SWIFT ISO15022 Norm
Detailansicht für Nachricht MT537 - Aufstellung von schwebenden Geschäften
Verwendung der Nachricht MT537 
Provides details of pending increases and decreases of holdings at a specified time.
Anwendungsfeld der Nachricht MT537
This message is sent by an account servicer (account servicing institution) to an account owner or its designated agent. The account servicer may be a local agent (sub custodian) acting on behalf of their global custodian customer, or a custodian acting on behalf of an investment management institution or a broker/dealer.
This message is used to provide, as at a specified time, the details of pending increases and decreases of holdings, for all or selected securities in a specified safekeeping account, for all or selected reasons why the transaction is pending.
The statement may also include future settlement or forward transactions which have become binding on the account owner.
This message may also be used to respond to a request for statement/status advice, that is, the MT 549 Request for Statement/Status Advice and to report that there are no pending transactions.
Struktur der Nachricht MT537
Sequenz A - General information [ obligatorisch, nicht wiederholend ]
No.
Tag
Option
Name
Status
1
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
2
28E
Page Number/Continuation Indicator
M
Definition
This field provides the page number of the message (within a statement) and a continuation indicator to indicate that the statement is to continue or that the message is the last page of the statement.Format
| Option E | 5n/4!c | (Page Number)(Continuation Indicator) |
3
13a
A
Number Identification: Statement Number
O
J
Definition
This qualified generic field specifies:| STAT | Statement Number | Sequential number assigned to the statement. |
Format
| Option A | :4!c//3!c | (Qualifier)(Number Id) |
| Option J | :4!c//5!c | (Qualifier)(Extended Number Id) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | PLED | N | A, J | Statement Number |
4
20C
Reference: Sender's Message Reference
M
Definition
This qualified generic field specifies:| SEME | Sender's Message Reference | Reference assigned by the Sender to unambiguously identify the message. |
Format
| Option C | :4!c//16x | (Qualifier)(Reference) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | PACO | N | C | Sender's Message Reference |
5
23G
Function of the Message
M
Definition
This field identifies the function of the message.Format
| Option G | 4!c[/4!c] | (Function)(Subfunction) |
Codes
Function must contain one of the following codes:
Code
Bedeutung des Codes
Cancellation Request: Message requesting the cancellation of a previously sent message.
New: New message.
Subfunction, when present, must contain one of the following codes:
Code
Bedeutung des Codes
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.
6
98a
A
Date/Time
M
C
E
Definition
This qualified generic field specifies:| PREP | Preparation Date/Time | Date/time at which the message was prepared. |
| STAT | Statement Date/Time | Date/time at which the statement is based (reflecting the situation at that date). |
Format
| Option A | :4!c//8!n | (Qualifier)(Date) |
| Option C | :4!c//8!n6!n | (Qualifier)(Date)(Time) |
| Option E | :4!c//8!n6!n[,3n][/[N]2!n[2!n]] | (Qualifier)(Date)(Time)(Decimals)(UTC Indicator) |
7
22a
F
Indicator
M
H
Definition
This qualified generic field specifies:| CODE | Complete/Updates Indicator | Specifies whether the statement is complete or contains changes only. |
| SFRE | Statement Frequency Indicator | Specifies the frequency of the statement. |
| STST | Statement Structure Type Indicator | Specifies whether the statement is sorted by status or transaction. |
Format
| Option F | :4!c/[8c]/4!c | (Qualifier)(Data Source Scheme)(Indicator) |
| Option H | :4!c//4!c | (Qualifier)(Indicator) |
Qualifier (3)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | PAMM | N | F | Statement Frequency Indicator | |
| 2 | F | CCTR | N | F | Complete/Updates Indicator | |
| 3 | O | POST | N | H | Statement Structure Type Indicator |
Codes
In option F, if Qualifier is SFRE and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Ad-Hoc: Statement is sent following a request by the Receiver.
Daily: Statement is sent daily (once per day, end-of-day).
Intra-Day: Statement is sent intra-day (multiple reports during the day).
Monthly: Statement is sent monthly (once per month).
Weekly: Statement is sent weekly (once per week).
Yearly: Statement is sent yearly (once per year).
In option F, if Qualifier is CODE and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Complete: Statement gives complete information (including information (positions, instruction statuses) which is unchanged).
Delta: Statement contains changes which have not yet been reported (delta report, that is, changes only).
In option H, if Qualifier is STST, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Statuses: Statement is sorted by status (sequence B is to be used).
Transactions: Statement is sorted by transaction (sequence C is to be used).
Sequenz A1 - Linkages [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
8
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
9
13a
A
Number Identification: Linked Message
O
B
Definition
This qualified generic field specifies:| LINK | Linked Message | Message type number/message identifier of the message referenced in the linkage sequence. |
Format
| Option A | :4!c//3!c | (Qualifier)(Number Id) |
| Option B | :4!c/[8c]/30x | (Qualifier)(Data Source Scheme)(Number) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | EXPO | N | A, B | Linked Message |
10
20C
Reference
M
Definition
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
| Option C | :4!c//16x | (Qualifier)(Reference) |
11
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
12
95a
L
Party
O
P
R
Definition
This qualified generic field specifies:| ACOW | Account Owner | Party that owns the account. |
| ALTE | Alternate ID | Alternate identification for a party. |
In option R, Proprietary Code specifies a local national code or market segment code identifying the party.
Format
| Option L | :4!c//18!c2!n | (Qualifier)(Legal Entity Identifier) |
| Option P | :4!c//4!a2!a2!c[3!c] | (Qualifier)(Identifier Code) |
| Option R | :4!c/8c/34x | (Qualifier)(Data Source Scheme)(Proprietary Code) |
13
97a
A
Account: Safekeeping Account
M
B
Definition
This qualified generic field specifies:| SAFE | Safekeeping Account | Account where financial instruments are maintained. |
Format
| Option A | :4!c//35x | (Qualifier)(Account Number) |
| Option B | :4!c/[8c]/4!c/35x | (Qualifier)(Data Source Scheme)(Account Type Code)(Account Number) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | OVEP | N | A, B | Safekeeping Account |
14
17B
Flag: Activity Flag
M
Definition
This qualified generic field specifies:| ACTI | Activity Flag | Indicates whether transactions are reported in this statement. |
Format
| Option B | :4!c//1!a | (Qualifier)(Flag) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | ACRU | N | B | Activity Flag |
15
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
Sequenz B - Status [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
16
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
17
25D
Status
M
Definition
This qualified generic field specifies:| INMH | Inferred Matching Status | Provides the matching status of an instruction as per the account servicer based on an allegement. At this time no matching took place on the market (at the CSD/ICSD). |
| IPRC | Instruction Processing Status | Provides the processing status of an instruction (at account servicer level). |
| MTCH | Matching Status | Provides the matching status of the instruction. |
| SETT | Settlement Status | Provides the status of settlement of an instruction. |
Format
| Option D | :4!c/[8c]/4!c | (Qualifier)(Data Source Scheme)(Status Code) |
Qualifier (4)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | ETC1 | N | D | Instruction Processing Status | |
| O | ENTL | N | D | Inferred Matching Status | ||
| O | INCA | N | D | Matching Status | ||
| O | PAIR | N | D | Settlement Status |
Codes
If Qualifier is IPRC and Data Source Scheme is not present, Status Code must contain one of the following codes:
Code
Bedeutung des Codes
Cancelled: Instruction has been cancelled.
Pending Cancellation: A cancellation request from yourself for this instruction is pending, waiting for further processing.
Generated: The transaction was created by the account servicer or a third party. It was not instructed directly by the account owner.
Cancellation Request: A cancellation request from your counterparty for this transaction is pending, waiting for your cancellation request.
Modification Request: A modification request from your counterparty for this transaction is pending waiting for your modification request or your consent.
Acknowledged/Accepted: Instruction has been acknowledged by the account servicer.
Pending Processing: Processing of the instruction is pending.
Repair: Instruction is accepted but in repair.
If Qualifier is INMH or Qualifier is MTCH and Data Source Scheme is not present, Status Code must contain one of the following codes:
Code
Bedeutung des Codes
Matched: Instruction has been matched.
Unmatched: Instruction has not been matched.
If Qualifier is SETT and Data Source Scheme is not present, Status Code must contain one of the following codes:
Code
Bedeutung des Codes
Pending Settlement: Instruction is pending. Settlement at the instructed settlement date is still possible.
Pending/Failing Settlement: Instruction is failing. Settlement at the instructed settlement date is no longer possible.
Sequenz B1 - Reason [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
18
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
19
24B
Reason
M
Definition
This qualified generic field specifies:| CAND | Cancellation Reason | Specifies the reason why the instruction is cancelled. |
| CANP | Pending Cancellation Reason | Specifies the reason why a cancellation request sent for the related instruction is pending. |
| CGEN | Generated Reason | Specifies the reason why the transaction was generated. |
| NMAT | Unmatched Reason | Specifies the reason why the instruction has an unmatched status. |
| PACK | Acknowledgement Reason | Specifies additional information about the processed instruction. |
| PEND | Pending Reason | Specifies the reason why the instruction has a pending status. |
| PENF | Pending/Failing Reason | Specifies the reason why the instruction has a failing settlement status. |
| PPRC | Pending Processing Reason | Specifies the reason why the instruction has a pending processing status. |
| REPR | Repair Reason | Specifies the reason why the instruction is in repair. |
Format
| Option B | :4!c/[8c]/4!c | (Qualifier)(Data Source Scheme)(Reason Code) |
Qualifier (9)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | BORR | N | C8 | B | Cancellation Reason |
| O | BORR | N | C8 | B | Pending Cancellation Reason | |
| O | CALL | N | C8 | B | Generated Reason | |
| O | INRE | N | C8 | B | Unmatched Reason | |
| O | LINK | N | C8 | B | Acknowledgement Reason | |
| O | LOTS | N | C8 | B | Pending Reason | |
| O | LOTS | N | C8 | B | Pending/Failing Reason | |
| O | MARG | N | C8 | B | Pending Processing Reason | |
| O | NTAX | N | C8 | B | Repair Reason |
Codes
If Qualifier is CAND and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Cancelled By Yourselves: Instruction has been cancelled as per your request.
Cancelled By System: Instruction has been cancelled by the settlement system.
Cancelled By Agent: Instruction has been cancelled by the agent.
Cancelled By Third Party: Instruction has been cancelled by a third party.
Narrative Reason: See narrative field for reason.
If Qualifier is CANP and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Account Servicer Deadline Missed: Instruction was received after the account servicer's deadline. Processed on best effort basis.
Conditional Delivery Cancellation Pending: Conditional Delivery is still pending awaiting the cancellation from at least another party.
Awaiting Confirmation: Awaiting confirmation of cancellation from the counterparty.
Incomplete Number Count: Not all the instructions part of a pool have been received.
Narrative Reason: See narrative field for reason.
If Qualifier is CGEN and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Market Claim: Transaction has been generated due to a market claim following a corporate action.
Collateral Management: Transaction has been generated for collateral management purposes.
Narrative Reason: See narrative field for reason.
Return of Refused Dump: Transaction has been generated to return a delivery previously instructed.
Split/Shaping: Transaction has been generated to enable settlement following a shortage of position.
Third Party: Transaction has been generated by a third party, for example, a central counterparty.
Transformation: Transaction has been generated due to transformation following a corporate action.
If Qualifier is NMAT and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Accrued Interest Amount: Accrued interest amount does not match.
Account Servicer Deadline Missed: Instruction was received after the account servicer's deadline. Processed on best effort basis.
Disagreement Transaction Call Delay: Transaction call delay does not match.
Counterparty too Late for Matching: Counterparty's instruction was too late for matching.
Matching Instruction Not Found: A matching instruction from your counterparty could not be found.
Counterparty Cancelled Instruction: Counterparty cancelled their instruction.
Disagreement Cum Ex: Disagreement if trade was executed cum or ex.
Disagreement Settlement Date: Settlement date/time does not match.
Disagreement Deal Price: Deal price does not match.
Disagreement Direction of Trade: Direction of the trade does not match. Counterparty expects a delivery from you, not a receipt or vice versa.
Disagreement Place of Settlement: Place of settlement does not match.
Disagreement Automatic Generation: Disagreement on automatic generation of market claim or transformation.
Disagreement Settlement Amount: Settlement amount does not match.
Disagreement Quantity: Quantity of financial instrument does not match.
Disagreement Security: Financial instrument identification does not match, for example, ISIN differs, Financial Instrument Attributes differs.
Not Recognised: Counterparty has been contacted or contacted us, and does not recognise the transaction.
Disagreement Trade Date: Trade date does not match.
Disagreement Forfeit Amount: Forfeit amount does not match.
Disagreement Payment Code: Payment type does not match: your instruction is free of payment, your counterparty's instruction is against payment or vice versa.
Incorrect Agent: Delivering or receiving agent (counterparty) does not match.
Disagreement Receiving or Delivering Custodian: Delivering or receiving custodian does not match.
Incorrect Buyer or Seller: Buyer (receiver) or seller (deliverer) does not match.
Disagreement Common Reference: Common reference does not match.
Disagreement Place of Safekeeping: The place of safekeeping information does not allow matching to take place.
Disagreement Investor Party: Investor party does not match.
Market Deadline Missed: Instruction was received after market deadline.
Disagreement Letter of Guarantee Indicator: Counterparty is for settlement through Letter of Guarantee (L/G), your instruction is not, or vice versa.
Missing Market Side Details: Market side execution details are missing.
Narrative Reason: See narrative for details.
Disagreement Currency Settlement Amount: Settlement amount currency does not match.
No Matching Started: Matching process has not yet started.
Disagreement Physical Settlement: Counterparty's instruction is physical settlement, your instruction is not, or vice versa.
Disagreement Place of Trade: Place of trade does not match.
Disagreement Place of Listing: Place of listing does not match.
Possible Duplicate Instruction: Instruction has not been matched. It is a possible duplicate instruction.
Disagreement Registration Details: Registration details linked to the transaction are incorrect.
Disagreement Termination Transaction Amount: Termination transaction amount does not match.
Disagreement Repurchase Rate: Repurchase rate does not match.
Disagreement Premium Amount: Premium amount does not match.
Disagreement Repurchase Rate Type: Repurchase rate type does not match.
Disagreement RTGS System: Counterparty is for Real Time Gross Settlement (RTGS) system, you are for non-RTGS or vice versa.
Disagreement Safekeeping Account: Safekeeping account used as matching criteria on the market concerned does not match. This includes Buyer/seller's account, direct client's account at the receiving/delivering agent, or receiving/delivering agent's account at the CSD.
Disagreement Settlement Transaction: Settlement transaction type does not match (relates to the settlement transaction type codes available for sequence E field 22F, qualifier SETR).
Disagreement Settlement System/Method: Settlement system/method does not match (for example, instruction is to settle using settlement system/method A. Counterparty expects settlement to occur using settlement system/method B).
Disagreement Closing Date/Time: Closing date/time does not match (repo).
Disagreement Tax Status: Disagreement on the tax status of the financial instruments to be settled.
Unmatched Market Side Details: Market side trade is unmatched.
Disagreement Variable Rate Support: Variable rate support does not match.
If Qualifier is PACK and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Account Servicer Deadline Missed: Instruction was received after the account servicer's deadline. Processed on best effort basis.
Narrative Reason: See narrative field for reason.
Market Practice Rule Discrepancy: Instruction is accepted but does not comply with the market practice rule published for the concerned market or process.
If Qualifier is PEND and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Account Servicer Deadline Missed: Instruction was received after the account servicer's deadline. Processed on best effort basis.
Awaiting Money: Financial instruments are delivered, but still awaiting money from the counterparty.
Awaiting Securities from Counterparty: Financial instruments have not yet been received from the counterparty.
Processing Batch Difference: Processing batch differs in the counterparty's instruction, for example, daytime/real-time versus overnight.
Beneficial Ownership Disagreement: Disagreement in beneficial ownership.
Account Blocked: Your account is blocked, no instruction can settle over the account.
Both Instructions on Hold: Counterparty's instruction and your instruction are on hold/frozen/in a preadvice mode.
Awaiting Securities: Awaiting financial instruments from a corporate action issue or other procedure, for example, conversion, dematerialisation, exchange, registration, stamping, splitting.
Conditional Delivery Awaiting Release: Instruction is in a hold/frozen/preadvice mode - infrastructure platform is awaiting release.
Wrong Certificate Numbers: Certificate number error.
Enquiry Sent: A chaser/enquiry has been sent.
Counterparty Insufficient Securities: Insufficient deliverable financial instruments in counterparty's account or counterparty does not hold financial instruments.
Clearing House Trade: Instructed settlement date does not agree with the settlement date on the Clearing House trade, that is, a specific type of trade in India.
Counterparty Insufficient Money: Insufficient money in counterparty's account.
Securities Pledged as Collateral: Financial instruments are not deliverable as they are pledged as collateral.
Counterparty In Receivership: Counterparty is in receivership (form of bankruptcy where a court appointed person, the receiver, manages the affairs of the business).
CSD Hold: Central securities depository has set the instruction in a hold/frozen/preadvice mode.
CSD Validation: Instruction is in a hold/frozen/preadvice mode as it fulfils predefined conditions of a restriction processing type in the market infrastructure platform.
Awaiting Next Settlement Cycle: Instruction is confirmed in the local market or is ready for settlement, awaiting next settlement cycle.
Unavailable Deliverable Denominated Quantity: Quantity instructed does not match the denomination available/deliverable. Physical securities need to be obtained in deliverable denominated quantities.
Refused Deposit for Issue of Depositary Receipts: Deposit of shares for the issuing of depositary receipts has been refused. The allotment for depositary receipts granted by the issuer is exceeded by your transaction.
Natural Disaster: Exceptional closing of all financial institutions due to natural disaster, for example, earthquake.
Counterparty Returned Shares: Counterparty has returned or refuses the securities.
Awaiting Documents/Registration Instruction/Endorsements from Counterparty: Awaiting documents, registration instruction or endorsements from counterparty.
Awaiting Documents/Registration Instruction/Endorsements from You: Awaiting documents, registration instruction or endorsements from you.
Maximum Foreign Limit Reached: Insufficient deliverable financial instruments in your account as maximum foreign limit has been reached.
Securities Frozen At CSD: Financial instruments are blocked at the CSD following a corporate event.
Awaiting Settlement Date: Awaiting settlement date. No settlement problems to be reported.
Global Form Securities: Settlement cannot be executed; financial instruments are in global form.
Status Reason Investigation: Pending reason being investigated.
Incomplete Number Count: Not all the instructions part of a pool have been received.
Income Adjustment Required: Financial instruments require income adjustment, for example, dividend or interest.
Awaiting Other Transaction: Awaiting settlement of a purchase to cover failing positions.
Lack of Securities: Insufficient financial instruments in your account.
Securities are Loaned Out: Financial instruments are out on loan.
Market Deadline Missed: Instruction was received after market deadline.
Pending Linked Instruction: Your instruction is pending settlement because the instruction linked to it is pending.
Insufficient Central Bank Liquidity: Central Bank Liquidity is insufficient.
Minimum Settlement Quantity: Quantity instructed is lower than the minimum existing settlement quantity for the financial instrument.
Insufficient Money: Insufficient money in your account and/or credit line is insufficient.
Multiple Settlement Quantity: Quantity instructed is not a multiple of an existing settlement quantity lot for the financial instrument.
Narrative Reason: See narrative field for reason.
Confirmation Not Received: Confirmation of settlement has not yet been received.
New Issues: Financial instrument is a new issue and not yet available/tradable.
No Matching Required: Instruction has not been matched; matching process is not required.
No Foreign Exchange Instruction: A foreign exchange instruction from you is missing.
Trade Settles in Partials: Trade will settle in partials.
Physical Securities in Verification Process: Physical financial instruments have been received and are being checked for authenticity.
Physical Delivery Delay: Settlement is physical. Financial instruments are being delivered.
Counterparty Instruction on Hold: Counterparty's instruction is on hold/frozen/in a preadvice mode.
Your Instruction on Hold: Your instruction is on hold/frozen/in a preadvice mode.
On Hold by System: The transaction was put on hold by the system.
Not In Good Order: Delivery/receipt was refused because physical financial instruments are not in good order.
Instruction Refused/Not Recognised: Instruction has been refused or not recognised and is represented automatically.
Certificates Rejected: Certificates have been lodged with the registrar but rejected due to incomplete documentation or foreign ownership limitation reached.
Securities Blocked: Financial instruments are blocked due to a corporate action event, realignment, etc.
Lack of Stamp Duty Information: Stamp duty information is missing.
Settlement System/Method Modified: Settlement system/method has been modified at CSD to allow settlement.
Trade Amended in Market: Trade is being amended in the market.
Collateral Shortage: Insufficient collateral in your account to execute the instruction.
If Qualifier is PENF and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Account Servicer Deadline Missed: Instruction was received after the account servicer's deadline. Processed on best effort basis.
Awaiting Money: Financial instruments are delivered, but still awaiting money from the counterparty.
Awaiting Securities from Counterparty: Financial instruments have not yet been received from the counterparty (if receive against payment), the money has been delivered.
Processing Batch Difference: Processing batch differs in the counterparty's instruction, for example, daytime/real-time versus overnight.
Beneficial Ownership Disagreement: Disagreement in beneficial ownership.
Account Blocked: Your account is blocked, no instruction can settle over the account.
Both Instructions on Hold: Counterparty's instruction and your instruction are on hold/frozen/in a preadvice mode.
Buy-in Procedure: A buy-in procedure has started on the market (on your behalf if your instruction is a receipt, by the counterparty if your instruction is a delivery).
Awaiting Securities: Awaiting financial instruments from a corporate action issue or other procedure, for example, conversion, dematerialisation, exchange, registration, stamping, splitting.
Cancellation/Confirmation Request: A cancellation or confirmation of instruction is required.
Conditional Delivery Awaiting Release: Instruction is in a hold/frozen/preadvice mode - infrastructure platform is awaiting release.
Wrong Certificate Numbers: Certificate number error.
Enquiry Sent: A chaser/enquiry has been sent.
Counterparty Insufficient Securities: Insufficient deliverable financial instruments in counterparty's account or counterparty does not hold financial instruments.
Counterparty too Late for Settlement: Counterparty's instruction was too late for settlement (that is received too late, matching or settlement problems solved too late).
Clearing House Trade: Instructed settlement date does not agree with the settlement date on the Clearing House trade, that is, a specific type of trade in India.
Counterparty Insufficient Money: Insufficient money in counterparty's account.
Securities Pledged as Collateral: Financial instruments are not deliverable as they are pledged as collateral.
Counterparty In Receivership: Counterparty is in receivership (form of bankruptcy where a court appointed person, the receiver, manages the affairs of the business).
CSD Hold: Central securities depository has set the instruction in a hold/frozen/preadvice mode.
CSD Validation: Instruction is in a hold/frozen/preadvice mode as it fulfils predefined conditions of a restriction processing type in the market infrastructure platform.
Awaiting Next Settlement Cycle: Instruction is confirmed in the local market or is ready for settlement, awaiting next settlement cycle.
Unavailable Deliverable Denominated Quantity: Quantity instructed does not match the denomination available/deliverable. Physical financial instruments need to be obtained in deliverable denominated quantities.
Refused Deposit for Issue of Depositary Receipts: Deposit of shares for the issuing of depositary receipts has been refused. The allotment granted by the issuer is exceeded by your transaction.
Natural Disaster: Exceptional closing of all financial institutions due to natural disaster, for example, typhoon, flooding, earthquake, hurricane.
Counterparty Returned Shares: Counterparty has returned or refused the financial instruments.
Awaiting Documents/Registration Instruction/Endorsements from Counterparty: Awaiting documents, registration instruction or endorsements from counterparty.
Awaiting Documents/Registration Instruction/Endorsements from You: Awaiting documents, registration instruction or endorsements from you.
Maximum Foreign Limit Reached: Insufficient deliverable financial instruments in your account as maximum foreign limit has been reached.
Securities Frozen At CSD: Financial instruments are blocked at the CSD following a corporate event.
Global Form Securities: Settlement cannot be executed; financial instruments are in global form.
Status Reason Investigation: Failing reason being investigated.
Incomplete Number Count: Not all the instructions part of a pool have been received.
Income Adjustment Required: Financial instruments require income adjustment, for example, dividend or interest.
Awaiting Other Transaction: Awaiting settlement of a purchase to cover failing positions.
Lack of Securities: Insufficient deliverable financial instruments in your account.
Securities are Loaned Out: Financial instruments are out on loan.
Market Deadline Missed: Instruction was received after market deadline.
Pending Linked Instruction: A linked instruction is pending/failing.
Insufficient Central Bank Liquidity: Central Bank Liquidity is insufficient.
Minimum Settlement Quantity: Quantity instructed is lower than the minimum existing settlement quantity for the financial instrument.
Money/Securities too Late for Settlement: Covering money/financial instruments were received too late for completing settlement on a same day basis.
Insufficient Money: Insufficient money in your account and/or credit line is insufficient.
Multiple Settlement Quantity: Quantity instructed is not a multiple of an existing settlement quantity lot for the financial instrument.
Narrative Reason: See narrative field for reason.
Confirmation Not Received: Confirmation of settlement has not yet been received.
New Issues: Financial instrument is a new issue and not yet available/tradable.
No Foreign Exchange Instruction: A foreign exchange instruction from you is missing.
Under Objection: Financial instruments are stolen, in dispute, under objection etc.
Trade Settles in Partials: Trade will settle in partials.
Physical Securities in Verification Process: Physical financial instruments have been received and are being checked for authenticity.
Physical Delivery Delay: Settlement is physical. Financial instruments are being delivered.
Counterparty Instruction on Hold: Counterparty's instruction is on hold/frozen/in a preadvice mode.
Your Instruction on Hold: Your instruction is on hold/frozen/in a preadvice mode.
On Hold by System: The transaction was put on hold by the system.
Not In Good Order: Delivery/receipt was refused because physical financial instruments are not in good order.
Certificates Rejected: Certificates have been lodged with the registrar but rejected due to incomplete documentation or foreign ownership limitation reached.
Securities Blocked: Financial instruments are blocked due to a corporate action event, realignment, etc.
Lack of Stamp Duty Information: Stamp duty information is missing.
Settlement System/Method Modified: Settlement system/method has been modified at CSD to allow settlement.
Confirmation Discrepancy: Discrepancy in the settlement confirmation.
Collateral Shortage: Insufficient collateral in your account to execute the instruction.
Account Servicer Deadline Missed: Instruction was received after the account servicer's deadline. Processed on best effort basis.
Account Blocked: Your account is blocked, no instruction can settle over the account.
Awaiting Securities: Awaiting securities from a corporate action issue or other procedure, for example, conversion, dematerialisation, exchange, registration, stamping, splitting.
Wrong Certificate Numbers: Certificate number error.
Securities Pledged as Collateral: Securities are not deliverable as they are pledged as collateral.
Unavailable Deliverable Denominated Quantity: Quantity instructed does not match the denomination available/deliverable. Physical securities need to be obtained in deliverable denominated quantities.
Awaiting Documents/Registration Instruction/Endorsements from You: Awaiting documents, registration instruction or endorsements from you.
Maximum Foreign Limit Reached: Insufficient deliverable financial instruments in your account as maximum foreign limit has been reached.
Global Form Securities: Settlement cannot be executed; financial instruments are in global form.
Lack of Securities: Insufficient financial instruments in your account.
Securities are Loaned Out: Financial instruments are out on loan.
Insufficient Central Bank Liquidity: Central Bank Liquidity is insufficient.
Minimum Settlement Quantity: Quantity instructed is lower than the minimum existing settlement quantity for the financial instrument.
Insufficient Money: Insufficient money in your account and/or credit line is insufficient.
Multiple Settlement Quantity: Quantity instructed is not a multiple of an existing settlement quantity lot for the financial instrument.
Narrative Reason: See narrative field for reason.
Next Process: Next Process is launched. No processing pending problems to be reported.
No Foreign Exchange Instruction: A foreign exchange instruction from you is missing.
Collateral Shortage: Insufficient collateral in your account to execute the instruction.
Processing Batch Repair: Unrecognised or invalid processing batch, that is, daytime/real-time while only possible to settle in overnight batch.
Transaction Call Delay Repair: Unrecognised or invalid transaction call delay.
Corporate Action Repair: Corporate action pending on the financial instrument instructed.
Cash Account Repair: Unrecognised or invalid cash account.
Impossible Cash Settlement System: Impossible standing arrangements override instruction for the cash settlement system.
Settlement Date Repair: Unrecognised or invalid settlement date.
Deal Price Repair: Unrecognised or invalid deal price.
Place of Settlement Repair: Unrecognised or invalid Place of Settlement.
Settlement Amount Repair: Unrecognised or invalid settlement amount.
Quantity Repair: Unrecognised or invalid settlement quantity.
Security Repair: Unrecognised or invalid financial instrument identification.
Trade Date Repair: Unrecognised or invalid trade date.
Agent Repair: Unrecognised or invalid receiving or delivering agent.
Receiving or Delivering Custodian Repair: Unrecognised or invalid receiving or delivering custodian.
Buyer or Seller Repair: Unrecognised or invalid buyer or seller.
Common Reference Repair: Unrecognised, invalid or missing Common Reference.
Place of Safekeeping Repair: Unrecognised, invalid or missing Place of Safekeeping.
Letter of Guarantee Indicator Repair: Unrecognised or invalid letter of guarantee indicator instructed.
Minimum Settlement Quantity Repair: Quantity instructed is lower than the minimum existing settlement quantity for the financial instrument.
Multiple Settlement Quantity Repair: Quantity instructed is not a multiple of an existing settlement quantity lot for the financial instrument.
Narrative Reason: See narrative field for reason.
Settlement Amount Currency Repair: Unrecognised or invalid settlement amount currency.
Physical Settlement Impossible: Physical settlement is impossible for the instructed financial instrument.
Place of Trade Repair: Unrecognised or invalid place of trade.
Reference Repair: Instruction has a reference identical to another previously received instruction.
Termination Transaction Amount Repair: Unrecognised or invalid termination transaction amount.
Repurchase Rate Repair: Unrecognised or invalid repurchase rate.
Premium Amount Repair: Unrecognised or invalid premium amount.
Impossible to use the RTGS system instructed: Impossible to use the RTGS system instructed (NRTG or YRTG).
Safekeeping Account Repair: Unrecognised or invalid message sender's safekeeping account.
Lack of Stamp Duty Information: Required stamp duty information is missing.
Settlement Transaction Repair: Unrecognised or invalid settlement transaction type (relates to the settlement transaction type codes available for sequence E field 22F, qualifier SETR).
Settlement System/Method Repair: Unrecognised or invalid settlement system/method instructed.
Closing Date/Time Repair: Unrecognised or invalid closing date/time.
Tax Status Repair: Unrecognised or invalid tax status of the securities instructed.
20
70D
Narrative: Reason Narrative
O
Definition
This qualified generic field specifies:| REAS | Reason Narrative | Provides additional reason information. |
Format
| Option D | :4!c//6*35x | (Qualifier)(Narrative) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | NDIP | N | D | Reason Narrative |
21
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
Sequenz B2 - Transaction [ obligatorisch, wiederholend ]
No.
Tag
Option
Name
Status
22
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
Sequenz B2a - Linkages [ obligatorisch, wiederholend ]
No.
Tag
Option
Name
Status
23
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
24
13a
A
Number Identification: Linked Message
O
B
Definition
This qualified generic field specifies:| LINK | Linked Message | Message type number/message identifier of the message referenced in the linkage sequence. |
Format
| Option A | :4!c//3!c | (Qualifier)(Number Id) |
| Option B | :4!c/[8c]/30x | (Qualifier)(Data Source Scheme)(Number) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | EXPO | N | A, B | Linked Message |
25
20C
Reference
M
Definition
This qualified generic field specifies:| ASRF | Account Servicer Reference | Reference assigned to the reported transaction by the account servicer. |
| 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. |
| COMM | Common Reference | Unique reference agreed upon by the Investment Manager AND the Broker/Dealer to identify the trade. This reference should be passed down and up through the whole life cycle of the transaction. |
| CORP | Corporate Action Reference | Reference assigned by the account servicer to unambiguously identify a related corporate action event. |
| MITI | Market Infrastructure Transaction Identification | Identification of a transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities. |
| 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. |
| PREV | Previous Reference | Reference of the linked message which was previously sent. |
| RELA | Related Reference | 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
| Option C | :4!c//16x | (Qualifier)(Reference) |
Qualifier (13)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | MAIN | N | C | Pool Reference | |
| O | MCTD | N | C | Previous Reference | ||
| O | NOMI | N | C10 | C | Related Reference | |
| O | QTSO | N | C | Deal Reference | ||
| O | CETI | N | C | Common Reference | ||
| O | ALLO | N | C | Account Servicer Reference | ||
| O | CITY | N | C | Corporate Action Reference | ||
| O | PRIC | N | C | Triparty Agent Collateral Transaction Reference | ||
| O | CASY | N | C | Client's Triparty Collateral Transaction Reference | ||
| O | CAPG | N | C | Client's Collateral Instruction Reference | ||
| O | QFIN | N | C | Triparty's Collateral Instruction Reference | ||
| O | GRSS | N | C | Market Infrastructure Transaction Identification | ||
| O | LOTS | N | C | Processor Transaction Identification |
26
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
Sequenz B2b - Transaction Details [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
27
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
Codes
This field must contain the following code:
Code
Bedeutung des Codes
Transaction Details
28
94a
B
Place
O
C
F
H
L
Definition
This qualified generic field specifies:| CLEA | Place of Clearing | Place at which the trade is cleared (Central Counterparty). |
| SAFE | Place of Safekeeping | Location where the financial instruments are/will be safekept. |
| TRAD | Place of Trade | Place at which the order was traded, directly by the account owner or not. |
Format
| Option B | :4!c/[8c]/4!c[/30x] | (Qualifier)(Data Source Scheme)(Place Code)(Narrative) |
| Option C | :4!c//2!a | (Qualifier)(Country Code) |
| Option F | :4!c//4!c/4!a2!a2!c[3!c] | (Qualifier)(Place Code)(Identifier Code) |
| Option H | :4!c//4!a2!a2!c[3!c] | (Qualifier)(Identifier Code) |
| Option L | :4!c//18!c2!n | (Qualifier)(Legal Entity Identifier) |
Qualifier (3)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | CASH | W | C12 | H, L | Place of Clearing |
| 2 | F | PTYB | W | C12 | B, L | Place of Trade |
| 3 | F | OVEP | W | C12 | B, C, F, L | Place of Safekeeping |
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
Bedeutung des Codes
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.
In option B, if Qualifier is SAFE and Data Source Scheme is not present, Place Code must contain the following code:
Code
Bedeutung des Codes
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, if Qualifier is SAFE, Place Code must contain one of the following codes:
Code
Bedeutung des Codes
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.
29
35B
Identification of the Financial Instrument
M
Definition
This field identifies the financial instrument.Format
| Option B | [ISIN1!e12!c] [4*35x] | (Identification of Security) (Description of Security) |
30
36B
Quantity of Financial Instrument: Posting Quantity
M
Definition
This qualified generic field specifies:| PSTA | Posting Quantity | Quantity of financial instrument posted to the safekeeping account. |
Format
| Option B | :4!c//4!c/15d | (Qualifier)(Quantity Type Code)(Quantity) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | MITR | W | C9 | B | Posting Quantity |
Codes
Quantity Type Code must contain one of the following codes:
Code
Bedeutung des Codes
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.
31
19A
Amount
O
Definition
This qualified generic field specifies:| OCMT | Original Currency and Ordered Amount | Posting/settlement amount in its original currency when conversion from/into another currency has occurred. |
| PSTA | Posting Amount | Amount of money that is to be/was posted to the account. |
Format
| Option A | :4!c//[N]3!a15d | (Qualifier)(Sign)(Currency Code)(Amount) |
32
22a
F
Indicator
M
H
Definition
This qualified generic field specifies:| BENE | Beneficial Ownership Indicator | Specifies whether there is change of beneficial ownership. |
| BLOC | Block Trade Indicator | Specifies whether the settlement instruction is a block parent or child. |
| CAEV | Corporate Action Event Indicator | Specifies the type of corporate event. |
| CASY | Cash Settlement System Indicator | Specifies what cash settlement system is instructed to be used. |
| CCPT | CCP Eligibility Indicator | Specifies whether the settlement transaction is CCP (Central Counterparty) eligible. |
| LEOG | Letter of Guarantee Indicator | Specifies whether physical settlement may be executed using a letter of guarantee or if the physical certificates should be used. |
| MACL | Market Side Indicator | Specifies whether an instruction is for a market side or a client side transaction. |
| NETT | Netting Eligibility Indicator | Specifies whether the settlement transaction is eligible for netting. |
| PAYM | Payment Indicator | Specifies whether the instruction is free or against payment. |
| REDE | Receive/Deliver Indicator | Specifies whether the transaction is a receipt or delivery of financial instruments. |
| REGT | Registration Indicator | Specifies whether registration should occur upon receipt. |
| REPT | Repurchase Type Indicator | Specifies the type of repurchase transaction. |
| REST | Restrictions | Restrictions governing the transfer of ownership of security. |
| RTGS | Securities Real-Time Gross Settlement Indicator | Specifies whether the settlement transaction is to be settled through an RTGS or a non RTGS system. |
| SETR | Type of Settlement Transaction Indicator | Specifies underlying information regarding the type of settlement transaction. |
| SETS | Settlement System/Method Indicator | Specifies whether the settlement instruction is to be settled through the default or the alternate settlement system. |
| STAM | Stamp Duty Indicator | Specifies the stamp duty type or exemption reason applicable to the settlement instruction. |
| STCO | Settlement Transaction Condition Indicator | Specifies the conditions under which the order/trade was to be settled. |
| TCPI | Tax Capacity Party Indicator | Specifies the tax role capacity of the instructing party. |
| TRAN | Transaction Indicator | Specifies the type of activity to which this instruction relates. |
| TRCA | Party Capacity Indicator | Specifies the role of the party in the transaction. |
Format
| Option F | :4!c/[8c]/4!c | (Qualifier)(Data Source Scheme)(Indicator) |
| Option H | :4!c//4!c | (Qualifier)(Indicator) |
Qualifier (21)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | PUTT | N | F | Transaction Indicator | |
| 2 | O | NETT | N | H | Receive/Deliver Indicator | |
| 3 | O | LOTE | N | H | Payment Indicator | |
| 4 | F | PODT | W | F | Settlement Transaction Condition Indicator | |
| 5 | F | QAGE | N | F | Party Capacity Indicator | |
| 6 | F | PLDT | N | F | Stamp Duty Indicator | |
| 7 | F | OSUB | N | F | Securities Real-Time Gross Settlement Indicator | |
| 8 | F | NINT | N | F | Registration Indicator | |
| 9 | F | AUDT | N | F | Beneficial Ownership Indicator | |
| 10 | F | BUSE | N | F | Cash Settlement System Indicator | |
| 11 | F | PRIC | N | F | Tax Capacity Party Indicator | |
| 12 | F | NTSP | N | F | Repurchase Type Indicator | |
| 13 | F | FOLQ | N | F | Market Side Indicator | |
| 14 | F | BAGA | N | F | Block Trade Indicator | |
| 15 | F | OCMT | N | F | Restrictions | |
| 16 | F | PAFI | N | F | Settlement System/Method Indicator | |
| 17 | F | INMH | N | F | Netting Eligibility Indicator | |
| 18 | F | CACK | N | F | CCP Eligibility Indicator | |
| 19 | F | EXEC | N | F | Letter of Guarantee Indicator | |
| 20 | F | BOOK | N | F | Corporate Action Event Indicator | |
| F | PAFI | N | F | Type of Settlement Transaction Indicator |
Codes
In option F, if Qualifier is TRAN and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Borrowing/Lending Activity: Transaction relates to lending/borrowing.
Market Claim: Transaction relates to a market claim following a corporate action.
Collateral Activity: Transaction relates to collateral.
Corporate Action Activity: Transaction relates to corporate action.
Settlement and Clearing Activity: Transaction relates to settlement and clearing.
In option H, if Qualifier is REDE, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Deliver: Financial Instruments will be debited from the safekeeping account.
Receive: Financial Instruments will be credited to the safekeeping account.
In option H, if Qualifier is PAYM, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Against Payment: Against payment.
Free: Free of payment.
In option F, if Qualifier is STCO and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Assignment: Transfer ownership of the asset to another party.
Buy to Cover: Settlement transaction is a buy to cover.
Clean: Tax-exempt financial instruments are to be settled.
Dirty: Taxable financial instruments are to be settled.
Delivery Without Matching: Matching receipt instruction not required (only for concerned ICSD and CSD).
Drawn: Settlement transactions relates to drawn securities.
Exercised: Settlement transaction relates to options, futures or derivatives that are exercised.
Expired: Settlement transaction relates to options, futures or derivatives that have expired.
Free Clean Settlement: Delivery will be made free of payment but a clean payment order will be sent.
Knocked Out: Settlement transaction relates to options, futures or derivatives that are expired worthless.
Not Accounting Related: Security transaction is not for accounting.
No Automatic Market Claim: No market claim should be automatically generated.
No Partial Settlement Allowed: Partial settlement is not allowed.
Partial Settlement: Partial settlement is allowed.
Pending Sale: Accounting information that the position to cover the pending sale will be available by contractual settlement date.
Physical: Securities are to be physically settled.
CSD Payment Only: Relates to transaction on a security that is not eligible at the Central Securities Depository (CSD) but for which the payment will be enacted by the CSD.
Re-hypothecation: Collateral position is available for other purposes (for example, onwards delivery).
Reporting: Relates to a transaction that is for reporting purposes only.
Short Sale Indicator: Settlement transaction will create a short position.
Special Delivery: Settlement transactions to be settled with special delivery.
Split Settlement: Money and financial instruments settle in different locations.
Transformation: Transaction resulting from a transformation.
Unexposed: Delivery cannot be performed until money is received.
In option F, if Qualifier is TRCA and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Settling as a Custodian: Settlement party is a custodian. It receives/delivers the securities and carries out custodial duties.
Settling as Riskless Principal: Party settles trades that were simultaneously offset.
Settling as an Agent: Party settles trades on behalf of his client for which he also traded.
Settling as a Principal: Party settles its own trades.
In option F, if Qualifier is RTGS and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Non-RTGS: Settle through the non-RTGS system. If there is a standing instruction in place for settlement through the RTGS instruction, then this standing instruction is to be ignored.
RTGS: Settle through the RTGS system. If there is a standing instruction in place for settlement through the non-RTGS system, then this standing instruction is to be ignored.
In option F, if Qualifier is REGT and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Street Name: Hold the securities in street name. If there is a standing instruction in place to register on receipt, then this standing instruction is to be ignored.
Register: Register on receipt. If there is a standing instruction in place to hold the securities in street name, then this standing instruction is to be ignored.
In option F, if Qualifier is BENE and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
NCBO: No Change of Beneficial Ownership (NCBO). If a standing instruction is in place for change of beneficial ownership (CBO), then this standing instruction is to be ignored.
CBO: Change of Beneficial Ownership (CBO). If a standing instruction is in place for no change of beneficial ownership (NCBO), then this standing instruction is to be ignored.
In option F, if Qualifier is CASY and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Gross Settlement System: Settle money through gross settlement system.
Net Settlement System: Settle money through net settlement system.
In option F, if Qualifier is TCPI and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Agent: Acting as an agent for tax liability.
Principal: Acting as a principal for tax liability.
In option F, if Qualifier is REPT and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Swap/Substitution: Relates to a repo collateral substitution.
Repo Call: Relates to a change in the closing or maturity date or the providing of the termination date for an open repo.
Principal/Exposure Adjustment: Relates to a principal adjustment.
Pair-Off: Relates to a repo that is part of a pair-off.
Repo Rate: Relates to a change in the repo rate.
Rollover: Relates to a repo rollover of a position extending the closing or maturity date.
Top-Up: Relates to a cover of securities position due to deficit of collateral following mark to market valuation.
Withdrawal: Relates to a return of securities position due to excess of collateral following mark to market valuation.
In option F, if Qualifier is MACL and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Client Side: Instruction is for a client side transaction.
Market Side: Instruction is for a market side transaction.
In option F, if Qualifier is BLOC and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Block Trade Child: Transaction is a block trade child.
Block Trade Parent: Transaction is a block trade parent.
In option F, if Qualifier is REST and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Pursuant to 144A: Ownership or transfer of an unregistered security issued, pursuant to US legal restrictions 144A.
Not Subject to Restrictions: Ownership or transfer of a security that is not subject to restrictions.
Subject to Restrictions (not pursuant to 144A): Ownership or transfer of a security that is subject to restrictions, and not pursuant to 144A.
In option F, if Qualifier is SETS and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Default Settlement System/Method: Settle through the default settlement system/method. If there is a standing instruction in place for settlement through the alternate settlement system/method, then this standing instruction is to be ignored.
Alternate Settlement System/Method: Settle through the alternate settlement system/method. If there is a standing instruction in place for settlement through the default settlement system/method, then this standing instruction is to be ignored.
In option F, if Qualifier is NETT and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Not Netting Eligible: Settlement instruction is not eligible for netting.
Netting Eligible: Settlement instruction is eligible for netting.
In option F, if Qualifier is CCPT and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Not CCP Eligible: Settlement instruction is not CCP eligible.
CCP Eligible: Settlement instruction is CCP eligible.
In option F, if Qualifier is LEOG and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Letter of Guarantee Not Accepted: Letter of guarantee is not accepted. If there is a standing instruction in place to accept a letter of guarantee, then this standing instruction is to be ignored.
Letter of Guarantee Accepted: Letter of guarantee is accepted. If there is a standing instruction in place not to accept a letter of guarantee, then this standing instruction is to be ignored.
In option F, if Qualifier is CAEV and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Accumulation: Funds related event in which the income (for example accumulation units) that accrues during an accounting period is retained within the fund instead of being paid away to investors. The retained income is nonetheless deemed to have been distributed to investors for tax purposes.
Trading Status: Active: Trading in the security has commenced or security has been re-activated after a suspension in trading.
Attachment: Combination of different security types to create a unit. Units are usually comprised of warrants and bonds or warrants and equities. Securities may be combined at the request of the security holder or based on market convention.
Repurchase Offer/Issuer Bid/Reverse Rights: Offer to existing holders by the issuing company to repurchase its own securities. The objective of the offer is to reduce the number of outstanding securities.
Bond Holder Meeting: Physical meeting of bond holders.
Bonus Issue/Capitalisation Issue: Security holders receive additional assets free of payment from the issuer, in proportion to their holding.
Put Redemption: Early redemption of a security at the election of the holder subject to the terms and condition of the issue with no reduction in nominal value.
Bankruptcy: Legal status of a company unable to pay creditors. Bankruptcy involves formal court ruling. Securities may become valueless.
Capital Distribution: The Corporate event pays shareholders an amount in cash issued from the Capital account. There is no reduction to the face value of a single share (or the share has no par value). The number of circulating shares remains unchanged.
Capital Gains Distribution: Distribution of profits resulting from the sale of company assets, for example, Shareholders of Mutual Funds, Unit Trusts, or Sicavs are recipients of capital gains distributions which are often reinvested in additional shares of the fund.
Capitalisation: Increase of the current principal of a debt instrument without increasing the nominal value. It normally arises from the incorporation of due but unpaid interest into the principal. This is commonly done by increasing the pool factor value, for example, capitalisation, and negative amortisation.
Non-US TEFRA D Certification: Non-US beneficial owner certification requirement for exchange of temporary to permanent notes.
Change: Information regarding a change further described in the corporate action details.
Class Action/Proposed Settlement: Situation where interested parties seek restitution for financial loss. The security holder may be offered the opportunity to join a class action proceeding and would need to respond with an instruction.
Court Meeting: Announcement of a meeting at a Court.
Consent: Procedure that aims to obtain consent of holder to a proposal by the issuer or a third party without convening a meeting. For example, consent to change the terms of a bond.
Conversion: Conversion of securities (generally convertible bonds or preferred shares) into another form of securities (usually common shares) at a pre-stated price/ratio.
Company Option: A Company Option may be granted by the company, allowing the holder to take up shares at some future date(s) at a pre arranged price in the company. A company may not grant options which enable the holder to take up unissued shares at a time which is five or more years from the date of the grant. Option holders are not members of a company. They are contingent creditors of a company and hence may, in some instances, be entitled to vote on and be bound by a scheme of arrangement between the creditors and the company. As many options have multiple exercise periods a company option will either lapse or carry on to the next expiry date.
Credit Event: An occurrence of credit derivative for which the issuer of one or several underlying securities is unable to fulfil his financial obligations (as defined in terms and conditions).
Decrease in Value: Reduction of face value of a single share or the value of fund assets. The number of circulating shares/units remains unchanged. This event may include a cash payout to holders.
Detachment: Separation of components that comprise a security, for example, usually units comprised of warrants and bond or warrants and equity. Units may be broken up at the request of the security holder or based on market convention.
Bond Default: Failure by the company to perform obligations defined as default events under the bond agreement and that have not been remedied.
Trading Status: Delisted: Security is no longer able to comply with the listing requirements of a stock exchange and is removed from official board quotation.
Drawing: Redemption in part before the scheduled final maturity date of a security. Drawing is distinct from partial call since drawn bonds are chosen by lottery and with no reduction in nominal value.
Cash Distribution From Non-Eligible Securities Sales: Distribution to shareholders of cash resulting from the selling of non-eligible securities, for example, in the frame of a depositary receipt program.
Dividend Reinvestment: Dividend payment where holders can keep cash or have the cash reinvested in the market by the issuer into additional shares in the issuing company. To be distinguished from DVOP as the company invests the dividend in the market rather than creating new share capital in exchange for the dividend.
Disclosure: Requirement for holders or beneficial owners to disclose their name, location and holdings of any issue to the issuer.
Dutch Auction, Bid Tender: An action by a party wishing to acquire a security. Holders of the security are invited to make an offer to sell, within a specific price range. The acquiring party will buy from the holder with lowest offer.
Cash Dividend: Distribution of cash to shareholders, in proportion to their equity holding. Ordinary dividends are recurring and regular. Shareholder must take cash and may be offered a choice of currency.
Dividend Option: Distribution of a dividend to shareholders with a choice of benefit to receive. Shareholders may choose to receive shares or cash. To be distinguished from DRIP as the company creates new share capital in exchange for the dividend rather than investing the dividend in the market.
Scrip Dividend/Payment: Dividend or interest paid in the form of scrip.
Stock Dividend: Dividend paid to shareholders in the form of equities of the issuing corporation.
Exchange: Exchange of holdings for other securities and/or cash. The exchange can be either mandatory or voluntary involving the exchange of outstanding securities for different securities and/or cash. For example "exchange offer", "capital reorganisation" or "funds separation".
Call on Intermediate Securities: Call or exercise on nil paid securities or intermediate securities resulting from an intermediate securities distribution (RHDI). This code is used for the second event, when an intermediate securities' issue (rights/coupons) is composed of two events, the first event being the distribution of intermediate securities.
Maturity Extension: As stipulated in a bond's Terms and Conditions, the issuer or the bond-holder may prolong the maturity date of a bond. After extension, the security may differ from original issue (new rate or maturity date). May be subject to bondholder's approval.
Warrant Exercise/Warrant Conversion: Option to buy (call warrant) or to sell (put warrant) a specific amount of equities, cash, commodity, etc, at a predetermined price over a specific period of time.
Increase in Value: Increase in the face value of a single security. The number of circulating securities remains unchanged.
Information: Information provided by the issuer having no accounting/financial impact on the holder.
Interest Payment: Interest payment distributed to holders of an interest bearing asset.
Liquidation Dividend/Liquidation Payment: A distribution of cash, assets or both. Debt may be paid in order of priority based on preferred claims to assets specified by the security.
Full Call/Early Redemption: The redemption of an entire issue outstanding of securities, for example, bonds, preferred equity, funds, by the issuer or its agent, for example, asset manager, before final maturity.
Annual General Meeting: Annual general meeting.
Merger: Exchange of outstanding securities, initiated by the issuer which may include options, as the result of two or more companies combining assets, that is, an external, third party company. Cash payments may accompany share exchange.
Non-Official Offer: Offers that are not supervised or regulated by an official entity and being offered by a party, for example a broker, usually at a discount price, for example broker offer, mini-tender, mini odd lot offer or third party offer.
Odd Lot Sale/Purchase: Sale or purchase of odd-lots to/from the issuing company, initiated either by the holder of the security or through an offer made by the issuer.
Ordinary General Meeting: Ordinary general meeting.
Other Event: Other event, use only when no other event type applies, for example, a new event type.
Pari-Passu: Occurs when securities with different characteristics, for example, shares with different entitlements to dividend or voting rights, become identical in all respects, for example, pari-passu or assimilation. May be scheduled in advance, for example, shares resulting from a bonus may become fungible after a pre-set period of time, or may result from outside events, for example, merger, reorganisation, issue of supplementary tranches, etc.
Partial Redemption With Reduction of Nominal Value: Securities are redeemed in part before their scheduled final maturity date with reduction of the nominal value of the securities. The outstanding amount of securities will be reduced proportionally.
Partial Defeasance/Pre-Funding: Issuer has money set aside to redeem a portion of an issue and the indenture states that the securities could be called earlier than the stated maturity.
Pay In Kind: Interest payment, in any kind except cash, distributed to holders of an interest bearing asset.
Place of Incorporation: Changes in the state of incorporation for US companies and changes in the place of incorporation for foreign companies. Where shares need to be registered following the incorporation change, the holder(s) may have to elect the registrar.
Instalment Call: An instalment towards the purchase of equity capital, subject to an agreement between an issuer and a purchaser.
Partial Redemption Without Reduction of Nominal Value: Securities are redeemed in part before their scheduled final maturity date without reduction of the nominal value of the securities. This is commonly done by pool factor reduction.
Interest Payment with Principal: An event which consists of two components, the decrease of the amortized value of a pool factor security and an interest payment.
Priority Issue: Form of open or public offer where priority is given to existing shareholders due to limited amount of securities available in the offer. Shareholders can buy a type of security during a short period of time.
Final Maturity: The redemption of an entire issue outstanding of securities, for example, bonds, preferred equity, funds, by the issuer or its agent, for example, asset manager, at final maturity.
Redenomination: Event by which the unit (currency and/or nominal) of a security is restated, for example, nominal/par value of security in a national currency is restated in another currency.
Remarketing Agreement: Purchase and sale of remarketed preferred equities/bonds through the negotiation of interest rate between the issuers and the holders.
Intermediate Securities Distribution: The distribution of intermediate securities that gives the holder the right to take part in a future event.
Rights Issue/Subscription Rights/Rights Offer: Offer to holders of a security to subscribe for additional securities via the distribution of an intermediate security. Both processes are included in the same event.
Shares Premium Dividend: This corporate event pays shareholders an amount in cash issued from the shares premium reserve. It is similar to a dividend but with different tax implications.
Smallest Negotiable Unit: Modification of the smallest negotiable unit of shares in order to obtain a new negotiable unit.
Spin-Off: A distribution of securities issued by another company. The distributed securities may either be of a newly created or of an existing company. For example, spin-off, demerger, unbundling, divestment.
Stock Split/Change in Nominal Value/Subdivision: Increase in a corporation's number of outstanding equities without any change in the shareholder's equity or the aggregate market value at the time of the split. Equity price and nominal value are reduced accordingly.
Reverse Stock Split/Change in Nominal Value: Decrease in a company's number of outstanding equities without any change in the shareholder's equity or the aggregate market value at the time of the split. Equity price and nominal value are increased accordingly.
Trading Status: Suspended: Trading in the security has been suspended.
Tender/Acquisition/Takeover/Purchase Offer: An offer made to holders by a third party, requesting them to sell (tender) or exchange their securities.
Tax Reclaim: Event related to tax reclaim activities.
Worthless: Booking out of valueless securities.
Withholding Tax Relief Certification: Certification process for withholding tax reduction or exemption based on the tax status of the holder.
Extraordinary or Special General Meeting: Extraordinary or special general meeting.
In option F, if Qualifier is SETR and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Buy Sell Back: Relates to a buy sell back transaction.
In option F, if Qualifier is STAM, the Data Source Scheme must be used to indicate the stamp duty type or reason, for example, in the United Kingdom and Ireland (CRST), in South Africa (STRA), etc.
Code
Bedeutung des Codes
Market Claim: Transaction resulting from a market claim.
Central Bank Collateral Operation: Relates to a collateral delivery/receipt to a National Central Bank for central bank credit operations.
Collateral In: Relates to a collateral transaction, from the point of view of the collateral taker or its agent.
Collateral Out: Relates to a collateral transaction, from the point of view of the collateral giver or its agent.
DR Conversion: Relates to a depository receipt conversion.
Exchange Traded Funds: Relates to an exchange traded fund (ETF) creation or redemption.
Factor Update: Relates to a factor update.
Move of Stock: Relates to a movement of shares into or out of a pooled account.
Issuance: Relates to the issuance of a security such as an equity or a depository receipt.
Mark-Down: Relates to the decrease of positions held by an ICSD at the common depository due to custody operations (repurchase, pre-release, proceed of corp. event realigned).
Mark-Up: Relates to the increase of positions held by an ICSD at the common depository due to custody operations (repurchase, pre-release, proceed of corporate event realigned).
Netting: Relates to the netting of settlement instructions.
Non Syndicated: Relates to the issue of medium and short term paper (CP, CD, MTN, notes ...) under a program and without syndication arrangement.
External Account Transfer: Relates to an account transfer involving more than one instructing party (messages sender) and/or account servicer (messages receiver).
Internal Account Transfer: Relates to an account transfer involving one instructing party (messages sender) at one account servicer (messages receiver).
Pair-Off: Relates to a pair-off: the transaction is paired off and netted against one or more previous transactions.
Placement: Relates to the placement/new issue of a financial instrument.
Portfolio Move: Relates to a portfolio move from one investment manager to another and/or from an account servicer to another. It is generally charged differently than another account transfer (OWNE, OWNI, INSP), hence the need to identify this type of transfer as such.
Pre-Advice: Transaction is a pre-advice, that is for matching purposes only.
Realignment: Relates to a realignment of positions.
Withdrawal: Relates to the withdrawal of specified amounts from specified sub-accounts.
Redemption (Funds): Relates to a redemption of Funds (Funds Industry ONLY).
DR Release/Cancellation: Relates to a release (into/from local) of Depository Receipt operation.
Repo: Relates to a repurchase agreement transaction.
Return of Delivery Without Matching: Relates to the return of financial instruments resulting from a rejected delivery without matching operation.
Reverse Repo: Relates to a reverse repurchase agreement transaction.
Sell Buy Back: Relates to a sell buy back transaction.
Borrowing Reallocation: Internal reallocation of a borrowed holding from one safekeeping account to another.
Securities Borrowing: Relates to a securities borrowing operation.
Securities Lending: Relates to a securities lending operation.
Lending Reallocation: Internal reallocation of a holding on loan from one safekeeping account to another.
Subscription (Funds): Relates to a subscription to funds (Funds Industry ONLY).
Syndicate of Underwriters: Relates to the issue of financial instruments through a syndicate of underwriters and a Lead Manager.
TBA Closing: Relates to a To Be Announced (TBA) closing trade.
Trade: Relates to the settlement of a trade.
Triparty Repo: Relates to a triparty repurchase agreement.
Triparty Reverse Repo: Relates to a triparty reverse repurchase agreement.
Turnaround: Relates to a turnaround: the same security is bought and sold to settle the same day, to or from different brokers.
33
98a
A
Date/Time
M
B
C
Definition
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. |
| EXSE | Expected Settlement Date/Time | Date/time at which the Sender expects settlement. |
| EXVA | Expected Value Date/Time | For against payment transactions, the value date/time at which the Sender expects the settlement amount to be credited or debited. |
| 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
| Option A | :4!c//8!n | (Qualifier)(Date) |
| Option B | :4!c/[8c]/4!c | (Qualifier)(Data Source Scheme)(Date Code) |
| Option C | :4!c//8!n6!n | (Qualifier)(Date)(Time) |
Qualifier (5)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | DEBT | N | A, C | Expected Settlement Date/Time | |
| 2 | O | PAIR | N | A, B, C | Settlement Date/Time | |
| 3 | F | ADDB | N | A, C | Late Delivery Date/Time | |
| 4 | F | PTYB | N | A, B, C | Trade Date/Time | |
| 5 | F | DECL | N | A, C | Expected Value Date/Time |
Codes
In option B, if Qualifier is SETT and Data Source Scheme is not present, Date Code must contain one of the following codes:
Code
Bedeutung des Codes
Open-Dated: Date has not been established.
Unknown: Date is unknown.
In option B, if Qualifier is TRAD and Data Source Scheme is not present, Date Code must contain the following code:
Code
Bedeutung des Codes
Various: Partial trades have occurred over a period of two or more days.
34
70E
Narrative: Transaction Details Narrative
O
Definition
This qualified generic field specifies:| TRDE | Transaction Details Narrative | Provides additional details on the transaction which can not be included within the structured fields of the message. |
Format
| Option E | :4!c//10*35x | (Qualifier)(Narrative) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | QINT | N | E | Transaction Details Narrative |
Sequenz B2b1 - Settlement Parties [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
35
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
Codes
This field must contain the following code:
Code
Bedeutung des Codes
Settlement Parties
36
95a
C
Party
M
L
P
Q
R
Definition
This qualified generic field specifies:| ALTE | Alternate ID | Alternate identification for a party. |
| BUYR | Buyer | Party that receives the financial instrument. |
| DEAG | Delivering Agent | Delivering party that interacts with the Place of Settlement. |
| DECU | Deliverer's Custodian | Party that interacts with the delivering agent unless intermediaries exist. |
| DEI1 | Deliverer's Intermediary 1 | Party that interacts with the delivering intermediary 2, if present. If the delivering intermediary 2 is not present, this is the party that interacts with the delivering agent. |
| DEI2 | Deliverer's Intermediary 2 | When present, party that interacts with the delivering agent. |
| PSET | Place of Settlement | Place of Settlement. |
| REAG | Receiving Agent | Receiving party that interacts with the place of settlement. |
| RECU | Receiver's Custodian | Party that interacts with the receiving agent unless intermediaries exist. |
| REI1 | Receiver's Intermediary 1 | Party that interacts with the receiving intermediary 2, if present. If the receiving intermediary 2 is not present, this is the party that interacts with the receiving agent. |
| REI2 | Receiver's Intermediary 2 | When present, party that interacts with the receiving agent. |
| SELL | Seller | Party that delivers the financial instrument. |
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
| Option C | :4!c//2!a | (Qualifier)(Country Code) |
| Option L | :4!c//18!c2!n | (Qualifier)(Legal Entity Identifier) |
| Option P | :4!c//4!a2!a2!c[3!c] | (Qualifier)(Identifier Code) |
| Option Q | :4!c//4*35x | (Qualifier)(Name and Address) |
| Option R | :4!c/8c/34x | (Qualifier)(Data Source Scheme)(Proprietary Code) |
Qualifier (12)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | BLOK | N | C3, C5 | P, Q, R | Buyer |
| O | COIN | N | C3, C4 | P, Q, R | Delivering Agent | |
| O | COLI | N | C3, C5 | P, Q, R | Deliverer's Custodian | |
| O | COLI | N | C3, C5 | P, Q, R | Deliverer's Intermediary 1 | |
| O | COLL | N | C3, C5 | P, Q, R | Deliverer's Intermediary 2 | |
| O | MITI | N | C3 | C, P, Q | Place of Settlement | |
| O | NBLT | N | C3, C4 | P, Q, R | Receiving Agent | |
| O | NETT | N | C3, C5 | P, Q, R | Receiver's Custodian | |
| O | NMAT | N | C3, C5 | P, Q, R | Receiver's Intermediary 1 | |
| O | NOMI | N | C3, C5 | P, Q, R | Receiver's Intermediary 2 | |
| O | PACK | N | C3, C5 | P, Q, R | Seller | |
| 2 | F | AGRE | N | L | Alternate ID |
37
97a
A
Account: Safekeeping Account
C
B
Definition
This qualified generic field specifies:| SAFE | Safekeeping Account | Account where financial instruments are maintained. |
Format
| Option A | :4!c//35x | (Qualifier)(Account Number) |
| Option B | :4!c/[8c]/4!c/35x | (Qualifier)(Data Source Scheme)(Account Type Code)(Account Number) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | OVEP | N | A, B | Safekeeping Account |
38
20C
Reference: Processing Reference
O
Definition
This qualified generic field specifies:| PROC | Processing Reference | Reference meaningful to the party identified. |
Format
| Option C | :4!c//16x | (Qualifier)(Reference) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | MET3 | N | C | Processing Reference |
39
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
Codes
This field must contain the following code:
Code
Bedeutung des Codes
Settlement Parties
40
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
Codes
This field must contain the following code:
Code
Bedeutung des Codes
Transaction Details
41
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
42
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
Sequenz C - Transactions [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
43
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
Sequenz C1 - Linkages [ obligatorisch, wiederholend ]
No.
Tag
Option
Name
Status
44
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
45
13a
A
Number Identification: Linked Message
O
B
Definition
This qualified generic field specifies:| LINK | Linked Message | Message type number/message identifier of the message referenced in the linkage sequence. |
Format
| Option A | :4!c//3!c | (Qualifier)(Number Id) |
| Option B | :4!c/[8c]/30x | (Qualifier)(Data Source Scheme)(Number) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | EXPO | N | A, B | Linked Message |
46
20C
Reference
M
Definition
This qualified generic field specifies:| ASRF | Account Servicer Reference | Reference assigned to the reported transaction by the account servicer. |
| 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. |
| COMM | Common Reference | Unique reference agreed upon by the Investment Manager AND the Broker/Dealer to identify the trade. This reference should be passed down and up through the whole life cycle of the transaction. |
| CORP | Corporate Action Reference | Reference assigned by the account servicer to unambiguously identify a related corporate action event. |
| MITI | Market Infrastructure Transaction Identification | Identification of a transaction assigned by a market infrastructure other than a central securities depository, for example, Target2-Securities. |
| 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. |
| 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
| Option C | :4!c//16x | (Qualifier)(Reference) |
Qualifier (13)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | MAIN | N | C | Pool Reference | |
| O | MCTD | N | C | Previous Message Reference | ||
| O | NOMI | N | C10 | C | Related Message Reference | |
| O | QTSO | N | C | Deal Reference | ||
| O | CETI | N | C | Common Reference | ||
| O | ALLO | N | C | Account Servicer Reference | ||
| O | CITY | N | C | Corporate Action Reference | ||
| O | PRIC | N | C | Triparty Agent Collateral Transaction Reference | ||
| O | CASY | N | C | Client's Triparty Collateral Transaction Reference | ||
| O | CAPG | N | C | Client's Collateral Instruction Reference | ||
| O | QFIN | N | C | Triparty's Collateral Instruction Reference | ||
| O | GRSS | N | C | Market Infrastructure Transaction Identification | ||
| O | LOTS | N | C | Processor Transaction Identification |
47
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
Sequenz C2 - Transaction Details [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
48
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
Codes
This field must contain the following code:
Code
Bedeutung des Codes
Transaction Details
49
94a
B
Place
O
C
F
H
L
Definition
This qualified generic field specifies:| CLEA | Place of Clearing | Place at which the trade is cleared (Central Counterparty). |
| SAFE | Place of Safekeeping | Location where the financial instruments are/will be safekept. |
| TRAD | Place of Trade | Place at which the order was traded, directly by the account owner or not. |
Format
| Option B | :4!c/[8c]/4!c[/30x] | (Qualifier)(Data Source Scheme)(Place Code)(Narrative) |
| Option C | :4!c//2!a | (Qualifier)(Country Code) |
| Option F | :4!c//4!c/4!a2!a2!c[3!c] | (Qualifier)(Place Code)(Identifier Code) |
| Option H | :4!c//4!a2!a2!c[3!c] | (Qualifier)(Identifier Code) |
| Option L | :4!c//18!c2!n | (Qualifier)(Legal Entity Identifier) |
Qualifier (3)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | CASH | W | C12 | H, L | Place of Clearing |
| 2 | F | PTYB | W | C12 | B, L | Place of Trade |
| 3 | F | OVEP | W | C12 | B, C, F, L | Place of Safekeeping |
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
Bedeutung des Codes
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.
In option B, if Qualifier is SAFE and Data Source Scheme is not present, Place Code must contain the following code:
Code
Bedeutung des Codes
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, if Qualifier is SAFE, Place Code must contain one of the following codes:
Code
Bedeutung des Codes
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.
50
35B
Identification of the Financial Instrument
M
Definition
This field identifies the financial instrument.Format
| Option B | [ISIN1!e12!c] [4*35x] | (Identification of Security) (Description of Security) |
51
36B
Quantity of Financial Instrument: Posting Quantity
M
Definition
This qualified generic field specifies:| PSTA | Posting Quantity | Quantity of financial instrument posted to the safekeeping account. |
Format
| Option B | :4!c//4!c/15d | (Qualifier)(Quantity Type Code)(Quantity) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | MITR | W | C9 | B | Posting Quantity |
Codes
Quantity Type Code must contain one of the following codes:
Code
Bedeutung des Codes
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.
52
19A
Amount
O
Definition
This qualified generic field specifies:| OCMT | Original Currency and Ordered Amount | Posting/settlement amount in its original currency when conversion from/into another currency has occurred. |
| PSTA | Posting Amount | Amount of money that is to be/was posted to the account. |
Format
| Option A | :4!c//[N]3!a15d | (Qualifier)(Sign)(Currency Code)(Amount) |
53
22a
F
Indicator
M
H
Definition
This qualified generic field specifies:| BENE | Beneficial Ownership Indicator | Specifies whether there is change of beneficial ownership. |
| BLOC | Block Trade Indicator | Specifies whether the settlement instruction is a block parent or child. |
| CAEV | Corporate Action Event Indicator | Specifies the type of corporate event. |
| CASY | Cash Settlement System Indicator | Specifies what cash settlement system is instructed to be used. |
| CCPT | CCP Eligibility Indicator | Specifies whether the settlement transaction is CCP (Central Counterparty) eligible. |
| LEOG | Letter of Guarantee Indicator | Specifies whether physical settlement may be executed using a letter of guarantee or if the physical certificates should be used. |
| MACL | Market Side Indicator | Specifies whether an instruction is for a market side or a client side transaction. |
| NETT | Netting Eligibility Indicator | Specifies whether the settlement transaction is eligible for netting. |
| PAYM | Payment Indicator | Specifies whether the instruction is free or against payment. |
| REDE | Receive/Deliver Indicator | Specifies whether the transaction is a receipt or delivery of financial instruments. |
| REGT | Registration Indicator | Specifies whether registration should occur upon receipt. |
| REPT | Repurchase Type Indicator | Specifies the type of repurchase transaction. |
| REST | Restrictions | Restrictions governing the transfer of ownership of security. |
| RTGS | Securities Real-Time Gross Settlement Indicator | Specifies whether the settlement transaction is to be settled through an RTGS or a non RTGS system. |
| SETR | Type of Settlement Transaction Indicator | Specifies underlying information regarding the type of settlement transaction. |
| SETS | Settlement System/Method Indicator | Specifies whether the settlement instruction is to be settled through the default or the alternate settlement system. |
| STAM | Stamp Duty Indicator | Specifies the stamp duty type or exemption reason applicable to the settlement instruction. |
| STCO | Settlement Transaction Condition Indicator | Specifies the conditions under which the order/trade was to be settled. |
| TCPI | Tax Capacity Party Indicator | Specifies the tax role capacity of the instructing party. |
| TRAN | Transaction Indicator | Specifies the type of activity to which this instruction relates. |
| TRCA | Party Capacity Indicator | Specifies the role of the party in the transaction. |
Format
| Option F | :4!c/[8c]/4!c | (Qualifier)(Data Source Scheme)(Indicator) |
| Option H | :4!c//4!c | (Qualifier)(Indicator) |
Qualifier (21)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | PUTT | N | F | Transaction Indicator | |
| 2 | O | NETT | N | H | Receive/Deliver Indicator | |
| 3 | O | LOTE | N | H | Payment Indicator | |
| 4 | F | PODT | W | F | Settlement Transaction Condition Indicator | |
| 5 | F | QAGE | N | F | Party Capacity Indicator | |
| 6 | F | PLDT | N | F | Stamp Duty Indicator | |
| 7 | F | OSUB | N | F | Securities Real-Time Gross Settlement Indicator | |
| 8 | F | NINT | N | F | Registration Indicator | |
| 9 | F | AUDT | N | F | Beneficial Ownership Indicator | |
| 10 | F | BUSE | N | F | Cash Settlement System Indicator | |
| 11 | F | PRIC | N | F | Tax Capacity Party Indicator | |
| 12 | F | NTSP | N | F | Repurchase Type Indicator | |
| 13 | F | FOLQ | N | F | Market Side Indicator | |
| 14 | F | BAGA | N | F | Block Trade Indicator | |
| 15 | F | OCMT | N | F | Restrictions | |
| 16 | F | PAFI | N | F | Settlement System/Method Indicator | |
| 17 | F | INMH | N | F | Netting Eligibility Indicator | |
| 18 | F | CACK | N | F | CCP Eligibility Indicator | |
| 19 | F | EXEC | N | F | Letter of Guarantee Indicator | |
| 20 | F | BOOK | N | F | Corporate Action Event Indicator | |
| F | PAFI | N | F | Type of Settlement Transaction Indicator |
Codes
In option F, if Qualifier is TRAN and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Borrowing/Lending Activity: Transaction relates to lending/borrowing.
Market Claim: Transaction relates to a market claim following a corporate action.
Collateral Activity: Transaction relates to collateral.
Corporate Action Activity: Transaction relates to corporate action.
Settlement and Clearing Activity: Transaction relates to settlement and clearing.
In option H, if Qualifier is REDE, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Deliver: Financial Instruments will be debited from the safekeeping account.
Receive: Financial Instruments will be credited to the safekeeping account.
In option H, if Qualifier is PAYM, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Against Payment: Against payment.
Free: Free of payment.
In option F, if Qualifier is STCO and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Assignment: Transfer ownership of the asset to another party.
Buy to Cover: Settlement transaction is a buy to cover.
Clean: Tax-exempt financial instruments are to be settled.
Dirty: Taxable financial instruments are to be settled.
Delivery Without Matching: Matching receipt instruction not required (only for concerned ICSD and CSD).
Drawn: Settlement transactions relates to drawn securities.
Exercised: Settlement transaction relates to options, futures or derivatives that are exercised.
Expired: Settlement transaction relates to options, futures or derivatives that have expired.
Free Clean Settlement: Delivery will be made free of payment but a clean payment order will be sent.
Knocked Out: Settlement transaction relates to options, futures or derivatives that are expired worthless.
Not Accounting Related: Security transaction is not for accounting.
No Automatic Market Claim: No market claim should be automatically generated.
No Partial Settlement Allowed: Partial settlement is not allowed.
Partial Settlement: Partial settlement is allowed.
Pending Sale: Accounting information that the position to cover the pending sale will be available by contractual settlement date.
Physical: Securities are to be physically settled.
CSD Payment Only: Relates to transaction on a security that is not eligible at the Central Securities Depository (CSD) but for which the payment will be enacted by the CSD.
Re-hypothecation: Collateral position is available for other purposes (for example, onwards delivery).
Reporting: Relates to a transaction that is for reporting purposes only.
Short Sale Indicator: Settlement transaction will create a short position.
Special Delivery: Settlement transactions to be settled with special delivery.
Split Settlement: Money and financial instruments settle in different locations.
Transformation: Transaction resulting from a transformation.
Unexposed: Delivery cannot be performed until money is received.
In option F, if Qualifier is TRCA and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Settling as a Custodian: Settlement party is a custodian. It receives/delivers the securities and carries out custodial duties.
Settling as Riskless Principal: Party settles trades that were simultaneously offset.
Settling as an Agent: Party settles trades on behalf of his client for which he also traded.
Settling as a Principal: Party settles its own trades.
In option F, if Qualifier is RTGS and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Non-RTGS: Settle through the non-RTGS system. If there is a standing instruction in place for settlement through the RTGS instruction, then this standing instruction is to be ignored.
RTGS: Settle through the RTGS system. If there is a standing instruction in place for settlement through the non-RTGS system, then this standing instruction is to be ignored.
In option F, if Qualifier is REGT and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Street Name: Hold the securities in street name. If there is a standing instruction in place to register on receipt, then this standing instruction is to be ignored.
Register: Register on receipt. If there is a standing instruction in place to hold the securities in street name, then this standing instruction is to be ignored.
In option F, if Qualifier is BENE and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
NCBO: No Change of Beneficial Ownership (NCBO). If a standing instruction is in place for change of beneficial ownership (CBO), then this standing instruction is to be ignored.
CBO: Change of Beneficial Ownership (CBO). If a standing instruction is in place for no change of beneficial ownership (NCBO), then this standing instruction is to be ignored.
In option F, if Qualifier is CASY and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Gross Settlement System: Settle money through gross settlement system.
Net Settlement System: Settle money through net settlement system.
In option F, if Qualifier is TCPI and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Agent: Acting as an agent for tax liability.
Principal: Acting as a principal for tax liability.
In option F, if Qualifier is REPT and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Swap/Substitution: Relates to a repo collateral substitution.
Repo Call: Relates to a change in the closing or maturity date or the providing of the termination date for an open repo.
Principal/Exposure Adjustment: Relates to a principal adjustment.
Pair-Off: Relates to a repo that is part of a pair-off.
Repo Rate: Relates to a change in the repo rate.
Rollover: Relates to a repo rollover of a position extending the closing or maturity date.
Top-Up: Relates to a cover of securities position due to deficit of collateral following mark to market valuation.
Withdrawal: Relates to a return of securities position due to excess of collateral following mark to market valuation.
In option F, if Qualifier is MACL and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Client Side: Instruction is for a client side transaction.
Market Side: Instruction is for a market side transaction.
In option F, if Qualifier is BLOC and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Block Trade Child: Transaction is a block trade child.
Block Trade Parent: Transaction is a block trade parent.
In option F, if Qualifier is REST and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Pursuant to 144A: Ownership or transfer of an unregistered security issued, pursuant to US legal restrictions 144A.
Not Subject to Restrictions: Ownership or transfer of a security that is not subject to restrictions.
Subject to Restrictions (not pursuant to 144A): Ownership or transfer of a security that is subject to restrictions, and not pursuant to 144A.
In option F, if Qualifier is SETS and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Default Settlement System/Method: Settle through the default settlement system/method. If there is a standing instruction in place for settlement through the alternate settlement system/method, then this standing instruction is to be ignored.
Alternate Settlement System/Method: Settle through the alternate settlement system/method. If there is a standing instruction in place for settlement through the default settlement system/method, then this standing instruction is to be ignored.
In option F, if Qualifier is NETT and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Not Netting Eligible: Settlement instruction is not eligible for netting.
Netting Eligible: Settlement instruction is eligible for netting.
In option F, if Qualifier is CCPT and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Not CCP Eligible: Settlement instruction is not CCP eligible.
CCP Eligible: Settlement instruction is CCP eligible.
In option F, if Qualifier is LEOG and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Letter of Guarantee Not Accepted: Letter of guarantee is not accepted. If there is a standing instruction in place to accept a letter of guarantee, then this standing instruction is to be ignored.
Letter of Guarantee Accepted: Letter of guarantee is accepted. If there is a standing instruction in place not to accept a letter of guarantee, then this standing instruction is to be ignored.
In option F, if Qualifier is CAEV and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Accumulation: Funds related event in which the income (for example accumulation units) that accrues during an accounting period is retained within the fund instead of being paid away to investors. The retained income is nonetheless deemed to have been distributed to investors for tax purposes.
Trading Status: Active: Trading in the security has commenced or security has been re-activated after a suspension in trading.
Attachment: Combination of different security types to create a unit. Units are usually comprised of warrants and bonds or warrants and equities. Securities may be combined at the request of the security holder or based on market convention.
Repurchase Offer/Issuer Bid/Reverse Rights: Offer to existing holders by the issuing company to repurchase its own securities. The objective of the offer is to reduce the number of outstanding securities.
Bond Holder Meeting: Physical meeting of bond holders.
Bonus Issue/Capitalisation Issue: Security holders receive additional assets free of payment from the issuer, in proportion to their holding.
Put Redemption: Early redemption of a security at the election of the holder subject to the terms and condition of the issue with no reduction in nominal value.
Bankruptcy: Legal status of a company unable to pay creditors. Bankruptcy involves formal court ruling. Securities may become valueless.
Capital Distribution: The Corporate event pays shareholders an amount in cash issued from the Capital account. There is no reduction to the face value of a single share (or the share has no par value). The number of circulating shares remains unchanged.
Capital Gains Distribution: Distribution of profits resulting from the sale of company assets, for example, Shareholders of Mutual Funds, Unit Trusts, or Sicavs are recipients of capital gains distributions which are often reinvested in additional shares of the fund.
Capitalisation: Increase of the current principal of a debt instrument without increasing the nominal value. It normally arises from the incorporation of due but unpaid interest into the principal. This is commonly done by increasing the pool factor value, for example, capitalisation, and negative amortisation.
Non-US TEFRA D Certification: Non-US beneficial owner certification requirement for exchange of temporary to permanent notes.
Change: Information regarding a change further described in the corporate action details.
Class Action/Proposed Settlement: Situation where interested parties seek restitution for financial loss. The security holder may be offered the opportunity to join a class action proceeding and would need to respond with an instruction.
Court Meeting: Announcement of a meeting at a Court.
Consent: Procedure that aims to obtain consent of holder to a proposal by the issuer or a third party without convening a meeting. For example, consent to change the terms of a bond.
Conversion: Conversion of securities (generally convertible bonds or preferred shares) into another form of securities (usually common shares) at a pre-stated price/ratio.
Company Option: A Company Option may be granted by the company, allowing the holder to take up shares at some future date(s) at a pre arranged price in the company. A company may not grant options which enable the holder to take up unissued shares at a time which is five or more years from the date of the grant. Option holders are not members of a company. They are contingent creditors of a company and hence may, in some instances, be entitled to vote on and be bound by a scheme of arrangement between the creditors and the company. As many options have multiple exercise periods a company option will either lapse or carry on to the next expiry date.
Credit Event: An occurrence of credit derivative for which the issuer of one or several underlying securities is unable to fulfil his financial obligations (as defined in terms and conditions).
Decrease in Value: Reduction of face value of a single share or the value of fund assets. The number of circulating shares/units remains unchanged. This event may include a cash payout to holders.
Detachment: Separation of components that comprise a security, for example, usually units comprised of warrants and bond or warrants and equity. Units may be broken up at the request of the security holder or based on market convention.
Bond Default: Failure by the company to perform obligations defined as default events under the bond agreement and that have not been remedied.
Trading Status: Delisted: Security is no longer able to comply with the listing requirements of a stock exchange and is removed from official board quotation.
Drawing: Redemption in part before the scheduled final maturity date of a security. Drawing is distinct from partial call since drawn bonds are chosen by lottery and with no reduction in nominal value.
Cash Distribution From Non-Eligible Securities Sales: Distribution to shareholders of cash resulting from the selling of non-eligible securities, for example, in the frame of a depositary receipt program.
Dividend Reinvestment: Dividend payment where holders can keep cash or have the cash reinvested in the market by the issuer into additional shares in the issuing company. To be distinguished from DVOP as the company invests the dividend in the market rather than creating new share capital in exchange for the dividend.
Disclosure: Requirement for holders or beneficial owners to disclose their name, location and holdings of any issue to the issuer.
Dutch Auction, Bid Tender: An action by a party wishing to acquire a security. Holders of the security are invited to make an offer to sell, within a specific price range. The acquiring party will buy from the holder with lowest offer.
Cash Dividend: Distribution of cash to shareholders, in proportion to their equity holding. Ordinary dividends are recurring and regular. Shareholder must take cash and may be offered a choice of currency.
Dividend Option: Distribution of a dividend to shareholders with a choice of benefit to receive. Shareholders may choose to receive shares or cash. To be distinguished from DRIP as the company creates new share capital in exchange for the dividend rather than investing the dividend in the market.
Scrip Dividend/Payment: Dividend or interest paid in the form of scrip.
Stock Dividend: Dividend paid to shareholders in the form of equities of the issuing corporation.
Exchange: Exchange of holdings for other securities and/or cash. The exchange can be either mandatory or voluntary involving the exchange of outstanding securities for different securities and/or cash. For example "exchange offer", "capital reorganisation" or "funds separation".
Call on Intermediate Securities: Call or exercise on nil paid securities or intermediate securities resulting from an intermediate securities distribution (RHDI). This code is used for the second event, when an intermediate securities' issue (rights/coupons) is composed of two events, the first event being the distribution of intermediate securities.
Maturity Extension: As stipulated in a bond's Terms and Conditions, the issuer or the bond-holder may prolong the maturity date of a bond. After extension, the security may differ from original issue (new rate or maturity date). May be subject to bondholder's approval.
Warrant Exercise/Warrant Conversion: Option to buy (call warrant) or to sell (put warrant) a specific amount of equities, cash, commodity, etc, at a predetermined price over a specific period of time.
Increase in Value: Increase in the face value of a single security. The number of circulating securities remains unchanged.
Information: Information provided by the issuer having no accounting/financial impact on the holder.
Interest Payment: Interest payment distributed to holders of an interest bearing asset.
Liquidation Dividend/Liquidation Payment: A distribution of cash, assets or both. Debt may be paid in order of priority based on preferred claims to assets specified by the security.
Full Call/Early Redemption: The redemption of an entire issue outstanding of securities, for example, bonds, preferred equity, funds, by the issuer or its agent, for example, asset manager, before final maturity.
Annual General Meeting: Annual general meeting.
Merger: Exchange of outstanding securities, initiated by the issuer which may include options, as the result of two or more companies combining assets, that is, an external, third party company. Cash payments may accompany share exchange.
Non-Official Offer: Offers that are not supervised or regulated by an official entity and being offered by a party, for example a broker, usually at a discount price, for example broker offer, mini-tender, mini odd lot offer or third party offer.
Odd Lot Sale/Purchase: Sale or purchase of odd-lots to/from the issuing company, initiated either by the holder of the security or through an offer made by the issuer.
Ordinary General Meeting: Ordinary general meeting.
Other Event: Other event, use only when no other event type applies, for example, a new event type.
Pari-Passu: Occurs when securities with different characteristics, for example, shares with different entitlements to dividend or voting rights, become identical in all respects, for example, pari-passu or assimilation. May be scheduled in advance, for example, shares resulting from a bonus may become fungible after a pre-set period of time, or may result from outside events, for example, merger, reorganisation, issue of supplementary tranches, etc.
Partial Redemption With Reduction of Nominal Value: Securities are redeemed in part before their scheduled final maturity date with reduction of the nominal value of the securities. The outstanding amount of securities will be reduced proportionally.
Partial Defeasance/Pre-Funding: Issuer has money set aside to redeem a portion of an issue and the indenture states that the securities could be called earlier than the stated maturity.
Pay In Kind: Interest payment, in any kind except cash, distributed to holders of an interest bearing asset.
Place of Incorporation: Changes in the state of incorporation for US companies and changes in the place of incorporation for foreign companies. Where shares need to be registered following the incorporation change, the holder(s) may have to elect the registrar.
Instalment Call: An instalment towards the purchase of equity capital, subject to an agreement between an issuer and a purchaser.
Partial Redemption Without Reduction of Nominal Value: Securities are redeemed in part before their scheduled final maturity date without reduction of the nominal value of the securities. This is commonly done by pool factor reduction.
Interest Payment with Principal: An event which consists of two components, the decrease of the amortized value of a pool factor security and an interest payment.
Priority Issue: Form of open or public offer where priority is given to existing shareholders due to limited amount of securities available in the offer. Shareholders can buy a type of security during a short period of time.
Final Maturity: The redemption of an entire issue outstanding of securities, for example, bonds, preferred equity, funds, by the issuer or its agent, for example, asset manager, at final maturity.
Redenomination: Event by which the unit (currency and/or nominal) of a security is restated, for example, nominal/par value of security in a national currency is restated in another currency.
Remarketing Agreement: Purchase and sale of remarketed preferred equities/bonds through the negotiation of interest rate between the issuers and the holders.
Intermediate Securities Distribution: The distribution of intermediate securities that gives the holder the right to take part in a future event.
Rights Issue/Subscription Rights/Rights Offer: Offer to holders of a security to subscribe for additional securities via the distribution of an intermediate security. Both processes are included in the same event.
Shares Premium Dividend: This corporate event pays shareholders an amount in cash issued from the shares premium reserve. It is similar to a dividend but with different tax implications.
Smallest Negotiable Unit: Modification of the smallest negotiable unit of shares in order to obtain a new negotiable unit.
Spin-Off: A distribution of securities issued by another company. The distributed securities may either be of a newly created or of an existing company. For example, spin-off, demerger, unbundling, divestment.
Stock Split/Change in Nominal Value/Subdivision: Increase in a corporation's number of outstanding equities without any change in the shareholder's equity or the aggregate market value at the time of the split. Equity price and nominal value are reduced accordingly.
Reverse Stock Split/Change in Nominal Value: Decrease in a company's number of outstanding equities without any change in the shareholder's equity or the aggregate market value at the time of the split. Equity price and nominal value are increased accordingly.
Trading Status: Suspended: Trading in the security has been suspended.
Tender/Acquisition/Takeover/Purchase Offer: An offer made to holders by a third party, requesting them to sell (tender) or exchange their securities.
Tax Reclaim: Event related to tax reclaim activities.
Worthless: Booking out of valueless securities.
Withholding Tax Relief Certification: Certification process for withholding tax reduction or exemption based on the tax status of the holder.
Extraordinary or Special General Meeting: Extraordinary or special general meeting.
In option F, if Qualifier is SETR and Data Source Scheme is not present, Indicator must contain one of the following codes:
Code
Bedeutung des Codes
Buy Sell Back: Relates to a buy sell back transaction.
Market Claim: Transaction resulting from a market claim.
Central Bank Collateral Operation: Relates to a collateral delivery/receipt to a National Central Bank for central bank credit operations.
Collateral In: Relates to a collateral transaction, from the point of view of the collateral taker or its agent.
Collateral Out: Relates to a collateral transaction, from the point of view of the collateral giver or its agent.
DR Conversion: Relates to a depository receipt conversion.
Exchange Traded Funds: Relates to an exchange traded fund (ETF) creation or redemption.
Factor Update: Relates to a factor update.
Move of Stock: Relates to a movement of shares into or out of a pooled account.
Issuance: Relates to the issuance of a security such as an equity or a depository receipt.
Mark-Down: Relates to the decrease of positions held by an ICSD at the common depository due to custody operations (repurchase, pre-release, proceed of corp. event realigned).
Mark-Up: Relates to the increase of positions held by an ICSD at the common depository due to custody operations (repurchase, pre-release, proceed of corporate event realigned).
Netting: Relates to the netting of settlement instructions.
Non Syndicated: Relates to the issue of medium and short term paper (CP, CD, MTN, notes ...) under a program and without syndication arrangement.
External Account Transfer: Relates to an account transfer involving more than one instructing party (messages sender) and/or account servicer (messages receiver).
Internal Account Transfer: Relates to an account transfer involving one instructing party (messages sender) at one account servicer (messages receiver).
Pair-Off: Relates to a pair-off: the transaction is paired off and netted against one or more previous transactions.
Placement: Relates to the placement/new issue of a financial instrument.
Portfolio Move: Relates to a portfolio move from one investment manager to another and/or from an account servicer to another. It is generally charged differently than another account transfer (OWNE, OWNI, INSP), hence the need to identify this type of transfer as such.
Pre-Advice: Transaction is a pre-advice, that is for matching purposes only.
Realignment: Relates to a realignment of positions.
Redemption (Funds): Relates to a redemption of Funds (Funds Industry ONLY).
DR Release/Cancellation: Relates to a release (into/from local) of Depository Receipt operation.
Repo: Relates to a repurchase agreement transaction.
Return of Delivery Without Matching: Relates to the return of financial instruments resulting from a rejected delivery without matching operation.
Reverse Repo: Relates to a reverse repurchase agreement transaction.
Sell Buy Back: Relates to a sell buy back transaction.
Borrowing Reallocation: Internal reallocation of a borrowed holding from one safekeeping account to another.
Securities Borrowing: Relates to a securities borrowing operation.
Securities Lending: Relates to a securities lending operation.
Lending Reallocation: Internal reallocation of a holding on loan from one safekeeping account to another.
Subscription (Funds): Relates to a subscription to funds (Funds Industry ONLY).
Syndicate of Underwriters: Relates to the issue of financial instruments through a syndicate of underwriters and a Lead Manager.
TBA Closing: Relates to a To Be Announced (TBA) closing trade.
Trade: Relates to the settlement of a trade.
Triparty Repo: Relates to a triparty repurchase agreement.
Triparty Reverse Repo: Relates to a triparty reverse repurchase agreement.
Turnaround: Relates to a turnaround: the same security is bought and sold to settle the same day, to or from different brokers.
In option F, if Qualifier is STAM, the Data Source Scheme must be used to indicate the stamp duty type or reason, for example, in the United Kingdom and Ireland (CRST), in South Africa (STRA), etc.
54
98a
A
Date/Time
M
B
C
Definition
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. |
| EXSE | Expected Settlement Date/Time | Date/time at which the Sender expects settlement. |
| EXVA | Expected Value Date/Time | For against payment transactions, the value date/time at which the Sender expects the settlement amount to be credited or debited. |
| 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
| Option A | :4!c//8!n | (Qualifier)(Date) |
| Option B | :4!c/[8c]/4!c | (Qualifier)(Data Source Scheme)(Date Code) |
| Option C | :4!c//8!n6!n | (Qualifier)(Date)(Time) |
Qualifier (5)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | DEBT | N | A, C | Expected Settlement Date/Time | |
| 2 | O | PAIR | N | A, B, C | Settlement Date/Time | |
| 3 | F | ADDB | N | A, C | Late Delivery Date/Time | |
| 4 | F | PTYB | N | A, B, C | Trade Date/Time | |
| 5 | F | DECL | N | A, C | Expected Value Date/Time |
Codes
In option B, if Qualifier is SETT and Data Source Scheme is not present, Date Code must contain one of the following codes:
Code
Bedeutung des Codes
Open-Dated: Date has not been established.
Unknown: Date is unknown.
In option B, if Qualifier is TRAD and Data Source Scheme is not present, Date Code must contain the following code:
Code
Bedeutung des Codes
Various: Partial trades have occurred over a period of two or more days.
55
70E
Narrative: Transaction Details Narrative
O
Definition
This qualified generic field specifies:| TRDE | Transaction Details Narrative | Provides additional details on the transaction which can not be included within the structured fields of the message. |
Format
| Option E | :4!c//10*35x | (Qualifier)(Narrative) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | QINT | N | E | Transaction Details Narrative |
Sequenz C2a - Settlement Parties [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
56
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
Codes
This field must contain the following code:
Code
Bedeutung des Codes
Settlement Parties
57
95a
C
Party
M
L
P
Q
R
Definition
This qualified generic field specifies:| ALTE | Alternate ID | Alternate identification for a party. |
| BUYR | Buyer | Party that receives the financial instrument. |
| DEAG | Delivering Agent | Delivering party that interacts with the Place of Settlement. |
| DECU | Deliverer's Custodian | Party that interacts with the delivering agent unless intermediary exists. |
| DEI1 | Deliverer's Intermediary 1 | Party that interacts with the delivering intermediary 2, if present. If the delivering intermediary 2 is not present, this is the party that interacts with the delivering agent. |
| DEI2 | Deliverer's Intermediary 2 | When present, party that interacts with the delivering agent. |
| PSET | Place of Settlement | Place of Settlement. |
| REAG | Receiving Agent | Receiving party that interacts with the place of settlement. |
| RECU | Receiver's Custodian | Party that interacts with the receiving agent unless intermediaries exist. |
| REI1 | Receiver's Intermediary 1 | Party that interacts with the receiving intermediary 2, if present. If the receiving intermediary 2 is not present, this is the party that interacts with the receiving agent. |
| REI2 | Receiver's Intermediary 2 | When present, party that interacts with the receiving agent. |
| SELL | Seller | Party that delivers the financial instrument. |
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
| Option C | :4!c//2!a | (Qualifier)(Country Code) |
| Option L | :4!c//18!c2!n | (Qualifier)(Legal Entity Identifier) |
| Option P | :4!c//4!a2!a2!c[3!c] | (Qualifier)(Identifier Code) |
| Option Q | :4!c//4*35x | (Qualifier)(Name and Address) |
| Option R | :4!c/8c/34x | (Qualifier)(Data Source Scheme)(Proprietary Code) |
Qualifier (12)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | BLOK | N | C3, C5 | P, Q, R | Buyer |
| O | COIN | N | C3, C4 | P, Q, R | Delivering Agent | |
| O | COLI | N | C3, C5 | P, Q, R | Deliverer's Custodian | |
| O | COLI | N | C3, C5 | P, Q, R | Deliverer's Intermediary 1 | |
| O | COLL | N | C3, C5 | P, Q, R | Deliverer's Intermediary 2 | |
| O | MITI | N | C3 | C, P, Q | Place of Settlement | |
| O | NBLT | N | C3, C4 | P, Q, R | Receiving Agent | |
| O | NETT | N | C3, C5 | P, Q, R | Receiver's Custodian | |
| O | NMAT | N | C3, C5 | P, Q, R | Receiver's Intermediary 1 | |
| O | NOMI | N | C3, C5 | P, Q, R | Receiver's Intermediary 2 | |
| O | PACK | N | C3, C5 | P, Q, R | Seller | |
| 2 | F | AGRE | N | L | Alternate ID |
58
97a
A
Account: Safekeeping Account
C
B
Definition
This qualified generic field specifies:| SAFE | Safekeeping Account | Account where financial instruments are maintained. |
Format
| Option A | :4!c//35x | (Qualifier)(Account Number) |
| Option B | :4!c/[8c]/4!c/35x | (Qualifier)(Data Source Scheme)(Account Type Code)(Account Number) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | OVEP | N | A, B | Safekeeping Account |
59
30C
Reference: Processing Reference
O
Definition
This qualified generic field specifies:| PROC | Processing Reference | Reference meaningful to the party identified. |
Format
| Option C | :4!c//16x | (Qualifier)(Reference) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | MET3 | N | C | Processing Reference |
60
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
Codes
This field must contain the following code:
Code
Bedeutung des Codes
Settlement Parties
61
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
Codes
This field must contain the following code:
Code
Bedeutung des Codes
Transaction Details
Sequenz C3 - Status [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
62
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
63
25D
Status
M
Definition
This qualified generic field specifies:| INMH | Inferred Matching Status | Provides the matching status of an instruction as per the account servicer based on an allegement. At this time no matching took place on the market (at the CSD/ICSD). |
| IPRC | Instruction Processing Status | Provides the processing status of an instruction (at account servicer level). |
| MTCH | Matching Status | Provides the matching status of the instruction. |
| SETT | Settlement Status | Provides the status of settlement of an instruction. |
Format
| Option D | :4!c/[8c]/4!c | (Qualifier)(Data Source Scheme)(Status Code) |
Qualifier (4)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | ETC1 | N | D | Instruction Processing Status | |
| O | ENTL | N | D | Inferred Matching Status | ||
| O | INCA | N | D | Matching Status | ||
| O | PAIR | N | D | Settlement Status |
Codes
If Qualifier is IPRC and Data Source Scheme is not present, Status Code must contain one of the following codes:
Code
Bedeutung des Codes
Cancelled: Instruction has been cancelled.
Pending Cancellation: A cancellation request from yourself for this instruction is pending, waiting for further processing.
Generated: The transaction was created by the account servicer or a third party. It was not instructed directly by the account owner.
Cancellation Request: A cancellation request from your counterparty for this transaction is pending, waiting for your cancellation request.
Modification Request: A modification request from your counterparty for this transaction is pending waiting for your modification request or your consent.
Acknowledged/Accepted: Instruction has been acknowledged by the account servicer.
Pending Processing: Processing of the instruction is pending.
Repair: Instruction is accepted but in repair.
If Qualifier is INMH or Qualifier is MTCH and Data Source Scheme is not present, Status Code must contain one of the following codes:
Code
Bedeutung des Codes
Matched: Instruction has been matched.
Unmatched: Instruction has not been matched.
If Qualifier is SETT and Data Source Scheme is not present, Status Code must contain one of the following codes:
Code
Bedeutung des Codes
Pending Settlement: Instruction is pending. Settlement at the instructed settlement date is still possible.
Pending/Failing Settlement: Instruction is failing. Settlement at the instructed settlement date is no longer possible.
Sequenz C3a - Reason [ fakultativ, wiederholend ]
No.
Tag
Option
Name
Status
64
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
65
24B
Reason
M
Definition
This qualified generic field specifies:| CAND | Cancellation Reason | Specifies the reason why the instruction is cancelled. |
| CANP | Pending Cancellation Reason | Specifies the reason why a cancellation request sent for the related instruction is pending. |
| CGEN | Generated Reason | Specifies the reason why the transaction was generated. |
| NMAT | Unmatched Reason | Specifies the reason why the instruction has an unmatched status. |
| PACK | Acknowledgement Reason | Specifies additional information about the processed instruction. |
| PEND | Pending Reason | Specifies the reason why the instruction has a pending status. |
| PENF | Pending/Failing Reason | Specifies the reason why the instruction has a failing settlement status. |
| PPRC | Pending Processing Reason | Specifies the reason why the instruction has a pending processing status. |
| REPR | Repair Reason | Specifies the reason why the instruction is in repair. |
Format
| Option B | :4!c/[8c]/4!c | (Qualifier)(Data Source Scheme)(Reason Code) |
Qualifier (9)
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | O | BORR | N | C8 | B | Cancellation Reason |
| O | BORR | N | C8 | B | Pending Cancellation Reason | |
| O | CALL | N | C8 | B | Generated Reason | |
| O | INRE | N | C8 | B | Unmatched Reason | |
| O | LINK | N | C8 | B | Acknowledgement Reason | |
| O | LOTS | N | C8 | B | Pending Reason | |
| O | LOTS | N | C8 | B | Pending/Failing Reason | |
| O | MARG | N | C8 | B | Pending Processing Reason | |
| O | NTAX | N | C8 | B | Repair Reason |
Codes
If Qualifier is CAND and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Cancelled By Yourselves: Instruction has been cancelled as per your request.
Cancelled By System: Instruction has been cancelled by the settlement system.
Cancelled By Agent: Instruction has been cancelled by the agent.
Cancelled By Third Party: Instruction has been cancelled by a third party.
Narrative Reason: See narrative field for reason.
If Qualifier is CANP and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Account Servicer Deadline Missed: Instruction was received after the account servicer's deadline. Processed on best effort basis.
Conditional Delivery Cancellation Pending: Conditional Delivery is still pending awaiting the cancellation from at least another party.
Awaiting Confirmation: Awaiting confirmation of cancellation from the counterparty.
Incomplete Number Count: Not all the instructions part of a pool have been received.
Narrative Reason: See narrative field for reason.
If Qualifier is CGEN and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Market Claim: Transaction has been generated due to a market claim following a corporate action.
Collateral Management: Transaction has been generated for collateral management purposes.
Narrative Reason: See narrative field for reason.
Return of Refused Dump: Transaction has been generated to return a delivery previously instructed.
Split/Shaping: Transaction has been generated to enable settlement following a shortage of position.
Third Party: Transaction has been generated by a third party, for example, a central counterparty.
Transformation: Transaction has been generated due to transformation following a corporate action.
If Qualifier is NMAT and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Accrued Interest Amount: Accrued interest amount does not match.
Account Servicer Deadline Missed: Instruction was received after the account servicer's deadline. Processed on best effort basis.
Disagreement Transaction Call Delay: Transaction call delay does not match.
Counterparty too Late for Matching: Counterparty's instruction was too late for matching.
Matching Instruction Not Found: A matching instruction from your counterparty could not be found.
Counterparty Cancelled Instruction: Counterparty cancelled their instruction.
Disagreement Cum Ex: Disagreement if trade was executed cum or ex.
Disagreement Settlement Date: Settlement date/time does not match.
Disagreement Deal Price: Deal price does not match.
Disagreement Direction of Trade: Direction of the trade does not match. Counterparty expects a delivery from you, not a receipt or vice versa.
Disagreement Place of Settlement: Place of settlement does not match.
Disagreement Automatic Generation: Disagreement on automatic generation of market claim or transformation.
Disagreement Settlement Amount: Settlement amount does not match.
Disagreement Quantity: Quantity of financial instrument does not match.
Disagreement Security: Financial instrument identification does not match, for example, ISIN differs, Financial Instrument Attributes differs.
Not Recognised: Counterparty has been contacted or contacted us, and does not recognise the transaction.
Disagreement Trade Date: Trade date does not match.
Disagreement Forfeit Amount: Forfeit amount does not match.
Disagreement Payment Code: Payment type does not match: your instruction is free of payment, your counterparty's instruction is against payment or vice versa.
Incorrect Agent: Delivering or receiving agent (counterparty) does not match.
Disagreement Receiving or Delivering Custodian: Delivering or receiving custodian does not match.
Incorrect Buyer or Seller: Buyer (receiver) or seller (deliverer) does not match.
Disagreement Common Reference: Common reference does not match.
Disagreement Place of Safekeeping: The place of safekeeping information does not allow matching to take place.
Disagreement Investor Party: Unrecognised or invalid investor party. May be used by an executing party to reject an instruction for an investor (or portfolio) for which it is not authorised to act.
Market Deadline Missed: Instruction was received after market deadline.
Disagreement Letter of Guarantee Indicator: Counterparty is for settlement through Letter of Guarantee (L/G), your instruction is not, or vice versa.
Missing Market Side Details: Market side execution details are missing.
Narrative Reason: See narrative for details.
Disagreement Currency Settlement Amount: Settlement amount currency does not match.
No Matching Started: Matching process has not yet started.
Disagreement Physical Settlement: Counterparty's instruction is physical settlement, your instruction is not, or vice versa.
Disagreement Place of Trade: Place of trade does not match.
Disagreement Place of Listing: Unrecognised or invalid place of listing. Used when the security identified is not listed on the market supplied.
Possible Duplicate Instruction: Instruction has not been matched. It is a possible duplicate instruction.
Disagreement Registration Details: Registration details linked to the transaction are incorrect.
Disagreement Termination Transaction Amount: Termination transaction amount does not match.
Disagreement Repurchase Rate: Repurchase rate does not match.
Disagreement Premium Amount: Premium amount does not match.
Disagreement Repurchase Rate Type: Repurchase rate type does not match.
Disagreement RTGS System: Counterparty is for Real Time Gross Settlement (RTGS) system, you are for non-RTGS or vice versa.
Disagreement Safekeeping Account: Safekeeping account used as matching criteria on the market concerned does not match. This includes Buyer/seller's account, direct client's account at the receiving/delivering agent, or receiving/delivering agent's account at the CSD.
Disagreement Settlement Transaction: Settlement transaction type does not match (relates to the settlement transaction type codes available for sequence E field 22F, qualifier SETR).
Disagreement Settlement System/Method: Settlement system/method does not match (for example, instruction is to settle using settlement system/method A. Counterparty expects settlement to occur using settlement system/method B).
Disagreement Closing Date/Time: Closing date/time does not match (repo).
Disagreement Tax Status: Disagreement on the tax status of the financial instruments to be settled.
Unmatched Market Side Details: Market side trade is unmatched.
Disagreement Variable Rate Support: Variable rate support does not match.
If Qualifier is PACK and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Account Servicer Deadline Missed: Instruction was received after the account servicer's deadline. Processed on best effort basis.
Narrative Reason: See narrative field for reason.
Market Practice Rule Discrepancy: Instruction is accepted but does not comply with the market practice rule published for the concerned market or process.
If Qualifier is PEND and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Account Servicer Deadline Missed: Instruction was received after the account servicer's deadline. Processed on best effort basis.
Awaiting Money: Financial instruments are delivered, but still awaiting money from the counterparty.
Awaiting Securities from Counterparty: Financial instruments have not yet been received from the counterparty.
Processing Batch Difference: Processing batch differs in the counterparty's instruction, for example, daytime/real-time versus overnight.
Beneficial Ownership Disagreement: Disagreement in beneficial ownership.
Account Blocked: Your account is blocked, no instruction can settle over the account.
Both Instructions on Hold: Counterparty's instruction and your instruction are on hold/frozen/in a preadvice mode.
Awaiting Securities: Awaiting financial instruments from a corporate action issue or other procedure, for example, conversion, dematerialisation, exchange, registration, stamping, splitting.
Conditional Delivery Awaiting Release: Instruction is in a hold/frozen/preadvice mode - infrastructure platform is awaiting release.
Wrong Certificate Numbers: Certificate number error.
Enquiry Sent: A chaser/enquiry has been sent.
Counterparty Insufficient Securities: Insufficient deliverable financial instruments in counterparty's account or counterparty does not hold financial instruments.
Clearing House Trade: Instructed settlement date does not agree with the settlement date on the Clearing House trade, that is, a specific type of trade in India.
Counterparty Insufficient Money: Insufficient money in counterparty's account.
Securities Pledged as Collateral: Financial instruments are not deliverable as they are pledged as collateral.
Counterparty In Receivership: Counterparty is in receivership (form of bankruptcy where a court appointed person, the receiver, manages the affairs of the business).
CSD Hold: Central securities depository has set the instruction in a hold/frozen/preadvice mode.
CSD Validation: Instruction is in a hold/frozen/preadvice mode as it fulfils predefined conditions of a restriction processing type in the market infrastructure platform.
Awaiting Next Settlement Cycle: Instruction is confirmed in the local market or is ready for settlement, awaiting next settlement cycle.
Unavailable Deliverable Denominated Quantity: Quantity instructed does not match the denomination available/deliverable. Physical securities need to be obtained in deliverable denominated quantities.
Refused Deposit for Issue of Depositary Receipts: Deposit of shares for the issuing of depositary receipts has been refused. The allotment for depositary receipts granted by the issuer is exceeded by your transaction.
Natural Disaster: Exceptional closing of all financial institutions due to natural disaster, for example, earthquake.
Counterparty Returned Shares: Counterparty has returned or refuses the securities.
Awaiting Documents/Registration Instruction/Endorsements from Counterparty: Awaiting documents, registration instruction or endorsements from counterparty.
Awaiting Documents/Registration Instruction/Endorsements from You: Awaiting documents, registration instruction or endorsements from you.
Maximum Foreign Limit Reached: Insufficient deliverable financial instruments in your account as maximum foreign limit has been reached.
Securities Frozen At CSD: Financial instruments are blocked at the CSD following a corporate event.
Awaiting Settlement Date: Awaiting settlement date. No settlement problems to be reported.
Global Form Securities: Settlement cannot be executed; financial instruments are in global form.
Status Reason Investigation: Pending reason being investigated.
Incomplete Number Count: Not all the instructions part of a pool have been received.
Income Adjustment Required: Financial instruments require income adjustment, for example, dividend or interest.
Awaiting Other Transaction: Awaiting settlement of a purchase to cover failing positions.
Lack of Securities: Insufficient financial instruments in your account.
Securities are Loaned Out: Financial instruments are out on loan.
Market Deadline Missed: Instruction was received after market deadline.
Pending Linked Instruction: Your instruction is pending settlement because the instruction linked to it is pending.
Insufficient Central Bank Liquidity: Central Bank Liquidity is insufficient.
Minimum Settlement Quantity: Quantity instructed is lower than the minimum existing settlement quantity for the financial instrument.
Insufficient Money: Insufficient money in your account and/or credit line is insufficient.
Multiple Settlement Quantity: Quantity instructed is not a multiple of an existing settlement quantity lot for the financial instrument.
Narrative Reason: See narrative field for reason.
Confirmation Not Received: Confirmation of settlement has not yet been received.
New Issues: Financial instrument is a new issue and not yet available/tradable.
No Matching Required: Instruction has not been matched; matching process is not required.
No Foreign Exchange Instruction: A foreign exchange instruction from you is missing.
Trade Settles in Partials: Trade will settle in partials.
Physical Securities in Verification Process: Physical financial instruments have been received and are being checked for authenticity.
Physical Delivery Delay: Settlement is physical. Financial instruments are being delivered.
Counterparty Instruction on Hold: Counterparty's instruction is on hold/frozen/in a preadvice mode.
Your Instruction on Hold: Your instruction is on hold/frozen/in a preadvice mode.
On Hold by System: The transaction was put on hold by the system.
Not In Good Order: Delivery/receipt was refused because physical financial instruments are not in good order.
Instruction Refused/Not Recognised: Instruction has been refused or not recognised and is represented automatically.
Certificates Rejected: Certificates have been lodged with the registrar but rejected due to incomplete documentation or foreign ownership limitation reached.
Securities Blocked: Financial instruments are blocked due to a corporate action event, realignment, etc.
Lack of Stamp Duty Information: Stamp duty information is missing.
Settlement System/Method Modified: Settlement system/method has been modified at CSD to allow settlement.
Trade Amended in Market: Trade is being amended in the market.
Collateral Shortage: Insufficient collateral in your account to execute the instruction.
If Qualifier is PENF and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Account Servicer Deadline Missed: Instruction was received after the account servicer's deadline. Processed on best effort basis.
Awaiting Money: Financial instruments are delivered, but still awaiting money from the counterparty.
Awaiting Securities from Counterparty: Financial instruments have not yet been received from the counterparty (if receive against payment), the money has been delivered.
Processing Batch Difference: Processing batch differs in the counterparty's instruction, for example, daytime/real-time versus overnight.
Beneficial Ownership Disagreement: Disagreement in beneficial ownership.
Account Blocked: Your account is blocked, no instruction can settle over the account.
Both Instructions on Hold: Counterparty's instruction and your instruction are on hold/frozen/in a preadvice mode.
Buy-in Procedure: A buy-in procedure has started on the market (on your behalf if your instruction is a receipt, by the counterparty if your instruction is a delivery).
Awaiting Securities: Awaiting financial instruments from a corporate action issue or other procedure, for example, conversion, dematerialisation, exchange, registration, stamping, splitting.
Cancellation/Confirmation Request: A cancellation or confirmation of instruction is required.
Conditional Delivery Awaiting Release: Instruction is in a hold/frozen/preadvice mode - infrastructure platform is awaiting release.
Wrong Certificate Numbers: Certificate number error.
Enquiry Sent: A chaser/enquiry has been sent.
Counterparty Insufficient Securities: Insufficient deliverable financial instruments in counterparty's account or counterparty does not hold financial instruments.
Counterparty too Late for Settlement: Counterparty's instruction was too late for settlement (that is received too late, matching or settlement problems solved too late).
Clearing House Trade: Instructed settlement date does not agree with the settlement date on the Clearing House trade, that is, a specific type of trade in India.
Counterparty Insufficient Money: Insufficient money in counterparty's account.
Securities Pledged as Collateral: Financial instruments are not deliverable as they are pledged as collateral.
Counterparty In Receivership: Counterparty is in receivership (form of bankruptcy where a court appointed person, the receiver, manages the affairs of the business).
CSD Hold: Central securities depository has set the instruction in a hold/frozen/preadvice mode.
CSD Validation: Instruction is in a hold/frozen/preadvice mode as it fulfils predefined conditions of a restriction processing type in the market infrastructure platform.
Awaiting Next Settlement Cycle: Instruction is confirmed in the local market or is ready for settlement, awaiting next settlement cycle.
Unavailable Deliverable Denominated Quantity: Quantity instructed does not match the denomination available/deliverable. Physical financial instruments need to be obtained in deliverable denominated quantities.
Refused Deposit for Issue of Depositary Receipts: Deposit of shares for the issuing of depositary receipts has been refused. The allotment granted by the issuer is exceeded by your transaction.
Natural Disaster: Exceptional closing of all financial institutions due to natural disaster, for example, typhoon, flooding, earthquake, hurricane.
Counterparty Returned Shares: Counterparty has returned or refused the financial instruments.
Awaiting Documents/Registration Instruction/Endorsements from Counterparty: Awaiting documents, registration instruction or endorsements from counterparty.
Awaiting Documents/Registration Instruction/Endorsements from You: Awaiting documents, registration instruction or endorsements from you.
Maximum Foreign Limit Reached: Insufficient deliverable financial instruments in your account as maximum foreign limit has been reached.
Securities Frozen At CSD: Financial instruments are blocked at the CSD following a corporate event.
Global Form Securities: Settlement cannot be executed; financial instruments are in global form.
Status Reason Investigation: Failing reason being investigated.
Incomplete Number Count: Not all the instructions part of a pool have been received.
Income Adjustment Required: Financial instruments require income adjustment, for example, dividend or interest.
Awaiting Other Transaction: Awaiting settlement of a purchase to cover failing positions.
Lack of Securities: Insufficient deliverable financial instruments in your account.
Securities are Loaned Out: Financial instruments are out on loan.
Market Deadline Missed: Instruction was received after market deadline.
Pending Linked Instruction: A linked instruction is pending/failing.
Insufficient Central Bank Liquidity: Central Bank Liquidity is insufficient.
Minimum Settlement Quantity: Quantity instructed is lower than the minimum existing settlement quantity for the financial instrument.
Money/Securities too Late for Settlement: Covering money/financial instruments were received too late for completing settlement on a same day basis.
Insufficient Money: Insufficient money in your account and/or credit line is insufficient.
Multiple Settlement Quantity: Quantity instructed is not a multiple of an existing settlement quantity lot for the financial instrument.
Narrative Reason: See narrative field for reason.
Confirmation Not Received: Confirmation of settlement has not yet been received.
New Issues: Financial instrument is a new issue and not yet available/tradable.
No Foreign Exchange Instruction: A foreign exchange instruction from you is missing.
Under Objection: Financial instruments are stolen, in dispute, under objection etc.
Trade Settles in Partials: Trade will settle in partials.
Physical Securities in Verification Process: Physical financial instruments have been received and are being checked for authenticity.
Physical Delivery Delay: Settlement is physical. Financial instruments are being delivered.
Counterparty Instruction on Hold: Counterparty's instruction is on hold/frozen/in a preadvice mode.
Your Instruction on Hold: Your instruction is on hold/frozen/in a preadvice mode.
On Hold by System: The transaction was put on hold by the system.
Not In Good Order: Delivery/receipt was refused because physical financial instruments are not in good order.
Certificates Rejected: Certificates have been lodged with the registrar but rejected due to incomplete documentation or foreign ownership limitation reached.
Securities Blocked: Financial instruments are blocked due to a corporate action event, realignment, etc.
Lack of Stamp Duty Information: Stamp duty information is missing.
Settlement System/Method Modified: Settlement system/method has been modified at CSD to allow settlement.
Confirmation Discrepancy: Discrepancy in the settlement confirmation.
Collateral Shortage: Insufficient collateral in your account to execute the instruction.
If Qualifier is PPRC and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Account Servicer Deadline Missed: Instruction was received after the account servicer's deadline. Processed on best effort basis.
Account Blocked: Your account is blocked, no instruction can settle over the account.
Awaiting Securities: Awaiting securities from a corporate action issue or other procedure, for example, conversion, dematerialisation, exchange, registration, stamping, splitting.
Wrong Certificate Numbers: Certificate number error.
Securities Pledged as Collateral: Securities are not deliverable as they are pledged as collateral.
Unavailable Deliverable Denominated Quantity: Quantity instructed does not match the denomination available/deliverable. Physical securities need to be obtained in deliverable denominated quantities.
Awaiting Documents/Registration Instruction/Endorsements from You: Awaiting documents, registration instruction or endorsements from you.
Maximum Foreign Limit Reached: Insufficient deliverable financial instruments in your account as maximum foreign limit has been reached.
Global Form Securities: Settlement cannot be executed; financial instruments are in global form.
Lack of Securities: Insufficient financial instruments in your account.
Securities are Loaned Out: Financial instruments are out on loan.
Insufficient Central Bank Liquidity: Central Bank Liquidity is insufficient.
Minimum Settlement Quantity: Quantity instructed is lower than the minimum existing settlement quantity for the financial instrument.
Insufficient Money: Insufficient money in your account and/or credit line is insufficient.
Multiple Settlement Quantity: Quantity instructed is not a multiple of an existing settlement quantity lot for the financial instrument.
Narrative Reason: See narrative field for reason.
Next Process: Next Process is launched. No processing pending problems to be reported.
No Foreign Exchange Instruction: A foreign exchange instruction from you is missing.
Collateral Shortage: Insufficient collateral in your account to execute the instruction.
If Qualifier is REPR and Data Source Scheme is not present, Reason Code must contain one of the following codes:
Code
Bedeutung des Codes
Processing Batch Repair: Unrecognised or invalid processing batch, that is, daytime/real-time while only possible to settle in overnight batch.
Transaction Call Delay Repair: Unrecognised or invalid transaction call delay.
Corporate Action Repair: Corporate action pending on the financial instrument instructed.
Cash Account Repair: Unrecognised or invalid cash account.
Impossible Cash Settlement System: Impossible standing arrangements override instruction for the cash settlement system.
Settlement Date Repair: Unrecognised or invalid settlement date.
Deal Price Repair: Unrecognised or invalid deal price.
Place of Settlement Repair: Unrecognised or invalid Place of Settlement.
Settlement Amount Repair: Unrecognised or invalid settlement amount.
Quantity Repair: Unrecognised or invalid settlement quantity.
Security Repair: Unrecognised or invalid financial instrument identification.
Trade Date Repair: Unrecognised or invalid trade date.
Agent Repair: Unrecognised or invalid receiving or delivering agent.
Receiving or Delivering Custodian Repair: Unrecognised or invalid receiving or delivering custodian.
Buyer or Seller Repair: Unrecognised or invalid buyer or seller.
Common Reference Repair: Unrecognised, invalid or missing Common Reference.
Place of Safekeeping Repair: Unrecognised, invalid or missing Place of Safekeeping.
Letter of Guarantee Indicator Repair: Unrecognised or invalid letter of guarantee indicator instructed.
Minimum Settlement Quantity Repair: Quantity instructed is lower than the minimum existing settlement quantity for the financial instrument.
Multiple Settlement Quantity Repair: Quantity instructed is not a multiple of an existing settlement quantity lot for the financial instrument.
Narrative Reason: See narrative field for reason.
Settlement Amount Currency Repair: Unrecognised or invalid settlement amount currency.
Physical Settlement Impossible: Physical settlement is impossible for the instructed financial instrument.
Place of Trade Repair: Unrecognised or invalid place of trade.
Reference Repair: Instruction has a reference identical to another previously received instruction.
Termination Transaction Amount Repair: Unrecognised or invalid termination transaction amount.
Repurchase Rate Repair: Unrecognised or invalid repurchase rate.
Premium Amount Repair: Unrecognised or invalid premium amount.
Impossible to use the RTGS system instructed: Impossible to use the RTGS system instructed (NRTG or YRTG).
Safekeeping Account Repair: Unrecognised or invalid message sender's safekeeping account.
Lack of Stamp Duty Information: Required stamp duty information is missing.
Settlement Transaction Repair: Unrecognised or invalid settlement transaction type (relates to the settlement transaction type codes available for sequence E field 22F, qualifier SETR).
Settlement System/Method Repair: Unrecognised or invalid settlement system/method instructed.
Closing Date/Time Repair: Unrecognised or invalid closing date/time.
Tax Status Repair: Unrecognised or invalid tax status of the securities instructed.
66
70D
Narrative: Reason Narrative
O
Definition
This qualified generic field specifies:| REAS | Reason Narrative | Provides additional reason information. |
Format
| Option D | :4!c//6*35x | (Qualifier)(Narrative) |
Qualifier
| Reihenfolge | O/F | Qualifier | W/N | CR | Options | Bedeutung |
|---|---|---|---|---|---|---|
| 1 | F | NDIP | N | D | Reason Narrative |
67
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
68
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
69
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
Sequenz D - Additional Information [ fakultativ, nicht wiederholend ]
No.
Tag
Option
Name
Status
70
16R
Start of Block
M
Definition
This field specifies the start of a block and the name of that block.Format
| Option R | 16c |
Codes
This field must contain the following code:
Code
Bedeutung des Codes
Additional Information
71
95a
P
Party
O
Q
R
Definition
This qualified generic field specifies:| MEOR | Originator of Message | Party that originated the message, if other than the Sender. |
| MERE | Recipient of Message | Party that is the final destination of the message, if other than the Receiver. |
In option R, Proprietary Code specifies a local national code or market segment code identifying the party.
Format
| Option P | :4!c//4!a2!a2!c[3!c] | (Qualifier)(Identifier Code) |
| Option Q | :4!c//4*35x | (Qualifier)(Name and Address) |
| Option R | :4!c/8c/34x | (Qualifier)(Data Source Scheme)(Proprietary Code) |
72
16S
End of Block
M
Definition
This field specifies the end of a block and the name of that block.Format
| Option S | 16c |
Codes
This field must contain the following code:
Code
Bedeutung des Codes
Additional Information