MT569 - Detail view for message

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	PLED	N		A	Statement Number

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	M	PACO	N		C	Sender's Message Reference

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	MAXP	N		A, C, E	Preparation Date/Time

Order	M/O	Qualifier	R/N	Options	Meaning
1	M	PLIS	N	F	Statement Basis Indicator
2	M	NTAX	N	H	Collateral Receive/Provide Indicator
3	O	PAMM	N	F	Statement Frequency Indicator

Order	M/O	Qualifier	R/N	Options	Meaning
1	M	MKTC	N	P, Q, R	Party A
	M	CASH	N	P, Q, R	Party A's client
	M	PTYB	N	P, Q, R	Triparty Agent
2	O	AGRE	N	L	Alternate ID

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	EXPO	N		A, B	Linked Message

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	M	NOMI	N		C	Related Message Reference
	M	MCTD	N	C4	C	Previous Message Reference

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	DSCA	N		D	Global Collateral Status

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	M	REGT	N		A, C	Valuation Date/Time

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	CERT	N		E	Collateral Narrative

26

19A

Definition

This qualified generic field specifies:

COVA	Value of Collateral Held	Total value of posted collateral (post-haircut) expressed in the reporting currency.
MARG	Margin Amount	The difference between the total collateral value and the total collateral required.
TACR	Total Accrued Interest Amount	Total amount of money accrued interest computed in the case of interest bearing financial instruments.
TCFA	Total Cash Failed Amount	Total value of undelivered intended transaction cash amount.
TCOR	Total Collateral Required	Collateral is required to cover interest that accrues on the exposure. Margin amount would thus be the difference between collateral required and collateral value (that is COVA).
TEXA	Total Exposure Amount	Total exposure amount between the giver and taker expressed in the reporting currency.
TPIN	Total Pending Collateral In	Value of incoming collateral, to be settled in the reporting currency.
TPOU	Total Pending Collateral Out	Value of outgoing collateral, to be settled in the reporting currency.
TPRI	Total of Principals	Total of principals in the reporting currency.
TVOC	Total Value of Own Collateral	Total value of own collateral in the reporting currency.
TVRC	Total Value of Reused Collateral	Total value of reused/rehypotheticated collateral in the reporting currency.

Format

Qualifiers (11)

Order	M/O	Qualifier	R/N	Options	Meaning
1	M	CLCI	N	A	Value of Collateral Held
2	M	PRIR	N	A	Total Exposure Amount
3	O	FRNR	N	A	Margin Amount
4	O	PREP	N	A	Total Accrued Interest Amount
5	O	PRIC	N	A	Total Collateral Required
6	O	RDIS	N	A	Total Value of Own Collateral
7	O	RDTE	N	A	Total Value of Reused Collateral
8	O	PSTT	N	A	Total of Principals
9	O	PSET	N	A	Total Pending Collateral In
10	O	PSTA	N	A	Total Pending Collateral Out
11	O	PREX	N	A	Total Cash Failed Amount

27

92A

Definition

This qualified generic field specifies:

MARG

Margin

The collateral excess/shortage expressed in the percentage of the collateral required.

Format

Qualifier

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	FRNR	N		A	Margin

28

25D

Definition

This qualified generic field specifies:

GETS

Global Exposure Type Status

Provides the status after comparing the total collateral required and the total collateral value of all transactions of the same exposure type.

Format

Qualifier

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	DSDA	N		D	Global Exposure Type Status

Codes

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

Code

Meaning of the code

Deficit: Shortage of collateral.

Excess: Excess of collateral.

Flat: Collateral covers the exposure and there is no excess.

Sequence C1 - Summary by Counterparty [ optional, repetitive ]

No.

Tag

Option

Name

Status

29

16R

30

13B

Definition

This qualified generic field specifies:

ELIG	Eligibility Set Profile Number	Number identifying the collateral eligibility set profile of the counterparty.
EXBN	Exclusion Basket Identification Number	Number identifying the collateral basket to be excluded.
FSBN	Fallback Starting Basket Identification Number	Number identifying the fallback starting collateral basket.
PRBN	Preferential Basket Identification Number	Number identifying the preferred collateral basket.

Format

Qualifiers (4)

Order	M/O	Qualifier	R/N	Options	Meaning
1	O	MARK	R	B	Preferential Basket Identification Number
2	O	DISF	R	B	Fallback Starting Basket Identification Number
3	O	DBAM	R	B	Exclusion Basket Identification Number
4	O	COVA	R	B	Eligibility Set Profile Number

31

95a

Definition

This qualified generic field specifies:

ALTE	Alternate ID	Alternate identification for a party.
CLPB	Party B's Client	Party that instructs party B to settle the instruction on its behalf.
PTYB	Party B	Counterparty of Party A.
TRAG	Triparty Agent	Party that handles tri-party transactions.

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

Qualifiers (4)

Order	M/O	Qualifier	R/N	Options	Meaning
1	M	MKTP	N	P, Q, R	Party B
2	O	CASH	N	P, Q, R	Party B's client
3	O	PTYB	N	P, Q, R	Triparty Agent
4	O	AGRE	N	L	Alternate ID

32

19A

Definition

This qualified generic field specifies:

COVA	Value of Collateral Held	Total value of posted collateral (post-haircut) expressed in the reporting currency.
MARG	Margin Amount	The difference between the total collateral value and the total collateral required.
TACR	Total Accrued Interest Amount	Total amount of money accrued interest computed in the case of interest bearing financial instruments.
TCFA	Total Cash Failed Amount	Total value of undelivered intended transaction cash amount.
TCOR	Total Collateral Required	Collateral is required to cover interest that accrues on the exposure. Margin amount would thus be the difference between collateral required and collateral value (that is COVA).
TEXA	Total Exposure Amount	Total exposure amount between the giver and taker expressed in the reporting currency.
TPIN	Total Pending Collateral In	Value of incoming collateral, to be settled in the reporting currency.
TPOU	Total Pending Collateral Out	Value of outgoing collateral, to be settled in the reporting currency.
TPRI	Total of Principals	Total of principals in the reporting currency.
TVOC	Total Value of Own Collateral	Total value of own collateral in the reporting currency.
TVRC	Total Value of Reused Collateral	Total value of reused/rehypotheticated collateral in the reporting currency.

Format

Qualifiers (11)

Order	M/O	Qualifier	R/N	Options	Meaning
1	M	CLCI	N	A	Value of Collateral Held
2	M	PRIR	N	A	Total Exposure Amount
3	O	FRNR	N	A	Margin Amount
4	O	PREP	N	A	Total Accrued Interest Amount
5	O	PRIC	N	A	Total Collateral Required
6	O	RDIS	N	A	Total Value of Own Collateral
7	O	RDTE	N	A	Total Value of Reused Collateral
8	O	PSTT	N	A	Total of Principals
9	O	PSET	N	A	Total Pending Collateral In
10	O	PSTA	N	A	Total Pending Collateral Out
11	O	PREX	N	A	Total Cash Failed Amount

33

92A

Definition

This qualified generic field specifies:

MARG

Margin

The collateral excess/shortage expressed in the percentage of the collateral required.

Format

Qualifier

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	FRNR	N		A	Margin

34

25D

Definition

This qualified generic field specifies:

GCOS

Global Counterparty Status

Provides the status after comparing the total collateral required and the total collateral value of all transactions against counterparty.

Format

Qualifier

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	DSBT	N		D	Global Counterparty Status

Codes

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

Code

Meaning of the code

Deficit: Shortage of collateral.

Excess: Excess of collateral.

Flat: Collateral covers the exposure and there is no excess.

Sequence C1a - Transaction Details [ mandatory, repetitive ]

No.

Tag

Option

Name

Status

35

16R

36

20C

Definition

This qualified generic field specifies:

CCTR	Counterparty's Collateral Transaction Reference	Unique collateral transaction reference assigned by counterparty.
CLTR	Client's Collateral Transaction Reference	Unique reference identifying the triparty collateral management transaction from the client's point of view.
TCTR	Triparty-Agent's/Service-Provider's Collateral Transaction Reference	Unique reference identifying the triparty-agent / service-provider collateral management transaction from the triparty-agent's/service-provider's point of view.

Format

Qualifiers (3)

Order	M/O	Qualifier	R/N	Options	Meaning
1	M	CASY	N	C	Client's Collateral Transaction Reference
2	O	CACN	N	C	Counterparty's Collateral Transaction Reference
3	O	PRIC	N	C	Triparty-Agent's/Service-Provider's Collateral Transaction Reference

37

98a

Definition

This qualified generic field specifies:

EXRQ	Execution Requested Date/Time	Date/time at which the instructing party requested the instruction to be executed.
TERM	Closing Date/Time	Closing date/time or maturity date/time of the transaction.

Format

Qualifiers (2)

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	M	PRIN	N		A, B, C	Closing Date/Time
2	M	DEAL	N		A, B, C	Execution Requested Date/Time

Codes

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

Code

Meaning of the code

Open Ended: There is no termination date defined.

38

19A

Definition

This qualified generic field specifies:

COVA	Value of Collateral Held	Total value of posted collateral (post-haircut) for the transaction.
MARG	Margin Amount	Difference between the total collateral value and the total collateral required.
TACR	Total Accrued Interest Amount	Total amount of money accrued interest computed in the case of interest bearing financial instruments.
TCFA	Total Cash Failed Amount	Total value of undelivered intended transaction cash amount.
TCOR	Total Collateral Required	Collateral is required to cover interest that accrues on the exposure. Margin amount would thus be the difference between collateral required and collateral value (that is COVA).
TEXA	Total Exposure Amount	Total exposure amount between the giver and the taker expressed in the transaction currency.
TPIN	Total Pending Collateral In	Value of incoming collateral, to be settled for the transaction.
TPOU	Total Pending Collateral Out	Value of outgoing collateral, to be settled for the transaction.
TPRI	Total of Principals	Total of principals for the transaction.
TRAA	Transaction Amount	Transaction amount.
TRTE	Termination Transaction Amount	Termination transaction amount.

Format

Qualifiers (11)

Order	M/O	Qualifier	R/N	Options	Meaning
1	M	CLCI	N	A	Value of Collateral Held
2	M	PRIR	N	A	Total Exposure Amount
3	O	PTYA	N	A	Transaction Amount
4	O	FRNR	N	A	Margin Amount
5	O	PREP	N	A	Total Accrued Interest Amount
6	O	PRIC	N	A	Total Collateral Required
7	O	PSET	N	A	Total Pending Collateral In
8	O	PSTA	N	A	Total Pending Collateral Out
9	O	PSTT	N	A	Total of Principals
10	O	RADD	N	A	Termination Transaction Amount
11	O	PREX	N	A	Total Cash Failed Amount

39

22F

Definition

This qualified generic field specifies:

AUTA	Automatic Allocation Indicator	Specifies whether the allocation of the collateral is manual or automatic.
MICO	Method of Interest Computation Indicator	Specifies the computation method of (accrued) interest of the financial instrument.

Format

Qualifiers (2)

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	GALO	N		F	Method of Interest Computation Indicator
2	O	ALTE	N		F	Automatic Allocation Indicator

Codes

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

Code

Meaning of the code

30/360 (ISDA) or 30/360 (American Basic Rule): Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February, and provided that the interest period started on a 30th or a 31st. This means that a 31st is assumed to be a 30th if the period started on a 30th or a 31st and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th). It is the most commonly used 30/360 method for US straight and convertible bonds.

30/365: Method whereby interest is calculated based on a 30-day month in a way similar to the 30/360 (basic rule) and a 365-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th).

30/Actual: Method whereby interest is calculated based on a 30-day month in a way similar to the 30/360 (basic rule) and the assumed number of days in a year in a way similar to the Actual/Actual (ICMA). Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th). The assumed number of days in a year is computed as the actual number of days in the coupon period multiplied by the number of interest payments in the year.

Actual/360: Method whereby interest is calculated based on the actual number of accrued days in the interest period and a 360-day year.

Actual/365 (Fixed): Method whereby interest is calculated based on the actual number of accrued days in the interest period and a 365-day year.

Actual/Actual (ICMA): Method whereby interest is calculated based on the actual number of accrued days and the assumed number of days in a year, that is, the actual number of days in the coupon period multiplied by the number of interest payments in the year. If the coupon period is irregular (first or last coupon), it is extended or split into quasi interest periods that have the length of a regular coupon period and the computation is operated separately on each quasi interest period and the intermediate results are summed up.

30E/360 or Eurobond basis: Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be equivalent to a 30 Feb. However, if the last day of the maturity coupon period is the last day of February, it will not be assumed to be a 30th. It is a variation of the 30/360 (ICMA) method commonly used for eurobonds. The usage of this variation is only relevant when the coupon periods are scheduled to end on the last day of the month.

Actual/Actual (ISDA): Method whereby interest is calculated based on the actual number of accrued days of the interest period that fall on a normal year, divided by 365, added to the actual number of days of the interest period that fall on a leap year, divided by 366.

Actual/365L or Actual/Actual (basic rule): Method whereby interest is calculated based on the actual number of accrued days and a 365-day year (if the coupon payment date is NOT in a leap year) or a 366-day year (if the coupon payment date is in a leap year).

Actual/Actual (AFB): Method whereby interest is calculated based on the actual number of accrued days and a 366-day year (if 29 Feb falls in the coupon period) or a 365-day year (if 29 Feb does not fall in the coupon period). If a coupon period is longer than one year, it is split by repetitively separating full year sub-periods counting backwards from the end of the coupon period (a year backwards from a 28 Feb being 29 Feb, if it exists). The first of the sub-periods starts on the start date of the accrued interest period and thus is possibly shorter than a year. Then the interest computation is operated separately on each sub-period and the intermediate results are summed up.

30/360 (ICMA) or 30/360 (basic rule): Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for February. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be a 28th (or 29th). It is the most commonly used 30/360 method for non-US straight and convertible bonds issued before 01/01/1999.

30E2/360 or Eurobond basis model 2: Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month, except for the last day of February whose day of the month value shall be adapted to the value of the first day of the interest period if the latter is higher and if the period is one of a regular schedule. This means that a 31st is assumed to be a 30th and the 28th Feb of a non-leap year is assumed to be equivalent to a 29th Feb when the first day of the interest period is a 29th, or to a 30th Feb when the first day of the interest period is a 30th or a 31st. The 29th Feb of a leap year is assumed to be equivalent to a 30th Feb when the first day of the interest period is a 30th or a 31st. Similarly, if the coupon period starts on the last day of February, it is assumed to produce only one day of interest in February as if it was starting on a 30th Feb when the end of the period is a 30th or a 31st, or two days of interest in February when the end of the period is a 29th, or 3 days of interest in February when it is the 28th Feb of a non-leap year and the end of the period is before the 29th.

30E3/360 or Eurobond basis model 3: Method whereby interest is calculated based on a 30-day month and a 360-day year. Accrued interest to a value date on the last day of a month shall be the same as to the 30th calendar day of the same month. This means that a 31st is assumed to be a 30th and the 28 Feb (or 29 Feb for a leap year) is assumed to be equivalent to a 30 Feb. It is a variation of the 30E/360 (or Eurobond basis) method where the last day of February is always assumed to be a 30th, even if it is the last day of the maturity coupon period.

Actual/365NL or Actual/365 No Leap: Method whereby interest is calculated based on the actual number of accrued days in the interest period, excluding any leap day from the count, and a 365-day year.

Other: Other method than A001-A014. See Narrative.

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

Code

Meaning of the code

Automatic Allocation: Allocation of the collateral is made automatically.

Manual Allocation: Allocation of the collateral is made manually.

40

92a

Definition

This qualified generic field specifies:

MARG	Margin	The collateral excess/shortage expressed in the percentage of the collateral required.
PRIC	Pricing Rate	Interest rate to be paid on the transaction amount, as agreed between the counterparties.
RSPR	Spread Rate	Margin rate over or under an index.

In option C, Rate Name specifies the reference rate or basis rate on which a rate is based (ex: EONIA, EURIBOR, LIBOR, FEFUND, EURREPO).

Format

Qualifiers (3)

Order	M/O	Qualifier	R/N	Options	Meaning
1	O	MEOR	N	A, C	Pricing Rate
2	O	FRNR	N	A	Margin
3	O	ORDR	N	A	Spread Rate

41

25D

Definition

This qualified generic field specifies:

TRAN	Transaction Coverage Status	Provides the status after comparing the exposure and the collateral required for the transaction.
TREX	Transaction Execution Status	Indicates whether the transaction is pending initiation or has been initiated.

Format

Qualifiers (2)

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	PUTT	N		D	Transaction Coverage Status
2	O	QSEC	N		D	Transaction Execution Status

Codes

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

Code

Meaning of the code

Deficit: Shortage of collateral.

Excess: Excess of collateral.

Flat: Collateral covers the exposure and there is no excess.

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

Code

Meaning of the code

Initiated: Transaction which has been initiated and has not yet closed.

Pending Initiation

Sequence C1a1 - Valuation Details [ optional, repetitive ]

No.

Tag

Option

Name

Status

42

16R

43

17B

Definition

This qualified generic field specifies:

COLL	Collateral Flag	Indicates whether the financial instrument is delivered/received as collateral.
SECU	Securities Flag	Indicates whether the exposure/collateral specified is securities.

Format

Qualifiers (2)

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	M	CERT	N		B	Collateral Flag
2	M	PACK	N		B	Securities Flag

Codes

If Qualifier is COLL, Flag must contain one of the following codes:

Code

Meaning of the code

No: Financial instrument or cash is not part of the collateral, it is part of the deal transaction.

Yes: Financial instrument or cash is part of the collateral.

If Qualifier is SECU, Flag must contain one of the following codes:

Code

Meaning of the code

No: Exposure/collateral specified is cash.

Yes: Exposure/collateral specified is securities.

44

98a

Definition

This qualified generic field specifies:

SETT

Settlement Date/Time

Date/time at which the financial instruments are to be delivered or received effectively (Effective Settlement Date/Time).

Format

Qualifier

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	PAIR	N		A, C	Settlement Date/Time

45

19A

Definition

This qualified generic field specifies:

ACRU	Accrued Interest Amount	Amount of interest that has been accrued in between coupon payment periods.
CLPR	Clean Price Amount	Price amount excluding the accrued interest.
LICO	Exposure/Collateral in Transaction Currency	Amount of the exposure/collateral in the exposure/collateral currency.
MKTB	Market Value Amount Before Valuation Factor	Actual market value before valuation factor expressed in the transaction currency. For cash it is the value before haircut.
MKTP	Market Value Amount Post Valuation Factor	Actual market value post valuation factor expressed in the transaction currency. For cash it is the value post haircut.
MVBF	Actual Market Value Before Valuation Factor	Actual market value before valuation factor expressed in the collateral currency. For cash, it is the value before haircut.
MVPF	Actual Market Value Post Valuation Factor	Actual market value post valuation factor expressed in the collateral currency. For cash, it is the value post haircut.
RELC	Exposure /Collateral in Reporting Currency	Amount of the exposure/collateral in the reporting currency.

Format

Qualifiers (8)

Order	M/O	Qualifier	R/N	Options	Meaning
1	M	INCL	N	A	Actual Market Value Post Valuation Factor
2	O	EXER	N	A	Exposure/Collateral in Transaction Currency
3	O	NOTE	N	A	Exposure /Collateral in Reporting Currency
4	O	HOLD	N	A	Market Value Amount Post Valuation Factor
5	O	GUPA	N	A	Market Value Amount Before Valuation Factor
6	O	ACOW	N	A	Accrued Interest Amount
7	O	CASH	N	A	Clean Price Amount
8	O	INCE	N	A	Actual Market Value Before Valuation Factor

46

92a

Definition

This qualified generic field specifies:

EXCH	Exchange Rate	Exchange rate between the transaction currency and the reporting currency.
VAFC	Valuation Factor	Adjustment applied on the liability/collateral to calculate the position.

Format

Qualifiers (2)

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	M	DBNM	N		B	Exchange Rate
2	M	REGI	N		A	Valuation Factor

47

99a

Definition

This qualified generic field specifies:

DAAC	Number of Days Accrued	Number of days used for calculating the accrued interest amount.
QAGE	Quotation Age	Number of days since the last pricing update.

Format

Qualifiers (2)

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	COAX	N		A	Number of Days Accrued
2	O	MOVE	N		B	Quotation Age

48

22F

Definition

This qualified generic field specifies:

MICO

Method of Interest Computation Indicator

Specifies the computation method of (accrued) interest of the financial instrument.

Format

Qualifier

Order	M/O	Qualifier	R/N	CR	Options	Meaning
1	O	GALO	N		F	Method of Interest Computation Indicator

Codes

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