Standard SWIFT ISO15022
Vue de détail du message MT361 -
Utilisation du message MT361 
Confirms the details of a cross currency interest rate swap transaction
Scope du message MT361
This message is exchanged by or on behalf of the institutions or corporates, party A and party B, which have agreed to a cross currency interest rate swap covered by a BBAIRS (British Bankers' Association Interest Rate Swap), Deutscher Rahmenvertrag für Finanztermingeschäfte or an ISDA (International Swaps and Derivatives Association) Master Agreement.
The message also covers deals which are not part of an ISDA, Deutscher Rahmenvertrag für Finanztermingeschäfte or BBAIRS Master. In this case, party A and party B must have another bilateral agreement in place, except under AFB (Association Française de Banques) Master (until the AFB does define the interbank confirmation for cross currency swaps, the MT 361 cannot be used to confirm such transactions).
This message may also be sent by a money broker to the two parties (party A and party B) for which the broker arranged the deal.
If there are two money brokers involved in arranging a deal between party A and party B, this message is also exchanged between these money brokers.
The message may be used to:
- confirm the details of a new transaction between the parties
- correct a previously sent confirmation
- cancel a previously sent confirmation.
- report the details of a transaction to a trade repository.
Structure du message MT361
Séquence A - General information [ obligatoire, non répétitive ]
No.
Tag
Option
Nom
Statut
1
15A
New Sequence
M
2
20
Sender's Reference
M
3
21
Related Reference
M
4
22A
Type of Operation
M
5
94A
Scope of Operation
O
6
22C
Common Reference
M
7
23A
Identification of the Swap
M
8
21N
Contract Number Party A
M
9
21B
Contract Number Party B
O
10
30T
Trade Date
M
11
30V
Effective Date
M
12
30P
Termination Date
M
13
14A
Business Day Convention
O
14
32B
Party B Currency and Notional Amount
C
15
33B
Party A Currency and Notional Amount
M
16
82a
A
Party A
M
D
17
87a
A
Party B
M
D
18
83a
A
Fund or Instructing Party
O
D
J
19
17A
Collateral Agreement Indicator
O
20
77H
Type, Date, Version of the Agreement
M
21
77D
Additional Conditions
C
22
14C
Year of Definitions
M
23
72
Sender to Receiver Information
O
Séquence B - Fixed Interest Payable by Party B [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
24
15B
New Sequence
M
25
37M
Fixed Rate
C
26
37N
Details of Interest Rate
C
Séquence B1 - Interest Details [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
27
18A
Number of Repetitions
M
28
30F
Payment Date
M
29
32M
Currency, Payment Amount
C
30
17F
Period End Date Adjustment Indicator
C
31
14D
Day Count Fraction
C
32
14A
Business Day Convention
M
33
18A
Number of Repetitions
M
34
22B
Financial Centre
M
Séquence C - Floating Interest Payable by Party B [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
35
15C
New Sequence
M
36
14F
Floating Rate Option
M
37
37V
Cap Rate
O
38
37G
Floor Rate
O
39
37N
Details of Interest Rate
C
Séquence C1 - Interest Details [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
40
14J
Reset Date Specification
M
41
14G
Averaging Frequency and Method
C
42
38E
Designated Maturity
M
43
18A
Number of Repetitions
M
44
30F
Payment Date
M
45
17F
Period End Date Adjustment Indicator
M
46
14D
Day Count Fraction
M
47
14A
Business Day Convention
M
48
18A
Number of Repetitions
M
49
22B
Financial Centre
M
50
37R
Spread
C
Séquence C2 - Compounding Details [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
51
22D
Compounding Type
M
52
18A
Number of Repetitions
M
53
30X
Compounding Date
M
Séquence C3 - Interpolation for Stub Periods [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
54
38G
First Stub Period, Interpolation Period
O
55
38H
Last Stub Period, Interpolation Period
O
Séquence D - Payment Instructions for Interest Payable by Party B [ obligatoire, non répétitive ]
No.
Tag
Option
Nom
Statut
56
15D
New Sequence
M
57
53a
A
Delivery Agent
O
D
58
56a
A
Intermediary
O
D
59
86a
A
Second intermediary
C
D
60
57a
A
Receiving Agent
M
D
Séquence E - Fixed Interest Payable by Party A [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
61
15E
New Sequence
M
62
37M
Fixed Rate
C
63
37N
Details of Interest Rate
C
Séquence E1 - Interest Details [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
64
18A
Number of Repetitions
M
65
30F
Payment Date
M
66
32M
Currency, Payment Amount
C
67
17F
Period End Date Adjustment Indicator
C
68
14D
Day Count Fraction
C
69
14A
Business Day Convention
M
70
18A
Number of Repetitions
M
71
22B
Financial Centre
M
Séquence F - Floating Interest Payable by Party A [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
72
15F
New Sequence
M
73
14F
Floating Rate Option
M
74
37V
Cap Rate
O
75
37G
Floor Rate
O
76
37N
Details of Interest Rate
C
Séquence F1 - Interest Details [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
77
14J
Reset Date Specification
M
78
14G
Averaging Frequency and Method
C
79
38E
Designated Maturity
M
80
18A
Number of Repetitions
M
81
30F
Payment Date
M
82
17F
Period End Date Adjustment Indicator
M
83
14D
Day Count Fraction
M
84
14A
Business Day Convention
M
85
18A
Number of Repetitions
M
86
22B
Financial Centre
M
87
37R
Spread
C
Séquence F2 - Compounding Details [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
88
22D
Compounding Type
M
89
18A
Number of Repetitions
M
90
30X
Compounding Date
M
Séquence F3 - Interpolation for Stub Periods [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
91
38G
First Stub Period, Interpolation Period
O
92
38H
Last Stub Period, Interpolation Period
O
Séquence G - Payment Instructions for Interest Payable by Party A [ obligatoire, non répétitive ]
No.
Tag
Option
Nom
Statut
93
15G
New Sequence
M
94
53a
A
Delivery Agent
O
D
95
56a
A
Intermediary
O
D
96
86a
A
Second intermediary
C
D
97
57a
A
Receiving Agent
M
D
Séquence H - Correlation, Volatility and Variance Swaps [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
98
15H
New Sequence
M
99
18D
Number of Observation Dates
M
100
30Y
Initial Observation Date
M
101
30Z
Final Observation Date
M
102
84a
A
Calculation Agent
M
B
D
J
103
30M
Valuation Date
M
104
30S
Settlement Date
M
105
33H
Vega Notional Amount
M
106
32Q
Currency Pair
M
107
32E
Settlement Currency
M
108
14S
Settlement Rate Option/Rate Source
M
Séquence I - Amortising Schedule for Party B [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
109
15I
New Sequence
M
110
18A
Number of Repetitions
M
111
30G
Variable Notional Start and End Date
M
112
32U
Outstanding Notional Currency and Amount
M
113
14A
Business Day Convention
M
114
18A
Number of Repetitions
M
115
22B
Financial Centre
M
Séquence J - Amortising Schedule for Party A [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
116
15J
New Sequence
M
117
18A
Number of Repetitions
M
118
30G
Variable Notional Start and End Date
M
119
32U
Outstanding Notional Currency and Amount
M
120
14A
Business Day Convention
M
121
18A
Number of Repetitions
M
122
22B
Financial Centre
M
Séquence K - Exchanges of Principal Payable by Party B [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
123
15K
New Sequence
M
124
18A
Number of Repetitions
M
125
22X
Type of Exchange
M
126
30F
Payment Date
M
127
32M
Currency, Payment Amount
M
128
53a
A
Delivery Agent
O
D
129
56a
A
Intermediary
O
D
130
86a
A
Second intermediary
C
D
131
57a
A
Receiving Agent
M
D
132
14A
Business Day Convention
M
133
18A
Number of Repetitions
M
134
22B
Financial Centre
M
Séquence L - Exchanges of Principal Payable by Party A [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
135
15L
New Sequence
M
136
18A
Number of Repetitions
M
137
22X
Type of Exchange
M
138
30F
Payment Date
M
139
32M
Currency, Payment Amount
M
140
53a
A
Delivery Agent
O
D
141
56a
A
Intermediary
O
D
142
86a
A
Second intermediary
C
D
143
57a
A
Receiving Agent
M
D
144
14A
Business Day Convention
M
145
18A
Number of Repetitions
M
146
22B
Financial Centre
M
Séquence M - Additional Amounts Payable by Party B [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
147
15M
New Sequence
M
148
18A
Number of Repetitions
M
149
22E
Type of Payment
M
150
30F
Payment Date
M
151
32M
Currency, Payment Amount
M
152
14A
Business Day Convention
M
153
18A
Number of Repetitions
M
154
22B
Financial Centre
M
155
53a
A
Delivery Agent
C
D
156
56a
A
Intermediary
C
D
157
86a
A
Second intermediary
C
D
158
57a
A
Receiving Agent
M
D
Séquence N - Additional Amounts Payable by Party A [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
159
15N
New Sequence
M
160
18A
Number of Repetitions
M
161
22E
Type of Payment
M
162
30F
Payment Date
M
163
32M
Currency, Payment Amount
M
164
14A
Business Day Convention
M
165
18A
Number of Repetitions
M
166
22B
Financial Centre
M
167
53a
A
Delivery Agent
C
D
168
56a
A
Intermediary
C
D
169
86a
A
Second intermediary
C
D
170
57a
A
Receiving Agent
M
D
Séquence O - Optional General Information [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
171
15O
New Sequence
M
172
29A
Contact Information
O
173
24D
Dealing Method
O
174
88a
A
Broker Identification
C
D
175
71F
Broker's Commission
C
176
21G
Broker's Reference
O
Séquence P - Reporting Information [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
177
15P
New Sequence
M
Séquence P1 - Reporting Parties [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
178
22L
Reporting Jurisdiction
M
179
91a
A
Reporting Party
O
D
J
Séquence P1a - Unique Transaction Identifier [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
180
22M
UTI Namespace/Issuer Code
M
181
22N
Transaction Identifier
M
Séquence P1a1 - Prior Unique Transaction Identifier [ facultative, non répétitive ]
No.
Tag
Option
Nom
Statut
182
22P
PUTI Namespace/Issuer Code
M
183
22R
Prior Transaction Identifier
M
184
96a
A
Clearing Exception Party
O
D
J
185
22S
Clearing Broker Identification
O
186
22T
Cleared Product Identification
O
187
17E
Clearing Threshold Indicator
O
188
22U
Underlying Product Identifier
O
189
17H
Allocation Indicator
O
190
17P
Collateralisation Indicator
O
191
22V
Execution Venue
O
192
98D
Execution Timestamp
O
193
17W
Non Standard Flag
O
194
17Y
Financial Nature of the Counterparty Indicator
O
195
17Z
Collateral Portfolio Indicator
O
196
22Q
Collateral Portfolio Code
C
197
17L
Portfolio Compression Indicator
O
198
17M
Corporate Sector Indicator
O
199
17Q
Trade with Non-EEA Counterparty Indicator
O
200
17S
Intragroup Trade Indicator
O
201
17X
Commercial or Treasury Financing Indicator
O
202
77A
Additional Reporting Information
O