MT541 - Vue de détail du message

1

16R

2

20C

Définition

This qualified generic field specifies:

SEME

Sender's Message Reference

Reference assigned by the Sender to unambiguously identify the message.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	PACO	N		C	Sender's Message Reference

3

23G

Définition

This field identifies the function of the message.

Format

Codes

Function must contain one of the following codes:

Code

Signification du code

Cancellation Request: Message requesting the cancellation of a previously sent message.

New: New message.

Preadvice: Message preadvising a settlement instruction. It can be used for matching purposes, but is, without further notice from the account owner, not binding for execution.

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

Code

Signification du code

Copy Duplicate: Message is a copy to a party other than the account owner/account servicer, for information purposes and the message is a duplicate of a message previously sent.

Copy: Message is a copy to a party other than the account owner/account servicer, for information purposes.

Duplicate: Message is for information/confirmation purposes. It is a duplicate of a message previously sent.

Reconciliation Only: Settlement instruction is already on the market. Sent by an account owner to an account servicer or vice versa for reconciliation purposes.

4

98a

Définition

This qualified generic field specifies:

PREP

Preparation Date/Time

Date/time at which message was prepared.

Format

Qualificateur

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

5

99B

Définition

This qualified generic field specifies:

SETT	Current Settlement Instruction Number	Sequential number of the instruction in a range of linked settlement instructions.
TOSE	Total of Linked Settlement Instructions	Total number of settlement instructions that are linked together.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	PAIR	N	C3	B	Current Settlement Instruction Number
2	F	PRTL	N		B	Total of Linked Settlement Instructions

Séquence A1 - Linkages [ facultative, répétitive ]

No.

Tag

Option

Nom

Statut

6

16R

7

22F

Définition

This qualified generic field specifies:

LINK

Linkage Type Indicator

Specifies when the instruction is to be executed relative to a linked instruction.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	EXPO	N		F	Linkage Type Indicator

Codes

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

Code

Signification du code

After: Indicates that the message is to be processed after the linked message.

Before: Indicates that the message is to be processed before the linked message.

Information: Indicates that the messages are linked for information purposes only.

With: Indicates that the message is to be processed with the linked message.

8

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

9

20C

Définition

This qualified generic field specifies:

CLCI	Client's Collateral Instruction Reference	Reference assigned to the instruction by the client.
CLTR	Client's Triparty Collateral Transaction Reference	Unique reference identifying the triparty collateral management transaction from the client's point of view.
COLR	Collateral Reference	Reference assigned to a collateral transaction linked to the settlement transaction.
COMM	Common Reference	Unique reference agreed upon by the two trade counterparties to identify the trade.
CORP	Corporate Action Reference	Reference assigned by the account servicer to unambiguously identify a related corporate action event.
PCTI	Processor Transaction Identification	Identification of the transaction assigned by the processor of the instruction other than the account owner the account servicer and the market infrastructure.
POOL	Pool Reference	Collective reference identifying a set of messages.
PREA	Preadvice Message Reference	Message reference of the preadvice (:23G:PREA) previously sent.
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.
TCTR	Triparty Agent Collateral Transaction Reference	Unique reference identifying the triparty collateral management transaction from the triparty agent's point of view.
TRCI	Triparty's Collateral Instruction Reference	Reference assigned to the instruction by the triparty agent.
TRRF	Deal Reference	Reference assigned to the trade by the Investment Manager OR the Broker/Dealer. This reference will be used throughout the trade life cycle to access/update the trade details.

Format

Qualificateurs (13)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	MAIN	N		C	Pool Reference
	O	MAUP	N		C	Preadvice Message Reference
	O	MCTD	N	C8	C	Previous Message Reference
	O	NOMI	N		C	Related Message Reference
	O	QTSO	N		C	Deal Reference
	O	CETI	N		C	Common Reference
	O	CETI	N		C	Collateral Reference
	O	CITY	N		C	Corporate Action Reference
	O	CAPG	N		C	Client's Collateral Instruction Reference
	O	CASY	N		C	Client's Triparty Collateral Transaction Reference
	O	LOTS	N		C	Processor Transaction Identification
	O	QFIN	N		C	Triparty's Collateral Instruction Reference
	O	PRIC	N		C	Triparty Agent Collateral Transaction Reference

10

36B

Définition

This qualified generic field specifies:

PAIR	Quantity of Financial Instrument to be Paired-off	Quantity of financial instruments of the linked instruction to be paired-off.
TURN	Quantity of Financial Instrument to be Turned	Quantity of financial instruments of the linked instruction to be turned in a turnaround.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	LOAN	N	C13	B	Quantity of Financial Instrument to be Paired-off
	F	RDDT	N	C13	B	Quantity of Financial Instrument to be Turned

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.

11

16S

12

16S

Séquence B - Trade Details [ obligatoire, non répétitive ]

No.

Tag

Option

Nom

Statut

13

16R

14

94a

Définition

This qualified generic field specifies:

CLEA	Place of Clearing	Place at which the trade is cleared (Central Counterparty).
TRAD	Place of Trade	Place at which the order was traded, directly by the instructing party or not.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	CASH	R	C18	H, L	Place of Clearing
2	F	PTYB	R	C18	B, L	Place of Trade

Codes

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

Code

Signification du code

Stock Exchange: Place of trade is a stock exchange.

Over The Counter: Place of trade is over the counter.

Primary Market: Place of trade is the primary market.

Secondary Market: Place of trade is the secondary market.

Various: Trade was executed on various places.

15

98a

Définition

This qualified generic field specifies:

ADEL	Late Delivery Date/Time	Date/time after the settlement date specified in the trade, used for pool trades resulting from the original To Be Assigned (TBA) securities.
SETT	Settlement Date/Time	Date/time at which the financial instruments are to be delivered or received.
TRAD	Trade Date/Time	Date/time at which the trade was executed.

Format

Qualificateurs (3)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	O	PAIR	N	A, B, C	Settlement Date/Time
2	F	PTYB	N	A, B, C, E	Trade Date/Time
3	F	ADDB	N	A, C	Late Delivery Date/Time

Codes

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

Code

Signification du code

When Issued: Settlement is to be done when the security is issued.

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

Code

Signification du code

Various: Partial trades have occurred over a period of two or more days.

16

90a

Définition

This qualified generic field specifies:

DEAL

Deal Price

Price of the traded financial instrument.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	COLA	N		A, B	Deal 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.

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.

17

99A

Définition

This qualified generic field specifies:

DAAC

Number of Days Accrued

Number of days used for calculating the accrued interest amount.

Format

Qualificateur

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

18

35B

Séquence B1 - Financial Instrument Attributes [ facultative, non répétitive ]

No.

Tag

Option

Nom

Statut

19

16R

20

94B

Définition

This qualified generic field specifies:

PLIS

Place of Listing

Place where the referenced financial instrument is listed.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	MAEX	N		B	Place of Listing

Codes

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

Code

Signification du code

Stock Exchange: Place of listing is a stock exchange.

Over The Counter: Place of listing is over the counter.

21

22F

Définition

This qualified generic field specifies:

CFRE	Variable Rate Change Frequency Indicator	Specifies the frequency of change to the variable rate of an interest bearing instrument.
FORM	Form of Securities Indicator	Specifies the form of the financial instrument.
MICO	Method of Interest Computation Indicator	Specifies the computation method of (accrued) interest of the financial instrument.
PAYS	Payment Status Indicator	Specifies the status of the payment of a financial instrument at a particular time, as agreed with the issuer.
PFRE	Payment Frequency Indicator	Specifies the frequency of a payment.

Format

Qualificateurs (5)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	GALO	N	F	Method of Interest Computation Indicator
2	F	DEVI	N	F	Form of Securities Indicator
3	F	MACL	N	F	Payment Frequency Indicator
4	F	LOTO	N	F	Payment Status Indicator
5	F	CALL	N	F	Variable Rate Change Frequency Indicator

Codes

If Qualifier is MICO and 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.

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

Code

Signification du code

Bearer Security: Financial instruments are in bearer form.

Registered Security: Financial instruments are in registered form.

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

Code

Signification du code

Annual: Payment frequency is annual.

Monthly: Payment frequency is monthly.

Quarterly: Payment frequency is quarterly.

Semi-Annual: Payment frequency is semi-annual.

Weekly: Payment frequency is weekly.

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

Code

Signification du code

Fully Paid: Financial instrument is fully paid.

Nil Paid: Financial instrument is nil paid.

Partially Paid: Financial instrument is partially paid.

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

Code

Signification du code

Annual: Frequency is annual.

Monthly: Frequency is monthly.

Quarterly: Frequency is quarterly.

Semi-Annual: Frequency is semi-annual.

Weekly: Frequency is weekly.

22

12a

Définition

This qualified generic field specifies:

CLAS	Classification Type	Classification type of the financial instrument, for example, ISO Classification of Financial instrument (CFI).
OPST	Option Style	Specifies how an option can be exercised.
OPTI	Option Type	Specifies whether it is a call option or a put option.

Format

Qualificateurs (3)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	CAON	N	A, C	Classification Type
2	F	LAPD	N	B	Option Style
3	F	LDCR	N	B	Option Type

Codes

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

Code

Signification du code

American Style: Option can be exercised before or on expiry date.

European Style: Option can be exercised on expiry date only.

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

Code

Signification du code

Call Option: A right to buy a defined quantity of an asset by a certain date at an agreed price.

Put Option: A right to sell a defined quantity of an asset by a certain date at an agreed price.

23

11A

Définition

This qualified generic field specifies:

DENO

Currency of Denomination

Currency in which a financial instrument is currently denominated.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	COLL	N		A	Currency of Denomination

24

98A

Définition

This qualified generic field specifies:

CALD	Call Date	Date on which a financial instrument is called away/redeemed before its scheduled maturity date.
COUP	Coupon Date	Next payment date of an interest bearing financial instrument.
DDTE	Dated Date	Date on which an interest bearing financial instrument begins to accrue interest.
EXPI	Expiry Date	Date on which an order expires or at which a privilege or offer terminates.
FCOU	First Coupon Date	First payment date of an interest bearing financial instrument.
FRNR	Floating Rate Note Reset Date	Date on which the interest rate of an interest bearing financial instrument will be/was calculated and reset, according to the terms of the issue.
ISSU	Issue Date	Date on which the financial instrument is issued.
MATU	Maturity Date	Date on which a financial instrument becomes due and assets are to be repaid.
PUTT	Put Date	Date on which a holder of a financial instrument has the right to request redemption of the principal amount prior to its scheduled maturity date.

Format

Qualificateurs (9)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	CLBR	N	A	Coupon Date
2	F	DEAL	N	A	Expiry Date
3	F	DIRT	N	A	Floating Rate Note Reset Date
4	F	FSBN	N	A	Maturity Date
5	F	ETC2	N	A	Issue Date
6	F	BOOK	N	A	Call Date
7	F	MKTV	N	A	Put Date
8	F	COFF	N	A	Dated Date
9	F	DECL	N	A	First Coupon Date

25

92A

Définition

This qualified generic field specifies:

CUFC	Current Factor	Rate expressed as a decimal between 0 and 1 defining the outstanding principal of the financial instrument (for factored securities).
INDX	Index Factor	Public index rate used for inflation adjustment.
INTR	Interest Rate	Annual rate of a financial instrument.
NWFC	Next Factor	Rate expressed as a decimal between 0 and 1 that will be applicable as of the next factor date and defines the outstanding principal of the financial instrument (for factored securities).
NXRT	Next Interest Rate	Interest rate applicable to the next interest payment period in relation to variable rate instruments.
PRFC	Previous Factor	Rate expressed as a decimal between 0 and 1 that was applicable before the current factor and defines the outstanding principal of the financial instrument (for factored securities).
YTMR	Yield To Maturity Rate	Rate of return anticipated on a bond when held until maturity date.

Format

Qualificateurs (7)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	MEET	N	A	Previous Factor
2	F	COAL	N	A	Current Factor
3	F	INVE	N	A	Next Factor
4	F	ESTT	N	A	Interest Rate
5	F	IPRC	N	A	Next Interest Rate
6	F	EMAI	N	A	Index Factor
7	F	REPP	N	A	Yield To Maturity Rate

26

13a

Définition

This qualified generic field specifies:

COUP	Coupon Number	Number of the next coupon attached/associated with a security.
POOL	Pool Number	Number identifying a group of underlying assets assigned by the issuer of a factored security.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	CLBR	N		A, B	Coupon Number
2	F	MAIN	N		B	Pool Number

27

17B

Définition

This qualified generic field specifies:

CALL	Callable Flag	Indicates whether the issuer has the right to repay the financial instrument prior to maturity.
FRNF	Floating Rate Note Flag	Indicates whether the interest rate of an interest bearing instrument is reset periodically.
PUTT	Putable Flag	Indicates whether the holder has the right to ask for redemption of the financial instrument prior to final maturity.

Format

Qualificateurs (3)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	DFON	N	B	Floating Rate Note Flag
2	F	BORD	N	B	Callable Flag
3	F	MKTV	N	B	Putable Flag

Codes

Flag must contain one of the following codes:

Code

Signification du code

No

Yes

28

90a

Définition

This qualified generic field specifies:

EXER	Exercise Price	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). Price at which a bond is converted, represented either as an 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).
INDC	Indicative Price	Estimated price, for example, for valuation purposes.
MRKT	Market Price	Last reported/known price of a financial instrument in a market.

Format

Qualificateurs (3)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	ELIG	N	A, B	Indicative Price
	F	INBR	N	A, B	Market Price
2	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.

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.

29

36B

Définition

This qualified generic field specifies:

MINO	Minimum Nominal Quantity	Minimum nominal quantity of financial instrument.
SIZE	Contract Size	Ratio or multiplying factor used to convert one contract into a financial instrument quantity.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	GETS	N		B	Minimum Nominal Quantity
2	F	PAYE	N		B	Contract Size

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.

30

35B

31

70E

Définition

This qualified generic field specifies:

FIAN

Financial Instrument Attribute Narrative

Provides additional information about the financial instrument in narrative form.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	DECU	N		E	Financial Instrument Attribute Narrative

32

16S

33

22F

Définition

This qualified generic field specifies:

BORR	Automatic Borrowing Indicator	Specifies the condition for automatic borrowing.
INCA	Investor Capacity Indicator	Role of the investor in the transaction.
PRIC	Type of Price Indicator	Specifies the type of transaction price.
PRIR	Priority Indicator	Specifies the execution priority of the instruction.
PROC	Processing Indicator	Specifies additional information relative to the processing of the trade.
RPOR	Reporting Indicator	Indicates information with regards to reporting.
TRCA	Party Capacity Indicator	Specifies the role of the party in the transaction.
TTCO	Trade Transaction Condition Indicator	Specifies the conditions under which the order/trade was executed.

Format

Qualificateurs (8)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	MET3	N	F	Processing Indicator
2	F	OPTI	R	F	Reporting Indicator
3	F	MET2	N	F	Priority Indicator
4	F	BIDI	N	F	Automatic Borrowing Indicator
5	F	RCTR	R	F	Trade Transaction Condition Indicator
6	F	ECPD	N	F	Investor Capacity Indicator
7	F	QAGE	N	F	Party Capacity Indicator
8	F	MEOR	N	F	Type of Price Indicator

Codes

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

Code

Signification du code

Close Position: Trade is to close a position.

Open Position: Trade is to open a position.

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

Code

Signification du code

Deferred Report: The report is deferred, for example, because the order was executed in partial fills.

Stock Exchange: Trade details are to be reported to a stock exchange. This stock exchange is identified in the Other Parties sequence.

Trade Details Reported: Trade details are to be reported to a regulatory organisation. This regulatory organisation is identified in the Other Parties sequence.

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

Code

Signification du code

Last Resort Borrowing: Only last resort borrowing should be considered to make settlement occur.

No Automatic Borrowing: No automatic borrowing should take place.

Automatic Borrowing: Automatic borrowing should take place to effect settlement in case of insufficient financial instruments.

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

Code

Signification du code

Board Lots: Trade was executed on board lots; not set for odd lots (UK specific).

Bad Names: Trade was executed on bad names, not set for good names (UK specific).

Form of Delivery: Not for foreign registration when unset (UK specific).

Place of Delivery: In country of incorporation when unset (UK specific).

Result of Option When Set: Result of option when set (UK specific).

Result of Repo When Set: Result of repo when set (UK specific).

Cum Bonus: Trade was executed cum bonus.

Cum Coupon: Trade was executed cum coupon.

Cum Dividend: Trade was executed cum dividend.

Cum Rights: Trade was executed cum rights.

Cum Warrants: Trade was executed cum warrants.

Guaranteed Delivery: Delivery of the financial instrument on settlement date is guaranteed.

Market Price: The trade was executed at market price.

Negotiated Trade: A negotiated trade is a trade for which the price is not the one quoted but an improved one that is, negotiated price.

Non-Market Price: The trade was executed outside of normal market conditions (for example, in the case of an iceberg order).

Special Cum Dividend: Trade was executed with a special cum dividend, that is, buying after the ex date and getting the dividend.

Special Ex Dividend: Trade was executed with a special ex dividend, that is, selling before the ex date without the coupon.

Ex Bonus: Trade was executed ex bonus.

Ex Coupon: Trade was executed ex coupon.

Ex Dividend: Trade was executed ex dividend.

Ex Rights: Trade was executed ex rights.

Ex Warrants: Trade was executed ex warrants.

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

Code

Signification du code

Eligible Counterparty: MiFID classification of counterparty. Eligible customers are the most sophisticated level of investor, able to opt out of some of the protections afforded by conduct of business rules defined under MiFID.

Professional Client: MiFID classification of counterparty. Professional customers are, for example, investment firms, credit institutions, insurance companies.

Retail Client: MiFID classification of counterparty. Retail customers are the least sophisticated level of investor.

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

Code

Signification du code

Investment Firm: Any legal person whose regular occupation or business is the provision of one or more investment services to third parties and/or the performance of one or more investment activities on a professional basis.

Market Maker: Dealer or specialist that is trading for their own account in the OTC market. Market makers are expected to maintain an orderly market by being available to buy or sell.

Multi-Lateral Trading Facility: Multilateral trading facility (MTF) is a multilateral system which brings together multiple third-party buying and selling interests in financial instruments in a way that results in a contract.

Regulated Market: A regulated market is a market on which financial instruments can be traded according to rules defined by the stock exchange.

Systematic Internaliser: Firms which, on an organised, frequent and systematic basis, deal on their own account by executing client orders outside a regulated market or an MTF. SIs have the obligation to provide, and make public, a definite bid and offer quote for liquid securities.

Transfer Agent: The party appointed by the Fund Management Company. It updates records of investor accounts to reflect the daily investor purchases, redemptions, switches, transfers, and re-registrations. It ensures the timely settlement of transactions, and may provide tax information to the investor and/or to its intermediaries. It may calculate, collect, and rebate commissions. It prepares and distributes confirmations reflecting transactions, resulting in unit or cash account movements to the investor or the investor's intermediary. It responds to inquiries concerning account status, and processes the income distribution.

If Qualifier is PRIC and Data Source Scheme is not present, Indicator must contain the following code:

Code

Signification du code

Average Price: Price is an average price.

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.

34

11A

Définition

This qualified generic field specifies:

FXIS

Currency to Sell

Account servicer is instructed to sell the indicated currency in order to obtain the necessary currency to fund the transaction within this instruction message.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	DOMI	N		A	Currency to Sell

35

25D

Définition

This qualified generic field specifies:

AFFM	Affirmation Status	Provides the affirmation status of the confirmation at the time the settlement instruction was sent. ETC - Electronic Trade Confirmation-status or status reported between the trading parties prior to the sending of settlement instructions.
MTCH	Matching Status	Provides the matching status of the instruction at the time the settlement instruction was sent. ETC - Electronic Trade Confirmation - status or status reported between the trading parties prior to the sending of settlement instructions.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	INCA	N		D	Matching Status
2	F	AEXP	N		D	Affirmation Status

Codes

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

Code

Signification du code

Matched: Instruction has been matched.

Unmatched: Instruction has not been matched.

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

Code

Signification du code

Affirmed: Status of the transaction is affirmed.

Unaffirmed: Status of the transaction is unaffirmed.

36

70E

Définition

This qualified generic field specifies:

FXIN	FX Instructions Narrative	Provides additional details pertaining to foreign exchange instructions.
SPRO	Settlement Instruction Processing Narrative	Provides additional settlement processing information which can not be included within the structured fields of the message.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	DOMI	N		E	FX Instructions Narrative
2	F	PENR	N		E	Settlement Instruction Processing Narrative

37

16S

Séquence C - Financial Instrument/Account [ obligatoire, non répétitive ]

No.

Tag

Option

Nom

Statut

38

16R

39

36B

Définition

This qualified generic field specifies:

SETT

Quantity of Financial Instrument to be Settled

Quantity of financial instrument to be settled.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	PAIR	R	C14	B	Quantity of Financial Instrument to be Settled

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.

40

70D

Définition

This qualified generic field specifies:

DENC

Denomination Choice

Provides the denominations to be delivered/received.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	COLL	N		D	Denomination Choice

41

13B

Définition

This qualified generic field specifies:

CERT

Certificate Number

Unique and unambiguous number of a financial instrument certificate or other document of title.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	CAEV	R		B	Certificate Number

42

95a

Définition

This qualified generic field specifies:

ACOW	Account Owner	Party that owns the account.
ALTE	Alternate ID	Alternate identification for a party.

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	ACOW	N	C17	P, R	Account Owner
2	F	AGRE	N		L	Alternate ID

43

97a

Définition

This qualified generic field specifies:

CASH	Cash Account	Account in which cash is maintained.
SAFE	Safekeeping Account	Account where financial instruments are maintained.

In option B, Account Type Code specifies the type of account needed to fully identify the account.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	O	OVEP	N		A, B	Safekeeping Account
2	F	BRKR	N		A, E	Cash Account

44

94a

Définition

This qualified generic field specifies:

SAFE

Place of Safekeeping

Location where the financial instruments are/will be safekept.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	OVEP	R	C18	B, C, F, L	Place of Safekeeping

Codes

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

Code

Signification du code

Shares Held Elsewhere: Used for certain financial instruments, for example, US mutual funds, where settlement is internal only, that is, there is no external movement of securities.

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

Code

Signification du code

Local Custodian: Financial instruments held at a local custodian.

International Central Securities Depository: Financial instruments held at an International Central Securities Depository.

National Central Securities Depository: Financial instruments held at a National Central Securities Depository.

Shares Held Elsewhere: Used for certain financial instruments, for example, US mutual funds, where settlement is internal only, that is, there is no external movement of securities.

Séquence C1 - Quantity Breakdown [ facultative, répétitive ]

No.

Tag

Option

Nom

Statut

45

16R

46

13B

Définition

This qualified generic field specifies:

LOTS

Lot Number

Number identifying a lot constituting the financial instrument.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	FISC	N		B	Lot Number

47

36B

Définition

This qualified generic field specifies:

LOTS

Quantity of Financial Instrument In The Lot

Quantity of financial instruments that is part of the lot described.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	FISC	N		B	Quantity of Financial Instrument In The Lot

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.

48

98a

Définition

This qualified generic field specifies:

LOTS

Lot Date/Time

Date/time at which the lot was purchased.

Format

Qualificateur

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

49

90a

Définition

This qualified generic field specifies:

LOTS

Book/Lot Price

Price at which the lot was purchased.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	FISC	N		A, B	Book/Lot 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.

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

22F

Définition

This qualified generic field specifies:

PRIC

Type of Price Indicator

Specifies the type of transaction price.

Format

Qualificateur

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	MEOR	N		F	Type of Price Indicator

Codes

If Data Source Scheme is not present, Indicator must contain the following code:

Code

Signification du code

Average Price: Price is an average price.

51

16S

52

16S

53

16R

54

98a

Définition

This qualified generic field specifies:

RERA	Rate Change Date/Time	Date/Time at which rate change has taken place.
TERM	Closing Date/Time	Closing date/time or maturity date/time of the transaction.

Format

Qualificateurs (2)

Ordre	O/F	Qualificateur	R/N	CR	Options	Signification
1	F	PRIN	N		A, B, C	Closing Date/Time
2	F	NWFC	N		A, C	Rate Change Date/Time

Codes

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

Code

Signification du code

Open-Dated: Date/time has not been established.

55

22F

Définition

This qualified generic field specifies:

INTR	Interest Payment Indicator	Specifies whether the interest is to be paid to the collateral giver or taker.
LEGA	Legal Framework Indicator	Legal framework of the transaction.
MICO	Method of Interest Computation Indicator	Specifies the computation method of (accrued) interest of the financial instrument.
OMAT	Maturity Date Modification Indicator	Specifies whether the maturity date of the securities financing transaction may be modified.
RERT	Rate Type	Specifies whether the rate is fixed or variable.
REVA	Revaluation Indicator	Specifies whether the collateral position should be subject to automatic revaluation by the account servicer.

Format

Qualificateurs (6)

Ordre	O/F	Qualificateur	R/N	Options	Signification
1	F	OAPD	N	F	Rate Type
2	F	GALO	N	F	Method of Interest Computation Indicator
3	F	ODDC	N	F	Revaluation Indicator
4	F	EXEC	N	F	Legal Framework Indicator
5	F	LADT	N	F	Maturity Date Modification Indicator
6	F	ESTT	N	F	Interest Payment Indicator

Codes

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

Code

Signification du code

Fixed: Rate is fixed.

Forfeit: No specific rate applies to the transaction, only a forfeit.

Variable: Rate is variable.