA	N	C1	A	Shipping Amount
	O	PEND	N	C1	A	Special Concessions Amount
	O	PLDT	N	C1	A	Stamp Duty
	O	POOL	N	C1	A	Stock Exchange Tax
	O	PUTT	N	C1	A	Transfer Tax
	O	PWAL	N	C1	A	Transaction Tax
	O	REJT	N	C1	A	Value-Added Tax
	O	REMI	N	C1	A	Withholding Tax
	O	CCPT	N	C1	A	Consumption Tax
	O	ACCA	N	C1	A	Accrued Capitalisation
2	F	OCMT	N	C3	A	Resulting Amount
3	F	ISSU	N		A	Original Currency and Ordered Amount

78

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	C11	A, C	Value Date/Time

79

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

80

16S

81

16S

Sequenz F - Other Parties [ fakultativ, wiederholend ]

No.

Tag

Option

Name

Status

82

16R

83

95a

Definition

This qualified generic field specifies:

ALTE	Alternate ID	Alternate identification for a party.
BRKR	Broker	Party that identifies a broker when required (for example, authorized broker, prime broker, etc.).
EXCH	Stock Exchange	Party that identifies the stock exchange.
INVE	Investor	Instructing party, either an individual or organisation, whose assets are being invested.
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.
QFIN	Qualified Foreign Intermediary	Foreign financial institution that has been authorized by local authorities to act as account management institution in the country.
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 E 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 the sequence.
Country Code specifies the country for which the alternate identification is relevant.
Alternate ID specifies an alternate identification of the party identified in the same sequence.

Format

Qualifier (9)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	DBNM	N	C4	P, Q, R	Stock Exchange
	O	FXDT	N	C4, C15	P, Q, R	Originator of Message
	O	FXIB	N	C4, C15	P, Q, R	Recipient of Message
	O	QTSO	N	C4	P, Q, R	Trade Regulator
	O	ESTT	W		C, P, Q, R	Investor
	O	RELA	N	C4	P, Q, R	Vendor
	O	MPLE	N	C4	P, Q, R	Qualified Foreign Intermediary
	O	PTYB	N	C4	P, Q, R	Broker
2	F	AGRE	W	C14	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.

84

97A

Definition

This qualified generic field specifies:

SAFE

Safekeeping Account

Account where financial instruments are maintained.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	OVEP	N	C12	A	Safekeeping Account

85

70a

Definition

This qualified generic field specifies:

DECL	Declaration Details	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.
REGI	Registration Details	Provides information required for the registration.

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	COLE	N	E	Declaration Details
2	F	NEWA	N	D	Registration Details
3	F	LIST	N	C	Party Narrative

86

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

87

16S

◄ MT544 - Bestätigung freier Erhalt

MT546 - Bestätigung freie Lieferung ►

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)

PARS	Partial Settlement Indicator	Specifies partial settlement information.
PREC	Pre-Confirmation Indicator	Specifies whether there exists a pre-confirmation.

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

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

CLCI	Client's Collateral Instruction Reference	Reference assigned to the instruction by the client.
CLTR	Client's Triparty Collateral Transaction Reference	Unique reference identifying the triparty collateral management transaction from the client's point of view.
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.
CORP	Corporate Action Reference	Reference assigned by the account servicer to unambiguously identify a related corporate action event.
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.
TCTR	Triparty Agent Collateral Transaction Reference	Unique reference identifying the triparty collateral management transaction from the triparty agent's point of view.
TRCI	Triparty's Collateral Instruction Reference	Reference assigned to the instruction by the triparty agent.
TRRF	Deal Reference	Reference assigned to the trade by the Investment Manager OR the Broker/Dealer. This reference will be used throughout the trade life cycle to access/update the trade details.

CLEA	Place of Clearing	Place at which the trade is cleared (Central Counterparty).
TRAD	Place of Trade	Place at which the order was traded, directly by the instructing party or not.

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

ESET	Effective Settlement Date/Time	Date/time at which a transaction effectively settled.
SETT	Settlement Date/Time	Date/time at which the financial instruments are to be delivered or received.
TRAD	Trade Date/Time	Date/time at which the trade was executed.

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)

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.

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.

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)

CALD	Call Date	Date on which a financial instrument is called away/redeemed before its scheduled maturity.
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 at 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.

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

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.

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

COUP	Coupon Number	Number of the next coupon attached/associated with a security.
POOL	Pool Number	Number identifying a group of underlying assets assigned by the issuer of a factored security.

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.

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

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.

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

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.

BORR	Automatic Borrowing Indicator	Specifies the condition for automatic borrowing.
INCA	Investor Capacity Indicator	Role of the investor in the transaction.
PRIC	Type of Price Indicator	Specifies the type of transaction price.
PRIR	Priority Indicator	Specifies the execution priority of the instruction.
PROC	Processing Indicator	Specifies additional information relative to the processing of the trade.
RPOR	Reporting Indicator	Indicates information with regards to reporting.
TRCA	Party Capacity Indicator	Specifies the role of the party in the transaction.
TTCO	Trade Transaction Condition Indicator	Specifies the conditions under which the order/trade was executed.

FXIN	FX Instructions Narrative	Provides additional details pertaining to foreign exchange instructions.
SPRO	Settlement Instruction Processing Narrative	Provides additional settlement processing information which can not be included within the structured fields of the message.

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

SWIFT ISO15022 NormDetailansicht für Nachricht MT545 - Bestätigung Erhalt gegen Zahlung

Verwendung der Nachricht MT545

Anwendungsfeld der Nachricht MT545

Struktur der Nachricht MT545

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SWIFT ISO15022 Norm
Detailansicht für Nachricht MT545 - Bestätigung Erhalt gegen Zahlung

ESTT	Quantity of Financial Instrument Settled	Quantity of financial instrument effectively settled.
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.

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	CSBT	W	C10	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

PSTT	Previously Settled Amount	Amount of money previously settled.
RSTT	Remaining Settlement Amount	Amount of money remaining to be settled.

ACOW	Account Owner	Party that owns the account.
ALTE	Alternate ID	Alternate identification for a party.

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 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 L	:4!c//18!c2!n	(Qualifier)(Legal Entity Identifier)
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 S	:4!c/[8c]/4!c/2!a/30x	(Qualifier)(Data Source Scheme)(Type of ID)(Country Code)(Alternate ID)

Option C	:4!c//4*35x	(Qualifier)(Narrative)
Option D	:4!c//6*35x	(Qualifier)(Narrative)
Option E	:4!c//10*35x	(Qualifier)(Narrative)