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SWIFT ISO15022 Norm
Detailansicht für Nachricht MT360 - Bestätigung eines (währungskongruenten) Zinsswaps

  Verwendung der Nachricht MT360

Confirms the details of a single currency interest rate derivative transaction

  Anwendungsfeld der Nachricht MT360

This message is exchanged by or on behalf of the institutions or corporates, party A and party B, which have agreed to a single currency interest rate swap, a cap, a collar or a floor. The confirmed transaction is covered by a BBAIRS (British Bankers' Association Interest Rate Swap), ISDA (International Swaps and Derivatives Association), Deutscher Rahmenvertrag für Finanztermingeschäfte or AFB (Association Française de Banques) Master Agreement.

The message also covers deals which are not part of an ISDA, AFB, Deutscher Rahmenvertrag für Finanztermingeschäfte or BBAIRS Master. In this case, party A and party B must have another bilateral agreement in place.

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 MT 360 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.

  Struktur der Nachricht MT360

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
23A
 
Identification of the Swap
M
8
21N
 
Contract Number Party A
M
9
21B
 
Contract Number Party B
M
10
30T
 
Trade Date
M
11
30V
 
Effective Date
M
12
30P
 
Termination Date
M
13
14A
 
Business Day Convention
O
14
32B
 
Currency, Notional Amount
M
15
82a
A
Party A
M
 
 
D
 
 
16
87a
A
Party B
M
 
 
D
 
 
17
83a
A
Fund or Instructing Party
O
 
 
D
 
 
 
 
J
 
 
18
17A
 
Collateral Agreement Indicator
O
19
77H
 
Type, Date, Version of the Agreement
M
20
77D
 
Additional Conditions
C
21
14C
 
Year of Definitions
M
22
72 
 
Sender to Receiver Information
O
Sequenz B - Fixed Interest Payable by Party B  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
23
15B
 
New Sequence
M
24
37M
 
Fixed Rate
C
25
37N
 
Details of Interest Rate
C
Sequenz B1 - Interest Details  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
26
18A
 
Number of Repetitions
M
27
30F
 
Payment Date
M
28
32M
 
Currency, Payment Amount
C
29
17F
 
Period End Date Adjustment Indicator
C
30
14C
 
Day Count Fraction
M
31
14A
 
Business Day Convention
M
32
18A
 
Number of Repetitions
M
33
22B
 
Financial Centre
M
Sequenz C - Floating Interest Payable by Party B  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
34
15C
 
New Sequence
M
35
14F
 
Floating Rate Option
M
36
37V
 
Cap Rate
C
37
37G
 
Floor Rate
C
38
37N
 
Details of Interest Rate
C
Sequenz C1 - Interest Details  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
39
14J
 
Reset Date Specification
M
40
14G
 
Averaging Frequency and Method
C
41
38E
 
Designated Maturity
M
42
18A
 
Number of Repetitions
M
43
30F
 
Payment Date
M
44
17F
 
Period End Date Adjustment Indicator
M
45
14D
 
Day Count Fraction
M
46
14A
 
Business Day Convention
M
47
18A
 
Number of Repetitions
M
48
22B
 
Financial Centre
M
49
37R
 
Spread
C
Sequenz C2 - Compounding Details  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
50
22D
 
Compounding Type
M
51
18A
 
Number of Repetitions
M
52
30X
 
Compounding Date
M
Sequenz C3 - Interpolation for Stub Periods  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
53
38G
 
First Stub Period, Interpolation Period
O
54
38H
 
Last Stub Period, Interpolation Period
O
Sequenz D - Payment Instructions for Interest Payable by Party B  [ obligatorisch, nicht wiederholend ]
No.
Tag
Option
Name
Status
55
15D
 
New Sequence
M
56
53a
A
Delivery Agent
O
 
 
D
 
 
57
56a
A
Intermediary
O
 
 
D
 
 
58
86a
A
Second intermediary
C
 
 
D
 
 
59
57a
A
Receiving Agent
M
 
 
D
 
 
Sequenz E - Fixed Interest Payable by Party A  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
60
15E
 
New Sequence
M
61
37M
 
Fixed Rate
C
62
37N
 
Details of Interest Rate
C
Sequenz E1 - Interest Details  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
63
18A
 
Number of Repetitions
M
64
30F
 
Payment Date
M
65
32M
 
Currency, Payment Amount
C
66
17F
 
Period End Date Adjustment Indicator
C
67
14D
 
Day Count Fraction
C
68
14A
 
Business Day Convention
M
69
18A
 
Number of Repetitions
M
70
22B
 
Financial Centre
M
Sequenz F - Floating Interest Payable by Party A  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
71
15F
 
New Sequence
M
72
14F
 
Floating Rate Option
M
73
37V
 
Cap Rate
C
74
37G
 
Floor Rate
C
75
37N
 
Details of Interest Rate
C
Sequenz F1 - Interest Details  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
76
14J
 
Reset Date Specification
M
77
14G
 
Averaging Frequency and Method
C
78
38E
 
Designated Maturity
M
79
18A
 
Number of Repetitions
M
80
30F
 
Payment Date
M
81
17F
 
Period End Date Adjustment Indicator
M
82
14D
 
Day Count Fraction
M
83
14A
 
Business Day Convention
M
84
18A
 
Number of Repetitions
M
85
22B
 
Financial Centre
M
86
37R
 
Spread
C
Sequenz F2 - Compounding Details  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
87
22D
 
Compounding Type
M
88
18A
 
Number of Repetitions
M
89
30X
 
Compounding Date
M
Sequenz F3 - Interpolation for Stub Periods  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
90
38G
 
First Stub Period, Interpolation Period
O
91
38H
 
Last Stub Period, Interpolation Period
O
Sequenz G - Payment Instructions for Interest Payable by Party A  [ obligatorisch, nicht wiederholend ]
No.
Tag
Option
Name
Status
92
15G
 
New Sequence
M
93
53a
A
Delivery Agent
O
 
 
D
 
 
94
56a
A
Intermediary
O
 
 
D
 
 
95
86a
A
Second intermediary
C
 
 
D
 
 
96
57a
A
Receiving Agent
M
 
 
D
 
 
Sequenz H - Amortising Schedule  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
97
15H
 
New Sequence
M
98
18A
 
Number of Repetitions
M
99
30G
 
Variable Notional Start and End Date
M
100
32U
 
Outstanding Notional Currency and Amount
M
101
14A
 
Business Day Convention
M
102
18A
 
Number of Repetitions
M
103
22B
 
Financial Centre
M
Sequenz L - Additional Amounts Payable by Party B  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
104
15L
 
New Sequence
M
105
18A
 
Number of Repetitions
M
106
22E
 
Type of Payment
M
107
30F
 
Payment Date
M
108
32M
 
Currency, Payment Amount
M
109
14A
 
Business Day Convention
M
110
18A
 
Number of Repetitions
M
111
22B
 
Financial Centre
M
112
53a
A
Delivery Agent
C
 
 
D
 
 
113
56a
A
Intermediary
C
 
 
D
 
 
114
86a
A
Second intermediary
C
 
 
D
 
 
115
57a
A
Receiving Agent
O
 
 
D
 
 
Sequenz M - Additional Amounts Payable by Party A  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
116
15M
 
New Sequence
M
117
18A
 
Number of Repetitions
M
118
22E
 
Type of Payment
M
119
30F
 
Payment Date
M
120
32M
 
Currency, Payment Amount
M
121
14A
 
Business Day Convention
M
122
18A
 
Number of Repetitions
M
123
22B
 
Financial Centre
M
124
53a
A
Delivery Agent
C
 
 
D
 
 
125
56a
A
Intermediary
C
 
 
D
 
 
126
86a
A
Second intermediary
C
 
 
D
 
 
127
57a
A
Receiving Agent
O
 
 
D
 
 
Sequenz N - Optional General Information  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
128
15N
 
New Sequence
M
129
29A
 
Contact Information
O
130
24D
 
Dealing Method
O
131
88a
A
Broker Identification
C
 
 
D
 
 
132
71F
 
Broker's Commission
C
133
21G
 
Broker's Reference
O
Sequenz O - Reporting Information  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
134
15O
 
New Sequence
M
Sequenz O1 - Reporting Parties  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
135
22L
 
Reporting Jurisdiction
M
136
91a
A
Reporting Party
O
 
 
D
 
 
 
 
J
 
 
Sequenz O1a - Unique Transaction Identifier  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
137
22M
 
UTI Namespace/Issuer Code
M
138
22N
 
Transaction Identifier
M
Sequenz O1a1 - Prior Unique Transaction Identifier  [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
139
22P
 
PUTI Namespace/Issuer Code
M
140
22R
 
Prior Transaction Identifier
M
141
96a
A
Clearing Exception Party
O
 
 
D
 
 
 
 
J
 
 
142
22S
 
Clearing Broker Identification
O
143
22T
 
Cleared Product Identification
O
144
17E
 
Clearing Threshold Indicator
O
145
22U
 
Underlying Product Identifier
O
146
17H
 
Allocation Indicator
O
147
17P
 
Collateralisation Indicator
O
148
22V
 
Execution Venue
O
149
98D
 
Execution Timestamp
O
150
17W
 
Non Standard Flag
O
151
17Y
 
Financial Nature of the Counterparty Indicator
O
152
17Z
 
Collateral Portfolio Indicator
O
153
22Q
 
Collateral Portfolio Code
C
154
17L
 
Portfolio Compression Indicator
O
155
17M
 
Corporate Sector Indicator
O
156
17Q
 
Trade with Non-EEA Counterparty Indicator
O
157
17S
 
Intragroup Trade Indicator
O
158
17X
 
Commercial or Treasury Financing Indicator
O
159
77A
 
Additional Reporting Information
O
◄   MT350 - Bestätigung einer Zinszahlung für ein Darlehens- oder Einlagegeschäft
MT361 - Bestätigung eines Währungsswaps   ►