Standard SWIFT ISO15022<br>Vue de détail du message MT506 -

1

16R

2

28E

3

20C

Définition

This qualified generic field specifies:

RCTR	Receiver's Collateral Transaction Reference	Unique reference identifying the collateral management transaction from the Receiver's point of view.
SCTR	Sender's Collateral Transaction Reference	Unique reference identifying the collateral management transaction from the Sender's point of view.
SEME	Sender's Message Reference	Reference assigned by the Sender to unambiguously identify the message.

Format

Qualificateurs (3)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	PACO	N		C	Sender's Message Reference
2	F	OWND	N		C	Sender's Collateral Transaction Reference
3	F	NAVD	N	C2	C	Receiver's Collateral Transaction Reference

4

23G

Séquence A1 - Agreement [ obligatoire, répétitive ]

No.

Tag

Option

Nom

Statut

5

16R

6

22F

Définition

This qualified generic field specifies:

AGRE

Agreement Indicator

Specifies the underlying master agreement.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	AFCA	N		F	Agreement Indicator

Codes

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

Code

Signification du code

AFB Agreement: French Banker's Association Agreement.

BBA Agreement: British Banker's Association Agreement.

German Rahmenvertrag Agreement

ISDA Agreement: International Swaps and Derivatives Association Agreement.

No Reference: No information about the master agreement is available.

7

98A

Définition

This qualified generic field specifies:

AGRE

Agreement Date

Date on which the agreement was signed.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	AFCA	N		A	Agreement Date

8

13B

Définition

This qualified generic field specifies:

AGRE

Agreement Version Number

Number identifying the version of the agreement.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	AFCA	N		B	Agreement Version Number

9

70C

Définition

This qualified generic field specifies:

AGRE

Agreement Narrative

Provides the description of the agreement.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	AFCA	N		C	Agreement Narrative

10

16S

11

98a

Définition

This qualified generic field specifies:

PREP

Preparation Date/Time

Date/time at which the message was prepared.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	MAXP	N		A, C, E	Preparation Date/Time

12

22a

Définition

This qualified generic field specifies:

COLA

Exposure Type Indicator

Specifies the underlying business area/type of trade causing the exposure.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	CERT	N	C9	F, H	Exposure Type Indicator

Codes

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

Code

Signification du code

Bond Forward: Any securities traded out beyond 3 days which include treasury notes, JGBs and Gilts.

Central Bank Credit Operations: Exposures related to activity with central banks.

Cross Currency IRS: Cross Currency Interest Rate Swap, indicating the exchange of fixed interest payments in one currency for those in another.

CCP Collateral: Collateral covering the initial margin requirements for OTC trades cleared through a CCP.

Commodities: Commodities trades for example futures and options on gold, silver, wheat.

Credit Default Swap: Trading of credit default swap.

Cross Product: Combination of various types of trades.

Credit Support: Cash lending/borrowing; letter of Credit; signing of master agreement.

Credit Line: Opening of a credit line before trading.

Equity Option: Trading of equity option (Also known as stock options).

Equity Swap: Equity swap trades where the return of an equity is exchanged for either a fixed or a floating rate of interest.

Exotic Option: Trading of exotic option for example a non-standard option.

Exchange Traded Derivatives: Trading of exchanged traded derivatives in general (Opposite to Over the Counter (OTC)).

Fixed Income: Trading of fixed income instruments.

Forward Foreign Exchange: FX trades with a value date in the future.

Foreign Exchange: FX trades in general.

Futures: Related to futures trading activity.

Liquidity: In support of settlement via an RTGS or other clearing system.

FX Option: Trading of option on Foreign Exchange.

OTC Derivatives: Over-the-counter (OTC) Derivatives in general for example contracts which are traded and privately negotiated.

Cash Settlement: In support of any type of cash settlement.

Repurchase Agreement: In support of a repurchase agreement transaction.

Reverse Repurchase Agreement: In support of a reverse repurchase agreement transaction.

Securities Buy Sell Back: Securities buy sell back.

Single Currency IRS Exotic: Exotic single currency interest rate swap.

Single Currency IRS: Single Currency Interest Rate Swap.

Securities Cross Product: Combination of securities-related exposure types.

Short Sale: Short sale exposure.

Securities Lending and Borrowing: Securities lending and borrowing.

Secured Loan: Secured loan.

Swaption: Option on interest rate swap.

To Be Announced: To Be Announced (TBA) related collateral.

Treasury Cross Product: Combination of treasury-related exposure types.

13

95a

Définition

This qualified generic field specifies:

PTYA	Party A	Party who issued the statement or the party on whose behalf the statement is sent.
PTYB	Party B	Counterparty of party A.

In option P, Identifier Code specifies a BIC. For more details, see the Standards MT General Information.
In option R, Proprietary Code specifies a local national code or market segment code identifying the party.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	MKTC	N		P, Q, R	Party A
2	O	MKTP	N		P, Q, R	Party B

14

70C

Définition

This qualified generic field specifies:

PACO

Party Narrative

Provides additional information regarding the party, for example, the contact unit or person responsible for the transaction identified in the message.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	LIST	N		C	Party Narrative

Séquence A2 - Linkages [ facultative, répétitive ]

No.

Tag

Option

Nom

Statut

15

16R

16

13a

Définition

This qualified generic field specifies:

LINK

Linked Message

Message type number/message identifier of the message referenced in the linkage sequence.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	EXPO	N		A, B	Linked Message

17

20C

Définition

This qualified generic field specifies:

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

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	NOMI	N		C	Related Message Reference
	O	MCTD	N	C1	C	Previous Message Reference

18

16S

19

16S

Séquence B - Summary [ obligatoire, non répétitive ]

No.

Tag

Option

Nom

Statut

20

16R

21

95a

Définition

This qualified generic field specifies:

EXPP

Exposed Party

Party that is exposed to its counterparty.

In option P, Identifier Code specifies a BIC. For more details, see the Standards MT General Information.
In option R, Proprietary Code specifies a local national code or market segment code identifying the party.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	DEAL	N		P, Q, R	Exposed Party

22

19B

Définition

This qualified generic field specifies:

COVA	Value of Collateral Held	Total value of the collateral (post-haircut) held by the exposed party.
PTYB	Party B's Exposure Amount	Exposure from the counterparty's viewpoint (needed for certain types of agreements).
TCRL	Total Credit Line Amount	Applicable credit line amount.
TEXA	Total Exposure Amount	Total exposure by the exposed party.

Format

Qualificateurs (4)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	CLCI	N		B	Value of Collateral Held
2	F	PRIR	N		B	Total Exposure Amount
3	F	PRIC	N	C3	B	Total Credit Line Amount
4	F	MKTP	N		B	Party B's Exposure Amount

23

98a

Définition

This qualified generic field specifies:

RSET	Requested Settlement Date	Date on which the instructing party requests settlement of the collateral to take place.
VALC	Date/Time of Valuation of the Collateral	Date/time at which the collateral was valued.
VALE	Date/Time of Valuation of the Exposure	Date/time at which the exposure was valued.

Format

Qualificateurs (3)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	O	REGR	N	A, C	Date/Time of Valuation of the Exposure
2	O	REGO	N	A, C	Date/Time of Valuation of the Collateral
3	F	ORDR	N	A	Requested Settlement Date

Séquence B1 - Summary Details [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

24

16R

25

19B

Définition

This qualified generic field specifies:

AEXP	Adjusted Exposure Amount	Total amount of collateral required (unrounded).
CORE	Collateral Required Amount	Total amount of collateral required (rounded).
MITR	Minimum Transfer Amount	Minimum additional collateral amount required above the collateral held.
NRAD	Netted Independent Amount	Non recoverable add-on amount to the exposure.
PEVA	Previous Market Price Value	Exposure Value at Previous Valuation.
PRCV	Previous Collateral Value	Value of Collateral at Previous Valuation.
PRHA	Pre-haircut Collateral Value	Total value of posted collateral (pre-haircut) held by the taker.
RADD	Basic Amount	Recoverable add-on amount to the exposure.
ROUN	Rounding Integer Amount	Amount to which the value of the collateral collected may be rounded up.
TACR	Total Accrued Interest Amount	Sum of accrued interest.
TCHA	Total Fees/Commissions	Sum of fees/commissions.
THRS	Secured Threshold Amount	Amount of secured risk the exposed party is willing to tolerate. If the exposure is bigger than this amount, the whole exposure needs to be offset otherwise no collateral is needed.
THRU	Unsecured Threshold Amount	Amount for which the exposed party doesn't have to post collateral. The difference between the total exposure amount and this amount needs to be collateralised.
TPIN	Total Pending Collateral In	Value of incoming collateral, to be settled.
TPOU	Total Pending Collateral Out	Value of outgoing collateral, to be settled.

Format

Qualificateurs (15)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	PRMA	N	B	Secured Threshold Amount
	F	PROC	N	B	Unsecured Threshold Amount
2	F	MEOR	N	B	Pre-haircut Collateral Value
3	F	ADTX	N	B	Adjusted Exposure Amount
4	F	CINT	N	B	Collateral Required Amount
5	F	MVPF	N	B	Basic Amount
6	F	INTE	N	B	Netted Independent Amount
7	F	GRSS	N	B	Minimum Transfer Amount
8	F	OPTF	N	B	Rounding Integer Amount
9	F	MATU	N	B	Previous Collateral Value
10	F	LYDT	N	B	Previous Market Price Value
11	F	PSET	N	B	Total Pending Collateral In
12	F	PSTA	N	B	Total Pending Collateral Out
13	F	PREP	N	B	Total Accrued Interest Amount
14	F	PRFC	N	B	Total Fees/Commissions

26

16S

27

16S

28

16R

29

20C

Définition

This qualified generic field specifies:

COPC	Collateral Portfolio Code Reference	Reference assigned by the Receiver to identify the portfolio of trades that is collateralised.
CPTR	Counterparty's Deal Reference	Reference assigned by the Receiver to identify the deal.
TRRF	Deal Reference	Reference assigned by the Sender to identify the deal.

Format

Qualificateurs (3)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	QTSO	R	C	Deal Reference
2	F	CLPB	R	C	Counterparty's Deal Reference
3	F	CINS	R	C	Collateral Portfolio Code Reference

30

22a

Définition

This qualified generic field specifies:

COLA

Exposure Type Indicator

Specifies the underlying business area/type of trade causing the exposure.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	CERT	N		F, H	Exposure Type Indicator

Codes

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

Code

Signification du code

Bond Forward: Any securities traded out beyond 3 days which include treasury notes, JGBs and Gilts.

Central Bank Credit Operations: Exposures related to activity with central banks.

Cross Currency IRS: Cross Currency Interest Rate Swap, indicating the exchange of fixed interest payments in one currency for those in another.

CCP Collateral: Collateral covering the initial margin requirements for OTC trades cleared through a CCP.

Commodities: Commodities trades for example futures and options on gold, silver, wheat.

Credit Default Swap: Trading of credit default swap.

Cross Product: Combination of various types of trades.

Credit Support: Cash lending/borrowing; letter of Credit; signing of master agreement.

Credit Line: Opening of a credit line before trading.

Equity Option: Trading of equity option (Also known as stock options).

Equity Swap: Equity swap trades where the return of an equity is exchanged for either a fixed or a floating rate of interest.

Exotic Option: Trading of exotic option for example a non-standard option.

Exchange Traded Derivatives: Trading of exchanged traded derivatives in general (Opposite to Over the Counter (OTC)).

Fixed Income: Trading of fixed income instruments.

Forward Foreign Exchange: FX trades with a value date in the future.

Foreign Exchange: FX trades in general.

Futures: Related to futures trading activity.

Liquidity: In support of settlement via an RTGS or other clearing system.

FX Option: Trading of option on Foreign Exchange.

OTC Derivatives: Over-the-counter (OTC) Derivatives in general for example contracts which are traded and privately negotiated.

Cash Settlement: In support of any type of cash settlement.

Repurchase Agreement: In support of a repurchase agreement transaction.

Reverse Repurchase Agreement: In support of a reverse repurchase agreement transaction.

Securities Buy Sell Back: Securities buy sell back.

Single Currency IRS Exotic: Exotic single currency interest rate swap.

Single Currency IRS: Single Currency Interest Rate Swap.

Securities Cross Product: Combination of securities-related exposure types.

Short Sale: Short sale exposure.

Securities Lending and Borrowing: Securities lending and borrowing.

Secured Loan: Secured loan.

Swaption: Option on interest rate swap.

To Be Announced: To Be Announced (TBA) related collateral.

Treasury Cross Product: Combination of treasury-related exposure types.

31

98A

Définition

This qualified generic field specifies:

TRAD

Trade Date

Date on which the trade was executed.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	PTYB	N		A	Trade Date

32

95a

Définition

This qualified generic field specifies:

CPTA	Customer of Party A	Party on whose behalf party A is dealing.
CPTB	Customer of Party B	Party on whose behalf party B is dealing.

In option P, Identifier Code specifies a BIC. For more details, see the Standards MT General Information.
In option R, Proprietary Code specifies a local national code or market segment code identifying the party.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	CLEN	N		P, Q, R	Customer of Party A
2	F	CLPA	N		P, Q, R	Customer of Party B

33

19A

Définition

This qualified generic field specifies:

ACRU	Accrued Interest Amount	Accrued interest on the value of the trade in a trade currency.
CHAR	Fees/Commissions	Amount of money paid for the provision of financial services that cannot be categorised by another qualifier.
DEAL	Deal Amount	Principal amount of a trade.
MKTV	Market Value Amount	Total marked to market value of the trade in the reporting currency. It is the dirty price, that is, the accrued interest is included if any.
RECA	Reported Currency and Amount	Total amount of the trade in the reporting currency.

Format

Qualificateurs (5)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	O	COLA	N	A	Deal Amount
2	O	NDOM	N	A	Reported Currency and Amount
3	O	HOLD	N	A	Market Value Amount
4	F	ACOW	N	A	Accrued Interest Amount
5	F	CANC	N	A	Fees/Commissions

34

99A

Définition

This qualified generic field specifies:

DAAC

Number of Days Accrued

Number of days used for interest calculation.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	COAX	N		A	Number of Days Accrued

35

22F

Définition

This qualified generic field specifies:

MICO

Method of Interest Computation Indicator

Specifies the computation method of (accrued) interest of the financial instrument.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	GALO	N		F	Method of Interest Computation Indicator

Codes

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

Code

Signification du code

30/360 (ISDA) or 30/360 (American Basic Rule): Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February, and provided that the interest period started on a 30th or a 31st. This means that a 31st is assumed to be a 30th if the period started on a 30th or a 31st and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th). It is the most commonly used 30/360 method for US straight and convertible bonds.

30/365: Method whereby interest is calculated based on a 30-day month in a way similar to the 30/360 (basic rule) and a 365-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th).

30/Actual: Method whereby interest is calculated based on a 30-day month in a way similar to the 30/360 (basic rule) and the assumed number of days in a year in a way similar to the Actual/Actual (ICMA). Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th). The assumed number of days in a year is computed as the actual number of days in the coupon period multiplied by the number of interest payments in the year.

Actual/360: Method whereby interest is calculated based on the actual number of accrued days in the interest period and a 360-day year.

Actual/365 (Fixed): Method whereby interest is calculated based on the actual number of accrued days in the interest period and a 365-day year.

Actual/Actual (ICMA): Method whereby interest is calculated based on the actual number of accrued days and the assumed number of days in a year, that is, the actual number of days in the coupon period multiplied by the number of interest payments in the year. If the coupon period is irregular (first or last coupon), it is extended or split into quasi interest periods that have the length of a regular coupon period and the computation is operated separately on each quasi interest period and the intermediate results are summed up.

30E/360 or Eurobond basis: Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be equivalent to a 30 Feb. However, if the last day of the maturity coupon period is the last day of February, it will not be assumed to be a 30th. It is a variation of the 30/360 (ICMA) method commonly used for eurobonds. The usage of this variation is only relevant when the coupon periods are scheduled to end on the last day of the month.

Actual/Actual (ISDA): Method whereby interest is calculated based on the actual number of accrued days of the interest period that fall on a normal year, divided by 365, added to the actual number of days of the interest period that fall on a leap year, divided by 366.

Actual/365L or Actual/Actual (basic rule): Method whereby interest is calculated based on the actual number of accrued days and a 365-day year (if the coupon payment date is NOT in a leap year) or a 366-day year (if the coupon payment date is in a leap year).

Actual/Actual (AFB): Method whereby interest is calculated based on the actual number of accrued days and a 366-day year (if 29 Feb falls in the coupon period) or a 365-day year (if 29 Feb does not fall in the coupon period). If a coupon period is longer than one year, it is split by repetitively separating full year sub-periods counting backwards from the end of the coupon period (a year backwards from a 28 Feb being 29 Feb, if it exists). The first of the sub-periods starts on the start date of the accrued interest period and thus is possibly shorter than a year. Then the interest computation is operated separately on each sub-period and the intermediate results are summed up.

30/360 (ICMA) or 30/360 (basic rule): Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th). It is the most commonly used 30/360 method for non-US straight and convertible bonds issued before 01/01/1999.

30E2/360 or Eurobond basis model 2: Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for the last day of February whose day of the month value shall be adapted to the value of the first day of the interest period if the latter is higher and if the period is one of a regular schedule. This means that a 31st is assumed to be a 30th and the 28th Feb of a non-leap year is assumed to be equivalent to a 29th Feb when the first day of the interest period is a 29th, or to a 30th Feb when the first day of the interest period is a 30th or a 31st. The 29th Feb of a leap year is assumed to be equivalent to a 30th Feb when the first day of the interest period is a 30th or a 31st. Similarly, if the coupon period starts on the last day of February, it is assumed to produce only one day of interest in February as if it was starting on a 30th Feb when the end of the period is a 30th or a 31st, or two days of interest in February when the end of the period is a 29th, or 3 days of interest in February when it is the 28th Feb of a non-leap year and the end of the period is before the 29th.

30E3/360 or Eurobond basis model 3: Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be equivalent to a 30 Feb. It is a variation of the 30E/360 (or Eurobond basis) method where the last day of February is always assumed to be a 30th, even if it is the last day of the maturity coupon period.

Actual/365NL or Actual/365 No Leap: Method whereby interest is calculated based on the actual number of accrued days in the interest period, excluding any leap day from the count, and a 365-day year.

Other: Other method than A001-A014. See Narrative.

36

92a

Définition

This qualified generic field specifies:

CHAI	Currency Haircut	Haircut or valuation factor on the currency of the collateral expressed as a percentage.
EXCH	Exchange Rate	Exchange rate between the currency of the collateral and the reporting currency.
MARG	Margin	Percentage by which the collateral amount needs to be adjusted.

Format

Qualificateurs (3)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	O	DBNM	N	B	Exchange Rate
2	O	FRNR	N	A	Margin
3	O	CAMV	N	A	Currency Haircut

37

70D

Définition

This qualified generic field specifies:

EXPO

Exposure Narrative

Provides additional information regarding the transaction which could not be reported in any other field, for example, the sub-product type or underlying issuer.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	DEAL	N		D	Exposure Narrative

Séquence C1 - Securities Valuation Details [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

38

16R

39

19B

Définition

This qualified generic field specifies:

MRKT

Market Price Amount

Market Price of the valued financial instrument.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	INBR	N		B	Market Price Amount

40

35B

41

36B

Définition

This qualified generic field specifies:

SECV

Quantity of Securities Valued

The quantity of the security valued.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	PACK	N		B	Quantity of Securities Valued

Codes

Quantity Type Code must contain one of the following codes:

Code

Signification du code

Amortised Value: Quantity expressed as an amount representing the current amortised face amount of a bond, for example, a periodic reduction/increase of a bond's principal amount.

Face Amount: Quantity expressed as an amount representing the face amount, that is, the principal, of a debt instrument.

Unit Number: Quantity expressed as a number, for example, a number of shares.

42

92A

Définition

This qualified generic field specifies:

SHAI

Securities Haircut

Haircut or valuation factor on the security expressed as a percentage.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	PARL	N		A	Securities Haircut

43

16S

Séquence C2 - Treasury Valuation Details [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

44

16R

45

98A

Définition

This qualified generic field specifies:

STRT	Start Date	Date on which the deal starts or becomes effective.
TERM	Closing Date	Closing date or maturity date of the transaction.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	POST	N		A	Start Date
2	O	PRIN	N		A	Closing Date

46

19B

Définition

This qualified generic field specifies:

CCAM	Counter Amount	Counter amount.
CONM	Contingent Margin Amount	Amount of the contingent margin.
INDA	Independent Amount	Non recoverable add-on amount to the exposure at trade level.
INIM	Initial Margin Amount	Amount of the initial margin.

Format

Qualificateurs (4)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	CABF	N	B	Counter Amount
2	F	ENTF	N	B	Initial Margin Amount
3	F	CHAR	N	B	Contingent Margin Amount
4	F	ELCT	N	B	Independent Amount

47

70C

Définition

This qualified generic field specifies:

COMI

Commodity Index Narrative

Provides the description of the commodity or index traded.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	CETI	N		C	Commodity Index Narrative

48

12B

Définition

This qualified generic field specifies:

OPTI

Option Type

Specifies whether it is a call option or a put option.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	LDCR	N		B	Option Type

Codes

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

Code

Signification du code

Call Option: Call option.

Put Option: Put option.

49

90a

Définition

This qualified generic field specifies:

EXER

Exercise Price

Price at which security will be purchased/sold if warrant is exercised either as an actual amount (option B) or a percentage (option A)
Price at which a bond is converted to underlying security either as actual amount (option B) or a percentage (option A)
Strike price of an option, represented either as an actual amount (option B) or a percentage (option A)

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	DEAG	N		A, B	Exercise Price

Codes

In option A, Percentage Type Code must contain one of the following codes:

Code

Signification du code

Discount: Price expressed as the number of percentage points below par, for example, a discount price of 2.0% equals a price of 98 when par is 100.

Percentage: Price expressed as a percentage of par, as a rate.

Premium: Price expressed as the number of percentage points above par, for example, a premium price of 2.0% equals a price of 102 when par is 100.

Yield: Price expressed as a yield.

In option B, Amount Type Code must contain one of the following codes:

Code

Signification du code

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

Discount: Price expressed as a discount amount.

Premium: Price expressed as a premium.

50

16S

Séquence C3 - Repo Valuation Details [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

51

16R

52

98A

Définition

This qualified generic field specifies:

STRT	Start Date	Date on which the deal starts or becomes effective.
TERM	Closing Date/Time	Closing date or maturity date of the transaction.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	POST	N		A	Start Date
2	O	PRIN	N		A	Closing Date/Time

53

19B

Définition

This qualified generic field specifies:

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

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	LANG	N		B	Opening Cash Amount
2	F	NRAT	N		B	Repurchase Amount

54

92A

Définition

This qualified generic field specifies:

REPO

Repurchase Rate

Repurchase rate used to calculate the repurchase amount.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	NSER	N		A	Repurchase Rate

55

16S

56

16S

Séquence D - Collateral Details [ facultative, répétitive ]

No.

Tag

Option

Nom

Statut

57

16R

58

20C

Définition

This qualified generic field specifies:

COLR

Collateral Reference

Reference of the piece of valued collateral.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	CETI	N		C	Collateral Reference

59

22H

Définition

This qualified generic field specifies:

COLL

Collateral Type Indicator

Specifies the type of collateral used.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	CERT	N		H	Collateral Type Indicator

Codes

Indicator must contain one of the following codes:

Code

Signification du code

Other Collateral: Either a Bank Guarantee or Letter of Credit.

Cash Collateral: Collateral is cash.

Securities Collateral: Collateral is securities.

60

25D

Définition

This qualified generic field specifies:

SETT

Settlement Status

Provides the status of settlement of an instruction/financial instrument movement.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	PAIR	N		D	Settlement Status

Codes

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

Code

Signification du code

Pending Settlement: Collateral instruction is pending. Settlement at the instructed settlement date is still possible.

Settled: Collateral was settled.

61

19B

Définition

This qualified generic field specifies:

ACRU	Accrued Interest Amount	Accrued interest on the value of the collateral in the currency of the collateral.
CHAR	Fees/Commissions	Amount of money paid for the provision of financial services that cannot be categorised by another qualifier.
COLL	Collateral Amount	Total amount of the collateral in the collateral currency.
MKTV	Market Value Amount	Total market to market value of the collateral in the reporting currency. It is the dirty price, that is, the accrued interest is included if any.
RECA	Reported Currency and Amount	Total amount of the collateral in the reporting currency.

Format

Qualificateurs (5)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	O	CERT	N	B	Collateral Amount
2	O	NDOM	N	B	Reported Currency and Amount
3	O	HOLD	N	B	Market Value Amount
4	F	ACOW	N	B	Accrued Interest Amount
5	F	CANC	N	B	Fees/Commissions

62

99A

Définition

This qualified generic field specifies:

DAAC

Number of Days Accrued

Number of days used for interest calculation.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	COAX	N		A	Number of Days Accrued

63

22F

Définition

This qualified generic field specifies:

MICO

Method of Interest Computation Indicator

Specifies the computation method of (accrued) interest of the financial instrument.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	GALO	N		F	Method of Interest Computation Indicator