SWIFT ISO 15022 - Code A007
Meanings
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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.
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30E/360 or Eurobond Basis
Usages
Message type
Field number
Tag
MT321
(Instruction to Settle a Third Party Loan/Deposit)
13
22H (Indicator)
MT500
(Instruction to Register)
20
22F (Indicator)
MT501
(Confirmation of Registration or Modification)
19
22F (Indicator)
MT502
(Order to Buy or Sell)
35
22F (Indicator)
MT502
(Order to Buy or Sell)
82
22F (Indicator)
MT506
(Collateral and Exposure Statement)
35
22F (Indicator: Method of Interest Computation Indicator)
MT506
(Collateral and Exposure Statement)
63
22F (Indicator: Method of Interest Computation Indicator)
MT508
(Intra-Position Advice)
20
22F (Indicator)
MT513
(Client Advice Of Execution)
49
22F (Indicator)
MT513
(Client Advice Of Execution)
96
22F (Indicator)
MT514
(Trade Allocation Instruction)
34
22F (Indicator)
MT514
(Trade Allocation Instruction)
81
22F (Indicator)
MT515
(Client Confirmation of Purchase or Sale)
40
22F (Indicator)
MT515
(Client Confirmation of Purchase or Sale)
87
22F (Indicator)
MT518
(Market-Side Securities Trade Confirmation)
32
22F (Indicator)
MT518
(Market-Side Securities Trade Confirmation)
79
22F (Indicator)
MT519
(Modification of Client Details)
19
22F (Indicator)
MT524
(Intra-Position Instruction)
22
22F (Indicator)
MT527
(Triparty Collateral Instruction)
27
22a (Indicator)
MT535
(Statement of Holdings)
25
22F (Indicator)
MT538
(Statement of Intra-Position Advices)
21
22F (Indicator)
MT541
(Receive Against Payment)
21
22F (Indicator)
MT541
(Receive Against Payment)
55
22F (Indicator)
MT543
(Deliver Against Payment)
21
22F (Indicator)
MT543
(Deliver Against Payment)
55
22F (Indicator)
MT544
(Receive Free Confirmation)
20
22F (Indicator)
MT544
(Receive Free Confirmation)
53
22F (Indicator)
MT545
(Receive Against Payment Confirmation)
20
22F (Indicator)
MT545
(Receive Against Payment Confirmation)
53
22F (Indicator)
MT546
(Deliver Free Confirmation)
20
22F (Indicator)
MT546
(Deliver Free Confirmation)
53
22F (Indicator)
MT547
(Deliver Against Payment Confirmation)
20
22F (Indicator)
MT547
(Deliver Against Payment Confirmation)
53
22F (Indicator)
MT558
(Triparty Collateral Status and Processing Advice)
32
22a (Indicator)
MT564
(Corporate Action Notification)
18
22F (Indicator: Method of Interest Computation Indicator)
MT564
(Corporate Action Notification)
72
22F (Indicator: Method of Interest Computation Indicator)
MT565
(Corporate Action Instruction)
16
22F (Indicator: Method of Interest Computation Indicator)
MT566
(Corporate Action Confirmation)
19
22F (Indicator: Method of Interest Computation Indicator)
MT566
(Corporate Action Confirmation)
53
22F (Indicator: Method of Interest Computation Indicator)
MT568
(Corporate Action Narrative)
20
22F (Indicator: Method of Interest Computation Indicator)
MT569
(Triparty Collateral and Exposure Statement)
39
22F (Indicator)
MT569
(Triparty Collateral and Exposure Statement)
48
22F (Indicator: Method of Interest Computation Indicator)
MT576
(Statement of Open Orders)
19
22F (Indicator)
MT578
(Settlement Allegement)
19
22F (Indicator)
MT586
(Statement of Settlement Allegements)
29
22F (Indicator)
