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SWIFTStandards

Category 5Securities Markets

(MT 544 - MT 567)

Volume 3November 2003 Standards Release

Standards Release Guide 2003 - Final edition - February 2003

1

Legal Notices

IMPORTANT NOTE: You may install and use this publication only if you have entered into the relevant licence agreementwith SWIFT. Please refer to such licence agreement to determine what you may or may not do with it. Note however that inthe case of a ’Single User Licence’, this publication must be installed on a standalone machine for access by one person atany one time, and references to "organisation" in these notices are to the ordering customer (BIC 8). In the case of a ’ServerLicence’, this publication can also be installed on a server for access within the organisation of the ordering customer (BIC8), and references to "organisation" are then to all those SWIFT Users belonging to the same group as the ordering customer(BIC8) for traffic aggregation purposes.

Copyright

Copyright © S.W.I.F.T. SCRL ("SWIFT"), avenue Adèle 1, B-1310 La Hulpe, Belgium, 2002. All rights reserved. No partof this publication may be copied or reproduced, stored in a retrieval system, sold or transferred to any person, in whole orin part, in any manner or form or on any media, without the prior written permission of SWIFT. The recipient is, however, authorised to copy or reproduce this publication within its own organisation as may be reasonably necessary for the purposefor which it is supplied. Any such copy or reproduction will include the following: acknowledgement of the source, refer-ence and date of publication, and all notices set out on this page.

Confidentiality

This publication may contain proprietary and/or confidential information of SWIFT and/or its suppliers. The recipientshould not disclose this publication outside its organisation without the prior written permission of SWIFT.

Disclaimer

Although SWIFT has used reasonable efforts to ensure accuracy of its contents, SWIFT assumes no liability for any inad-vertent error or omission that may appear in this publication. The information in this publication is the latest available at thedate of its production, and may change from time to time.

Trademarks and Patents

SWIFT, S.W.I.F.T., the SWIFT logo, Sibos, Accord and SWIFT-derived product and service names - such as but notlimited to SWIFTNet and SWIFTAlliance - are trademarks of S.W.I.F.T. SCRL. SWIFT is the trading name of S.W.I.F.T.SCRL. All other product or company names that may be mentioned in this publication are trademarks or registered trade-marks of their respective owners. Patent pending: SWIFTNet - TrustAct - e-paymentsPlus.

February 2003 edition


SWIFTStandards - Category 5 Volume 3Legal Notices

Overview

Added Message TypesRemoved Message TypesModified Message Types

Added Message TypesNone

Removed Message TypesNone

Modified Message TypesMT544

MT545

MT546

MT547

MT548

MT549

MT559

MT564

MT565

MT566

MT567

3Standards Release Guide 2003 - Final edition - February 2003

OverviewSWIFTStandards - Category 5 Volume 3

MT 544 Receive Free Confirmation

MT 544 ScopeThis message is sent by an account servicer (account servicing institution) to an account owner or its designated agent. Theaccount servicer may be a local agent (sub-custodian) acting on behalf of their global custodian customer, or a custodianacting on behalf of an investment management institution or a broker/dealer.

This message is used to:

confirm the receipt of financial instruments free of payment, physically or by book-entry, from a specified party (the function of the message is NEWM)cancel a confirmation of a receipt free of payment previously sent by the account servicer (the function of the messageis CANC)reverse a confirmation of a receipt free of payment previously sent by the account servicer (the function of the messageis RVSL).

The message is also used to pre-confirm settlement or to confirm a partial settlement of a receipt of financial instrumentsfree of payment.

MT 544 Format Specifications

MT 544 Receive Free Confirmation

Status Tag Qualifier Generic Field Name

Detailed Field Name Content/Options No.

Mandatory Sequence A General Information

M 16R Start of Block GENL 1

M 20C SEME Reference Sender’s Reference :4!c//16x 2

M 23G Function of the Message 4!c[/4!c] 3

O 98a PREP Date/Time Preparation Date/Time A or C 4

----->

O 22a 4!c Indicator (see qualifier description) H or F 5

-----|----->Repetitive Mandatory Subsequence A1 Linkages

M 16R Start of Block LINK 6

O 22F LINK Indicator Linkage Type Indicator :4!c/[8c]/4!c 7

O 13A LINK Number Identifi-cation

Linked Transaction :4!c//3!c 8

M 20C 4!c Reference (see qualifier description) :4!c//16x 9


SWIFTStandards - Category 5 Volume 3MT 544



M 16S End of Block LINK 10

-----|End of Subsequence A1 Linkages

M 16S End of Block GENL 11

End of Sequence A General InformationMandatory Sequence B Trade Details

M 16R Start of Block TRADDET 12

O 94B TRAD Place Place of Trade :4!c/[8c]/4!c[/30x] 13

----->

M 98a 4!c Date/Time (see qualifier description) A, B or C 14

-----|

O 90a DEAL Price Deal Price A or B 15

O 99A DAAC Number Count Number of Days Accrued :4!c//[N]3!n 16

M 35B Identification of the Finan-cial Instrument

[ISIN1!e12!c][4*35x]

17

Optional Subsequence B1 Financial Instrument Attributes

M 16R Start of Block FIA 18

----->

O 22F 4!c Indicator (see qualifier description) :4!c/[8c]/4!c 19

-----|----->

O 12a 4!c Type of Financial Instrument

(see qualifier description) A, C or B 20

-----|

O 11A DENO Currency Currency of Denomination :4!c//3!a 21

----->

O 98A 4!c Date (see qualifier description) :4!c//8!n 22

-----|----->


MT 544SWIFTStandards - Category 5 Volume 3



O 92A 4!c Rate (see qualifier description) :4!c//[N]15d 23

-----|----->

O 13a 4!c Number Identifi-cation

(see qualifier description) A, B or K A or B 24

-----|----->

O 17B 4!c Flag (see qualifier description) :4!c//1!a 25

-----|----->

O 90a 4!c Price (see qualifier description) A or B 26

-----|----->

O 36B 4!c Quantity of Financial Instru-ment

(see qualifier description) :4!c//4!c/15d 27

-----|

O 70E FIAN Narrative Financial InstrumentAttribute Narrative

:4!c//10*35x 28

M 16S End of Block FIA 29

End of Subsequence B1 Financial Instrument Attributes----->


-----|----->

O 70E 4!c Narrative (see qualifier description) :4!c//10*35x 31

-----|

M 16S End of Block TRADDET 32

End of Sequence B Trade Details-----> Repetitive Mandatory Sequence C Financial Instrument/Account

M 16R Start of Block FIAC 33





----->

M 36B 4!c Quantity of Financial Instru-ment


-----|----->

O 19A 4!c Amount (see qualifier description) :4!c//[N]3!a15d 35

-----|

O 70D DENC Narrative Denomination Choice :4!c//6*35x 36

----->

O 13B CERT Number Identifi-cation

Certificate Number :4!c/[8c]/30x 37

-----|----->

M 97a 4!c Account (see qualifier description) B or A 38

-----|

O 94a SAFE Place Place of Safekeeping B or F 39

M 16S End of Block FIAC 40

-----| End of Sequence C Financial Instrument/AccountOptional Sequence D Repo Details

M 16R Start of Block REPO 41

O 98a TERM Date/Time Closing Date/Time A, B or C 42

----->


-----|----->

O 20C 4!c Reference (see qualifier description) :4!c//16x 44

-----|----->

O 92a 4!c Rate (see qualifier description) C or A 45





-----|----->

O 99B 4!c Number Count (see qualifier description) :4!c//3!n 46

-----|----->


-----|

O 70C REPO Narrative Repurchase Narrative :4!c//4*35x 48

M 16S End of Block REPO 49

End of Sequence D Repo DetailsMandatory Sequence E Settlement Details

M 16R Start of Block SETDET 50

----->

M 22F 4!c Indicator (see qualifier description) :4!c/[8c]/4!c 51

-----|

-----|----->


-----|-----> Repetitive Mandatory Subsequence E1 Settlement Parties

M 16R Start of Block SETPRTY 52 53

----->

M 95a 4!c Party (see qualifier description) C, S, P, R or Q 53 54

-----|

O 97a SAFE Account Safekeeping Account A or B 54 55

O 98a PROC Date/Time Processing Date/Time A or C 55 56





O 20C PROC Reference Processing Reference :4!c//16x 56 57

----->

O 70a 4!c Narrative (see qualifier description) E, C or D 57 58

-----|

M 16S End of Block SETPRTY 58 59

-----| End of Subsequence E1 Settlement Parties----->Repetitive Optional Subsequence E2 Cash Parties

M 16R Start of Block CSHPRTY 59 60

----->

M 95a 4!c Party (see qualifier description) S, P, R or Q 60 61

-----|----->

O 97A 4!c Account (see qualifier description) :4!c//35x 61 62

-----|----->


-----|

M 16S End of Block CSHPRTY 63 64

-----| End of Subsequence E2 Cash Parties----->Repetitive Optional Subsequence E3 Amounts

M 16R Start of Block AMT 64 65

----->






-----|----->

M 19A 4!c Amount (see qualifier description) :4!c//[N]3!a15d 66

-----|

O 98a VALU Date/Time Value Date/Time A or C 67

O 92B EXCH Rate Exchange Rate :4!c//3!a/3!a/15d 68

M 16S End of Block AMT 69

-----| End of Subsequence E3 Amounts

M 16S End of Block SETDET 70

End of Sequence E Settlement Details----->Repetitive Optional Sequence F Other Parties

M 16R Start of Block OTHRPRTY 71

----->

M 95a 4!c Party (see qualifier description) C, S, P, R or Q 72

-----|----->

O 97A 4!c Account (see qualifier description) :4!c//35x 73

-----|----->

O 70a 4!c Narrative (see qualifier description) E, C or D 74

-----|

O 20C PROC Reference Processing Reference :4!c//16x 75

M 16S End of Block OTHRPRTY 76

-----| End of Sequence F Other Parties

M = Mandatory O = Optional



MT 544 Network Validated RulesC1

The following amount fields cannot appear in more than one occurrence of the subsequence E3 Amounts (Errorcode(s): E87):

Subsequence E3

:19A::ACRU

:19A::ANTO

:19A::BOOK

:19A::CHAR

:19A::COUN

:19A::DEAL

:19A::EXEC

:19A::ESTT

:19A::ISDI

:19A::LEVY

:19A::LOCL

:19A::LOCO

:19A::MARG

:19A::OTHR

:19A::POST

:19A::REGF

:19A::SHIP

:19A::SPCN

:19A::STAM

:19A::STEX

:19A::TRAN

:19A::TRAX

:19A::VATA



Subsequence E3

:19A::WITH

:19A::COAX

:19A::ACCA

C2

If sequence C Financial Instrument/Account is present only once, the Settled Amount (field :19A::ESTT) must not bepresent in sequence C (Error code(s): E88).

C3

If sequence C is present two or more times, the Settled Amount (field :19A::ESTT) must be present in every occur-rence of sequence C or in none (Error code(s): E89).

In the former case (when sequence C is present two or more times and the Settled Amount (field :19A::ESTT) ispresent in every occurrence of sequence C) then:

the Settled Amount (field :19A::ESTT) must be present in one occurrence of subsequence E3 andthe sum of all occurrences of the Settled Amount (field :19A::ESTT) in sequence C must be equal to the SettledAmount (field :19A::ESTT) in subsequence E3 andthe currency code in the settled amounts (fields 19A::ESTT in (sub)sequences C and E3) must be the same for all occurrences of these fields in the message.

C4

If an Exchange Rate (field :92B::EXCH) is present, the corresponding Resulting Amount (field :19A::RESU) must bepresent in the same subsequence. If the Exchange Rate is not present then the Resulting Amount is not allowed. Thischeck applies to subsequence E3 (Error code(s): E62).

Subsequence E3if field :92B::EXCH is...

Subsequence E3then field :19A::RESU is...

Present Mandatory

Not present Not allowed

C5

The following party fields cannot appear more than once in a message (Error code(s): E84):

Subsequence E1 Subsequence E2 Sequence F

:95a::BUYR :95a::ACCW :95a::EXCH

:95a::DEAG :95a::BENM :95a::MEOR

:95a::DECU :95a::PAYE :95a::MERE

:95a::DEI1 :95a::TRRE




:95a::DEI2 :95a::INVE

:95a::DEI3 :95a::VEND

:95a::DEI4 :95a::TRAG

:95a::DEI5

:95a::DEI6

:95a::DEI7

:95a::DEI8

:95a::DEI9

:95a::PSET

:95a::REAG

:95a::RECU

:95a::REI1

:95a::REI2

:95a::REI3

:95a::REI4

:95a::REI5

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

C6

If field: 22F: :DBNM is NOT present in sequence E, then it It is mandatory to specify a delivering agent: one occur-rence of subsequence E1 Settlement Parties must contain party field :95a::DEAG (Error code(s): E91).

C7



If a qualifier from the list Deliverers is present in a subsequence E1, in a field :95a::4!c, then all the remaining quali-fiers following this qualifier in the list Deliverers (see below) must be present (Error code(s): E86).

In other words, in sequence E, the following scenarios must be validated:

If :95a::DEI9 is present in subseq E1, then :95a::DEI8 must be present in another subseq E1.If :95a::DEI8 is present in subseq E1, then :95a::DEI7 must be present in another subseq E1.If :95a::DEI7 is present in subseq E1, then :95a::DEI6 must be present in another subseq E1.If :95a::DEI6 is present in subseq E1, then :95a::DEI5 must be present in another subseq E1.If :95a::DEI5 is present in subseq E1, then :95a::DEI4 must be present in another subseq E1.If :95a::DEI4 is present in subseq E1, then :95a::DEI3 must be present in another subseq E1.If :95a::DEI3 is present in subseq E1, then :95a::DEI2 must be present in another subseq E1.If :95a::DEI2 is present in subseq E1, then :95a::DEI1 must be present in another subseq E1.If :95a::DEI1 is present in subseq E1, then :95a::DECU must be present in another subseq E1.If :95a::DECU is present in subseq E1, then :95a::SELL must be present in another subseq E1.

If a qualifier from the list Receivers is present in a subsequence E1, in a field :95a::4!c, then all the remaining quali-fiers following this qualifier in the list Receivers (see below) must be present.

In other words, in Sequence E, the following scenarios must be validated:

If :95a::REI9 is present in subseq E1, then :95a::REI8 must be present in another subseq E1.If :95a::REI8 is present in subseq E1, then :95a::REI7 must be present in another subseq E1.If :95a::REI7 is present in subseq E1, then :95a::REI6 must be present in another subseq E1.If :95a::REI6 is present in subseq E1, then :95a::REI5 must be present in another subseq E1.If :95a::REI5 is present in subseq E1, then :95a::REI4 must be present in another subseq E1.If :95a::REI4 is present in subseq E1, then :95a::REI3 must be present in another subseq E1.If :95a::REI3 is present in subseq E1, then :95a::REI2 must be present in another subseq E1.If :95a::REI2 is present in subseq E1, then :95a::REI1 must be present in another subseq E1.If :95a::REI1 is present in subseq E1, then :95a::RECU must be present in another subseq E1.If :95a::RECU is present in subseq E1, then :95a::BUYR must be present in another subseq E1.

Deliverers Receivers

DEI9 Deliverer’s Intermediary 9 REI9 Receiver’s Intermediary 9









DECU Deliverer’s Custodian RECU Receiver’s Custodian

SELL Seller (Deliverer) BUYR Buyer (Receiver)



C8

If the message is a cancellation or a reversal, ie, Function of the Message (field 23G) is CANC or RVSL, then a refer-ence to the previous message must be specified in the Linkage section, ie, field :20C::PREV must be present minimumonce in that message (Error code(s): E08).

Sequence Aif field :23G: is...

then in minimum one occurrence of subse-quence A1 field :20C::PREV is...

CANC or RVSL Mandatory (note: it does not need to be present in all occur-rences of A1)

nor CANC nor RVSL Optional

C9

In subsequence E1, if field :95a::PSET is present, then field :97a::SAFE is not allowed in the same sequence (Errorcode(s): E52).

Subsequence E1if field :95a::PSET is...

Subsequence E1then field :97a::SAFE is...

Present Not allowed within the same occurrence

Not present Optional

C10

In subsequence E1, if field :95C::PSET is present, then field :22F::STCO/[8c]/PHYS is mandatory in sequence E (Error code(s): E54).

Subsequence E1if field :95C::PSET is...

In sequence Ethen field :22F::STCO/[8c]/PHYS is...

Present Mandatory


MT 544 Usage RulesThe message may also be used to:

re-send a message (be it a confirmation, cancellation or reversal of a confirmation) sent by the account servicer tothe account owner (the sub-function of the message is DUPL)provide a third party with a copy of a message (be it a confirmation, cancellation or reversal of a confirmation)being sent by the account servicer for information (the sub-function of the message is COPY)re-send a third party a copy of a message (be it a confirmation, cancellation or reversal of a confirmation) beingsent by the account servicer for information (the sub-function of the message is CODU).

When the message is used as a cancellation, the linkage sequence must contain the reference of the original confirma-tion.



MT 544 Field Specifications

1. Field 16R: Start of Block

FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION

This field specifies the start of a block and the name of that block.

CODES

This field must contain the following code (Error code(s): T92):

GENL General Information.

2. Field 20C: Reference: Sender’s Reference

FORMAT

Option C :4!c//16x (Qualifier) (Reference)

PRESENCE

Mandatory

QUALIFIER

(Error code(s): T89)

Order M/O Qualifier R/N CR Options Qualifier Description

1 M SEME N C Sender’s Reference

DEFINITION

This qualified generic field specifies:

SEME Sender’s Reference Reference assigned by the Sender to unambiguously identify the message



NETWORK VALIDATED RULES

Reference must not start or end with a slash ’/’ and not contain two consecutive slashes ’//’ (Error code(s): T26).

3. Field 23G: Function of the Message

FORMAT

Option G 4!c[/4!c] (Function) (Subfunction)

PRESENCE

Mandatory

DEFINITION

This field identifies the function of the message.

CODES

Function must contain one of the following codes (Error code(s): T86):

CANC Cancellation This is a request to cancel a previously sent receive free confirmation.

NEWM New This is a new receive free confirmation.

RVSL Reversal This is an advice of a reversal of a previously sent receive free confirmation.

CODES

Subfunction, when present, must contain one of the following codes:

CODU Copy Duplicate This message is being sent as a copy to a party other than the accountowner/account servicer, for information purposes and the message is a dupli-cate of a message previously sent.

COPY Copy This message is being sent as a copy to a party other than the accountowner/account servicer, for information purposes.

DUPL Duplicate The message is for information/confirmation purposes. It is a duplicate of amessage previously sent.

USAGE RULES

To cancel a previously sent message, Function is CANC. The reference in the linkages sequence must contain the Sender’s reference of the message to be cancelled. A copy of at least the mandatory fields of the message to be cancelled must bepresent; optional fields need not be present for SWIFT validation.



4. Field 98a: Date/Time: Preparation Date/Time

FORMAT

Option A :4!c//8!n (Qualifier) (Date)Option C :4!c//8!n6!n (Qualifier) (Date) (Time)

PRESENCE

Optional

QUALIFIER



1 O PREP N A, C Preparation Date/Time

DEFINITION


PREP Preparation Date/Time

Date/time at which message was prepared.


Date must be a valid date expressed as YYYYMMDD (Error code(s): T50).

Time must be a valid time expressed as HHMMSS (Error code(s): T38).

5. Field 22a: Indicator

FORMAT

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

PRESENCE

Optional

QUALIFIER





1 O PREC N H Pre-Confirmation Indicator

2 O PARS N F Partial Settlement Indicator

DEFINITION


PARS Partial settlement indicator.

PREC Pre-confirmation indicator.

CODES

If Qualifier is PREC, Indicator must contain one of the following codes:

PRCA Pre-confirm Cash This message is to pre-confirm the movement of the cash pending the move-ment of securities.

PRSE Pre-confirm Securi-ties

This message is to pre-confirm the movement of the securities pending the movement of cash.

CODES

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

PAIN Partial Settlement This is a confirmation of partial settlement. Part of the transaction (a certain quantity of financial instrument) remains unsettled.

PARC Previously Partially Confirmed

This is the confirmation of a remaining part of an instruction which was previ-ously partially confirmed.


FORMAT

Option R 16c

PRESENCE

Mandatory



DEFINITION


CODES


LINK Linkages.

7. Field 22F: Indicator: Linkage Type Indicator

FORMAT

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

PRESENCE

Optional

QUALIFIER



1 O LINK N F Linkage Type Indicator

DEFINITION


LINK Linkage Type Indi-cator

When the message was executed relative to the transaction referenced in the sequence.

CODES

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

AFTE After The instruction was executed after the linked transaction.

BEFO Before The instruction was executed before the linked transaction.

INFO Information Linked for information purposes only.

WITH With The instruction was executed with the linked transaction.



USAGE RULES

If code WITH is used, it links together one or more instructions which become bound and which should be executedtogether. Even if one single instruction can not be executed, then all the other instructions should also be kept pending. Therefore the use of code WITH should be limited to combine up to 2 or 3 instructions.

8. Field 13A: Number Identification: Linked Transaction

FORMAT

Option A :4!c//3!c (Qualifier) (Number Id)

PRESENCE

Optional

QUALIFIER



1 O LINK N A Linked Transaction

DEFINITION


LINK Linked Transaction Type of transaction which is linked to this transaction.

USAGE RULES

Number Id must contain the MT number of the linked transaction.

9. Field 20C: Reference

FORMAT


PRESENCE

Mandatory



QUALIFIER



1 M POOL N C Pool Reference

or PREV N C8 C Previous Reference

or RELA N C Related Reference

or TRRF N C Deal Reference

or COMM N C Common Reference

or COLR N C Collateral Reference

DEFINITION


POOL Pool Reference Collective reference identifying a set of messages.

PREV Previous Reference Reference of the linked message which was previously sent.

RELA Related Reference Reference of the linked message which was previously received.

TRRF Deal Reference Reference assigned to the trade by the Investment Manager OR theBroker/Dealer. This reference will be used throughout the trade life cycle toaccess/update the trade details.

COMM Common Reference Unique reference agreed upon by the Investment Manager AND theBroker/Dealer to identify the trade. This reference should be passed down andup the whole life cycle of the transaction.

COLR Collateral Reference Reference identifying a collateral transaction linked to the settlement transac-tion.



10. Field 16S: End of Block

FORMAT

Option S 16c



PRESENCE

Mandatory

DEFINITION

This field specifies the end of a block and the name of that block.

CODES


LINK Linkages.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory



DEFINITION


CODES


TRADDET Trade Details.

13. Field 94B: Place: Place of Trade

FORMAT

Option B :4!c/[8c]/4!c[/30x] (Qualifier) (Data Source Scheme) (Place Code) (Narrative)

PRESENCE

Optional

QUALIFIER



1 O TRAD N B Place of Trade

DEFINITION


TRAD Place of Trade Place at which the order was traded.

CODES

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

EXCH Stock Exchange Place of trade is a stock exchange.

OTCO Over the Counter Place of trade is over the counter.

PRIM Primary market Place of trade is the primary market.

SECM Secondary market Place of trade is the secondary market.



USAGE RULES

When Place Code is OTCO, Narrative must specify the system. When Place Code is EXCH, Narrative must specify theMarket Identifier Code (MIC).

14. Field 98a: Date/Time

FORMAT

Option A :4!c//8!n (Qualifier) (Date)Option B :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Date Code)Option C :4!c//8!n6!n (Qualifier) (Date) (Time)

PRESENCE

Mandatory

QUALIFIER



1 O SETT N A, B, C Settlement Date/Time

2 O TRAD N A, B, C Trade Date/Time

3 M ESET N A, B, C Effective Settlement Date/Time

DEFINITION


ESET Effective Settlement Date/Time

Date/time on which the settlement effectively took place.

SETT Settlement Date/Time

Date/time on which the securities were to be exchanged.

TRAD Trade Date/Time Date/time on which the deal was agreed.

CODES

In option B, if Qualifier is SETT and Data Source Scheme is not present, Date Code must contain one of the following codes:

SEOP Seller’s option Settlement is to be completed at the seller’s option.

WDIS Distributed Settlement is to be done when the security is distributed.



WIDI Issued or Distributed

Settlement is to be done when the security is issued or distributed.

WISS Issued Settlement is to be done when the security is issued.

CODES

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

VARI Partial Trades.




15. Field 90a: Price: Deal Price

FORMAT

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

PRESENCE

Optional

QUALIFIER



1 O DEAL N A, B Deal Price

DEFINITION


DEAL Deal Price Deal price represented either as an actual amount (option B) or a percentage(option A).



CODES

Percentage Type Code must contain one of the following codes:

DISC Discount Price expressed as the number of percentage points below par, eg, a discountprice of 2.0% equals a price of 98 when par is 100.

PRCT Percentage Price expressed as a percentage of par.

PREM Premium Price expressed as the number of percentage points above par, eg, a premiumprice of 2.0% equals a price of 102 when par is 100.

YIEL Yield Price expressed as a yield.

CODES

Amount Type Code must contain one of the following codes:

ACTU Actual Amount Price expressed as an amount of currency per unit or per share.

DISC Discount Price expressed as a discount amount.

PREM Premium Price expressed as a premium.


The integer part of Price must contain at least one digit. A decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).

Currency Code must be a valid ISO 4217 currency code (Error code(s): T52).

USAGE RULES

The number of decimal digits in Price is not validated against the currency specified.

16. Field 99A: Number Count: Number of Days Accrued

FORMAT

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

PRESENCE

Optional

QUALIFIER





1 O DAAC N A Number of Days Accrued

DEFINITION


DAAC Number of Days Accrued

Number of days used for calculating the accrued interest amount.


When Sign is present, Number must not be zero (Error code(s): T14).

USAGE RULES

Sign must be present when Number is negative.

17. Field 35B: Identification of the Financial Instrument

FORMAT

Option B [ISIN1!e12!c][4*35x]

(Identification of Security) (Description of Security)

PRESENCE

Mandatory

DEFINITION

This field identifies the financial instrument.


At least Identification of a Security (Subfield 1) or Description of Security (Subfield 2) must be present; both may bepresent (Error code(s): T17).

ISIN is used at the beginning of Identification of Security (Subfield 1) and must be composed of uppercase letters only(Error code(s): T12).

USAGE RULES

When used in Description of Security (Subfield 2), codes must start and end with a slash ’/’.

When an ISIN identifier is not used it is strongly recommended that one of the following codes be used as the first four characters of the Description of Security (Subfield 2):

[/2!a/] The ISO two-digit country code, followed by the national scheme number.



[/TS/] Followed by the ticker symbol.

[/XX/] Bilaterally agreed or proprietary scheme which may be further identified by a code or short descrip-tion identifying the scheme used.

It is strongly recommended that the ISIN be used.


FORMAT

Option R 16c

PRESENCE

Mandatory in an optional sequence

DEFINITION


CODES


FIA Financial Instrument Attributes.

19. Field 22F: Indicator

FORMAT


PRESENCE

Optional

QUALIFIER



1 O MICO N F Method of Interest Computation

2 O FORM N F Form of Securities

3 O PFRE N F Payment Frequency




4 O PREF N F Preference to Income

5 O PAYS N F Payment Status Indicator

6 O REST N F Restrictions

6 7 O PADI N F Payment Direction Indicator

7 8 O CFRE N F Variable Rate Change Frequency

DEFINITION


FORM Form of Securities Registered or bearer form of securities.

MICO Method of Interest Computa-tion

Computation method to calculate the interest of the related financial instrument.

PAYS Payment Status Indicator Amount paid for share.

PFRE Payment Frequency Periodic or regular cycle of interest payments.

PREF Preference to Income Security status relative to claims on income and assets of company.

REST Restrictions Restrictions governing the transfer of ownership of security.

PADI Payment Direction Indicator The direction of capital repayment for asset backed securities.

CFRE Variable Rate Change Frequency

The frequency of changes to the variable rate of a fixed income instrument.

CODES

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

A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.

A006 Actual/Actual or 1/1.



A007 30E/360 or Eurobond basis.

A008 Actual/M.

A009 Actual/365L.

CODES

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

BEAR Bearer Security.

REGD Registered Security.

CODES

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

144A Persuant to 144A Unregistered security issued persuant to US legal restrictions 144A.

NRST Not Subject to Restrictions

Ownership or transfer is not subject to restrictions.

RSTR Subject to Restric-tions (not persuantto 144A)

Ownership or transfer is subject to restrictions (not persuant to 144A).

CODES

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

ORDN Ordinary/Common Ordinary/common.

PRFD Preferred Claim Security has a preferred claim upon income and assets.

CODES

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

ANNU Annual Payment Cycle.

MNTH Monthly Payment Cycle.

QUTR Quarterly Payment Cycle.

SEMI Semi Annual Payment Cycle.



WEEK Weekly Payment Cycle.

CODES

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

FULL Fully Paid.

NILL Nill Paid.

PART Partially Paid.

CODES

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

PAYD The direction of the payment is down.

PAYU The direction of the payment is up.

CODES

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

ANNU Annual payment cycle.

MNTH Monthly payment cycle.

QUTR Quarterly payment cycle.

SEMI Semi-annual payment cycle.

WEEK Weekly payment cycle.

Note: It should be noted that some of the codes available in the field 22F of the FIA sequence B1 belongto another sequence (eg: restrictions belong to the settlement details sequence). All the FIA field22F codes will be reviewed during a later Standards Release and eventually moved to another sequence.

20. Field 12a: Type of Financial Instrument



FORMAT

Option A :4!c/[8c]/30x (Qualifier) (Data Source Scheme) (Instrument Code or Description)

Option C :4!c//6!c (Qualifier) (CFI Code)Option B :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Instrument Type Code)

PRESENCE

Optional

QUALIFIER



1 O CLAS N A, C Classification Type

2 O OPST N B Option Style

3 O OPTI N B Option Type

DEFINITION


CLAS Classification Type Type of related financial instrument.

OPST Option Style If the financial instrument is an option, this field specifies the style.

OPTI Option Type If the financial instrument is an option, this field specifies the type.

CODES

If Qualifier is OPST and Data Source Scheme is not present, Instrument Type Code must contain one of the following codes:

AMER American Style.

ASIA Asian Style.

EURO European Style.



CODES

If Qualifier is OPTI and Data Source Scheme is not present, Instrument Type Code must contain one of the following codes:

CALL Call Option.

PUTO Put Option.

USAGE RULES

When option C is used, CFI code must contain a valid ISO CFI code.

To use the codes associated with the ISITC code for security type, /ASCT/, Data Source Scheme must be ISIT and Instru-ment Code or Description must contain a valid ISITC security type code.

21. Field 11A: Currency: Currency of Denomination

FORMAT

Option A :4!c//3!a (Qualifier) (Currency Code)

PRESENCE

Optional

QUALIFIER



1 O DENO N A Currency of Denomination

DEFINITION


DENO Currency of Denomination

Currency in which security was issued.





22. Field 98A: Date

FORMAT

Option A :4!c//8!n (Qualifier) (Date)

PRESENCE

Optional

QUALIFIER



1 O COUP N A Coupon Date

2 O EXPI N A Expiry Date

3 O FRNR N A Floating Rate Note Reset Date

4 O MATU N A Maturity Date

5 O ISSU N A Issue Date

6 O CALD N A Call Date

7 O CONV N A Conversion Date

8 O PUTT N A Put Date

9 O DDTE N A Dated Date

10 O FCOU N A First Coupon Date

11 O NWFC N A New Factor Date

DEFINITION


CALD Call Date Date issuer of a bond has the right to pay the remaining principal of a debt obligation prior to final maturity date.

CONV Conversion Date According to the terms of the issue, deadline by which a convertible securitymust be converted to underlying securities.

COUP Coupon Date Date of next coupon payment of an interest-bearing security.

DDTE Dated Date Date interest bearing instrument begins to accrue interest.



EXPI Expiry Date Termination date of a privilege which may be exercised, according to the termsof a securities issue.

FRNR Floating Rate NoteReset Date

According to the terms of the issue, date the interest rate of a floating rate notewill be calculated and reset.

ISSU Issue Date Date security was issued.

MATU Maturity Date Date interest bearing security becomes due and principal is paid.

PUTT Put Date Date bond holder has the right to redeem the principal amount of a bond priorto final maturity date.

FCOU First Coupon Date Date that the first interest payment is due on a fixed income instrument.

NWFC New Factor Date The date the current factor will be changed to a new factor on a mort-gage-backed/asset-backed instrument.



23. Field 92A: Rate

FORMAT

Option A :4!c//[N]15d (Qualifier) (Sign) (Rate)

PRESENCE

Optional

QUALIFIER



1 O PRFC N A Previous Factor

2 O CUFC N A Current Factor

3 O NWFC N A Next Factor

4 O INTR N A Interest Rate

5 O NXRT N A Next Interest Rate



DEFINITION


CUFC Current Factor This field identifies the current factor expressed as a decimal between 0 and 1 defining the outstanding principal of the bond (for asset or mortgage backed securities).

INTR Interest Rate 1. Ratio of the amount of interest paid during a certain period of time to the principal amount of interest bearing security.

2. Current rate of a floating rate note.

NWFC Next Factor This field identifies the new factor expressed as a decimal between 0 and 1 defining the outstanding principal of the bond (for asset or mortgage backed securities).

NXRT Next Interest Rate On a floating rate note, the interest rate applicable to the next payment period.

PRFC Previous Factor This field identifies the previous factor expressed as a decimal between 0 and 1 defining the outstanding principal of the bond (for asset or mortgage backed securities).


The integer part of Rate must contain at least one digit. A decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).

When Sign is present, Rate must not be zero (Error code(s): T14).

USAGE RULES

Sign must be present when Rate is negative.

24. Field 13a: Number Identification

FORMAT

Option A :4!c//3!c (Qualifier) (Number Id)Option B :4!c/[8c]/30x (Qualifier) (Data Source Scheme) (Number)Option K :4!c//3!c/15d (Qualifier) (Number id) (Quantity)

PRESENCE

Optional

QUALIFIER





1 O COUP N A, B Coupon Number

2 O POOL N A, B Pool Number

3 O LOTS R N A, B or K Lot Number

4 O VERN N A, B Version Number

DEFINITION


COUP Coupon Number Coupon number of the next coupon attached to the related financial instru-ment.

LOTS Lot Number Number identifying the lot of the security issue.

POOL Pool Number Number as assigned by issuer of an asset backed security (U.S.) to identify thegroup of mortgages.

VERN Version Number Version number of the option contract or tranche of the related financial instru-ment.

25. Field 17B: Flag

FORMAT

Option B :4!c//1!a (Qualifier) (Flag)

PRESENCE

Optional

QUALIFIER



1 O CONV N B Convertible Flag

2 O FRNF N B Floating Rate Note Flag

3 O COVE N B Covered Flag

4 O CALL N B Callable Flag




5 O PUTT N B Putable Flag

6 O WRTS N B Warrants Attached on Delivery Flag

7 O ODDC N B Odd Coupon Flag

DEFINITION


CALL Callable Flag Whether security is callable (issuer has the right to pay the obligation prior to maturity).

CONV Convertible Flag Whether security is convertible into a different class of security.

COVE Covered Flag In an option contract, the underlying security is held by the same account.

FRNF Floating Rate Note Flag

Whether interest rate of a bond is reset periodically.

PUTT Putable Flag Whether security is putable (issuer has the right to redeem securities prior to maturity).

WRTS Warrants Attachedon Delivery Flag

Whether the warrants on a security which has been traded cum warrants willbe attached on delivery of the traded security.

ODDC Odd Coupon Flag Whether the payment of a coupon (interest) on a bond is not according to thenormal schedule.

CODES

Flag must contain one of the following codes (Error code(s): T36)

N No.

Y Yes.

26. Field 90a: Price

FORMAT




PRESENCE

Optional

QUALIFIER



1 O INDC N A, B Indicative Price

or MRKT N A, B Market Price

2 O EXER N A, B Exercise Price

DEFINITION


EXER Exercise Price 1. 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).

2. Price at which a bond is converted, represented either as an actual amount(option B) or a percentage (option A).

3. Strike price of an option, represented either as an actual amount (optionB) or a percentage (option A).

INDC Indicative Price Estimated indicative price, represented either as an actual amount (option B) ora percentage (option A).

MRKT Market Price Current market price of securities, represented either as an actual amount(option B) or a percentage (option A).

CODES








CODES








USAGE RULES


27. Field 36B: Quantity of Financial Instrument

FORMAT

Option B :4!c//4!c/15d (Qualifier) (Quantity Type Code) (Quantity)

PRESENCE

Optional

QUALIFIER



1 O MINO N B Minimum Nominal Quantity (Minimum Nominal Value)

2 O MIEX N B Minimum Exercisable Quantity

3 O MILT N B Minimum Exercisable Multiple Quantity

4 O SIZE N B Contract Size

5 O ORGV N B Original Face Amount



DEFINITION


MIEX Minimum Exercis-able Quantity

Minimum total quantity or lot of rights/warrants that must be exercised.

MILT Minimum Exercis-able Multiple Quan-tity

Minimum multiple lot necessary to exercise warrants.

MINO Minimum Nominal Quantity (MinimumNominal Value)

Minimum nominal quantity or lot of securities that must be purchased or exer-cised.

SIZE Contract size This represents the ratio or multiply factor to convert from contracts to shares,e.g. 1 option contract could represent 10,000 shares of an equity.

ORGV Original Face Amount

Original par or face amount of an amortised instrument.

CODES

Quantity Type Code must contain one of the following codes:

AMOR Amortised Value Quantity represents the current amortised face amount of a bond, eg, a periodic reduction of a bond’s principal amount.

FAMT Face Amount Quantity expressed as the face amount of the principal of a debt instrument.

UNIT Unit Quantity expressed as a number, eg, a number of shares.

CODES

When Qualifier is ORGV Quantity Type Code must contain:



The integer part of Quantity must contain at least one digit. A decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).

28. Field 70E: Narrative: Financial Instrument Attribute Narrative



FORMAT

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

PRESENCE

Optional

QUALIFIER



1 O FIAN N E Financial Instrument Attribute Narrative

DEFINITION


FIAN Financial Instru-ment Attribute Narrative

Additional information about the financial instrument.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES






FORMAT


PRESENCE

Optional

QUALIFIER



1 O PROC N F Processing Indicator

2 O RPOR N F Reporting Indicator

3 O PRIR N F Priority Indicator

4 O BORR N F Automatic Borrowing Indicator

5 O TTCO R F Trade Transaction Condition Indicator

DEFINITION


BORR Automatic Borrow-ing Indicator

Whether automatic borrowing was needed to achieve settlement.

PRIR Priority Indicator Execution priority of the instruction.

PROC Processing Indicator Additional information relative to the processing of the trade.

RPOR Reporting Indicator Whether a trade was reported to other parties.

TTCO Trade Transaction Condition Indicator

The conditions under which the order/trade was executed.

CODES

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

CLOP Close Position The movement was to close a position.

OPEP Open position The movement was to open a position.



CODES

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

EXCH Stock Exchange The trade details were reported to a stock exchange. This stock exchange is identified in the Other Parties sequence

TRRE Trade Details Reported

The trade details were reported to a regulatory organisation. This regulatory organisation is identified in the Other Parties sequence.

CODES

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.

CODES

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

LAMI Last Resort Borrow-ing

Last resort borrowing was used to make settlement occur.

NBOR No Automatic Borrowing

No automatic borrowing took place.

YBOR Automatic Borrow-ing

Automatic borrowing took place to effect settlement.

CODES

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

BCRO Result of option when set (UK specific).

BCRP Result of repo when set (UK specific).

BCPD Place of delivery; in country of incorporation when unset (UK specific).

BCFD Form of delivery; not for foreign registration when unset (UK specific).

BCBL Board lots; not set for odd lots (UK specific).

BCBN Bad names, not set for good names (UK specific).

CBNS Trade was executed cum bonus.

CCPN Trade was executed cum coupon.

CDIV Trade was executed cum dividend.

CRTS Trade was executed cum rights.



CWAR Trade executed cum warrants.

GTDL Trade executed with guaranteed delivery.

SPCU Special cum dividend - bought after the ex date and getting a dividend.

SPEX Special ex dividend - sold before the ex date without the coupon.

XBNS Trade was executed ex bonus.

XCPN Trade was executed ex coupon.

XDIV Trade was executed ex dividend.

XRTS Trade was executed ex rights.

XWAR Trade executed ex warrants.

31. Field 70E: Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O FXIN N E FX Instructions Narrative

2 O SPRO N E Settlement Instruction Processing Narrative

DEFINITION


FXIN FX Instructions Narrative

Additional details pertaining to Forex instructions.

SPRO Settlement Instruc-tion Processing Narrative

Details of the settlement process not included within structured fields of this message.




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


FIAC Financial Instrument/Account.


FORMAT




PRESENCE

Mandatory

QUALIFIER



1 M ESTT N B Quantity of Financial Instrument Settled

2 O PSTT N B Quantity of Financial Instrument Previously Settled

3 O RSTT N B Quantity of Financial Instrument Remaining to be Settled

DEFINITION


ESTT Quantity of Finan-cial Instrument Settled

Quantity of financial instrument deposited into specified account.

PSTT Quantity of Finan-cial Instrument Previously Settled

Quantity of financial instrument previously deposited into specified account.

RSTT Quantity of Finan-cial Instrument Remaining to be Settled

Quantity of financial instrument remaining to be deposited into specified account.

CODES









35. Field 19A: Amount

FORMAT

Option A :4!c//[N]3!a15d (Qualifier) (Sign) (Currency Code) (Amount)

PRESENCE

Optional

QUALIFIER



1 O ESTT N C2, C3 A Settled Amount

2 O PSTT N A Previously Settled Amount

3 O RSTT N A Remaining Settlement Amount

DEFINITION


ESTT Settled Amount Amount effectively settled.

PSTT Previously Settled Amount

Amount previously settled.

RSTT Remaining Settle-ment Amount

Remaining amount to be settled.


The integer part of Amount must contain at least one digit. A decimal comma is mandatory and is included in the maximumlength. The number of digits following the comma must not exceed the maximum allowed for the specified currency (Errorcode(s): C03, T40, T43).


When Sign is present, Amount must not be zero (Error code(s): T14)



USAGE RULES

Sign must be present when Amount is negative.

36. Field 70D: Narrative: Denomination Choice

FORMAT

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

PRESENCE

Optional

QUALIFIER



1 O DENC N D Denomination Choice

DEFINITION


DENC Denomination Choice

Denomination of securities to be received/delivered.

37. Field 13B: Number Identification: Certificate Number

FORMAT

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

PRESENCE

Optional

QUALIFIER



1 O CERT R B Certificate Number



DEFINITION


CERT Certificate Number Certificate number of the financial instrument.

USAGE RULES

Data Source Scheme must not be used when Number is ISO 8532, Securities - Format for transmission of certificate numbers.

38. Field 97a: Account

FORMAT

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)

PRESENCE

Mandatory

QUALIFIER



1 M SAFE N A, B Safekeeping Account

2 O CASH N A Cash Account

DEFINITION


CASH Cash Account Account from/to which a payment is to be/has been made.

SAFE Safekeeping Account

Safekeeping account that holds the securities.

Account Type Code specifies the type of account needed to fully identify the account.



CODES

In option B, when Data Source Scheme is not present, Account Type Code must contain one of the following codes:

ABRD Abroad The financial instruments are held in an account abroad.

CEND Centralised The financial instruments are centralised in one location.

DVPA Cash/DVP Account is used for settlement on delivery or collect on delivery basis.

FUNG Fungibility The securities held in the account are fungible.

MARG Margin Account is used when financing is by the broker/dealer.

NFUN No Fungibility The securities held in the account are not fungible.

PHYS Physical Account is used for physical domestic safekeeping.

SHOR Short Sale Account is used for short sale orders.

39. Field 94a: Place: Place of Safekeeping

FORMAT

Option B :4!c/[8c]/4!c[/30x] (Qualifier) (Data Source Scheme) (Place) (Narrative)Option F :4!c//4!c/4!a2!a2!c[3!c] (Qualifier) (Place) (BIC/BEI)

PRESENCE

Optional

QUALIFIER



1 O SAFE N B or F Place of Safekeeping

DEFINITION


SAFE Place of Safekeep-ing

Physical place where the securities are safe-kept.



CODES

In option B, when Data Source Scheme is not present, Place must contain the following code:

SHHE Shares Held Elsewhere. Used for certain financial instruments, eg, US mutual funds, where settlementis internal only, ie, there is no external movement of securities.

CODES

In option F, Place must contain one of the following codes:

CUST Shares held at a local custodian.

ICSD Shares held at an International Central Securities Depository.

NCSD Shares held at a National Central Securities Depository.



The BIC/BEI must be a SWIFT registered address, either connected or non-connected (Error code(s): T27, T28, T29, T45).

USAGE RULES

The Place of Safekeeping functionality in the settlement instructions is only to be used for global custodians that allow theirclients to specify where the securities are to be held, eg, in an ICSD account versus an account at the local CSD.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.

42. Field 98a: Date/Time: Closing Date/Time

FORMAT


PRESENCE

Optional

QUALIFIER



1 O TERM N A, B, C Closing Date/Time

DEFINITION


TERM Closing Date/Time The closing date/time or maturity date/time of the repo transaction.



CODES

In option B, when Data Source Scheme is not present, Date Code must contain one of the following codes:

OPEN Open-dated. Date has not been established.

UKWN Unknown Date. Date is unknown by the Sender.





FORMAT


PRESENCE

Optional

QUALIFIER



1 O RERT N F Repurchase Rate Type


3 O REPT N F Repurchase Type Indicator

DEFINITION


MICO Method of Interest Computation

Computation method to calculate the interest of the related financial instru-ment.

RERT Repurchase Rate Type

Whether the rate is fixed or variable.

REPT Repurchase Type Indicator

Indicates the type of repurchase concerned by the transaction.



CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES

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

FIXE Fixed The repurchase rate is fixed.

FORF Forfeit No specific repurchase rate applies to the Repo, only a forfeit.

VARI Variable The repurchase rate is variable.

CODES

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

CADJ Swap/Substitution Relates to a repo SWAP/Substitution.

CALL Repo Call Relates to a change in the closing or maturity date.

PAIR Pair-off Relates to a repo that is part of a pair-off.

REPC Repo closure Relates to the closing leg of a repo.

REPO Repo opening Relates to the opening leg of a repo.

REPE Reverse Repo Relates to a reverse repo.

ROLP Rollover Relates to a repo rollover of a position extending the closing or maturity date.



TRPO Triparty Repo Relates to a triparty repo.


FORMAT


PRESENCE

Optional

QUALIFIER



1 O SECO N C Second Leg Reference

2 O REPO N C Repo Reference

DEFINITION


SECO Second Leg Refer-ence

Reference of the second part of the repurchase agreement.

REPO Repo Reference Repo Reference common to all the collateral pieces (one or many).



45. Field 92a: Rate

FORMAT

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



PRESENCE

Optional

QUALIFIER



1 O VASU N C Variable Rate Support

2 O REPO N A Repurchase Rate

3 O RSPR N A Repurchase Spread Rate

DEFINITION


REPO Repurchase Rate Rate to be used to recalculate the repurchase amount.

RSPR Repurchase Spread Rate

Margin over or under an index that determines the repurchase rate.

VASU Variable Rate Support

Index or support rate used together with the spread to calculate the repurchase rate.

Rate Name specifies the reference rate or basis rate on which a variable rate is based.




USAGE RULES


46. Field 99B: Number Count

FORMAT

Option B :4!c//3!n (Qualifier) (Number)



PRESENCE

Optional

QUALIFIER



1 O CADE N B Repurchase Call Delay

2 O TOCO N B Total Number of Collateral Instructions

DEFINITION


CADE Repurchase Call Delay

Minimum number of days notice you need to give your counterparty for termi-nating the repurchase agreement.

TOCO Total Number of Collateral Instruc-tions

The total number of collateral instructions which are linked together.


FORMAT


PRESENCE

Optional

QUALIFIER



1 O FORF N A Forfeit Repurchase Amount

2 O REPA N A Repurchase Amount

3 O REPP N A Repurchase Premium Amount

4 O ACRU N A Accrued Interest Amount




5 O DEAL N A Deal Amount

DEFINITION


ACRU Accrued Interest Amount

Accrued Interest Amount (for second leg).

DEAL Deal Amount Deal Amount (for second leg).

FORF Forfeit Repurchase Amount

Fixed amount which has to be paid (instead of interest) in case of a recall (or atthe closing date instead of an interest). recall.

REPA Repurchase Amount Cash amount to be settled in the second part of the repurchase agreement.

REPP RepurchasePremium Amount

Difference between the cash movement of the first part and the second part ofthe repurchase agreement.




When Sign is present, Amount must not be zero (Error code(s): T14).

USAGE RULES


48. Field 70C: Narrative: Repurchase Narrative

FORMAT

Option C :4!c//4*35x (Qualifier) (Narrative)

PRESENCE

Optional

QUALIFIER





1 O REPO N C Repurchase Narrative

DEFINITION


REPO Repurchase Narra-tive

Details of the repurchase agreement not included within structured fields in the message.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION




CODES


SETDET Settlement Details.


FORMAT


PRESENCE

Mandatory

QUALIFIER



1 O STCO R C10 F Settlement Transaction Condition

2 M SETR N F Type of Settlement Transaction

3 O TRCA N F Party Capacity Indicator

4 O STAM N F Stamp Duty Indicator

5 O RTGS N F Securities Real-Time Gross Settlement Override Indicator

6 O REGT N F Registration Override Indicator

7 O BENE N F Beneficial Ownership Override Indicator

8 O CASY N F Cash Settlement System Override Indicator

9 O DBNM N F Settlement Standing Instruction Database Indicator

10 O TCPI N F Tax Capacity Party Indicator

11 O MACL N F Market Side Indicator

12 O BLOC N F Block Trade Indicator


14 O SETS N F Settlement System Indicator



DEFINITION


SETR Type of Settlement Transaction

Type of settlement transaction contained in the settlement details of the message.

STCO Settlement Transac-tion Condition

Conditions under which the order/trade is to be settled.

TRCA Party Capacity Indi-cator

Party which has a specific role in the settlement of the transaction.

STAM Stamp Duty Indica-tor

Indicates the stamp duty type or exemption reason applicable to the settlement transaction.

RTGS SecuritiesReal-Time Gross Settlement Override Indicator

Indicates whether the settlement transaction is standing arrangement to besettled settle through an RTGS or a non RTGS system. system for securities is overridden or not.

REGT Registration Over-ride Indicator

Indicates whether the standing arrangement for registration is to be done onreceipt overridden or not.

BENE Beneficial Owner-ship Indicator

Indicates whether there is change of beneficial ownership or not.

CASY Cash SettlementSystem Indicator

Indicates what cash settlement system is instructed to be used.

DBNM Settlement Standing Instruction Database Indicator

Indicates what settlement standing instruction database is to be used to derivethe settlement parties involved in the transaction. Presence of this indicatormeans that any information contained in the settlement parties sequences of themessage (with the exception of the buyer/seller and place of settlement infor-mation) will be disregarded.

BENE Beneficial Owner-ship Override Indi-cator

Indicates whether the standing arrangement for the beneficial ownership is overridden or not.

CASY Cash SettlementSystem Override Indicator

Indicates whether the standing arrangement for the cash settlement system is overridden or not.


Indicates what settlement standing instruction database is to be used to derivethe settlement parties involved in the transaction.

TCPI Tax Capacity Party Indicator

Indicates the tax role capacity of the instructing party. Only applicable in agent- CSD or participant - ICSD communication.

MACL Market Side Indica-tor

Indicates whether an instruction is a market side or a client side transaction.

BLOC Block Trade Indica-tor

Indicates whether the settlement instruction is a block parent or children.




SETS Settlement System Indicator

Indicates whether the settlement transaction is to be settled through the defaultor the alternate settlement system.

CODES

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

CLEN Tax exempt Clean, tax-exempt, status bonds are to be settled (Japanese government bonds).

DIRT Non tax-exempt Dirty, non-tax exempt, status bonds are to be settled (Japanese government bonds).

DLWM Delivery Without Matching

The delivery instruction does not require a matching receipt instruction on theconcerned market (only for the concerned ICSD and CSD).

DRAW Drawn Settlement on drawn securities.

EXER Exercised For derivatives, an option or future which is exercised.

FRCL Free Clean Settle-ment

The delivery will be made free of payment but a clean payment order will be sent.

KNOC Knocked out For derivatives an option or future which is knocked out (expired worthless).

NPAR No Partial Settle-ment Allowed

Partial settlement is not allowed.

PART Partial Settlement Partial settlement is allowed.

PHYS Physical The securities are to be physically settled.

SPCS Split Currency Settlement

Settlement is in two different currencies.

SPDL Special Delivery Trade to be settled with special delivery.

SPST Split Settlement When cash and securities settle in different locations.

UNEX Unexposed Delivery cannot be effected until cash is received.

CODES

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

BSBC Buy Sell BackClosing Leg

The transaction relates to a buy sell back closing leg.

BSBO Buy Sell BackOpening Leg

The transaction relates to a buy sell back opening leg.



COLL Collateral The transaction relates to collateral in the form of securities.

CONV DR Conversion The settlement transaction is part of a DR conversion operation.

ISSU DR Issue The settlement transaction is part of a DR issue operation.

OWNE External Account Transfer

Account transfer involving more than one instructing party (messages sender)and/or account servicer (messages receiver).

OWNI Internal Account Transfer

Account transfer involving one instructing party (messages sender) at oneaccount servicer (messages receiver).

MKDW Mark-down Relates to the decrease of positions held by an ICSD at the common depositorydue to custody operations (repurchase, pre-release, proceed of corp. event realigned).

MKUP Mark-up Relates to the increase of positions held by an ICSD at the common depositorydue to custody operations (repurchase, pre-release, proceed of corporate event realigned).

NETT Netting The transaction relates to the netting of settlement instructions.

NSYN Non Syndicated Issue of medium and short term paper (CP, CD, MTN, notes...) under aprogram and without syndication arrangement.

PAIR Pairoff The transaction is part of a pairoff.

PLAC Placement The transaction is part of a placement.

REAL Realignement Realignment of positions between ICSD depositories.

REDI Withdrawal The transaction involves the withdrawal of specified amounts from specified sub-accounts.

REDM Redemption (Funds) Redemption of Funds (Funds Industry ONLY).

RELE Release of DRInto/From Local

The settlement transaction is part of a release (into/from local) of DR opera-tion.

REPU Repo The transaction relates to a repo or reverse repo.

RODE Return of deliverywithout matching.

Refers to the return of securities resulting from a decayed/rejected deliverywithout matching operation.

RPTO Reporting The transaction is for reporting purposes only.

SECB Securities Borrow-ing

The transaction is part of a securities borrowing operation.

SECL Securities Lending The transaction is part of a securities lending operation.

SUBS Subscription (Funds)

Subscription to funds (Funds Industry ONLY).



SYND Syndicated Issue of securities (bonds, warrants, equities...) through a syndicate of under-writers and a Lead Manager.

TRAD Trade The transaction relates to the settlement of a trade (default, most common settlement).


TURN Turnaround The transaction is part of a turnaround: the same security is bought and sold tosettle the same, to or from different brokers.

BLCH Block Trade Child The transaction is a block trade child.

BLPA Block Trade Parent The transaction is a block trade parent.






OWNE External OwnAccount Transfer

The transaction is an external account transfer.

OWNI Internal OwnAccount Transfer

The transaction is an own account transfer.











CODES

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

CUST Settling as a Custodian.

SAGE Settling as an Agent.

SPRI Settling as a Principal.

CODES

When Qualifier is STAM, the Data Source Scheme should be used to indicate the stamp duty type or exemption reason, eg,in the United Kingdom and Ireland (CRST), in South Africa (STRA), etc.

CODES

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

NRTG Settle through the non-RTGS system. If there is a standing instruction in place for settlement throughthe RTGS instruction, then this standing instruction is to be ignored.

YRTG Settle through the RTGS system. If there is a standing instruction in place for settlement through thenon-RTGS system, then this standing instruction is to be ignored.

NRTG Although the standing instruction is to settle through the RTGS system, it is for this settlementrequired to override the standing instruction, ie, settle through the non-RTGS system.

YRTG Although the standing instruction is to settle through the non-RTGS system, it is for this settlementrequired to override the standing instruction, ie, settle through the RTGS system.

CODES

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

NREG Hold the securities in street name. If there is a standing instruction in place to register on receipt, thenthis standing instruction is to be ignored.

YREG Register on receipt. If there is a standing instruction in place to hold the securities in street name, thenthis standing instruction is to be ignored.

NREG Although the standing instruction is to register on receipt, it is for this settlement required to overridethe standing instruction, ie, to hold the securities in street name.

YREG Although the standing instruction is to hold the securities in street name on receipt, it is for this settle-ment required to override the standing instruction, ie, to register the securities.



CODES

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

NBEN No Change of Beneficial Ownership (NCBO). If a standing instruction is in place for change of bene-ficial ownership (CBO), then this standing instruction is to be ignored.

YBEN Change of Beneficial Ownership (CBO). If a standing instruction is in place for no change of benefi-cial ownership (NCBO), then this standing instruction is to be ignored.

NBEN Although the standing instruction is to change the beneficial ownership, it is for this settlementrequired to override the standing instruction, ie, not to change the beneficial ownership.

YBEN Although the standing instruction is not to change the beneficial ownership, it is for this settlementrequired to override the standing instruction, ie, to change the beneficial ownership.

CODES

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

BOJS Bank of Japan System (JP)

BOKW Bank of Korea Wire

CHEC Cheque

FEYC Foreign Exchange Yen Clearing System (JP)

GBSC UK Domestic

GROS Gross settlement system

NETS Net settlement system

USCH CHIPS (US)

USFW Fedwire (US)

ZENG Zengin (domestic remittance) (JP)

CODES

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

INTE The settlement standing instruction database to be used is the receiver’s internal database.

BRKR The settlement standing instruction database to be used is the broker’s database.



VEND The settlement standing instruction database to be used is the database of the vendor identified in theother parties sequence F, party field 95a, with qualifier VEND.

CODES

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

PRIN Acting as a principal for tax liability.

AGEN Acting as an agent for tax liability.

CODES

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

MAKT The Instruction is a market side transaction.

CLNT The instruction is a client side transaction.

CODES

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

BLCH The transaction is a block trade child.

BLPA The transaction is a block trade parent.

CODES









CODES

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

NSET Settle through the default settlement system. If there is a standing instruction in place for settlementthrough the alternate settlement instruction, then this standing instruction is to be ignored.

YSET Settle through the alternate settlement system. If there is a standing instruction in place for settlementthrough the default settlement system, then this standing instruction is to be ignored.

USAGE RULES

The conditions of the use of the override codes for the qualifiers BENE, CASY, BLOC, DBNM, REGT, RTGS, SETS andSTCO must be pre-agreed between account owner and account servicer.

When the code YREG in the registration override indicator is present, additional registration details must be specified in the registration details narrative in the Settlement Parties sequence.

The cash settlement system codes are to be used only by agents directly involved in the settlement process, such as local settlement agents, CSD’s and central banks.

The use of settlement transaction type codes CONV, ISSU, REAL, RELE, NETT, NYSN, MKUP, MKDW, SYND isgoverned by the existence of a bilateral agreement.

52. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER



1 O ACRU N B Accrued Interest Flag

2 O STAM N B Stamp Duty Flag

DEFINITION


ACRU Whether the net proceeds include interest accrued on the security.



STAM Whether the net proceeds include stamp duty amount.

CODES

Flag must contain one of the following codes (Error code(s): T36):

N No.

Y Yes.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


SETPRTY Settlement Parties.

53. Field 95a: Party

FORMAT

Option C :4!c//2!a (Qualifier) (Country Code)Option P :4!c//4!a2!a2!c[3!c] (Qualifier) (BIC/BEI)Option R :4!c/8c/34x (Qualifier) (Data Source Scheme) (Proprietary Code)Option Q :4!c//4*35x (Qualifier) (Name & Address)Option S :4!c/[8c]/4!c/2!a/30x (Qualifier) (Data Source Scheme) (Type of ID) (Country

Code) (Alternate ID)



PRESENCE

Mandatory

QUALIFIER



1 M BUYR N C5, C7 P, Q, R Buyer

or DEAG N C5, C6 P, Q, R Delivering Agent

or DECU N C5, C7 P, Q, R Deliverer’s Custodian

or DEI1 N C5, C7 P, Q, R Deliverer’s Intermediary 1








or DEI9 N C5 P, Q, R Deliverer’s Intermediary 9

or PSET N C5 C, P, Q Q, R

Place of Settlement

or REAG N C5 P, Q, R Receiving Agent

or RECU N C5, C7 P, Q, R Receiver’s Custodian

or REI1 N C5, C7 P, Q, R Receiver’s Intermediary 1











or REI9 N C5 P, Q, R Receiver’s Intermediary 9

or SELL N C5, C7 P, Q, R Seller

2 O ALTE N S Alternate Identification

DEFINITION


ALTE Alternate Identification.

BUYR Buyer.

DEAG Delivering Agent.

DECU Deliverer’s Custodian.

DEI1 Deliverer’s Intermediary 1.









PSET Place of Settlement.

REAG Receiving Agent.

RECU Receiver’s Custodian.

REI1 Receiver’s Intermediary 1.











SELL Seller.

In option C, Country Code specifies in physical settlement transactions the country of settlement. This allows the custodianto direct instructions to a local agent in the country of settlement.

Alternate ID specifies an alternate identification of the party identified in the same sequence.

BIC specifies the Bank Identifier Code. BEI specifies the Business Entity Identifier.

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.

Proprietary Code specifies a local national code or market segment code identifying the party.

In option S, Country Code specifies the country for which the alternate identification is relevant.

CODES

Type of ID must contain one of the following codes:

ARNU Alien Registration Number

Alien registration number.

CCPT Passport Number Passport number.

CHTY Tax Exempt Identi-fication Number

Tax exempt identification number, i.e. charity in the UK.

CORP Corporate Identifi-cation

Name of the corporate, followed by a slash, ’/’, followed by the number of thecustomer in a corporation.

DRLC Driver’s License Number

State of issue, followed by a slash, ’/’, followed by the driver’s license number.

FIIN Foreign Investment Identity Number

Foreign Investment Identity Number (to be used when different ID than Alien Number).

TXID Tax Identification Number

Tax identification number.




Country Code must be a valid ISO country code (Error code(s): T73).


USAGE RULES

Qualifiers used to identify the parties do not specify the business role of the parties but their position in the settlement chainand the relationship which the parties have with one another.

54. Field 97a: Account: Safekeeping Account

FORMAT


(Account Number)

PRESENCE

Conditional (C9)

QUALIFIER



1 O SAFE N A, B Safekeeping Account

DEFINITION



Safekeeping account held by the party specified in this sequence.


CODES












55. Field 98a: Date/Time: Processing Date/Time

FORMAT


PRESENCE

Optional

QUALIFIER



1 O PROC N A, C Processing Date/Time

DEFINITION


PROC Processing Date/Time

Date/time at which the transaction was processed at the party specified in the sequence.




56. Field 20C: Reference: Processing Reference



FORMAT


PRESENCE

Optional

QUALIFIER



1 O PROC N C Processing Reference

DEFINITION


PROC Processing Refer-ence

Reference meaningful to the party identified in the sequence. This reference specifies the reference of the transaction at this party.



57. Field 70a: Narrative

FORMAT

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

PRESENCE

Optional

QUALIFIER



1 O DECL N E Declaration Details

2 O REGI N D Registration Details




3 O PACO N C Party Contact Narrative

4 O PART N D Party Narrative

DEFINITION


DECL Declaration Details Declaration details relative to the party within the party block.

PACO Party Contact Narrative

Narrative of the contact unit or person responsible for the transaction at theparty defined within the party block.

PART Party Narrative Additional information for the party defined within the party block.

REGI Registration Details Narrative information on the registration of securities.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES


CSHPRTY Cash Parties.


FORMAT

Option P :4!c//4!a2!a2!c[3!c] (Qualifier) (BIC/BEI)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 Q :4!c//4*35x (Qualifier) (Name & Address)

PRESENCE


QUALIFIER



1 M ACCW N C5 P, Q, R Account With Institution

or BENM N C5 P, Q, R Beneficiary of Money

or PAYE N C5 P, Q, R Paying Institution


DEFINITION




ACCW Account With Insti-tution

Identifies the institution to which the payment has been made in favour of the beneficiary of money, if different from the Sender. This may be a branch or affiliate of the Sender, or of the intermediary, or of the beneficiary institution,or an entirely different financial institution.

ALTE Alternate Identifica-tion

Alternate identification for the party specified in this sequence.

BENM Beneficiary of Money

Identifies the party credited with the payment, when payment has been made toan institution different from the Sender and identified as account with institu-tion.

PAYE Paying Institution Specifies the party from whose account the payment needs to be done.





Country Code specifies the country for which the alternate identification is relevant.

CODES




















If qualifier ACCW or PAYE is present, the BIC must not be a BEI, ie, must not be of subtype BEID, MCCO, TESP orTRCO (Error code(s): C05).

61. Field 97A: Account

FORMAT

Option A :4!c//35x (Qualifier) (Account Number)

PRESENCE

Optional

QUALIFIER




2 O CHAR N A Charges Account

3 O COMM N A Commission Account

4 O TAXE N A Tax Account

DEFINITION


CASH Cash Account The account from/to which a payment is to be/has been made and which isheld by the party specified in this sequence.

CHAR Charges Account Account to be used for charges if different from the account for payment andwhich is held by the party specified in this sequence.

COMM Commission Account

Account to be used for commission if different from the account for paymentand 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 andwhich is held by the party specified in this sequence.




FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION


DECL Declaration Details Declaration details relative to the party.






FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


AMT Amount.

65. Field 17B: Flag

FORMAT


PRESENCE

Optional



QUALIFIER





DEFINITION




CODES


N No.

Y Yes.

USAGE RULES

Flag is only to be used in a sequence E3 with settlement amount field 19A::ESTT//[N]3!a15d as it indicates whether theconcerned settlement amount includes the accrued interest and/or the stamp duty amount.


FORMAT


PRESENCE


QUALIFIER





1 M ACRU N C1 A Accrued Interest Amount

or ANTO N C1 A Net gain/loss Amount

or BOOK N C1 A Book Value

or CHAR N C1 A Charges/Fees

or COUN N C1 A Country, National Federal Tax

or DEAL N C1 A Trade Amount

or ESTT N C1, C3 A Settled Amount

or EXEC N C1 A Executing Broker’s Amount

or ISDI N C1 A Issue/Discount/Allowance

or LEVY N C1 A Payment Levy Tax

or LOCL N C1 A Local Tax

or LOCO N C1 A Local Broker’s Commission

or MARG N C1 A Margin

or OTHR N C1 A Other Amount

or POST N C1 A Postage Amount

or REGF N C1 A Regulatory Amount

or SHIP N C1 A Shipping Amount

or SPCN N C1 A Special Concessions Amount

or STAM N C1 A Stamp Duty

or STEX N C1 A Stock Exchange Tax

or TRAN N C1 A Transfer Tax

or TRAX N C1 A Transaction Tax

or VATA N C1 A Value Added Tax

or WITH N C1 A Withholding Tax

or COAX N C1 A Consumption Tax

or ACCA N C1 A Accrued Capitalisation




2 O RESU N C4 A Resulting Amount

3 O OCMT N A Original Currency and Ordered Amount

DEFINITION


ACRU Accrued Interest Amount The interest amount that has been accrued in between coupon payment periods.

ANTO Net gain/loss amount The net gain/loss amount which is paid/received when instructions are pairedoff. Netting is also done in the settlement of other financial instruments, eg, TBA’s.

BOOK Book Value The cost of all securities. This is needed for tax purposes in some countries.

CHAR Charges/Fees Charges/fees levied for the provision of services.

COUN Country, NationalFederal Tax

Country, national, or federal tax.

DEAL Trade Amount Price multiplied by quantity.


EXEC Executing Broker’s Amount

Executing broker’s commission.

ISDI Issue Discount/Allowance

Discount on a new issue or new tranche of an existing issue.

LEVY Payment Levy Tax Payment levy tax.

LOCL Local Tax Local tax.

LOCO Local Broker’s Commis-sion

Local broker’s commission.

MARG Margin Margin amount.

OCMT Original Currency andOrdered Amount

Posting/settlement amount in its original currency when conversion from/intoeuro has occurred.

OTHR Other Amount Other amount.

POST Postage Amount Postage Amount.

REGF Regulatory Amount Regulatory fees, eg, Securities and Exchange fees.

RESU Resulting Amount A cash amount resulting from a foreign exchange conversion.



SHIP Shipping Amount Shipping, including insurance, etc.

SPCN Special Concessions Amount

The amount of commission, drawdown or other reduction from or in additionto the deal price.

STAM Stamp Duty Stamp duty.

STEX Stock Exchange Tax Stock exchange tax.

TRAN Transfer Tax Transfer tax.

TRAX Transaction Tax Transaction tax.

VATA Value Added Tax Value added tax.

WITH Withholding Tax Percentage of a cash distribution that will be withheld by a tax authority.

COAX Consumption Tax Consumption Tax. It is used in the UK market.

ACCA Accrued Capitalisation Accrued Capitalisation.





USAGE RULES


67. Field 98a: Date/Time: Value Date/Time

FORMAT


PRESENCE

Optional

QUALIFIER





1 O VALU N A, C Value Date/Time

DEFINITION


VALU Value Date/Time Date/time on which the value is calculated.




68. Field 92B: Rate: Exchange Rate

FORMAT

Option B :4!c//3!a/3!a/15d (Qualifier) (First Currency Code) (Second Currency Code) (Rate)

PRESENCE

Optional

QUALIFIER



1 O EXCH N B Exchange Rate

DEFINITION


EXCH Exchange Rate Exchange rate between the amount and the resulting amount.





First Currency Code and Second Currency Code must be valid ISO 4217 currency codes (Error code(s): T52).

USAGE RULES

The order of the two currencies specified here is independent of the currencies in the amount and resulting amount fields. Therefore the exchange rate can be expressed as a reciprocal if required.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


AMT Amount.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


OTHRPRTY Other Parties.


FORMAT

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

PRESENCE


QUALIFIER



1 M EXCH N C5 P, Q, R Stock Exchange

or MEOR N C5 P, Q, R Originator of Message

or MERE N C5 P, Q, R Recipient of Message

or TRRE N C5 P, Q, R Trade Regulator




or INVE N C5 C, P, Q, R Investor

or VEND N C5 P, Q, R Vendor

or TRAG N C5 P, Q, R Triparty Agent


DEFINITION



Alternate identification for the party specified in this sequence

EXCH Stock Exchange Stock exchange.

INVE Investor Party identified as the investor.

MEOR Originator of Message

Party which originated the message if other than the sender, eg, the originatormay not have access to a network, and therefore must use a Sender to transmita message.

MERE Recipient of Message

The party which is the final destination of the message, if different from theReceiver, eg. when the message is being sent as a copy, this field may showthe original receiver.

TRRE Trade Regulator Trade regulator.

VEND Vendor Vendor of the Settlement Standing Instruction database requested to beconsulted through sequence E field :22F::DBNM//VEND.

TRAG Triparty Agent The receiver of the repo instruction.








CODES


















USAGE RULES

The qualifier INVE is to be used only when the investor cannot be a trade counterparty for legal reasons, eg, in Japan wherethe trust bank arranges the deal with the broker.

When INVE is used with option C, the country code specifies the nationality of the investor, for the settlement of certain securities (i.e. airlines, defence manufacturers) under the EU legislation.


FORMAT


PRESENCE

Optional



QUALIFIER




2 O SAFE N A Safekeeping Account

DEFINITION






FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION




Narrative of the contact unit or person responsible for the transaction at theparty defined within the party sequence.

PART Party Narrative Additional information for the party defined within the party sequence.



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION









FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 545 Receive Against Payment Confirmation



confirm the receipt of financial instruments against payment, physically or by book-entry, from a specified party (the function of the message is NEWM)cancel a confirmation of a receipt against payment previously sent by the account servicer (the function of the messageis CANC)reverse a confirmation of a receipt against payment previously sent by the account servicer (the function of themessage is RVSL).

The message is also used to pre-confirm settlement or to confirm a partial settlement of a receipt of financial instrumentsagainst payment.


MT 545 Receive Against Payment Confirmation








----->

O 22a 4!c Indicator (see qualifier descrip-tion)

H or F 5










M 20C 4!c Reference (see qualifier descrip-tion)

:4!c//16x 9


-----| End of Subsequence A1 Linkages


End of Sequence A General Information

Mandatory Sequence B Trade Details



----->

M 98a 4!c Date/Time (see qualifier descrip-tion)

A, B or C 14

-----|


O 99A DAAC Number Count Number of Days Accrued

:4!c//[N]3!n 16

M 35B Identification of the Financial Instrument

[ISIN1!e12!c][4*35x]

17



----->

O 22F 4!c Indicator (see qualifier descrip-tion)

:4!c/[8c]/4!c 19

-----|----->


(see qualifier descrip-tion)

A, C or B 20

-----|

O 11A DENO Currency Currency of Denomina-tion

:4!c//3!a 21





----->

O 98A 4!c Date (see qualifier descrip-tion)

:4!c//8!n 22

-----|----->

O 92A 4!c Rate (see qualifier descrip-tion)

:4!c//[N]15d 23

-----|----->



A, B or K A or B 24

-----|----->

O 17B 4!c Flag (see qualifier descrip-tion)

:4!c//1!a 25

-----|----->

O 90a 4!c Price (see qualifier descrip-tion)

A or B 26

-----|----->



:4!c//4!c/15d 27

-----|


:4!c//10*35x 28




:4!c/[8c]/4!c 30

-----|----->





O 70E 4!c Narrative (see qualifier descrip-tion)

:4!c//10*35x 31

-----|


End of Sequence B Trade Details----->Repetitive Mandatory Sequence C Financial Instrument/Account


----->



:4!c//4!c/15d 34

-----|----->

O 19A 4!c Amount (see qualifier descrip-tion)

:4!c//[N]3!a15d 35

-----|


----->



-----|----->

M 97a 4!c Account (see qualifier descrip-tion)

B or A 38

-----|



-----| End of Sequence C Financial Instrument/Account

Optional Sequence D Repo Details







----->


:4!c/[8c]/4!c 43

-----|----->

O 20C 4!c Reference (see qualifier descrip-tion)

:4!c//16x 44

-----|----->

O 92a 4!c Rate (see qualifier descrip-tion)

C or A 45

-----|----->

O 99B 4!c Number Count (see qualifier descrip-tion)

:4!c//3!n 46

-----|----->


:4!c//[N]3!a15d 47

-----|





----->

M 22F 4!c Indicator (see qualifier descrip-tion)

:4!c/[8c]/4!c 51

-----|

-----|----->






:4!c//1!a 52

-----|----->Repetitive Mandatory Subsequence E1 Settlement Parties


----->

M 95a 4!c Party (see qualifier descrip-tion)

C, S, P, R or Q 53 54

-----|




----->

O 70a 4!c Narrative (see qualifier descrip-tion)

E, C or D 57 58

-----|




----->


S, P, R or Q 60 61

-----|----->





O 97A 4!c Account (see qualifier descrip-tion)

:4!c//35x 61 62

-----|----->


E, C or D 62 63

-----|


-----| End of Subsequence E2 Cash Parties----->Repetitive Mandatory Subsequence E3 Amounts


----->


:4!c//1!a 65

-----|----->

M 19A 4!c Amount (see qualifier descrip-tion)

:4!c//[N]3!a15d 66

-----|








----->






C, S, P, R or Q 72

-----|----->


:4!c//35x 73

-----|----->


E, C or D 74

-----|







Subsequence E3

:19A::ACRU

:19A::ANTO

:19A::CHAR

:19A::COUN

:19A::DEAL

:19A::EXEC

:19A::ESTT

:19A::ISDI



Subsequence E3

:19A::LEVY

:19A::LOCL

:19A::LOCO

:19A::MARG

:19A::OTHR

:19A::POST

:19A::REGF

:19A::SHIP

:19A::SPCN

:19A::STAM

:19A::STEX

:19A::TRAN

:19A::TRAX

:19A::VATA

:19A::WITH

:19A::COAX

:19A::ACCA

C2

It is mandatory to specify a Settled Amount: one occurrence of subsequence E3 Amount must contain field:19A::ESTT (Error code(s): E92).

C3


C4





the sum of all occurrences of the Settled Amount (field :19A::ESTT) in sequence C must be equal to the SettledAmount (field :19A::ESTT) in subsequence E3 andthe currency code in the settled amounts (fields 19A::ESTT in (sub)sequences C and E3) must be the same for all occurrences of these fields in the message.

C5




Present Mandatory


C6



95a::BUYR :95a::ACCW :95a::EXCH







:95a::DEI5

:95a::DEI6

:95a::DEI7

:95a::DEI8

:95a::DEI9

:95a::PSET

:95a::REAG

:95a::RECU




:95a::REI1

:95a::REI2

:95a::REI3

:95a::REI4

:95a::REI5

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

C7

If field: 22F: :DBNM is NOT present in sequence E, then it It is mandatory to specify a delivering agent: one occur-rence of subsequence E1 Settlement Parties must contain party field :95a::DEAG (Error code(s): E91).

C8






If :95a::REI9 is present in subseq E1, then :95a::REI8 must be present in another subseq E1.If :95a::REI8 is present in subseq E1, then :95a::REI7 must be present in another subseq E1.If :95a::REI7 is present in subseq E1, then :95a::REI6 must be present in another subseq E1.If :95a::REI6 is present in subseq E1, then :95a::REI5 must be present in another subseq E1.If :95a::REI5 is present in subseq E1, then :95a::REI4 must be present in another subseq E1.



If :95a::REI4 is present in subseq E1, then :95a::REI3 must be present in another subseq E1.If :95a::REI3 is present in subseq E1, then :95a::REI2 must be present in another subseq E1.If :95a::REI2 is present in subseq E1, then :95a::REI1 must be present in another subseq E1.If :95a::REI1 is present in subseq E1, then :95a::RECU must be present in another subseq E1.If :95a::RECU is present in subseq E1, then :95a::BUYR must be present in another subseq E1.













C9






C10








C11




Present Mandatory







FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION




CODES




FORMAT


PRESENCE

Mandatory (C9)

QUALIFIER




DEFINITION


SEME Sender’s Reference Reference assigned by the Sender to unambiguously identify the message.




FORMAT


PRESENCE

Mandatory



DEFINITION


CODES


CANC Cancellation This is a request to cancel a previously sent receive against payment confirma-tion.

NEWM New This is a new receive against payment confirmation.

RVSL Reversal This is an advice of a reversal of a previously sent receive against payment confirmation.

CODES





USAGE RULES



FORMAT


PRESENCE

Optional



QUALIFIER




DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION






CODES





CODES




This is the confirmation of a remaining part of an instruction which was previ-ously confirmed.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages.




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION




CODES






USAGE RULES





FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER












DEFINITION











FORMAT

Option S 16c

PRESENCE

Mandatory



DEFINITION


CODES


LINK Linkages.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION




CODES




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



CODES








USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER






DEFINITION







CODES









CODES







FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





CODES






CODES








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION






USAGE RULES



FORMAT


(Identification of Security)(Description of Security)

PRESENCE

Mandatory

DEFINITION




ISIN is used at the beginning of Identification of Security (Subfield 1) and must be composed of uppercase letters only((Error code(s): T12).

USAGE RULES










FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER














DEFINITION




Computation method to calculate the interest of the related financial instrument.

PAYS Payment Status Indicator Amount paid for share.




PADI Payment Direction Indi-cator

The direction of capital repayment for asset backed securities.


The frequency of changes to the variable rate of a fixed income instru-ment.

CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.





A008 Actual/M.

A009 Actual/365L.

CODES




CODES







CODES




CODES









CODES


FULL Fully Paid.

NILL Nill Paid.


CODES




CODES











FORMAT



PRESENCE

Optional

QUALIFIER






DEFINITION





CODES



ASIA Asian Style.




CODES


CALL Call Option.

PUTO Put Option.

USAGE RULES




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION








22. Field 98A: Date

FORMAT


PRESENCE

Optional

QUALIFIER














DEFINITION


















23. Field 92A: Rate

FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION



INTR Interest Rate 1. Ratio of the amount of interest paid during a certain period of time to the principal amount of the interest bearing security;




PRFC Previous Factor This field identifies the previous factor expressed as a decimal between 0 and 1 defining the outstanding principal of the bond (for asset or mortgage backed securities)




USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION




POOL Pool Number Number as assigned by the issuer of an asset backed security (U.S.) to identifythe group of mortgages.


25. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER













DEFINITION











CODES


N No.

Y Yes.


FORMAT




PRESENCE

Optional

QUALIFIER






DEFINITION







CODES








CODES








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION











CODES





CODES








FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES






FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION


BORR Automatic Borrowing Indicator




RPOR Reporting Indicator Whether a trade was reported to other parties.

TTCO Trade Transaction Condi-tion Indicator


CODES






CODES


EXCH Stock Exchange The trade details were reported to a stock exchange. This stock exchange is identified in the Other Parties sequence.



CODES


CODES





No automatic borrowing took take place.



CODES
























FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION









FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT




PRESENCE

Mandatory

QUALIFIER






DEFINITION



Quantity of financial instrument deposited into specified account


Quantity of financial instrument previously deposited into specified account


Quantity of financial instrument remaining to be deposited into specified account

CODES










FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION













USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



USAGE RULES



FORMAT


(Account Number)

PRESENCE

Mandatory

QUALIFIER





DEFINITION








CODES











FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






CODES



CODES








USAGE RULES



FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





CODES








FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION










CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES





CODES













FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION







45. Field 92a: Rate

FORMAT




PRESENCE

Optional

QUALIFIER






DEFINITION


REPO Repurchase Rate Rate to be used to calculate the repurchase amount.









USAGE RULES



FORMAT




PRESENCE

Optional

QUALIFIER





DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER











DEFINITION











The integer part of Amount must contain at least one digit A decimal comma is mandatory and is included in the maximumlength. The number of digits following the comma must not exceed the maximum allowed for the specified currency (Errorcode(s): C03, T40, T43).



USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION





FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION




CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER



















DEFINITION










RTGS SecuritiesReal-Time Gross Settlement Over-ride Indicator







Indicates .what cash settlement system is instructed to be used.




















CODES




















CODES



























RODE Return of deliverywithout matching










CODES





CODES


CODES






CODES








CODES






CODES




CHEC Cheque


GBSC UK Domestic



USCH CHIPS (US)

USFW Fedwire (US)


CODES







CODES




CODES




CODES




CODES









CODES




USAGE RULES

The conditions of the use of the override codes for the qualifiers BENE, CASY, BLOC, DBNM, REGT, RTGS, SETS RTGS and STCO must be pre-agreed between account owner and account servicer.




52. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION






CODES


N No.

Y Yes.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT





PRESENCE

Mandatory

QUALIFIER
















Place of Settlement

or REAG N C6 P, Q, R Receiving Agent
















DEFINITION


ALTE Alternate Identification

BUYR Buyer.


























SELL Seller.







CODES




















USAGE RULES



FORMAT


(Account Number)

PRESENCE

Conditional (C10)

QUALIFIER




DEFINITION





CODES













FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION










FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION








FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES




FORMAT



PRESENCE


QUALIFIER







DEFINITION
















CODES






















FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION










FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION








FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


AMT Amount.

65. Field 17B: Flag

FORMAT


PRESENCE

Optional



QUALIFIER





DEFINITION




CODES


N No.

Y Yes.

USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER












or ISDI N C1 A Issue Discount/Allowance























DEFINITION


ACRU Accrued Interest Amount The interest amount that has been accrued in betweencoupon payment periods.

ANTO Net gain/loss amount The net gain/loss amount which is paid/received when instructions are paired off. Netting is also done in the settlement of other financial instruments, eg, TBA’s.


COUN Country, National Federal Tax Country, national, or federal tax.



EXEC Executing Broker’s Amount Executing broker’s commission.

ISDI Issue Discount/Allowance Discount on a new issue or new tranche of an existing issue.



LOCO Local Broker’s Commission Local broker’s commission.


OCMT Original Currency and Ordered Amount Posting/settlement amount in its original currency when conversion from/into euro has occurred.






SPCN Special Concessions Amount Commission, drawdown or other reduction from or in addition to the deal price.








WITH Withholding Tax Percentage of a cash distribution that will be withheld bya tax authority.







USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION




The integer part of Rate must contain at least one digit A decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).




USAGE RULES



FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


AMT Amount.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT



PRESENCE


QUALIFIER














DEFINITION







Party which originated the message if other than the Sender, eg, the originatormay not have access to a network, and therefore must use a Sender to transmita message.


Party which is the final destination of the message, if different from theReceiver, eg. when the message is being sent as a copy, this field may showthe original receiver.











CODES


















USAGE RULES




FORMAT


PRESENCE

Optional



QUALIFIER





DEFINITION


CASH Cash Account Account from/to which a payment is to be/has been made and which is held bythe party specified in this sequence.




FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION









FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 546 Deliver Free Confirmation



confirm the delivery of financial instruments free of payment, physically or by book-entry, from a specified party (the function of the message is NEWM)cancel a confirmation of a delivery free of payment previously sent by the account servicer (the function of themessage is CANC)reverse a confirmation of a delivery free of payment previously sent by the account servicer (the function of themessage is RVSL).

The message is also used to pre-confirm settlement or to confirm a partial settlement of a delivery of financial instrumentsfree of payment.


MT 546 Deliver Free Confirmation








----->

O 22a 4!c Indicator (see qualifier description) H or F 5

















----->

M 98a 4!c Date/Time (see qualifier description) A, B or C 14

-----|


O 99A DAAC Number Count Number of Days Accrued :4!c//[N]3!n 16


[ISIN1!e12!c][4*35x]

17



----->


-----|----->


(see qualifier description) A, C or B 20

-----|


:4!c//3!a 21

----->

O 98A 4!c Date (see qualifier description) :4!c//8!n 22





-----|----->


-----|----->


(see qualifier description) A, B or K A or B 24

-----|----->


-----|----->


-----|----->



-----|


:4!c//10*35x 28




-----|----->

O 70E 4!c Narrative (see qualifier description) :4!c//10*35x 31

-----|


End of Sequence B Trade Details-----> Repetitive Mandatory Sequence C Financial Instrument/Account






----->



-----|----->


-----|


----->



-----|----->

M 97a 4!c Account (see qualifier description) B or A 38

-----|






----->


-----|----->


-----|----->





O 92a 4!c Rate (see qualifier description) C or A 45

-----|----->

O 99B 4!c Number Count (see qualifier description) :4!c//3!n 46

-----|----->


-----|





----->


-----|

-----|----->


-----|-----> Repetitive Mandatory Subsequence E1 Settlement Parties


----->

M 95a 4!c Party (see qualifier description) C, S, P, R or Q 53 54

-----|








----->


-----|


-----| End of Subsequence E1 Settlement Parties-----> Repetitive Optional Subsequence E2 Cash Parties


----->

M 95a 4!c Party (see qualifier description) S, P, R or Q 60 61

-----|----->


-----|----->


-----|


-----| End of Subsequence E2 Cash Parties----->Repetitive Optional Subsequence E3 Amounts


----->






-----|----->


-----|






End of Sequence E Settlement Details-----> Repetitive Optional Sequence F Other Parties


----->

M 95a 4!c Party (see qualifier description) C, S, P, R or Q 72

-----|

----->


-----|

----->

O 70a 4!c Narrative (see qualifier description) E, C or D 74

-----|









Subsequence E3

:19A::ACRU

:19A::ANTO

:19A::BOOK

:19A::CHAR

:19A::COUN

:19A::DEAL

:19A::EXEC

:19A::ESTT

:19A::ISDI

:19A::LEVY

:19A::LOCL

:19A::LOCO

:19A::MARG

:19A::OTHR

:19A::POST

:19A::REGF

:19A::SHIP

:19A::SPCN

:19A::STAM

:19A::STEX

:19A::TRAN

:19A::TRAX

:19A::VATA



Subsequence E3

:19A::WITH

:19A::COAX

:19A::ACCA

C2


C3



the Settled Amount (field :19A::ESTT) must be present in one occurrence of subsequence E3 andthe sum of all occurrences of the Settled Amount (field :19A::ESTT) in sequence C must be equal to the SettledAmount (field :19A::ESTT) in subsequence E3 andthe currency code in the Settled Amount (fields 19A::ESTT in (sub)sequences C and E3) must be the same for all occurrences of these fields in the message.

C4

In subsequence C3, if an Exchange Rate (field :92B::EXCH) is present, the corresponding Resulting Amount (field:19A::RESU) must be present in the same subsequence. If the Exchange Rate is not present then the Resulting Amountis not allowed (Error code(s): E62).



Present Mandatory


C5



:95a::BUYR :95a::ACCW :95a::EXCH










:95a::DEI5

:95a::DEI6

:95a::DEI7

:95a::DEI8

:95a::DEI9

:95a::PSET

:95a::REAG

:95a::RECU

:95a::REI1

:95a::REI2

:95a::REI3

:95a::REI4

:95a::REI5

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

C6

If field: 22F: :DBNM is NOT present in sequence E, then it It is mandatory to specify a receiving agent: one occur-rence of subsequence E1 Settlement Parties must contain party field :95a::REAG (Error code(s): E93).

C7



C8






C9






C10




Present Mandatory




When the message is used as a cancellation, the Linkage sequence must contain the reference of the original confirma-tion.





FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION








FORMAT


PRESENCE

Mandatory

DEFINITION


CODES


CANC Cancellation This is a request to cancel a previously sent deliver free confirmation.

NEWM New This is a new deliver free confirmation.

RVSL Reversal This is an advice of a reversal of a previously sent deliver free confirmation.

CODES





USAGE RULES





FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION




CODES





CODES






FORMAT

Option R 16c

PRESENCE

Mandatory



DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION




CODES








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES



FORMAT


PRESENCE

Mandatory



QUALIFIER









DEFINITION





TRRF Deal Reference Reference assigned to the trade by the Investment Manager OR theBroker/Dealer. This reference will be used throughout the trade lifecycle to access/update the trade details.

COMM Common Reference Unique reference agreed upon by the Investment Manager AND theBroker/Dealer to identify the trade. This reference should be passeddown and up the whole life cycle of the transaction.

COLR Collateral Reference Reference identifying a collateral transaction linked to the settlement transaction.




FORMAT

Option S 16c



PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory



DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



CODES








USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER






DEFINITION







CODES









CODES







FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





CODES


DISC Discount Price expressed as the number of percentage points below par, eg a discountprice of 2.0% equals a price of 98 when par is 100.


PREM Premium Price expressed as the number of percentage points above par, eg a premiumprice of 2.0% equals a price of 102 when par is 100.


CODES






The integer part of Price must contain a least one digit. A decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).


USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION






USAGE RULES



FORMAT



PRESENCE

Mandatory

DEFINITION





USAGE RULES










FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER














DEFINITION





PAYS Payment Status Indica-tor

Amount paid for share.








CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.





A008 Actual/M.

A009 Actual/365L.

CODES




CODES







CODES




CODES









CODES


FULL Fully Paid.

NILL Nill Paid.


CODES




CODES











FORMAT

Option A :4!c/[8c]/30x (Qualifier) (Data Source Scheme) (Instrument Type or Description)


PRESENCE

Optional

QUALIFIER






DEFINITION




OPTI Option Type If the financial instrument is an option, this field specifies the type

CODES



ASIA Asian Style.




CODES


CALL Call Option.

PUTO Put Option.

USAGE RULES




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION








22. Field 98A: Date

FORMAT


PRESENCE

Optional

QUALIFIER














DEFINITION


















23. Field 92A: Rate

FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION


CUFC Current Factor Current factor expressed as a decimal between 0 and 1 defining the outstand-ing principal of the bond (for asset or mortgage backed securities).

INTR Interest Rate 1. Ratio of the amount of interest paid during a certain period of time to the principal amount of interest bearing security






The integer part of Rate must contain at least one digit . A decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).


USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION






25. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER













DEFINITION











CODES


N No.

Y Yes.


FORMAT




PRESENCE

Optional

QUALIFIER






DEFINITION







CODES








CODES








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION











CODES





CODES




The integer part of Quantity must contain a least one digit. A decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


FIAN Financial InstrumentAttribute Narrative



FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES






FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION


BORR Automatic Borrowing Indi-cator




RPOR Reporting Indicator Whether trade was reported to other parties.



CODES






CODES





CODES


CODES


LAMI Last Resort Borrowing Last resort borrowing was used to make settlement occur.

NBOR No Automatic Borrowing No automatic borrowing took place.

YBOR Automatic Borrowing Automatic borrowing took place to effect settlement.

CODES
























FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION









FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT




PRESENCE

Mandatory

QUALIFIER






DEFINITION



Quantity of financial instrument withdrawn from specified account to make the delivery.


Quantity of financial instrument previously withdrawn from specified accountto make the delivery.


Quantity of financial instrument remaining to be withdrawn from specifiedaccount to make the delivery.

CODES










FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION













USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



USAGE RULES



FORMAT


(Account Number)

PRESENCE

Mandatory

QUALIFIER





DEFINITION








CODES











FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






CODES



CODES








USAGE RULES



FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





CODES


OPEN Open-dated Date has not been established.

UKWN Unknown Date Date is unknown by the Sender.





FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION










CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES





CODES













FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION







45. Field 92a: Rate

FORMAT




PRESENCE

Optional

QUALIFIER






DEFINITION









The integer part of Rate must contain at least one digit. A decimal comma is mandatory and is included in the maximumlength. (Error code(s): T40, T43).


USAGE RULES



FORMAT




PRESENCE

Optional

QUALIFIER





DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER











DEFINITION














USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION





FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION




CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER



















DEFINITION





Conditions under which the order/trade is to be was settled.
































CODES












Partial settlement is not allowed



SHOR Short Sale Indicator Short sale indicator






CODES






CODES





CODES


CODES






CODES








CODES






CODES




CHEC Cheque


GBSC UK Domestic



USCH CHIPS (US)

USFW Fedwire (US)


CODES







CODES




CODES




CODES




CODES









CODES




USAGE RULES





52. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION






CODES


N No.

Y Yes.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT





PRESENCE

Mandatory

QUALIFIER




or DEAG N C5 P, Q, R Delivering Agent












Place of Settlement

or REAG N C5, C6 P, Q, R Receiving Agent
















DEFINITION



BUYR Buyer.


























SELL Seller.







CODES




















USAGE RULES



FORMAT


(Account Number)

PRESENCE

Conditional (C9)

QUALIFIER




DEFINITION





CODES













FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION










FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION








FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES




FORMAT



PRESENCE


QUALIFIER







DEFINITION
















CODES






















FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION










FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION








FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


AMT Amount.

65. Field 17B: Flag

FORMAT


PRESENCE

Optional



QUALIFIER





DEFINITION




CODES


N No.

Y Yes.

USAGE RULES



FORMAT


PRESENCE


QUALIFIER







or BOOK N C1 A Book Value





























DEFINITION


ACRU Accrued Interest Amount The interest amount that has been accrued in between couponpayment periods.

ANTO Net gain/loss amount The net gain/loss amount which is paid/received when instructionsare paired off. Netting is also done in the settlement of other finan-cial instruments, eg, TBA’s.

BOOK Book Value The cost of all securities. This is needed for tax purposes in some countries.


COUN Country, National Federal Tax Country, national, or federal tax.



EXEC Executing Broker’s Amount Executing broker’s commission.

ISDI Issue Discount/Allowance Discount on a new issue or new tranche of an existing issue.



LOCO Local Broker’s Commission Local broker’s commission.


OCMT Original Currency and Ordered Amount

Posting/settlement amount in its original currency when conver-sion from/into euro has occurred.








SPCN Special Concessions Amount Commission, drawdown or other reduction from or in addition tothe deal price.













USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION








USAGE RULES



FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


AMT Amount.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT



PRESENCE


QUALIFIER














DEFINITION







Party which originated the message if other than the sender. eg, the originatormay not have access to a network, and therefore must use a Sender to transmita message.


Party which is the final destination of the message, if different from theReceiver. eg. when the message is being sent as a copy, this field may showthe original receiver.











CODES


















USAGE RULES




FORMAT


PRESENCE

Optional



QUALIFIER





DEFINITION






FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION









FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 547 Deliver Against Payment Confirmation



confirm the delivery of financial instruments against payment, physically or by book-entry, from a specified party (the function of the message is NEWM)cancel a confirmation of a delivery against payment previously sent by the account servicer (the function of themessage is CANC)reverse a confirmation of a delivery against payment previously sent by the account servicer (the function of themessage is RVSL).

The message is also used to pre-confirm settlement or to confirm a partial settlement of a delivery of financial instrumentsagainst payment.


MT 547 Deliver Against Payment Confirmation








----->

O 22a 4!c Indicator (see qualifier descrip-tion)

H or F 5






M 20C 4!c Reference (see qualifier descrip-tion)

:4!c//16x 9






-----|End of Subsequence A1 Linkages





----->

M 98a 4!c Date/Time (see qualifier descrip-tion)

A, B or C 14

-----|


O 99A DAAC Number Count Number of Days Accrued

:4!c//[N]3!n 16


[ISIN1!e12!c][4*35x]

17



----->


:4!c/[8c]/4!c 19

-----| ----->



A, C or B 20

-----|


:4!c//3!a 21

----->





O 98A 4!c Date (see qualifier descrip-tion)

:4!c//8!n 22

-----|----->

O 92A 4!c Rate (see qualifier descrip-tion)

:4!c//[N]15d 23

-----|----->



A, B or K A or B 24

-----|----->


:4!c//1!a 25

-----|----->

O 90a 4!c Price (see qualifier descrip-tion)

A or B 26

-----|----->



:4!c//4!c/15d 27

-----|


:4!c//10*35x 28




:4!c/[8c]/4!c 30

-----|----->

O 70E 4!c Narrative (see qualifier descrip-tion)

:4!c//10*35x 31





-----|


End of Sequence B Trade Details----->Repetitive Mandatory Sequence C Financial Instrument/Account


----->



:4!c//4!c/15d 34

-----|----->


:4!c//[N]3!a15d 35

-----|


----->



-----|----->

M 97a 4!c Account (see qualifier descrip-tion)

B or A 38

-----|






----->






:4!c/[8c]/4!c 43

-----|----->

O 20C 4!c Reference (see qualifier descrip-tion)

:4!c//16x 44

-----|----->

O 92a 4!c Rate (see qualifier descrip-tion)

C or A 45

-----|----->

O 99B 4!c Number Count (see qualifier descrip-tion)

:4!c//3!n 46

-----|----->


:4!c//[N]3!a15d 47

-----|





----->

M 22F 4!c Indicator (see qualifier descrip-tion)

:4!c/[8c]/4!c 51

-----|

-----|----->


:4!c//1!a 52





-----|----->Repetitive Mandatory Subsequence E1 Settlement Parties


----->


C, S, P, R or Q 53 54

-----|




----->


E, C or D 57 58

-----|




----->


S, P, R or Q 60 61

-----|----->


:4!c//35x 61 62





-----|----->


E, C or D 62 63

-----|


-----| End of Subsequence E2 Cash Parties

-----> Repetitive Mandatory Subsequence E3 Amounts


----->


:4!c//1!a 65

-----|----->

M 19A 4!c Amount (see qualifier descrip-tion)

:4!c//[N]3!a15d 66

-----|








----->


C, S, P, R or Q 72





-----|----->


:4!c//35x 73

-----|----->


E, C or D 74

-----|







Subsequence E3

:19A::ACRU

:19A::ANTO

:19A::CHAR

:19A::COUN

:19A::DEAL

:19A::EXEC

:19A::ESTT

:19A::ISDI

:19A::LEVY



:19A::LOCL

:19A::LOCO

:19A::MARG

:19A::OTHR

:19A::POST

:19A::REGF

:19A::SHIP

:19A::SPCN

:19A::STAM

:19A::STEX

:19A::TRAN

:19A::TRAX

:19A::VATA

:19A::WITH

:19A::COAX

:19A::ACCA

C2

It is mandatory to specify a Settled Amount: one occurrence of subsequence E3 Amounts must contain amount field:19A::ESTT (Error code(s): E92).

C3

If sequence C Financial Instrument/Account is present once, the Settled Amount (field :19A::ESTT) must not bepresent in sequence C (Error code(s): E88).

C4



the sum of all occurrences of the Settled Amount (field :19A::ESTT) in sequence C must be equal to the SettledAmount (field :19A::ESTT) in sequence E3 andthe currency code in the settled amounts (fields 19A::ESTT in (sub)sequences C and E3) must be the same for all occurrences of these fields in the message.



C5




Present Mandatory


C6



95a::BUYR :95a::ACCW :95a::EXCH







:95a::DEI5

:95a::DEI6

:95a::DEI7

:95a::DEI8

:95a::DEI9

:95a::PSET

:95a::REAG

:95a::RECU

:95a::REI1

:95a::REI2



:95a::REI3

:95a::REI4

:95a::REI5

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

C7

If field: 22F: :DBNM is NOT present in sequence E, then it It is mandatory to specify a receiving agent: one occur-rence of subsequence E1 Settlement Parties must contain party field :95a::REAG (Error code(s): E93).

C8





In other words, in Sequence E, the following scenarios must be validated:
















C9






C10








C11




Present Mandatory



re-send a message (be it a confirmation, cancellation or reversal of a confirmation) sent by the account servicer tothe account owner (the sub-function of the message is DUPL)provide a third party with a copy of a message (be it a confirmation, cancellation or reversal of a confirmation)being sent by the account servicer for information (the sub-function of the message is COPY)re-send a third party a copy of a message (be it a confirmation, cancellation or reversal of a confirmation) beingsent by the account servicer for information (sub-function of the message is CODU).




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION






FORMAT


PRESENCE

Mandatory

DEFINITION


CODES


CANC Cancellation This is a request to cancel a previously sent deliver against payment confirma-tion.



NEWM New This is a new deliver against payment confirmation.

RVSL Reversal This is an advice of a reversal of a previously sent deliver against payment confirmation.

CODES





USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION




CODES







CODES






FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional



QUALIFIER




DEFINITION




CODES






USAGE RULES



FORMAT


PRESENCE

Optional



QUALIFIER




DEFINITION



USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER











DEFINITION











FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION



CODES






USAGE RULES



FORMAT




PRESENCE

Mandatory

QUALIFIER






DEFINITION



Date/time on which settlement effectively took place.


Date/time at which securities were to be exchanged.


CODES







CODES









FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



CODES








CODES








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION








USAGE RULES



FORMAT



PRESENCE

Mandatory

DEFINITION





USAGE RULES










FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER













DEFINITION





PAYS Payment Status Indica-tor

Amount paid for share.








CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.



CODES




CODES







CODES




CODES









CODES


FULL Fully Paid.

NILL Nill Paid.


CODES

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



CODES









FORMAT





PRESENCE

Optional

QUALIFIER






DEFINITION





CODES



ASIA Asian Style.


CODES


CALL Call Option.

PUTO Put Option.



USAGE RULES




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






22. Field 98A: Date

FORMAT


PRESENCE

Optional



QUALIFIER














DEFINITION


















23. Field 92A: Rate

FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION













USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION






25. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER












DEFINITION











CODES


N No.

Y Yes.


FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION



2. Price at which Bond is converted, represented either as an actual amount(option B) or a percentage (option A).




CODES






CODES









Currency must be a valid ISO 4217 currency code (Error code(s): T52).

USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION













CODES





CODES






FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION





FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER











DEFINITION


BORR Automatic Borrowing Indicator




RPOR Reporting Indicator Whether trade was reported to other parties.



CODES




CODES







CODES


CODES





No automatic borrowing took place.



CODES
























FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION







FORMAT

Option S 16c



PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory



QUALIFIER






DEFINITION



Quantity of financial instrument withdrawn from specified account to make the delivery.


Quantity of financial instrument previously withdrawn from specified accountto make the delivery.


Quantity of financial instrument remaining to be withdrawn from specified account.

CODES










FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION











USAGE RULES





FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





FORMAT


PRESENCE

Optional

QUALIFIER




