SWIFT ISO15022 Norm
Detailansicht für Nachricht MT364 - Bestätigung der vorzeitigen Beendigung oder der Zinsneufestsetzung eines (währungskongruenten) Zinsswaps
Verwendung der Nachricht MT364 
Confirms the details of the partial or full termination or recouponing of a single currency interest rate swap, cap, collar or floor
Anwendungsfeld der Nachricht MT364
This message is exchanged by or on behalf of the institutions or corporates, party A and party B, which have agreed to the termination, partial termination or recouponing of a single currency interest rate swap, a cap, a collar or a floor. The terminated/recouponed transaction is covered by a BBAIRS, ISDA or AFB or another bilateral agreement.
This message may be used to:
- confirm the details of the partial or full termination of an existing transaction between the parties
- confirm the details of the recouponing of an existing transaction
- correct a previously sent termination/recouponing
- cancel a previously sent termination/recouponing.
Struktur der Nachricht MT364
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
22B
Type of Event
M
7
22C
Common Reference
M
8
23A
Identification of the Swap
M
9
21N
Contract Number Party A
M
10
21B
Contract Number Party B
O
11
30T
Termination/Recouponing Trade Date
M
12
30Q
Termination/Recouponing Effective Date
M
13
30P
Original Termination Date
M
14
30V
Original Effective Date
M
15
32B
Current Currency, Notional Amount
M
16
82a
A
Party A
M
D
17
87a
A
Party B
M
D
18
83a
A
Fund or Instructing Party
O
D
J
19
22D
Contact InformationAccrual of Interest Specification
C
20
32G
Sender to Receiver InformationNew Currency, Notional Amount
C
21
37N
Details of Interest Rate
C
22
29A
Contact Information
O
23
72
Sender to Receiver Information
O
Sequenz B - Fixed Interest Payable by Party B [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
24
15B
New Sequence
M
25
37M
Current Fixed Rate
M
26
37G
New Fixed Rate
C
Sequenz E - Fixed Interest Payable by Party A [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
27
15E
New Sequence
M
28
37M
Current Fixed Rate
M
29
37G
New Fixed Rate
C
Sequenz L - Fee payable by Party B [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
30
15L
New Sequence
M
31
30F
Payment Date
M
32
32M
Currency, Payment Amount
M
33
53a
A
Delivery Agent
O
D
34
56a
A
Intermediary
O
D
35
86a
A
Second intermediary
C
D
36
57a
A
Receiving Agent
M
D
Sequenz M - Fee payable by Party A [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
37
15M
New Sequence
M
38
30F
Payment Date
M
39
32M
Currency, Payment Amount
M
40
53a
A
Delivery Agent
O
D
41
56a
A
Intermediary
O
D
42
86a
A
Second intermediary
C
D