SWIFT ISO15022 Norm
Detailansicht für Nachricht MT569 - Aufstellung über Sicherheiten und Exposition in Dreiparteien-Geschäft

Verwendung der Nachricht MT569

Provides the details of the valuation of both the collateral and the exposure

Anwendungsfeld der Nachricht MT569

This message is sent by a triparty agent to both the collateral giver and the collateral taker or to an account servicer, who manage the account at the triparty agent on behalf of a trading party, in the following circumstances:

after all collateral movements have been affected (after settlement-initiated) to show the end (fixed) positions (current status) or,
taking into account all collateral management instructions (including pending initiation and/or initiated.

This message is sent to provide the details of the valuation of both the collateral and the exposure.

Struktur der Nachricht MT569

Sequenz A - General information [ obligatorisch, nicht wiederholend ]

No.

Tag

Option

Name

Status

16R

28E

13A

Definition

This qualified generic field specifies:

STAT

Statement Number

Sequential number assigned to the statement.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	PLED	N		A	Statement Number

20C

Definition

This qualified generic field specifies:

SEME

Sender's Message Reference

Reference assigned by the triparty agent to unambiguously identify the message.

Format

Qualifier

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

23G

98a

Definition

This qualified generic field specifies:

PREP

Preparation Date/Time

The date/time at which the message was prepared.

Format

Qualifier

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

22a

Definition

This qualified generic field specifies:

REPR	Collateral Receive/Provide Indicator	Specifies whether the client is the collateral taker or giver.
SFRE	Statement Frequency Indicator	Specifies the frequency of the statement.
STBA	Statement Basis Indicator	Specifies the basis on which the statement is prepared.

Format

Qualifier (3)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	PLIS	N	F	Statement Basis Indicator
2	O	NTAX	N	H	Collateral Receive/Provide Indicator
3	F	PAMM	N	F	Statement Frequency Indicator

Codes

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

Code

Bedeutung des Codes

End of Settlement Positions: Mark-to-Market report sent after settlement. All transactions which have been initiated.

Future Mark-to-Market: Mark-to-market report taking into account collateral management actions which are still pending initiation and initiated transactions..

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

Code

Bedeutung des Codes

Ad-Hoc: Statement is sent following a request by the Receiver.

Daily: Statement is sent daily (once per day, end-of-day).

Intra-Day: Statement is sent intra-day (multiple reports during the day).

Monthly: Statement is sent monthly (once per month).

Weekly: Statement is sent weekly (once per week).

Yearly: Statement is sent yearly (once per year).

Sequenz A1 - Collateral Parties [ fakultativ, wiederholend ]

No.

Tag

Option

Name

Status

16R

95a

Definition

This qualified generic field specifies:

ALTE	Alternate ID	Alternate identification for a party.
CLPA	Party A's client	Party instructing party A.
PTYA	Party A	Client receiving the statement.
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 (4)

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	PTYB	N	P, Q, R	Triparty Agent
2	F	AGRE	N	L	Alternate ID

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

16S

Sequenz A2 - Linkages [ fakultativ, wiederholend ]

No.

Tag

Option

Name

Status

16R

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

20C

Definition

This qualified generic field specifies:

PREV	Previous Message Reference	Message reference of the linked message which was previously sent.
RELA	Related Message Reference	Message reference assigned by the client.

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	NOMI	N		C	Related Message Reference
	O	MCTD	N	C4	C	Previous Message Reference

16S

Sequenz B - Overall Summary [ obligatorisch, nicht wiederholend ]

No.

Tag

Option

Name

Status

16R

19A

Definition

This qualified generic field specifies:

COVA	Value of Collateral Held	Total value of posted collateral (post-haircut) expressed in the reporting currency.
MARG	Margin Amount	The difference between the total collateral value and the total collateral required.
TACR	Total Accrued Interest Amount	Total amount of money accrued interest computed in the case of interest bearing financial instruments.
TCFA	Total Cash Failed Amount	Total value of undelivered intended transaction cash amount.
TCHA	Total Fees/Commissions	Total fees/commissions in the reporting currency.
TCOR	Total Collateral Required	Collateral is required to cover interest that accrues on the exposure. Margin amount would thus be the difference between collateral required and collateral value (that is COVA).
TEXA	Total Exposure Amount	Total exposure amount between the giver and taker expressed in the reporting currency.
TPIN	Total Pending Collateral In	Value of incoming collateral, to be settled in the reporting currency.
TPOU	Total Pending Collateral Out	Value of outgoing collateral, to be settled in the reporting currency.
TPRI	Total of Principals	Total of principals in the reporting currency.

Format

Qualifier (10)

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	CLCI	N	A	Value of Collateral Held
2	O	PRIR	N	A	Total Exposure Amount
3	F	FRNR	N	A	Margin Amount
4	F	PREP	N	A	Total Accrued Interest Amount
5	F	PRFC	N	A	Total Fees/Commissions
6	F	PSTT	N	A	Total of Principals
7	F	PSET	N	A	Total Pending Collateral In
8	F	PSTA	N	A	Total Pending Collateral Out
9	F	PRIC	N	A	Total Collateral Required
10	F	PREX	N	A	Total Cash Failed Amount

92A

Definition

This qualified generic field specifies:

MARG

Margin

The collateral excess/shortage expressed in the percentage of the collateral required.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	FRNR	N		A	Margin

25D

Definition

This qualified generic field specifies:

GCST

Global Collateral Status

Provides the status after comparing the total collateral required and the total collateral value of all transactions covered in the message.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	DSCA	N		D	Global Collateral Status

Codes

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

Code

Bedeutung des Codes

Deficit: Shortage of collateral.

Excess: Excess of collateral.

Flat: Collateral covers the exposure and there is no excess.

98a

Definition

This qualified generic field specifies:

VALN

Valuation Date/Time

Valuation date/time of both the collateral and the exposure.

Format

Qualifier

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

70E

Definition

This qualified generic field specifies:

COLL

Collateral Narrative

Provides additional information on the collateral.

Format

Qualifier

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	CERT	N		E	Collateral Narrative

16S

Sequenz C - Summary by Exposure Type [ obligatorisch, wiederholend ]

No.

Tag

Option

Name

Status

16R

22a

Definition

This qualified generic field specifies:

COLA	Exposure Type Indicator	Specifies the underlying business area/type of trade causing the exposure.
PRSS	Process Indicator	Specifies the settlement process in which the collateral/principal will be settled.

Format

Qualifier (2)

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	O	CERT	N		F, H	Exposure Type Indicator
2	F	MILT	N		F	Process Indicator

Codes

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 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.

Reihenfolge

Qualifier

Options

Bedeutung

Value of Collateral Held

Total Exposure Amount

Margin Amount

Total Accrued Interest Amount

Total Collateral Required

Total Value of Own Collateral

Total Value of Reused Collateral

Total of Principals

Total Pending Collateral In

Total Pending Collateral Out

Total Cash Failed Amount

Reihenfolge

Qualifier

Options

Bedeutung

Preferential Basket Identification Number

Fallback Starting Basket Identification Number

Exclusion Basket Identification Number

Eligibility Set Profile Number

Reihenfolge

Qualifier

Options

Bedeutung

P, Q, R

Party B

P, Q, R

Party B's client

P, Q, R

Triparty Agent

Alternate ID

Reihenfolge

Qualifier

Options

Bedeutung

Value of Collateral Held

Total Exposure Amount

Margin Amount

Total Accrued Interest Amount

Total Collateral Required

Total Value of Own Collateral

Total Value of Reused Collateral

Total of Principals

Total Pending Collateral In

Total Pending Collateral Out

Total Cash Failed Amount

Reihenfolge

Qualifier

Options

Bedeutung

Client's Collateral Transaction Reference

Counterparty's Collateral Transaction Reference

Triparty-Agent's/Service-Provider's Collateral Transaction Reference

Reihenfolge

Qualifier

Options

Bedeutung

Value of Collateral Held

Total Exposure Amount

Transaction Amount

Margin Amount

Total Accrued Interest Amount

Total Collateral Required

Total Pending Collateral In

Total Pending Collateral Out

Total of Principals

Termination Transaction Amount

Total Cash Failed Amount

Reihenfolge

Qualifier

Options

Bedeutung

Method of Interest Computation Indicator

Automatic Allocation Indicator

Reihenfolge

Qualifier

Options

Bedeutung

Transaction Coverage Status

Transaction Execution Status

Reihenfolge

Qualifier

Options

Bedeutung

Collateral Flag

Securities Flag

Reihenfolge

Qualifier

Options

Bedeutung

Actual Market Value Post Valuation Factor

Exposure/Collateral in Transaction Currency

Exposure /Collateral in Reporting Currency

Market Value Amount Post Valuation Factor

Market Value Amount Before Valuation Factor

Accrued Interest Amount

Clean Price Amount

Actual Market Value Before Valuation Factor

Reihenfolge

Qualifier

Options

Bedeutung

Method of Interest Computation Indicator

Reihenfolge

Qualifier

Options

Bedeutung

Quantity of Securities Valued

Reihenfolge

Qualifier

Options

Bedeutung

A, B

Market Price

Reihenfolge

Qualifier

Options

Bedeutung

Source of Price

Source of Rating

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 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 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)

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.

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	O/F	Qualifier	W/N	Options	Bedeutung
1	O	MKTP	N	P, Q, R	Party B
2	F	CASH	N	P, Q, R	Party B's client
3	F	PTYB	N	P, Q, R	Triparty Agent
4	F	AGRE	N	L	Alternate ID

CCTR	Counterparty's Collateral Transaction Reference	Unique collateral transaction reference assigned by counterparty.
CLTR	Client's Collateral Transaction Reference	Unique reference identifying the triparty collateral management transaction from the client's point of view.
TCTR	Triparty-Agent's/Service-Provider's Collateral Transaction Reference	Unique reference identifying the triparty-agent / service-provider collateral management transaction from the triparty-agent's/service-provider's point of view.

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	CASY	N	C	Client's Collateral Transaction Reference
2	F	CACN	N	C	Counterparty's Collateral Transaction Reference
3	F	PRIC	N	C	Triparty-Agent's/Service-Provider's Collateral Transaction Reference

EXRQ	Execution Requested Date/Time	Date/time at which the instructing party requested the instruction to be executed.
TERM	Closing Date/Time	Closing date/time or maturity date/time of the transaction.

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

AUTA	Automatic Allocation Indicator	Specifies whether the allocation of the collateral is manual or automatic.
MICO	Method of Interest Computation Indicator	Specifies the computation method of (accrued) interest of the financial instrument.

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	GALO	N		F	Method of Interest Computation Indicator
2	F	ALTE	N		F	Automatic Allocation Indicator

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

TRAN	Transaction Coverage Status	Provides the status after comparing the exposure and the collateral required for the transaction.
TREX	Transaction Execution Status	Indicates whether the transaction is pending initiation or has been initiated.

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	PUTT	N		D	Transaction Coverage Status
2	F	QSEC	N		D	Transaction Execution Status

COLL	Collateral Flag	Indicates whether the financial instrument is delivered/received as collateral.
SECU	Securities Flag	Indicates whether the exposure/collateral specified is securities.

ACRU	Accrued Interest Amount	Amount of interest that has been accrued in between coupon payment periods.
CLPR	Clean Price Amount	Price amount excluding the accrued interest.
LICO	Exposure/Collateral in Transaction Currency	Amount of the exposure/collateral in the exposure/collateral currency.
MKTB	Market Value Amount Before Valuation Factor	Actual market value before valuation factor expressed in the transaction currency. For cash it is the value before haircut.
MKTP	Market Value Amount Post Valuation Factor	Actual market value post valuation factor expressed in the transaction currency. For cash it is the value post haircut.
MVBF	Actual Market Value Before Valuation Factor	Actual market value before valuation factor expressed in the collateral currency. For cash, it is the value before haircut.
MVPF	Actual Market Value Post Valuation Factor	Actual market value post valuation factor expressed in the collateral currency. For cash, it is the value post haircut.
RELC	Exposure /Collateral in Reporting Currency	Amount of the exposure/collateral in the reporting currency.

Reihenfolge	O/F	Qualifier	W/N	Options	Bedeutung
1	O	INCL	N	A	Actual Market Value Post Valuation Factor
2	F	EXER	N	A	Exposure/Collateral in Transaction Currency
3	F	NOTE	N	A	Exposure /Collateral in Reporting Currency
4	F	HOLD	N	A	Market Value Amount Post Valuation Factor
5	F	GUPA	N	A	Market Value Amount Before Valuation Factor
6	F	ACOW	N	A	Accrued Interest Amount
7	F	CASH	N	A	Clean Price Amount
8	F	INCE	N	A	Actual Market Value Before Valuation Factor

EXCH	Exchange Rate	Exchange rate between the transaction currency and the reporting currency.
VAFC	Valuation Factor	Adjustment applied on the liability/collateral to calculate the position.

DAAC	Number of Days Accrued	Number of days used for calculating the accrued interest amount.
QAGE	Quotation Age	Number of days since the last pricing update.

Option A	:4!c//[N]3!n	(Qualifier)(Sign)(Number)
Option B	:4!c//3!n	(Qualifier)(Number)

ACOW	Account Owner	Account from which the collateral is sourced.
ALTE	Alternate ID	Alternate identification for a party.

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

SWIFT ISO15022 NormDetailansicht für Nachricht MT569 - Aufstellung über Sicherheiten und Exposition in Dreiparteien-Geschäft

Verwendung der Nachricht MT569

Anwendungsfeld der Nachricht MT569

Struktur der Nachricht MT569

Definition

Format

Codes

Definition

Format

Codes

Definition

Format

Qualifier

Definition

Format

Qualifier

Definition

Format

Codes

Definition

Format

Qualifier

Definition

Format

Qualifier (3)

Codes

Definition

Format

Codes

Definition

Format

Qualifier (4)

Definition

Format

Qualifier

Definition

Format

Codes

Definition

Format

Codes

Definition

Format

Qualifier

Definition

Format

Qualifier (2)

Definition

Format

Codes

Definition

Format

Codes

Definition

Format

Codes

Definition

Format

Qualifier (10)

Definition

Format

Qualifier

Definition

Format

Qualifier

Codes

Definition

Format

Qualifier

Definition

Format

Qualifier

Definition

Format

Codes

Definition

Format

Codes

Definition

Format

SWIFT ISO15022 Norm
Detailansicht für Nachricht MT569 - Aufstellung über Sicherheiten und Exposition in Dreiparteien-Geschäft

PRIC	Source of Price	Source of the price quotation.
RATS	Source of Rating	Agency, which provides rating services, for example, Moody's and S&P.

TCOP	Total Collateral Held Value of Page	Total value of collateral held reported in this message.
TEXP	Total Exposure Value of Page	Total value of exposure reported in this message.

Reihenfolge	O/F	Qualifier	W/N	CR	Options	Bedeutung
1	F	PRIT	N		A	Total Exposure Value of Page
2	F	PRHA	N		A	Total Collateral Held Value of Page

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