SWIFT ISO15022 Norm
Detailansicht für Nachricht MT558 - Nachricht zum Status oder der Bestandsführung der Sicherheiten in einem Dreiparteien-Geschäft

Verwendung der Nachricht MT558

Provides validation results and status advice re collateral instructions and proposed collateral movements

Anwendungsfeld der Nachricht MT558

This message is sent by a triparty agent after the receipt of a collateral instruction from its client.

In this message, the Sender is the triparty agent and the Receiver is either the collateral taker or the collateral giver or their account servicer.

This message provides valuation results as well as the status of the collateral instruction and the status of the proposed collateral movements (cash and securities).

The message may also be used to:

re-send a message previously sent (Subfunction of the message is DUPL)
provide a third party with a copy of the message for information (Subfunction of the message is COPY)
re-send to a third party a copy of the message for information (Subfunction of the message is CODU)

Struktur der Nachricht MT558

Sequenz A - General information [ obligatorisch, nicht wiederholend ]

No.

Tag

Option

Name

Status

16R

28E

20C

Definition

This qualified generic field specifies:

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

Format

Qualifier (6)

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	CACN	N	C	Counterparty's Collateral Transaction Reference
5	F	CASY	N	C	Client's Collateral Transaction Reference
6	F	PRIC	N	C	Triparty-Agent's/Service-Provider's Collateral Transaction Reference

23G

Definition

This field identifies the function of the message.

Format

Codes

Function must contain one of the following codes:

Code

Bedeutung des Codes

Advice: Message sent for an instruction by the counterparty that has not yet been matched.

Cancellation Request Status: Message reporting on a cancellation request status.

Instruction Status: Message reporting on an instruction status.

Replacement Status: Message reporting on a replacement status.

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.

98a

Definition

This qualified generic field specifies:

EXRQ	Execution Requested Date/Time	Date/time at which the instructing party requested 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

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.

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: The client is the collateral giver.

Collateral Taker: The client 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.

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

Reihenfolge

Qualifier

Options

Bedeutung

Preferential Basket Identification Number

Fallback Starting Basket Identification Number

Exclusion Basket Identification Number

Eligibility Set Profile Number

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

Reihenfolge

Qualifier

Options

Bedeutung

P, Q, R

Party A

P, Q, R

Party A's client

P, Q, R

Party B

P, Q, R

Party B's client

P, Q, R

Triparty Agent

P, Q, R

Account Owner

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

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	AGRE	N	D	Allocation Status
	O	CLEA	N	D	Cancellation Processing Status
	O	ETC1	N	D	Instruction Processing Status
	O	INCA	N	D	Matching Status
	O	OPTN	N	D	Replacement Processing Status
	O	PAIR	N	D	Settlement Status
	O	CERT	N	D	Collateral Status

Reihenfolge

Qualifier

Options

Bedeutung

Allocation Status

Cancellation Processing Status

Instruction Processing Status

Matching Status

Replacement Processing Status

Settlement Status

Collateral Status

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	BORR	N	B	Cancellation Reason
	O	COLL	N	B	Denied Reason
	O	INRE	N	B	Unmatched Reason
	O	LOTS	N	B	Pending Reason
	O	NOMI	N	B	Rejection Reason
	O	BORR	N	B	Pending Cancellation Reason

Reihenfolge

Qualifier

Options

Bedeutung

Cancellation Reason

Denied Reason

Unmatched Reason

Pending Reason

Rejection Reason

Pending Cancellation Reason

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	NDIP	N		D	Reason Narrative

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	BREF	N		B	Collateral Approved Flag
2	F	OWND	N		B	Settlement Approved Flag

Reihenfolge

Qualifier

Options

Bedeutung

Collateral Approved Flag

Settlement Approved Flag

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	OFFR	N	A	Required Margin Amount
2	F	AFFM	N	A	Collateralised Amount
3	F	NAFI	N	A	Remaining Collateralised Amount
4	F	CSBT	N	A	Settled Amount
5	F	OSTA	N	A	Remaining Settlement Amount

Reihenfolge

Qualifier

Options

Bedeutung

Required Margin Amount

Collateralised Amount

Remaining Collateralised Amount

Settled Amount

Remaining Settlement Amount

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	NDIP	N	D	Reason Narrative
2	F	CAND	N	E	Collateral Instruction Narrative
3	F	INST	N	E	Note Narrative

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

Reihenfolge

Qualifier

Options

Bedeutung

Transaction Amount

Termination Transaction Amount

Value Sought Amount

Deal Transaction Details

Reihenfolge

Qualifier

Options

Bedeutung

A, C

Pricing Rate

Spread Rate

A, C

Value Sought Margin Rate

Reihenfolge

Qualifier

Options

Bedeutung

Method of Interest Computation Indicator

Payment Indicator

Structure Type

Reihenfolge

Qualifier

Options

Bedeutung

Movement Status

Reihenfolge

Qualifier

Options

Bedeutung

Collateral Flag

Securities Movements Approved Flag

Type of Position Flag

Reihenfolge

Qualifier

Options

Bedeutung

Cash Movements Approved Flag

Collateral Flag

Type of Position Flag

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)

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.

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

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)

ALOC	Allocation Status	Provides the status of allocation of collateral to cover the instruction.
COLL	Collateral Status	Provides the collateral status of an instruction.
CPRC	Cancellation Processing Status	Provides the status of a cancellation request.
IPRC	Instruction Processing Status	Provides the status of an instruction.
MTCH	Matching Status	Provides the matching status of the instruction.
RPRC	Replacement Processing Status	Provides the processing status of the replacement request.
SETT	Settlement Status	Provides the status of settlement of an instruction.

CAND	Cancellation Reason	Specifies the reason why the instruction is cancelled.
CANP	Pending Cancellation Reason	Specifies the reason why a cancellation request sent for the related instruction is pending.
DEND	Denied Reason	Specifies the reason why the request was denied.
NMAT	Unmatched Reason	Specifies the reason why the instruction has an unmatched status.
PEND	Pending Reason	Specifies the reason why the cancellation or replacement has a pending status.
REJT	Rejection Reason	Specifies the reason why the instruction/request has a rejected status.

CAPP	Collateral Approved Flag	Indicates whether the proposed collateral movements can be accepted.
SAPP	Settlement Approved Flag	Indicates whether the proposed collateral movements have settled or not.

ALAM	Collateralised Amount	Amount which is collateralised.
ESTT	Settled Amount	Amount effectively settled and which will be credited to/debited from the account owner's position.
RALA	Remaining Collateralised Amount	Outstanding amount to be covered, collateralised.
RMAG	Required Margin Amount	Margin amount needed when the instruction reported creates an exposure.
RSTT	Remaining Settlement Amount	Amount due to be settled.

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

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

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

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 assigned by the client to the message to which this message is the reply.

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

DEAL	Deal Transaction Details	Principal amount of the matched trade.
TRAA	Transaction Amount	Amount of the transaction.
TRTE	Termination Transaction Amount	Termination transaction amount.
VASO	Value Sought Amount	Value of collateral offered or sought.

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
4	F	COLA	N		A	Deal Transaction Details

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.

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

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

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.

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

COLL	Collateral Flag	Indicates whether the financial instrument is delivered/received as collateral.
SMAF	Securities Movements Approved Flag	Indicates whether the proposed securities movements can be accepted.
TYPP	Type of Position Flag	Indicates whether the position is fixed (post settlement).

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	CERT	N	B	Collateral Flag
2	F	PAYS	N	B	Securities Movements Approved Flag
3	F	REDE	N	B	Type of Position Flag

CSMV	Client's Securities Movement Reference	Reference assigned by the party A to the financial instrument movement.
TSMV	Triparty-Agent's/Service-Provider's Securities Movement Reference	Reference assigned by the triparty-agent/service-provider to the financial instrument movement.

SWIFT ISO15022 NormDetailansicht für Nachricht MT558 - Nachricht zum Status oder der Bestandsführung der Sicherheiten in einem Dreiparteien-Geschäft

Verwendung der Nachricht MT558

Anwendungsfeld der Nachricht MT558

Struktur der Nachricht MT558

Definition

Format

Codes

Definition

Format

Codes

Definition

Format

Qualifier (6)

Definition

Format

Codes

Definition

Format

Qualifier (4)

Definition

Format

Qualifier (7)

Codes

Definition

Format

Qualifier (4)

Definition

Format

Codes

Definition

Format

Qualifier (6)

Definition

Format

Qualifier

Definition

Format

Codes

Definition

Format

Codes

Definition

Format

Qualifier (7)

Codes

Definition

Format

Codes

Definition

Format

Qualifier (6)

Codes

Definition

Format

Qualifier

Definition

Format

Codes

Definition

Format

Codes

Definition

Format

Qualifier (2)

Codes

Definition

Format

Qualifier (5)

Definition

Format

Qualifier (3)

Definition

Format

Codes

Definition

Format

Qualifier

Definition

Format

Qualifier (3)

SWIFT ISO15022 Norm
Detailansicht für Nachricht MT558 - Nachricht zum Status oder der Bestandsführung der Sicherheiten in einem Dreiparteien-Geschäft

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	RATS	N		C	Triparty-Agent's/Service-Provider's Securities Movement Reference
2	F	CNTR	N		C	Client's Securities Movement Reference

CCMV	Client's Cash Movement Reference	Reference assigned by party A to the cash movement.
TCMV	Triparty-Agent's/Service-Provider's Cash Movement Reference	Reference assigned by the triparty-agent/service-provider to the cash movement.

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	PRHA	N		C	Triparty-Agent's/Service-Provider's Cash Movement Reference
2	F	CACF	N		C	Client's Cash Movement Reference

CMAF	Cash Movements Approved Flag	Indicates whether the proposed cash movements can be accepted.
COLL	Collateral Flag	Indicates whether the cash amount is delivered/received as part of collateral.
TYPP	Type of Position Flag	Indicates whether the position has been settled or not.

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	F	CAVA	N	B	Cash Movements Approved Flag
2	O	CERT	N	B	Collateral Flag
3	F	REDE	N	B	Type of Position Flag

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.

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