Standard SWIFT ISO15022
Vue de détail du message MT341 - Confirmation de règlement de FRA

Utilisation du message MT341

Confirms the settlement details of a forward rate agreement

Scope du message MT341

This message is exchanged by or on behalf of the institutions or corporates, party A and party B, who have agreed to a forward rate agreement (FRA).

It is used to confirm the settlement details of the forward rate agreement when the settlement rate has been fixed on the fixing date.

The message is also used for:

an amendment to a previously agreed settlement message
the cancellation of a settlement message.

It may also be used to report the agreement to a trade repository.

Structure du message MT341

Afficher seulement les champs obligatoires

Séquence A - General information [ obligatoire, non répétitive ]

No.

Tag

Option

Nom

Statut

15A

New Sequence

Définition

This field specifies the start of mandatory sequence A General Information.

Format

Option A

Empty field

Sender's Reference

Définition

This field specifies the reference assigned by the Sender to unambiguously identify the message.

Format

16x	(Reference)

Related Reference

Définition

This field contains the identification of the message to which the current message is related.

Format

16x	(Reference)

22A

Type of Operation

Définition

This field specifies the function of the message.

Format

Option A

4!c

(Function)

94A

Scope of Operation

Définition

This field specifies the role of the Sender and the Receiver of the message in the conclusion of the confirmed trade

Format

Option A

4!c

(Scope)

22C

Common Reference

Définition

This field contains a reference common to both the Sender and the Receiver.

Format

Option C

4!a2!c4!n4!a2!c

(Party Prefix 1)(Party Suffix 1)(Reference Code)(Party Prefix 2)(Party Suffix 2)

23D

Type of FRA

Définition

This field specifies the type of FRA for which the settlement is done.

Format

Option D

10a

(Type)

21N

Contract Number Party A

Définition

This field specifies the contract number of the transaction from party A's viewpoint.

Format

Option N

16x

(Contract Number)

21B

Contract Number Party B

Définition

This field specifies the contract number of the transaction from party B's viewpoint.

Format

Option B

16x

(Contract Number)

82a

Party A

Définition

This field identifies party A.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)

87a

Party A

Définition

This field identifies party B.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)

29A

Contact Information

Définition

This field specifies the name and/or telephone number of the person the Receiver may contact for any queries concerning this transaction.

Format

Option A

4*35x

(Narrative)

Sender to Receiver Information

Définition

This field specifies additional information for the Receiver and applies to the whole message.

Format

6*35x

(Narrative Structured Format)

Séquence B - Transaction Details [ obligatoire, non répétitive ]

No.

Tag

Option

Nom

Statut

15B

New Sequence

Définition

This field specifies the start of mandatory sequence B Transaction Details.

Format

Option B

Empty field

30T

Trade Date

Définition

This field specifies the date the original transaction was agreed between party A and party B.

Format

Option T

8!n

(Date)

32B

Currency, Notional Amount

Définition

This field specifies the currency and notional amount of the FRA.

Format

Option B

3!a15d

(Currency)(Amount)

30F

Effective Date

Définition

This field specifies for FRABBA FRA's, the settlement date or, for ISDA FRA's, the Effective Date of the FRA.

Format

Option F

8!n

(Date)

30P

Termination Date

Définition

This field specifies for FRABBA FRA's, the maturity date or, for ISDA FRA's, the termination date of the FRA.

Format

Option P

8!n

(Date)

37M

Fixed Rate

Définition

This field specifies for FRABBA FRA's, the contract rate or, for ISDA FRA's, the fixed rate of the FRA.

Format

Option M

[N]12d

(Sign)(Rate)

Séquence B1 - AFB and FRABBA Details [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

30V

Fixing Date

Définition

This field specifies the fixing date of the settlement rate.

Format

Option V

8!n

(Date)

38D

Contract Period

Définition

This field specifies the number of days between the settlement and the maturity date.

Format

Option D

(Period)

Séquence C - Settlement Instructions for the Settlement Amount [ obligatoire, non répétitive ]

No.

Tag

Option

Nom

Statut

15C

New Sequence

Définition

This field specifies the start of mandatory sequence C Settlement Instructions for the Settlement Amount.

Format

Option C

Empty field

37R

Settlement Rate

Définition

This field specifies the settlement rate.

Format

Option R

[N]12d

(Sign)(Rate)

34E

Settlement Currency and Amount

Définition

This field specifies the settlement currency and amount of the FRA and also in what direction the settlement is made.

Format

Option E

[N]3!a15d

(Sign)(Currency)(Amount)

53a

Delivery Agent

Définition

This field identifies the financial institution from which the payer will transfer the settlement amount.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)
Option J	5*40x	(Party Identification)

86a

Intermediary 2

Définition

This field identifies the second intermediary institution for the transfer of the settlement amount.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)
Option J	5*40x	(Party Identification)

56a

Intermediary

Définition

This field identifies the first intermediary institution for the transfer of the settlement amount.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)
Option J	5*40x	(Party Identification)

57a

Receiving Agent

Définition

This field identifies the financial institution and account where the payee will receive the settlement amount.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)
Option J	5*40x	(Party Identification)

58a

Beneficiary Institution

Définition

This field specifies the institution in favour of which the payment is made when other than one of the parties of the trade.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)
Option J	5*40x	(Party Identification)

Séquence D - Reporting Information [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

15D

New Sequence

Définition

This field specifies the start of optional sequence D Reporting Information.

Format

Option D

Empty field

Séquence D1 - Reporting Parties [ facultative, répétitive ]

No.

Tag

Option

Nom

Statut

22L

Reporting Jurisdiction

Définition

This field specifies the supervisory party to which the trade needs to be reported.

Format

Option L

35x

(Reporting Jurisdiction)

91a

Reporting Party

Définition

This field identifies the party that is responsible for reporting the trade to the trade repository.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)
Option J	5*40x	(Party Identification)

Séquence D1a - Unique Transaction Identifier [ facultative, répétitive ]

No.

Tag

Option

Nom

Statut

22M

UTI Namespace/Issuer Code

Définition

This field specifies a unique code that identifies the registered entity creating the unique transaction identifier.

Format

Option M

30x

(Namespace)

22N

Transaction Identifier

Définition

This field specifies - in combination with the namespace - the unique transaction identifier to be created at the time a transaction is first executed, shared with all registered entities and counterparties involved in the transaction, and used to track that particular transaction over its life.

Format

Option N

32x

Séquence D1a1 - Prior Unique Transaction Identifier [ facultative, répétitive ]

No.

Tag

Option

Nom

Statut

22P

PUTI Namespace/Issuer Code

Définition

This field specifies the registered entity that created the previous unique transaction identifier at the time the transaction was executed.

Format

Option P

30x

(Namespace)

22R

Prior Transaction Identifier

Définition

This field specifies - in combination with the namespace - the previous unique transaction identifier that was created at the time a transaction was executed.

Format

Option R

32x

96a

Clearing Exception Party

Définition

This field identifies the party that is exempt from a clearing obligation.

Format

Option A	[/1!a][/34x] 4!a2!a2!c[3!c]	(Party Identifier) (Identifier Code)
Option D	[/1!a][/34x] 4*35x	(Party Identifier) (Name and Address)
Option J	5*40x	(Party Identification)

22S

Clearing Broker Identification

Définition

This field specifies the identification assigned to the clearing broker. A distinction can be made between the identification for the Central Counterparty (CCP) leg and the identification for the client leg of the transaction.

Format

Option S

1!a/35x

(Side Indicator)(Identification)

22T

Cleared Product Identification

Définition

This field specifies the product identification assigned by the Central Counterparty (CCP).

Format

Option T

35x

(Identification)

17E

Clearing Threshold Indicator

Définition

This field specifies whether the contract is above or below the clearing threshold.

Format

Option E

1!a

(Indicator)

22U

Underlying Product Identifier

Définition

This field specifies the underlying product type.

Format

Option U

(Product Identifier)

17H

Allocation Indicator

Définition

This field specifies whether the trade is a post-allocation or a pre-allocation trade, or whether the trade is unallocated.

Format

Option H

1!a

(Indicator)

17P

Collateralisation Indicator

Définition

This field specifies whether the transaction is collateralised.

Format

Option P

1!a

(Indicator)

22V

Execution Venue

Définition

This field specifies the trading venue of the transaction.

Format

Option V

35x

98D

Execution Timestamp

Définition

This field specifies the date and time of the execution of the transaction in Coordinated Universal Time (UTC).

Format

Option D

8!n6!n[,3n][/[N]2!n[2!n]]

(Date)(Time)(Decimals)(UTC Indicator)

17W

Non Standard Flag

Définition

This field specifies whether the reportable transaction has one or more additional terms or provisions, other than those listed in the required real-time data fields, that materially affects the price of the reportable transaction.

Format

Option W

1!a

(Flag)

17Y

Financial Nature of the Counterparty Indicator

Définition

This indicator specifies the financial nature of the reporting counterparty.

Format

Option Y

1!a

(Indicator)

17Z

Collateral Portfolio Indicator

Définition

This indicator specifies if the collateral is posted on a portfolio basis.

Format

Option Z

1!a

(Indicator)

22Q

Collateral Portfolio Code

Définition

The field identifies the portfolio code to which the trade belongs if the collateral is posted on a portfolio basis (and not trade by trade).

Format

Option Q

10x

(Portfolio)

17L

Portfolio Compression Indicator

Définition

This field indicates if the trade results from portfolio compression.

Format

Option L

1!a

(Indicator)

17M

Corporate Sector Indicator

Définition

This field specifies the corporate sector of the counterparty.

Format

Option M

1!a

(Indicator)

17Q

Trade with Non-EEA Counterparty Indicator

Définition

This field specifies whether the counterparty has entered into a trade with a non-EEA counterparty that is not subject to the reporting obligation.

Format

Option Q

1!a

(Indicator)

17S

Intragroup Trade Indicator

Définition

To indicate if a reported trade falls under the definition of intragroup transaction, as defined by ESMA in the Technical Standards.

Format

Option S

1!a

(Indicator)

17X

Commercial or Treasury Financing Indicator

Définition

This field specifies whether the contract is objectively measurable as directly linked to the non-financial counterparty's commercial or treasury financing activity.

Format

Option X

1!a

(Indicator)

77A

Additional Reporting Information

Définition

This field specifies additional information that might be required by the regulator.

Format

Option A

20*35x

(Narrative)

◄ MT340 - Confirmation de FRA

MT350 - Avis de paiement d'intérêts sur emprunt/dépôt ►

Standard SWIFT ISO15022Vue de détail du message MT341 - Confirmation de règlement de FRA

Utilisation du message MT341

Scope du message MT341

Structure du message MT341

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Standard SWIFT ISO15022
Vue de détail du message MT341 - Confirmation de règlement de FRA