SWIFT ISO15022 Norm
Detailansicht für Nachricht MT306 - Bestätigung einer Devisenoptionsgeschäfts
Verwendung der Nachricht MT306 
Confirms or notifies the details of a foreign currency option contract
Anwendungsfeld der Nachricht MT306
This message is exchanged to confirm a foreign currency option contract.
The confirmed transaction is covered by an ICOM (International Currency Option Master from the British Bankers' Association), ISDA (International Swaps and Derivatives Association), Deutsche Rahmenvertrag, IFEMA, FEOMA or AFB (Association Française de Banques) Master Agreement. These agreements are either signed or under negotiation. The message also caters for deals that are not covered by the above agreements.
The message is used to confirm/notify the details of:
- a new contract between the parties,
- an amendment to a previously agreed contract,
- the cancellation of a confirmation,
- a trigger event: knock-in/knock-out of an option, hitting of a trigger level,
- the close out of an option.
It may also be used to report the details of a contract to a trade repository.
This message is exchanged by or on behalf of the institutions or corporates, party A and party B, which have agreed to a foreign currency option contract.
Struktur der Nachricht MT306
Sequenz A - General information [ obligatorisch, nicht wiederholend ]
No.
Tag
Option
Name
Status
1
15A
New Sequence
M
2
20
Sender's Reference
M
3
21
Related Reference
C
4
22A
Type of Operation
M
5
94A
Scope of Operation
O
6
22C
Common Reference
M
7
21N
Contract Number Party A
M
8
21B
Contract Number Party B
O
9
12F
Option Style
M
10
12E
Expiration Style
M
11
12D
Option Type
O
12
17A
Barrier Indicator
M
13
17F
Non-Deliverable Indicator
M
14
22K
Type of Event
M
15
30U
Date of Trigger Hit
C
16
29H
Location of Trigger Hit
C
17
82a
A
Party A
M
D
J
18
87a
A
Party B
M
D
J
19
83a
A
Fund or Beneficiary Customer
O
D
J
20
77H
Type, Date, Version of the Agreement
M
21
77D
Additional Conditions
C
22
14C
Year of Definitions
O
Sequenz B - Transaction Details [ obligatorisch, nicht wiederholend ]
No.
Tag
Option
Name
Status
23
15B
New Sequence
M
24
17V
Buy (Sell) Indicator
M
25
30T
Trade Date
M
26
30X
Expiration Date
M
27
29E
Expiration Location and Time
M
28
30a
F
Final Settlement Date
M
J
29
14S
Settlement Rate Source
O
Sequenz B1 - Premium Details [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
30
37K
Premium Price
O
31
30V
Premium Payment Date
M
32
34B
Premium Currency and Amount
M
Sequenz B2 - Calculation Agent [ obligatorisch, nicht wiederholend ]
No.
Tag
Option
Name
Status
33
84a
A
Calculation Agent
M
B
D
J
Sequenz C - Settlement Instructions for Payment of Premium [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
34
15C
New Sequence
M
35
53a
A
Delivery Agent
O
D
J
36
86a
A
Intermediary 2
C
D
J
37
56a
A
Intermediary
O
D
J
38
57a
A
Receiving Agent
M
D
J
39
58a
A
Beneficiary Institution
O
D
J
Sequenz D - Vanilla Block [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
40
15D
New Sequence
M
41
30P
Earliest Exercise Date
C
42
30Q
Intermediate Exercise Date
C
43
26F
Settlement Type
M
44
32B
Put Currency and Amount
M
45
36
Strike Price
M
46
33B
Call Currency and Amount
M
Sequenz E - Payout Amount [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
47
15E
New Sequence
M
48
33E
Currency, Amount
M
49
30H
Touch Payment Date
C
50
53a
A
Delivery Agent
O
D
J
51
86a
A
Intermediary 2
C
D
J
52
56a
A
Intermediary
O
D
J
53
57a
A
Receiving Agent
M
D
J
54
58a
A
Beneficiary Institution
O
D
J
Sequenz F - Barrier Block [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
55
15F
New Sequence
M
56
22G
Type of Barrier
M
57
37J
Barrier Level
M
58
37L
Lower Barrier Level
C
Sequenz F1 - Barrier Window Block [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
59
30G
Barrier Window Start Date and End Date
M
60
29J
Location and Time for Start Date
M
61
29K
Location and Time for End Date
M
62
14S
Settlement Rate Source
O
Sequenz G - Trigger Block [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
63
15G
New Sequence
M
64
22J
Type of Trigger
M
65
37U
Trigger Level
M
66
37P
Lower Trigger Level
C
67
32Q
Currency Pair
M
68
14S
Settlement Rate Source
O
Sequenz H - Non Deliverable Option Block [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
69
15H
New Sequence
M
70
14S
Settlement Rate Source
M
71
32E
Settlement Currency
M
Sequenz I - Early Termination [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
72
15I
New Sequence
M
73
12G
Early Termination Style
M
74
30T
Early Termination Date
C
75
22Y
Frequency of Early Termination
C
76
85a
A
Exercising Party
O
D
J
77
88a
A
Non-Exercising Party
O
D
J
78
84a
A
Calculation Agent
M
B
D
J
79
30Y
Commencement Date
C
80
29L
Expiry Details
O
81
29E
Earliest Exercise Time
O
82
29M
Latest Exercise Time
O
83
17I
Cash Settlement
O
84
29N
Cash Settlement Valuation Details
O
85
30Z
Cash Settlement Payment Date
O
86
14S
Settlement Rate Source
O
Sequenz J - Averaging Options and Forwards [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
87
15J
New Sequence
M
88
14S
Settlement Rate Source
O
89
14B
Average Strike Price Calculation
C
90
16C
Decimal Places
M
Sequenz J1 - Spot Average Dates and Weightings [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
91
18B
Number of Spot Averaging Dates
M
92
30M
Spot Averaging Date
M
93
19Y
Spot Averaging Weighting Factor
M
Sequenz J2 - Strike Average Dates and Weightings [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
94
18C
Number of Strike Averaging Dates
M
95
30N
Strike Averaging Date
M
96
19Z
Strike Averaging Weighting Factor
M
97
19C
Adjustment
O
98
23C
Calculation of Settlement Amount
O
Sequenz K - Additional Information [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
99
15K
New Sequence
M
100
29A
Contact Information
O
101
24D
Dealing Method
O
102
88a
A
Broker Identification
C
D
103
71F
Broker's Commission
C
104
21G
Broker's Reference
O
105
72
Sender to Receiver Information
O
Sequenz L - Additional Amounts [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
106
15L
New Sequence
M
107
18A
Number of Repetitions
M
108
30F
Payment Date
M
109
32H
Currency, Payment Amount
M
110
53a
A
Delivery Agent
O
D
J
111
86a
A
Intermediary 2
C
D
J
112
56a
A
Intermediary
O
D
J
113
57a
A
Receiving Agent
M
D
J
Sequenz M - Reporting Information [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
114
15M
New Sequence
M
Sequenz M1 - Reporting Parties [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
115
22L
Reporting Jurisdiction
M
116
91a
A
Reporting Party
O
D
J
Sequenz M1a - Unique Transaction Identifier [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
117
22M
UTI Namespace/Issuer Code
M
118
22N
Transaction Identifier
M
Sequenz M1a1 - Prior Unique Transaction Identifier [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
119
22P
PUTI Namespace/Issuer Code
M
120
22R
Prior Transaction Identifier
M
121
96a
A
Clearing Exception Party
O
D
J
122
22S
Clearing Broker Identification
O
123
22T
Cleared Product Identification
O
124
17E
Clearing Threshold Indicator
O
125
22U
Underlying Product Identifier
O
126
17H
Allocation Indicator
O
127
17P
Collateralisation Indicator
O
128
22V
Execution Venue
O
129
98D
Execution Timestamp
O
130
17W
Non Standard Flag
O
131
17Y
Financial Nature of the Counterparty Indicator
O
132
17Z
Collateral Portfolio Indicator
O
133
22Q
Collateral Portfolio Code
C
134
17L
Portfolio Compression Indicator
O
135
17M
Corporate Sector Indicator
O
136
17Q
Trade with Non-EEA Counterparty Indicator
O
137
17S
Intragroup Trade Indicator
O
138
17X
Commercial or Treasury Financing Indicator
O
139
77A
Additional Reporting Information
O