SWIFTStandards Category 5 Securities Markets - …intfico.com/files/Us5mb.pdf · SWIFTStandards...

SWIFTStandards

Category 5Securities Markets

(MT 519 - MT 543)

Volume 2November 2003 Standards Release

Standards Release Guide 2003 - Final edition - February 2003

1

Legal Notices

IMPORTANT NOTE: You may install and use this publication only if you have entered into the relevant licence agreementwith SWIFT. Please refer to such licence agreement to determine what you may or may not do with it. Note however that inthe case of a ’Single User Licence’, this publication must be installed on a standalone machine for access by one person atany one time, and references to "organisation" in these notices are to the ordering customer (BIC 8). In the case of a ’ServerLicence’, this publication can also be installed on a server for access within the organisation of the ordering customer (BIC8), and references to "organisation" are then to all those SWIFT Users belonging to the same group as the ordering customer(BIC8) for traffic aggregation purposes.

Copyright

Copyright © S.W.I.F.T. SCRL ("SWIFT"), avenue Adèle 1, B-1310 La Hulpe, Belgium, 2002. All rights reserved. No partof this publication may be copied or reproduced, stored in a retrieval system, sold or transferred to any person, in whole orin part, in any manner or form or on any media, without the prior written permission of SWIFT. The recipient is, however, authorised to copy or reproduce this publication within its own organisation as may be reasonably necessary for the purposefor which it is supplied. Any such copy or reproduction will include the following: acknowledgement of the source, refer-ence and date of publication, and all notices set out on this page.

Confidentiality

This publication may contain proprietary and/or confidential information of SWIFT and/or its suppliers. The recipientshould not disclose this publication outside its organisation without the prior written permission of SWIFT.

Disclaimer

Although SWIFT has used reasonable efforts to ensure accuracy of its contents, SWIFT assumes no liability for any inad-vertent error or omission that may appear in this publication. The information in this publication is the latest available at thedate of its production, and may change from time to time.

Trademarks and Patents

SWIFT, S.W.I.F.T., the SWIFT logo, Sibos, Accord and SWIFT-derived product and service names - such as but notlimited to SWIFTNet and SWIFTAlliance - are trademarks of S.W.I.F.T. SCRL. SWIFT is the trading name of S.W.I.F.T.SCRL. All other product or company names that may be mentioned in this publication are trademarks or registered trade-marks of their respective owners. Patent pending: SWIFTNet - TrustAct - e-paymentsPlus.

February 2003 edition


SWIFTStandards - Category 5 Volume 2Legal Notices

Overview

Added Message TypesRemoved Message TypesModified Message Types

Added Message TypesNone

Removed Message TypesNone

Modified Message TypesMT519

MT524

MT528

MT529

MT535

MT536

MT537

MT538

MT540

MT541

MT542

MT543

3Standards Release Guide 2003 - Final edition - February 2003

OverviewSWIFTStandards - Category 5 Volume 2

MT 519 Modification of Client Details

MT 519 ScopeThis message is sent by an account owner to an account servicer (account servicing institution). The account owner may bea global custodian which has an account with its local agent (sub custodian), a local agent (sub custodian) which has anaccount with its clearing agent or registration provider or a financial institution which has an account with its local agent(sub custodian).

This message is used to:

instruct the modification of client details at the registration provider,request the cancellation of a modification of client details which was previously sent by the account owner (the func-tion of the message is CANC).

MT 519 Format Specifications

MT 519 Modification of Client Details

Status Tag Qualifier Generic Field Name

Detailed Field Name Content/Options No.

Mandatory Sequence A General Information

M 16R Start of Block GENL 1

M 20C SEME Reference Sender’s Reference :4!c//16x 2

M 23G Function of the Message 4!c[/4!c] 3

O 98a PREP Date/Time Preparation Date A or C 4

----->Repetitive Optional Subsequence A1 Linkages

M 16R Start of Block LINK 5

O 22F LINK Indicator Linkage Type Indicator :4!c/[8c]/4!c 6

O 13A LINK Number Identifica-tion

Linked Transaction :4!c//3!c 7

M 20C 4!c Reference (see qualifier description) :4!c//16x 8

M 16S End of Block LINK 9

-----| End of Subsequence A1 Linkages

M 16S End of Block GENL 10

End of Sequence A General Information

Mandatory Sequence B Registration Details


SWIFTStandards - Category 5 Volume 2MT 519



M 16R Start of Block REGDET 11

----->

M 20D 4!c Reference (see qualifier description) :4!c//25x 12

-----|

----->

M 22F 4!c Indicator (see qualifier description) :4!c/[8c]/4!c 13

-----|

O 98a RMOD Date/Time Requested Modification Date

A or C 14

O 35B Identification of the Financial Instrument

[ISIN1!e12!c][4*35x]

15

O 70C REGI Narrative Registration Details :4!c//4*35x 16

Optional Subsequence B1 Financial Instrument Attributes

M 16R Start of Block FIA 17

----->

O 22F 4!c Indicator (see qualifier description) :4!c/[8c]/4!c 18

-----|----->

O 12a 4!c Type of Financial Instrument

(see qualifier description) A, B or C 19

-----|

O 11A DENO Currency Currency of Denomina-tion

:4!c//3!a 20

----->

O 98A 4!c Date (see qualifier description) :4!c//8!n 21

-----|----->

O 92A 4!c Rate (see qualifier description) :4!c//[N]15d 22


MT 519SWIFTStandards - Category 5 Volume 2



-----|----->

O 13a 4!c Number Identifica-tion

(see qualifier description) A or B 23

-----|----->

O 17B 4!c Flag (see qualifier description) :4!c//1!a 24

-----|----->

O 90a 4!c Price (see qualifier description) A or B 25

-----|----->

O 36B 4!c Quantity of Finan-cial Instrument

(see qualifier description) :4!c//4!c/15d 26

-----|

O 70E FIAN Narrative Financial InstrumentAttribute Narrative

:4!c//10*35x 27

M 16S End of Block FIA 28

End of Subsequence B1 Financial Instrument Attributes

Optional Subsequence B2 Financial Instrument/Account

M 16R Start of Block FIAC 29

O 97A SAFE Account Safekeeping Account :4!c//35x 30

M 16S End of Block FIAC 31

End of Subsequence B2 Financial Instrument/Account

M 16S End of Block REGDET 32

End of Sequence B Registration Details

----->Repetitive Optional Sequence C Client Details

M 16R Start of Block CLTDET 33

Optional Subsequence C1 Address





M 16R Start of Block ADDRESS 34

----->

M 17B 4!c Flag (see qualifier description) :4!c//1!a 35

-----|----->


-----|

----->

O 95a 4!c Party (see qualifier description) P, R, S or U 37

-----|

----->

O 94a 4!c Place (see qualifier description) C, D or G 38

-----|

----->

O 13B 4!c Number Identifica-tion

(see qualifier description) :4!c/[8c]/30x 39

-----|

----->

O 70C 4!c Narrative (see qualifier description) :4!c//4*35x 40

-----|

M 16S End of Block ADDRESS 41

End of Subsequence C1 Address

Optional Subsequence C2 Personal Details

M 16R Start of Block PERSDET 42

----->






-----|

O 95U BIRT Party Name at Birth :4!c//3*35x 44

----->

O 98a 4!c Date/Time (see qualifier description) A or C 45

-----|----->

O 94C 4!c Place (see qualifier description) :4!c//2!a 46

-----|

O 70C ADTX Narrative Additional Text :4!c//4*35x 47

M 16S End of Block PERSDET 48

End of Subsequence C2 Personal Details

M 16S End of Block CLTDET 49

-----| End of Sequence C Client Details

M = Mandatory O = Optional

MT 519 Network Validated RulesC1

If the message is a cancellation, ie, Function of the Message (field 23G) is CANC, then a reference to the previousmessage must be specified in the Linkage section, ie, field :20C::PREV must be present minimum once in that message(Error code(s): E08).

Sequence Aif field :23G: is...

then subsequence A1 is... and in minimum one occur-rence of subsequence A1field :20C::PREV is...

CANC Mandatoryie minimum one occurrence of A1

Mandatory(note: it does not need to bepresent in all occurrences of A1)

Not CANC Optional Optional



MT 519 Usage RulesWhen the message is used as a cancellation, the linkage sequence must contain the reference of the original instruction.

MT 519 Field Specifications

1. Field 16R: Start of Block

FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION

This field specifies the start of a block and the name of that block.

CODES

This field must contain the following code (Error code(s): T92):

GENL General Information.

2. Field 20C: Reference: Sender’s Reference

FORMAT

Option C :4!c//16x (Qualifier) (Reference)

PRESENCE

Mandatory

QUALIFIER

(Error code(s): T89)

Order M/O Qualifier R/N CR Options Qualifier Description

1 M SEME N C Sender’s Reference



DEFINITION

This qualified generic field specifies:

SEME Sender’s Reference Reference assigned by the Sender to unambiguously identify the message.

NETWORK VALIDATED RULES

Reference must not start or end with a slash ’/’ and not contain two consecutive slashes ’//’ (Error code(s): T26).

3. Field 23G: Function of the Message

FORMAT

Option G 4!c[/4!c] (Function) (Subfunction)

PRESENCE

Mandatory

DEFINITION

This field identifies the function of the message.

CODES

Function must contain one of the following codes (Error code(s): T86):

CANC Cancellation This is a request to cancel a previously sent modification of registration message.

NEWM New This is a new modification of registration message.

CODES

Subfunction, when present, must contain one of the following codes:

CODU Copy Duplicate This message is being sent as a copy to a party other than the accountowner/account servicer, for information purposes and the message is a dupli-cate of a message previously sent.

COPY Copy This message is being sent as a copy to a party other than the accountowner/account servicer, for information purposes.

DUPL Duplicate The message is for information/confirmation purposes. It is a duplicate of amessage previously sent.



USAGE RULES

To cancel a previously sent message, Function is CANC. The reference in the linkages sequence must contain the Sender’s reference of the message to be cancelled. A copy of at least the mandatory fields of the message to be cancelled must bepresent; optional fields need not be present for SWIFT validation.

4. Field 98a: Date/Time: Preparation Date

FORMAT

Option A :4!c//8!n (Qualifier) (Date)Option C :4!c//8!n6!n (Qualifier) (Date) (Time)

PRESENCE

Optional

QUALIFIER



1 O PREP N A, C Preparation Date

DEFINITION


PREP Preparation Date/Time

Date/time at which message was prepared.


Date must be a valid date expressed as YYYYMMDD (Error code(s): T50).

Time must be a valid time expressed as HHMMSS (Error code(s): T38).


FORMAT

Option R 16c



PRESENCE

Mandatory in an optional sequence

DEFINITION


CODES


LINK Linkages.

6. Field 22F: Indicator: Linkage Type Indicator

FORMAT

Option F :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Indicator)

PRESENCE

Optional

QUALIFIER



1 O LINK N F Linkage Type Indicator

DEFINITION


LINK Linkage Type Indi-cator

When the message was executed relative to the transaction referenced in the sequence.

CODES

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

AFTE After The instruction is to be executed after the linked transaction.

BEFO Before The instruction is to be executed before the linked transaction.



INFO Information Linked for information purposes only.

WITH With The instruction is to be executed with the linked transaction.

7. Field 13A: Number Identification: Linked Transaction

FORMAT

Option A :4!c//3!c (Qualifier) (Number Id)

PRESENCE

Optional

QUALIFIER



1 O LINK N A Linked Transaction

DEFINITION


LINK Linked Transaction Type of transaction which is linked to this transaction.

USAGE RULES

Number Id must contain the MT number of the linked transaction.

8. Field 20C: Reference

FORMAT


PRESENCE




QUALIFIER



1 M POOL N C Pool Reference

or PREV N C1 C Previous Reference

or RELA N C Related Reference

DEFINITION


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.



9. Field 16S: End of Block

FORMAT

Option S 16c

PRESENCE


DEFINITION

This field specifies the end of a block and the name of that block.

CODES


LINK Linkages.




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


REGDET Registration Details

12. Field 20D: Reference

FORMAT

Option D :4!c//25x (Qualifier) (Reference)



PRESENCE

Mandatory

QUALIFIER



1 M BREF N D Bank Reference Number

2 O BPAR N D Business Partner Number

3 O SHAR N D Shareholder Number

DEFINITION


BPAR Business Partner Number

Identifies a financial institution with a clearing agent.Participant Number.

BREF Bank Reference Number

Identifies one or more investors or shareholders with a financial institution. Isnormally generated by a financial institution when an account is opened.

SHAR Shareholder Number

Identifies an investor or shareholder with the issuer, or the registration provider.



13. Field 22F: Indicator

FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M OWNT N F Type of Ownership Indicator




2 O BENT N F Type of Beneficial Owner

3 O ADMT N F Type of Admittance

4 O CERT N F Certification Booking Indicator

DEFINITION


ADMT Type of Admittance Indicates if the appropriate form was signed by the beneficial owner orinvestor and whether admittance was given or not.

BENT Type of Beneficial Owner

Indicates the type of beneficial owner.

CERT CertificationBooking Indicator

Indicates whether the certificate/title should stay with the registrar/register or elsewhere.

OWNT Type of Ownership Indicator

Indicates how a beneficial owner or investor owns the financial instrument.

CODES

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

GIVE Admittance Given Admittance was given by the investor.

NGIV No Admittance Given

Admittance was not given by the investor.

TIME One Time Admit-tance

Admittance was given by the investor for one time registration.

CODES

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

INDV Individual or natural person.

LEGL Legal Entity.



CODES

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

NTBK Not to Book The certificate/title should not be booked in the shareholder account with thecompany and should be sent to the depository bank.

TOBK To Book The certificate/title stays with the registrar/register and is booked in the share-holder account with the company.

CODES

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

NOMI Nominee Name The financial instruments are held in nominee name.

OWNE Own Name The financial instruments are held in the beneficial owner’s own name, self-ownership.

TRUS Trustee/Third Party The financial instruments are held by a trustee, in third-party ownership.

14. Field 98a: Date/Time: Requested Modification Date

FORMAT


PRESENCE

Optional

QUALIFIER



1 O RMOD N A, C Requested Modification Date

DEFINITION


RMOD Requested Modifi-cation Date

Date/time at which the registration details are to be modified.






15. Field 35B: Identification of the Financial Instrument

FORMAT

Option B [ISIN1!e12!c][4*35x]

(Identification of Security)(Description of Security)

PRESENCE

Optional

DEFINITION

This field identifies the financial instrument.


At least Identification of a Security (Subfield 1) or Description of Security (Subfield 2) must be present; both may bepresent (Error code(s): T17).

ISIN is used at the beginning of Identification of Security (Subfield 1) and must be composed of uppercase letters only(Error code(s): T12).

USAGE RULES

When used in Description of Security (Subfield 2), codes must start and end with a slash ’/’.

When an ISIN identifier is not used it is strongly recommended that one of the following codes be used as the first four characters of the Description of Security (Subfield 2):

[/2!a/] The ISO two-digit country code, followed by the national scheme number.

[/TS/] Followed by the ticker symbol.

[/XX/] Bilaterally agreed or proprietary scheme which may be further identified by a code or short descrip-tion identifying the scheme used.

It is strongly recommended that the ISIN be used.

16. Field 70C: Narrative: Registration Details

FORMAT

Option C :4!c//4*35x (Qualifier) (Narrative)



PRESENCE

Optional

QUALIFIER



1 O REGI N C Registration Details

DEFINITION


REGI Registration Details Details on registration not included within the structured fields of this message.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


FIA Financial Instrument Attributes.


FORMAT




PRESENCE

Optional

QUALIFIER



1 O MICO N F Method of Interest Computation

2 O FORM N F Form of Securities

3 O PFRE N F Payment Frequency

4 O PREF N F Preference to Income

5 O PAYS N F Payment Status Indicator

6 O REST N F Restrictions

7 O PADI N F Payment Direction Indicator

DEFINITION


FORM Form of Securities Registered or bearer form of securities.

MICO Method of Interest Computation

Computation method to calculate the interest of the related financial instru-ment.

PADI Payment Direction Indicator

The direction of capital repayment for asset backed securities.

PAYS Payment Status Indicator

Amount paid for share.

PFRE Payment Frequency Periodic or regular cycle of interest payments.

PREF Preference to Income

Security status relative to claims on income and assets of company.

REST Restrictions Restrictions governing the transfer of ownership of security.



CODES

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

BEAR Bearer Security.

REGD Registered Security.

CODES

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

A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.

A006 Actual/Actual or 1/1.

A007 30E/360 or Eurobond basis.

A008 Actual/M.

A009 Actual/365L.

CODES

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

FULL Fully Paid.

NILL Nill Paid.

PART Partially Paid.

CODES

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

ANNU Annual Payment Cycle.

MNTH Monthly Payment Cycle.



QUTR Quarterly Payment Cycle.

SEMI Semi Annual Payment Cycle.

WEEK Weekly Payment Cycle.

CODES

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

ORDN Ordinary/ Common Ordinary / common.

PRFD Preferred Claim Security has a preferred claim upon income and assets.

CODES

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

144A Persuant to 144A Unregistered security issued persuant to US legal restrictions 144A.

NRST Not Subject to Restrictions

Ownership or transfer is not subject to restrictions.

RSTR Subject to Restric-tions (not persuantto 144A)

Ownership or transfer is subject to restrictions (not persuant to 144A).

CODES

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

PAYD The direction of the payment is down.

PAYU The direction of the payment is up.

19. Field 12a: Type of Financial Instrument

FORMAT

Option A :4!c/[8c]/30x (Qualifier) (Data Source Scheme) (Instrument Code or Description)

Option B :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Instrument Type Code)Option C :4!c//6!c (Qualifier) (CFI Code)



PRESENCE

Optional

QUALIFIER



1 O CLAS N A, C Classification Type

2 O OPST N B Option Style

3 O OPTI N B Option Type

DEFINITION


CLAS Classification Type Type of related financial instrument.

OPST Option Style If the financial instrument is an option, this field specifies the style.

OPTI Option Type If the financial instrument is an option, this field specifies the type.

CODES

If Qualifier is OPST and Data Source Scheme is not present, Instrument Type Code must contain one of the following codes:

AMER American Style.

ASIA Asian Style.

EURO European Style.

CODES

If Qualifier is OPTI and Data Source Scheme is not present, Instrument Type Code must contain one of the following codes:

CALL Call Option.

PUTO Put Option.



USAGE RULES

CFI code must contain a valid ISO CFI code.

To use the codes associated with the ISITC code for security type, /ASCT/, Data Source Scheme must be ISIT and Instru-ment Code or Description must contain a valid ISITC security type code.

20. Field 11A: Currency: Currency of Denomination

FORMAT

Option A :4!c//3!a (Qualifier) (Currency Code)

PRESENCE

Optional

QUALIFIER



1 O DENO N A Currency of Denomination

DEFINITION


DENO Currency of Denomination

Currency in which security was issued.


Currency Code must be a valid ISO 4217 currency code (Error code(s): T52).

21. Field 98A: Date/Time

FORMAT

Option A :4!c//8!n (Qualifier) (Date)

PRESENCE

Optional



QUALIFIER



1 O COUP N A Coupon Date

2 O EXPI N A Expiry Date

3 O FRNR N A Floating Rate Note Reset Date

4 O MATU N A Maturity Date

5 O ISSU N A Issue Date

6 O CALD N A Call Date

7 O CONV N A Conversion Date

8 O PUTT N A Put Date

9 O DDTE N A Dated Date

10 O FCOU N A First Coupon Date

11 O NWFC N A New Factor Date

DEFINITION


CALD Call Date Date issuer of a bond has the right to pay the remaining principal of a debt obligation prior to final maturity date.

CONV Conversion Date According to the terms of the issue, deadline by which a convertible securitymust be converted to underlying securities.

COUP Coupon Date Date of next coupon payment of an interest-bearing security.

DDTE Dated Date Date interest bearing instrument begins to accrue interest.

EXPI Expiry Date Date on which a privilege which may be exercised, according to the terms of a securities issue, terminates.

FCOU First Coupon Date The date that the first interest payment is due on a fixed income instrument.

FRNR Floating Rate NoteReset Date

According to the terms of the issue, date the interest rate of a floating rate notewill be calculated and reset.

ISSU Issue Date Date security was issued.



MATU Maturity Date Date interest bearing security becomes due and principal is paid.

NWFC New Factor Date The date the current factor will be changed to a new factor on a mort-gage-backed/asset-backed instrument.

PUTT Put Date Date bond holder has the right to redeem the principal amount of a bond priorto final maturity date.



22. Field 92A: Rate

FORMAT

Option A :4!c//[N]15d (Qualifier) (Sign) (Rate)

PRESENCE

Optional

QUALIFIER



1 O PRFC N A Previous Factor

2 O CUFC N A Current Factor

3 O NWFC N A Next Factor

4 O INTR N A Interest Rate

5 O NXRT N A Next Interest Rate

DEFINITION


CUFC Current Factor Current factor expressed as a decimal between 0 and 1 defining the outstand-ing principal of the bond (for asset or mortgage backed securities).

INTR Interest Rate 1. Ratio of the amount of interest paid during a certain period of time to the principal amount of the interest bearing security;

2. Current rate of a floating rate note.



NWFC Next Factor New factor expressed as a decimal between 0 and 1 defining the outstanding principal of the bond (for asset or mortgage backed securities).

NXRT Next Interest Rate Next interest rate; on a floating rate note, the interest rate applicable to the nextpayment period.

PRFC Previous Factor Previous factor expressed as a decimal between 0 and 1 defining the outstand-ing principal of the bond (for asset or mortgage backed securities).


The integer part of Rate must contain at least one digit. The decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).

When Sign is present, Rate must not be zero (Error code(s): T14).

USAGE RULES

Sign must be present when Rate is negative.

23. Field 13a: Number Identification

FORMAT

Option A :4!c//3!c (Qualifier) (Number Id)Option B :4!c/[8c]/30x (Qualifier) (Data Source Scheme) (Number)

PRESENCE

Optional

QUALIFIER



1 O COUP N A, B Coupon Number

2 O POOL N A, B Pool Number

3 O LOTS N A, B Lot Number

4 O VERN N A, B Version Number

DEFINITION




COUP Coupon Number Coupon number of the next coupon attached to the related financial instru-ment.

LOTS Lot Number Number identifying the lot of the security issue.

POOL Pool Number Number as assigned by the issuer of an asset backed security (U.S.) to identifythe group of mortgages.

VERN Version Number Version number of the option contract or tranche of the related financial instru-ment.

24. Field 17B: Flag

FORMAT

Option B :4!c//1!a (Qualifier) (Flag)

PRESENCE

Optional

QUALIFIER



1 O CONV N B Convertible Flag

2 O FRNF N B Floating Rate Note Flag

3 O COVE N B Covered Flag

4 O CALL N B Callable Flag

5 O PUTT N B Putable Flag

6 O WRTS N B Warrants Attached on Delivery Flag

7 O ODDC N B Odd Coupon Flag

DEFINITION


CALL Callable Flag Whether security is callable (issuer has the right to pay the obligation prior to maturity).

CONV Convertible Flag Whether security is convertible into a different class of security.



COVE Covered Flag In an option contract, the underlying security is held by the same account.

FRNF Floating Rate Note Flag

Whether interest rate of a bond is reset periodically.

ODDC Odd Coupon Flag Whether the payment of a coupon (interest) on a bond is not according to thenormal schedule.

PUTT Putable Flag Whether security is putable (issuer has the right to redeem securities prior to maturity).

WRTS Warrants Attachedon Delivery Flag

Whether the warrants on a security which has been traded cum warrants willbe attached on delivery of the traded security.

CODES

Flag must contain one of the following codes (Error code(s): T36):

N No.

Y Yes.

25. Field 90a: Price

FORMAT

Option A :4!c//4!c/15d (Qualifier) (Percentage Type Code) (Price)Option B :4!c//4!c/3!a15d (Qualifier) (Amount Type Code) (Currency Code) (Price)

PRESENCE

Optional

QUALIFIER



1 O INDC N A, B Indicative Price

or MRKT N A, B Market Price

2 O EXER N A, B Exercise Price



DEFINITION


EXER Exercise Price 1. Price at which the security will be purchased/ sold if warrant is exercised, represented either as an actual amount (option B) or a percentage (option A).

2. Price at which a bond is converted, represented either as an actual amount(option B) or a percentage (option A).

3. Strike price of an option, represented either as an actual amount (optionB) or a percentage (option A).

INDC Indicative Price Estimated indicative price, represented either as an actual amount (option B) ora percentage (option A).

MRKT Market Price Current market price of securities, represented either as an actual amount(option B) or a percentage (option A).

CODES

Percentage Type Code must contain one of the following codes:

DISC Discount Price expressed as the number of percentage points below par, eg, a discountprice of 2.0% equals a price of 98 when par is 100.

PRCT Percentage Price expressed as a percentage of par.

PREM Premium Price expressed as the number of percentage points above par, eg, a premiumprice of 2.0% equals a price of 102 when par is 100.

YIEL Yield Price expressed as a yield.

CODES

Amount Type Code must contain one of the following codes:

ACTU Actual Amount Price expressed as an amount of currency per unit or per share.

DISC Discount Price expressed as a discount amount.

PREM Premium Price expressed as a premium.


The integer part of Price must contain at least one digit. The decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).




USAGE RULES

The number of decimal digits in Price is not validated against the currency specified.

26. Field 36B: Quantity of Financial Instrument

FORMAT

Option B :4!c//4!c/15d (Qualifier) (Quantity Type Code) (Quantity)

PRESENCE

Optional

QUALIFIER



1 O MINO N B Minimum Nominal Quantity (Minimum Nominal Value)

2 O MIEX N B Minimum Exercisable Quantity

3 O MILT N B Minimum Exercisable Multiple Quantity

4 O SIZE N B Contract Size

5 O ORGV N B Original Face Amount

DEFINITION


MIEX Minimum Exercis-able Quantity

Minimum total quantity or lot of rights/warrants that must be exercised.

MILT Minimum Exercis-able Multiple Quan-tity

Minimum multiple lot necessary to exercise warrants.

MINO Minimum Nominal Quantity (MinimumNominal Value)

Minimum nominal quantity or lot of securities that must be purchased or exer-cised.

SIZE Contract size This represents the ratio or multiply factor to convert from contracts to shares,eg, 1 option contract could represent 10,000 shares of an equity.



ORGV Original Face Amount

Original par or face amount of an amortised instrument.

CODES

Quantity Type Code must contain one of the following codes:

AMOR Amortised Value Quantity represents the current amortised face amount of a bond, eg, a periodic reduction of a bond’s principal amount.

FAMT Face Amount Quantity expressed as the face amount of the principal of a debt instrument.

UNIT Unit Quantity expressed as a number, eg, a number of shares.

CODES

When Qualifier is ORGV Quantity Type Code must contain:



The integer part of Quantity must contain at least one digit. The decimal comma is mandatory and is included in themaximum length (Error code(s): T40, T43).

27. Field 70E: Narrative: Financial Instrument Attribute Narrative

FORMAT

Option E :4!c//10*35x (Qualifier) (Narrative)

PRESENCE

Optional

QUALIFIER



1 O FIAN N E Financial Instrument Attribute Narrative



DEFINITION


FIAN Financial Instru-ment Attribute Narrative

Additional information about the financial instrument.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


FIAC Financial Instrument/Account.



30. Field 97A: Account: Safekeeping Account

FORMAT

Option A :4!c//35x (Qualifier) (Account Number)

PRESENCE

Optional

QUALIFIER



1 O SAFE N A Safekeeping Account

DEFINITION


SAFE Safekeeping Account

Safekeeping account that holds the financial instrument.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES






FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


REGDET Registration Details


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


CLTDET Client Details


FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES


ADDRESS Address

35. Field 17B: Flag

FORMAT


PRESENCE


QUALIFIER



1 M NEWA N B New Address

or PREV N B Previous Address

2 O PERM N B Permanent Address

or MAIL N B Mailing Address

DEFINITION


MAIL Mailing Address Flag indicating whether the address is a mailing address.

NEWA New Address Flag indicating that the address following is a new address.

PERM Permanent Address Flag indicating whether the address is a permanent address.

PREV Previous Address Flag indicating that the address following is a previous or old address.



CODES

Flag must contain the following code (Error code(s): T36):

Y Yes.


FORMAT


PRESENCE

Optional

QUALIFIER



1 O DIST N F Distribution Form

2 O TITL N F Title of Correspondence

DEFINITION


DIST Distribution Form Indicates how correspondence should be sent to the mailing address.

TITL Title of Correspon-dence

Title to be used for correspondence to the mailing address.

CODES

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

PERS Personal.

FIDE Confidential.



CODES

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

ASOC Associates/couples.

DR01 Doctor.

FRAU Frau.

HERR Herr.

MADA Madam.

MISS Miss.

MR01 Mister.

MRSS Mrs.

SIRR Sir.

37. Field 95a: Party

FORMAT

Option P :4!c//4!a2!a2!c[3!c] (Qualifier) (BIC)Option R :4!c/8c/34x (Qualifier) (Data Source Scheme) (Proprietary Code)Option S :4!c/[8c]/4!c/2!a/30x (Qualifier) (Data Source Scheme) (Type of ID) (Country

Code) (Alternate ID)Option U :4!c//3*35x (Qualifier) (Name)

PRESENCE

Optional

QUALIFIER



1 O OWND N P, R, U Beneficial Owner

or NOMI N P, R, U Nominee Name

or TRUS N P, R, U Trustee/Third Party

2 O ALTE R S Alternate Identification



DEFINITION


ALTE Alternate Identifica-tion

Alternate identification for the party specified in this sequence.

NOMI Nominee Name Identification of the nominee name.

OWND Beneficial Owner Identification of the beneficial owner.

TRUS Trustee/Third Party Identification of a trustee or third party.

Alternate ID specifies an alternate identification of the party identified in the same sequence.

BIC specifies the Bank Identifier Code.

Type of ID specifies the type of alternate identification which can be used to give an alternate identification of the party identified in the sequence.

Proprietary Code specifies a local national code or market segment code identifying the party.

In option S, Country Code specifies the country for which the alternate identification is relevant.


Country Code must be a valid ISO country code (Error code(s): T73).

The BIC must be a SWIFT registered address, either connected or non-connected (Error code(s): T27, T28, T29, T45).

38. Field 94a: Place

FORMAT

Option C :4!c//2!a (Qualifier) (Country Code)Option D :4!c//[2!a]/35x (Qualifier) (Country Code) (Place)Option G :4!c//2*35x (Qualifier) (Address)

PRESENCE

Optional

QUALIFIER



1 O ADDR N G Address

2 O CITY N D City




3 O DOMI N C Country of Domicile

4 O EMAI N G Email Address

5 O LOCA N D Location

DEFINITION


ADDR Address Address of the beneficial owner or nominee.

CITY City City or town.

DOMI Country of Domi-cile

Country of domicile.

EMAI Email Address Email address.

LOCA Location Location, State or Province identification.



USAGE RULES

The at sign @ is not part of the X character set of the SWIFT FIN network. Therefore, SWIFT recommends to use the hexadecimal EBCDIC code, preceded by two question marks (??) as escape sequence.

An email address would be represented as: firstname.lastname??7Corganisation.com

The data in field 94a should belong to the party identified in field 95a. For example, if field 95a is used with qualifierNOMI, the address in field 94a should belong to the nominee. If field 95a is used with qualifier OWND, the address in field94a should belong to the beneficial owner, etc.

39. Field 13B: Number Identification

FORMAT

Option B :4!c/[8c]/30x (Qualifier) (Data Source Scheme) (Number)

PRESENCE

Optional



QUALIFIER



1 O POST N B Postal Code

2 O PBOX N B Post Box

3 O SNUM N B Street Number

DEFINITION


PBOX Post box or mailbox.

POST Postal code or zip code.

SNUM Street number.

40. Field 70C: Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O REGI N C Registration Details

2 O PACO N C Party Contact Narrative

DEFINITION




PACO Party Contact Narrative

Narrative of the contact unit or person responsible for the transaction at theparty defined within the party block.

REGI Registration Details Narrative information on the registration of securities.

41. Field16S: End of Block

FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


ADDRESS Address


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


PERSDET Personal Details




FORMAT


PRESENCE

Optional

QUALIFIER



1 O OCCU N F Occupation Type Indicator

2 O LANG N F Language Indicator

DEFINITION


LANG Language Indicator Indicates the language of the investor.

OCCU Occupation Type Indicator

Indicates the type of occupational group, branch of industry or business sector.

CODES

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

DUTH Dutch.

ENGL English.

FREN French.

GERM German.

ITAL Italian.

SPAN Spanish.



CODES

If Qualifier is OCCU, a Data Source Scheme should be used to indicate the Occupation Type.

44. Field 95U: Party: Name at Birth

FORMAT

Option U :4!c//3*35x (Qualifier) (Name)

PRESENCE

Optional

QUALIFIER



1 O BIRT N U Name at Birth

DEFINITION


BIRT Name at Birth Name given at birth.

45. Field 98a: Date/Time

FORMAT


PRESENCE

Optional

QUALIFIER



1 O DBIR N A, C Date of Birth

2 O DFON N A, C Date of Foundation



DEFINITION


DBIR Date of Birth.

DFON Date of Foundation.




46. Field 94C: Place

FORMAT

Option C :4!c//2!a (Qualifier) (Country Code)

PRESENCE

Optional

QUALIFIER



1 O BIRT N C Country of Birth

2 O NATO N C Country of Nationality

DEFINITION


BIRT Country of Birth Country of birth.

NATO Country of Nation-ality

Nationality of the investor or nominee.





47. Field 70C: Narrative: Additional Text

FORMAT


PRESENCE

Optional

QUALIFIER



1 O ADTX N C Additional Text

DEFINITION


ADTX Additional Text Details not included within the structured fields of this message.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


PERSDET Personal Details




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


CLTDET Client Details



MT 524 Intra-Position Instruction

MT 524 ScopeThis message is sent by an account owner to an account servicer (account servicing institution). The account owner may bea global custodian which has an account with its local agent (sub-custodian) or an investment management institution or abroker/dealer which has an account with their custodian.

This message is used to instruct the movement of securities within its holding, eg, re-registration of securities. It is not to beused for collateral management.


MT 524 Intra-Position Instruction







O 98a PREP Date/Time Preparation Date/Time A or C 4

Optional Subsequence A1 Linkages






End of Subsequence A1 Linkages



Mandatory Sequence B Intra-Position Details

M 16R Start of Block INPOSDET 10

M 97a SAFE Account Safekeeping Account A or B 11





M 36B SETT Quantity of Finan-cial Instrument

Quantity of Financial Instrument to be Settled

:4!c//4!c/15d 12

M 35B Identification of the Financial Instrument

[ISIN1!e12!c][4*35x]

13

M 98a SETT Date/Time Settlement Date/Time A or C 14

O 70E SPRO Narrative Settlement Instruction Processing Narrative

:4!c//10*35x 15

----->

M 93A 4!c Balance (see qualifier description) :4!c/[8c]/4!c 16

-----|

M 16S End of Block INPOSDET 17

End of Sequence B Intra-Position Details

Optional Sequence C Additional Information

M 16R Start of Block ADDINFO 18

----->

O 95a 4!c Party (see qualifier description) P, R or Q 19

-----|

M 16S End of Block ADDINFO 20

End of Sequence C Additional Information



The ’Balance From’ must be different from the ’Balance To’. The Sub-balance Type of field :93A::FROM must be different from the Sub-balance Type of field :93A::TOBA. This check applies to sequence B (Error code(s): E81).

C2

If the message is a cancellation, ie, Function of the Message (field 23G) is CANC, then subsequence A1 Linkages mustbe present, and a reference to the previous message must be specified in the Linkage section, ie, field :20C::PREVmust be present in that message (Error code(s): E08).




Then subsequence A1 is... and field :20C::PREV in subse-quence A1 is...

CANC Mandatory Mandatory


MT 524 Usage RulesThis message must not be used to move securities out of or into a safekeeping account. It instructs only movementsthat affect the status/availability of the security, ie, movements from one sub-balance to another or intra-position trans-fers, within a safekeeping account.To confirm an intra-position instruction, the account servicer must use the MT 508 Intra-Position Advice.



FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory



QUALIFIER




DEFINITION






FORMAT


PRESENCE

Mandatory

DEFINITION


CODES


CANC Cancellation This is a request to cancel a previously sent instruction.

NEWM New This is a new instruction.

CODES







USAGE RULES


4. Field 98a: Date/Time: Preparation Date/Time

FORMAT


PRESENCE

Optional

QUALIFIER



1 O PREP N A, C Preparation Date/Time

DEFINITION










FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





USAGE RULES

Number ID must contain the MT number of the linked transaction.


FORMAT


PRESENCE


QUALIFIER



1 M PREV N C2 C Previous Reference


or POOL N C Pool Reference

DEFINITION








FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory



DEFINITION


CODES


INPOSDET Intra-Position Details.

11. Field 97a: Account: Safekeeping Account

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)

PRESENCE

Mandatory

QUALIFIER



1 M SAFE N A, B Safekeeping Account

DEFINITION



Safekeeping account that holds the securities.

Account Type Code specifies the type of account needed to fully identify the account.

CODES

In option B, when Data Source Scheme is not present, Account Type Code must contain one of the following codes:

ABRD Abroad The financial instruments are held in an account abroad.

CEND Centralised The financial instruments are centralised in one location.



DVPA Cash/DVP Account is used for settlement on delivery or collect on delivery basis.

FUNG Fungibility The securities held in the account are fungible.

MARG Margin Account is used when financing is by the broker/dealer.

NFUN No Fungibility The securities held in the account are not fungible.

PHYS Physical Account is used for physical domestic safekeeping.

SHOR Short Sale Account is used for short sale orders.

12. Field 36B: Quantity of Financial Instrument: Quantity of Financial Instrument to be Settled

FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M SETT N B Quantity of Financial Instrument to be Settled

DEFINITION


SETT Quantity of Finan-cial Instrument to be Settled

Quantity of financial instrument to be settled.

CODES








The integer part of Quantity must contain at least one digit. A decimal comma ’,’ is mandatory and is included in themaximum length (Error code(s): T40, T43).


FORMAT



PRESENCE

Mandatory

DEFINITION





USAGE RULES







14. Field 98a: Date/Time: Settlement Date/Time



FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M SETT N A, C Settlement Date/Time

DEFINITION


SETT Settlement Date/Time

Date/time on which the securities are to be moved.




15. Field 70E: Narrative: Settlement Instruction Processing Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O SPRO N E Settlement Instruction Processing Narrative



DEFINITION


SPRO Settlement Instruc-tion Processing Narrative

Details of the settlement process not included within structured fields of this message.

16. Field 93A: Balance

FORMAT

Option A :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Sub-Balance Type)

PRESENCE

Mandatory

QUALIFIER



1 M FROM N C1 A Balance From

2 M TOBA N C1 A Balance To

DEFINITION


FROM Balance From Type of balance from which the securities are moving.

TOBA Balance To Type of balance to which the securities are moving.

CODES

If Data Source Scheme is not present, Sub-Balance Type must contain one of the following codes:

AVAI Available Sub-balance

Securities are available for any purpose.

BLOC Blocked Sub-balance

Sub-balance of securities that are blocked or unavailable for sale.



NOMI In Nominee Name Sub-balance

Sub-balance of securities that are registered in the name of a nominee.

OTHR OTHE Other Sub-balance Other sub-balance type of securities. Defined in the narrative field.

RGIS Registration Sub-balance

Sub-balance of securities that are out for registration (including redenomina-tion).

RSTR Restricted Sub-balance

Sub-balance of securities that may only be sold under certain conditions orrequire legal documents.

PLED Pledged Sub-balance

Sub-balance of securities that are pledged or used as collateral for cash, eg,customer loan, secured credit line.

STRE In Street Name Sub-balance

Sub-balance of securities that remain registered in the street name, eg, the prior beneficial owner of securities.

UNRG Unregistered Sub-balance

Sub-balance of securities that is unregistered due to foreign ownership limita-tion.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


INPOSDET Intra-Position Details.


FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES


ADDINFO Additional Information.


FORMAT

Option P :4!c//4!a2!a2!c[3!c] (Qualifier) (BIC/BEI)Option R :4!c/8c/34x (Qualifier) (Data Source Scheme) (Proprietary Code)Option Q :4!c//4*35x (Qualifier) (Name & Address)

PRESENCE

Optional

QUALIFIER



1 O MEOR N P, Q, R Originator of Message

2 O MERE N P, Q, R Recipient of Message

DEFINITION


MEOR Originator of Message

Party which originated the message if other than the Sender, eg, the originatormay not have access to a network, and therefore must use a Sender to transmita message.

MERE Recipient of Message

Party which is the final destination of the message, if different from theReceiver, eg, when the message is being sent as a copy, this field may showthe original receiver.



BIC specifies the Bank Identifier Code. BEI specifies the Business Entity Identifier.



The BIC/BEI must be a SWIFT registered address, either connected or non-connected (Error code(s): T27, T28, T29, T45).


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 526 General Securities Lending/Borrowing Message

Note: This message may only be sent and received after prior arrangements between the Sender and the Receiver.

MT 526 ScopeThis message type is sent from one financial institution to another, both of which are involved in the lending of securities.

It is used to:

list specified securities available for lending by the lender or its agentlist specified securities no longer available for lending by the lender or its agentrequest the borrowing of a specified security from the lender or its agentnotify the borrower or its agent of a partial or total return of the securities out on loannotify the lender or its agent of a partial or total return of the securities borrowedrequest the potential lender to hold the specified securities until further noticeconfirm that specified securities are being heldrequest the potential borrower to confirm a securities loan or cancel a request to hold securities until further notice.


MT 526 General Securities Lending/Borrowing Message

Status Tag Field Name Content/Options No.

Sequence A

M 20 Transaction Reference Number 16x 1

O 21 Related Reference 16x 2

M 23 Further Identification 16x 3

O 83C Safekeeping Account /34x 4

O 29A From 4*35x 5

O 29B To the Attention of 4*35x 6

-----> Sequence B

M 35B Identification of Securities [ISIN1!e12!c][4*35x]

7

O 35A Quantity of Securities 3!a15d 8

O 30 Effective Date 6!n 9

O 31F Expiry/Option Date 6!n[/6!n][//35x] 10



Status Tag Field Name Content/Options No.

O 87a Receiver/Deliverer of Securities A or D 11

O 72 Sender to Receiver Information 6*35x 12

-----|


MT 526 Network Validated RulesThere are no network validated rules for this message type.

MT 526 Usage RulesThis message is normally sent by only one of the parties to a securities loan. Confirmation of any action requested wouldnormally be made using an MT 516 Securities Loan Confirmation, subject to bilateral agreement. The exception to thisgeneral rule is the acknowledgement to the MT 526 requesting that securities be held until further notice where the MT 526may be used.


1. Field 20: Transaction Reference Number

FORMAT

16x

PRESENCE

Mandatory

DEFINITION

This field specifies the reference assigned by the Sender to unambiguously identify the message.


This field must not start or end with a slash ’/’ and must not contain two consecutive slashes ’//’ (Error code(s): T26).

2. Field 21: Related Reference

FORMAT

16x



PRESENCE

Optional

DEFINITION

This field specifies the related reference.


This field must not start or end with a slash ’/’ and must not contain two consecutive slashes ’//’ (Error code(s): T26).

USAGE RULES

This field contains a reference meaningful to the Receiver, eg, the contents of field 20 Transaction Reference Number of the previous MT 526 or 516 sent.

3. Field 23: Further Identification

FORMAT

16x To be structured as: 6!a[/4!c] (Function) (Code)

PRESENCE

Mandatory

DEFINITION


CODES

Function must contain one of the following codes:

BORROW The Sender requests to borrow the specified securities from the Receiver

NOLEND The Sender notifies the Receiver that the listed securities are no longer available for lending

RECALL The Sender requests a partial or final recall of specified securities previously on loan to the Receiver

RETURN The Sender notifies the Receiver of a partial or final return of the securities previously on loan fromthe Receiver.

TOLEND The Sender notifies the Receiver that the listed securities are available for lending



CODES

When Function contains RECALL or RETURN, one of the following codes may also be used in Code:

COMP The request to recall or notice of return constitutes a close-out of a securities loan.

PART The request to recall or notice of return relates to only a part of the securities out on loan

CODES

When Function contains BORROW, one of the following codes may be used in Code:

CANC The Sender requests the Receiver to cancel the request to hold the specified securities.

HOLD The Sender requests the Receiver to hold the requested securities pending further notice

CODES

When Function contains TOLEND, one of the following codes may be used in Code:

FILL The Sender requests the Receiver to confirm or cancel a previously sent hold request.

HELD The Sender notifies the Receiver that the specified securities are held at the Receiver’s disposalpending further notice

USAGE RULES

Code must not be present when Function is NOLEND.

4. Field 83C: Safekeeping Account

FORMAT

Option C /34x (Account)

PRESENCE

Optional

DEFINITION

This field specifies the account serviced by the Receiver for the Sender to/from which securities are to be deliv-ered/received, when there is an account relationship between the Sender and the Receiver which is to be used.



USAGE RULES

This field may be present when field 23 contains TOLEND or NOLEND, to identify the account in which the securities tobe lent or no longer available for lending are held, respectively.

When field 23 contains BORROW, this field identifies the account into which the securities requested are to be received.

When field 23 contains RECALL or RETURN, this field identifies the account into which the securities being recalled areto be received or into which the securities lent have been or will be returned, respectively.

5. Field 29A: From

FORMAT

Option A 4*35x (Narrative)

PRESENCE

Optional

DEFINITION

This field identifies the specific location from which the message has been sent within the sending financial institution.

6. Field 29B: To the Attention of

FORMAT

Option B 4*35x (Narrative)

PRESENCE

Optional

DEFINITION

This field identifies the specific location for which this message is intended within the receiving financial institution.

7. Field 35B: Identification of Securities

FORMAT



PRESENCE

Mandatory



DEFINITION

This field identifies the security to be made available for lending, no longer to be made available for lending, to beborrowed, recalled or returned.




USAGE RULES







8. Field 35A: Quantity of Securities

FORMAT

Option A 3!a15d (Type) (Quantity)

PRESENCE

Optional

DEFINITION

This field contains a specification of the type of securities, followed by the quantity of securities

CODES

Type must contain one of the following codes (Error code(s): T58):

BON Bonds (when not traded by face amount)

CER Representative certificates

CPN Coupons



FMT Face or principal or nominal amount

MSC Miscellaneous

OPC Option contracts

OPS Option shares

PRC Premium contracts

PRS Premium shares

RTE Rentes

RTS Rights

SHS Shares

UNT Units, eg, consisting of a bond and a warrant

WTS Warrants


The integer part of Quantity must contain at least one digit. A decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).

9. Field 30: Effective Date

FORMAT

6!n (Date)

PRESENCE

Optional

DEFINITION

This field specifies the effective date at which the securities will be available for lending, are no longer available forlending, are to be borrowed or recalled, or will be/have been returned.


Date must be a valid date expressed as YYMMDD (Error code(s): T50).

USAGE RULES

The absence of this field implies that the effective date is the date on which the message is sent from the Sender’s point ofview, or as agreed bilaterally between the Sender and the Receiver.



10. Field 31F: Expiry/Option Date

FORMAT

Option F 6!n[/6!n][//35x] (Date) (Period Date) (Period Details)

PRESENCE

Optional

DEFINITION

This field specifies the effective date and end date of the loan.


Date and Period Date must be valid dates expressed as YYMMDD (Error code(s): T50).

USAGE RULES

Date specifies the effective end date of the loan. Period Date specifies the date from which the securities loaned can berecalled by the lender where the loan is revocable or mixed revocable/irrevocable. Period Details may be used to specifyother details concerning the expiry period.

11. Field 87a: Receiver/Deliverer of Securities

FORMAT

Option A [/1!a][/34x]4!a2!a2!c[3!c]

(Party Identifier)(BIC/BEI)

Option D [/1!a][/34x]4*35x

(Party Identifier)(Name & Address)

PRESENCE

Optional

DEFINITION

This field identifies the receiver or deliverer of securities.




USAGE RULES

This field identifies the receiver of securities, ie, where the Sender wishes to receive the securities, when this message is arequest to borrow, ie, field 23 contains BORROW, or a notice of recall, ie, field 23 contains RECALL.

This field identifies the deliverer of securities, ie, from where the securities are to be delivered, when the message is a return notification, ie, field 23 contains RETURN.



This field must be present if field 23 contains the Function BORROW and Code is absent, and a direct account relationshipbetween the Sender and the Receiver does not exist or exists but is not to be used.

12. Field 72: Sender to Receiver Information

FORMAT

6*35x (Narrative)

In addition to narrative text, structured text with the following line formats may be used:

Line 1 /8c/[additional information] Additional explanatory information,which may be continued on the nextlines, is preceded by a double slash ’//’.

Lines 2-6 [//continuation of additional information]or[/8c/[additional information]]

PRESENCE

Optional

DEFINITION

This field provides additional information about the securities loan.

USAGE RULES

The structured format may be used for bilaterally agreed codes.

Codes must be between slashes and must appear at the beginning of a line.

Narrative text must not begin with a slash and, if used, must begin on a new line and be the last information in the field.



MT 527 Triparty Collateral Instruction

Note: The use of this message type requires Message User Group (MUG) registration.

MT 527 ScopeThis message is sent by a trading party to its triparty agent to instruct the agent to perform a specific action on a collateral management transaction.

This message is also used to request the cancellation of a previously sent Triparty Collateral Instruction.

The message may also be used to:

re-send a message previously sent (Subfunction of the message is DUPL)provide a third party with a copy of the message for information (Subfunction of the message is COPY)re-send to a third party a copy of the message for information (Subfunction of the message is CODU)

MT 527 Format SpecificationsThe instruction contains four sequences.

Sequence A General Information provides general information about the instruction, ie, the function of the message, the identification of the collateral transaction, the references of the linked messages, the identification of the parties, the safe-keeping account, the reason for which collateral is needed (the exposure type), the identification of the collateral action andthe agent specific information.

Sequence B Deal Transaction Details contains the deal transaction details.

Repetitive sequence C Securities Movement contains the securities movements.

Repetitive sequence D Cash Movement contains the cash movements.

MT 527 Triparty Collateral Instruction





----->


-----|


----->

M 98a 4!c Date/Time (see qualifier description) A or C 4





-----|

----->

M 22a 4!c Indicator (see qualifier description) F or H 5

-----|

----->

M 95a 4!c Party (see qualifier description) P, Q or R 6

-----|


O 70E CINS Narrative Collateral Instruction Narrative

:4!c//10*35x 8

-----> Repetitive Optional Subsequence A1 Linkages









Optional Sequence B Deal Transaction Details

M 16R Start of Block DEALTRAN 14

M 98a TERM Date/Time Closing Date/Time A, B or C 15

----->

M 19A 4!c Amount (see qualifier description) :4!c//[N]3!a15d 16

-----|

O 92A PRIC Rate Pricing Rate :4!c//[N]15d 17





O 22F MICO Indicator Method of Interest Compu-tation Indicator

:4!c/[8c]/4!c 18

M 16S End of Block DEALTRAN 19

End of Sequence B Deal Transaction Details

-----> Repetitive Optional Sequence C Securities Movement

M 16R Start of Block SECMOVE 20

M 22H INOU Indicator In/Out Indicator :4!c//4!c 21

M 35B Identification of the Finan-cial Instrument

[ISIN1!e12!c][4*35x]

22

M 36B QSEC Quantity of Finan-cial Instrument

Quantity of Securities :4!c//4!c/15d 23

M 17B COLL Flag Collateral Flag :4!c//1!a 24

O 20C CSMV Reference Client’s Securities Move-ment Reference

:4!c//16x 25

M 16S End of Block SECMOVE 26

-----| End of Sequence C Securities Movement

-----> Repetitive Optional Sequence D Cash Movement

M 16R Start of Block CASHMOVE 27

M 22H INOU Indicator In/Out Indicator :4!c//4!c 28

M 19A CASH Amount Cash Amount :4!c//[N]3!a15d 29

O 20C CCMV Reference Client’s Cash Movement Reference

:4!c//16x 30

M 16S End of Block CASHMOVE 31

-----| End of Sequence D Cash Movement





In sequence A, if field :20C::CLCI is not present, then field :20C::TRCI is mandatory, otherwise field :20C::TRCI isoptional (Error code(s): E64).

Sequence Aif field :20C::CLCI is ...

Sequence Athen field :20C::TRCI is ...

Not present Mandatory

Present Optional

C2

In sequence A, if field :20C::SCTR is not present, then field :20C::RCTR is mandatory, otherwise field :20C::RCTR isoptional (Error code(s): E68).

Sequence Aif field :20C::SCTR is ...

Sequence Athen field :20C::RCTR is ...

Not present Mandatory

Present Optional

C3

In sequence A, if the value of field :23G:<Function> subfield 1 is REPL, then sequence B is not allowed, otherwise itis mandatory (Error code(s): E08).

Sequence Aif value of field :23G:4!c[/4!c] subfield 1 is ...

then sequence B is ...

REPL Not allowed

NEWM Mandatory

CANC Mandatory

MT 527 Usage RulesTriparty Scenario’s

The triparty collateral management service is used by two trading parties at the agreement of a business transaction (eg, arepo, a securities loan, ... ) when they want to secure the transaction with collateral. The management of this collateral (ie, agreeing on quantity and type, marking to market, ... ) is done by a third party, the triparty collateral manager.



Before starting to use these services, the three parties will first sign a contract in which they stipulate the rules of the agree-ment.

There are three types of triparty collateral management:

1. collateral management without settlement,

2. collateral management with settlement of the collateral on the books of the agent,

3. collateral management with external settlement.

4. In the first scenario the triparty agent will calculate the necessary quantity of collateral and instruct the trading partieson which movements need to occur. Eg, party A and party B closed a repo deal for 1,000,000 USD. They inform thetriparty agent of the deal details. The agent will then calculate which pieces of collateral need to be moved to cover the1,000,000 USD exposure and will inform the trading parties. Parties A and B then settle the movements as instructedby the agent.

In the second scenario the triparty agent will also execute the settlement. By servicing a safekeeping account for bothparties, the agent will not only calculate the necessary movements but will also settle them internally on its books.

The third scenario is only a slight deviation from the second one. In this case the agent has the authority to move secu-rities from party A’s and B’s safekeeping accounts with their respective subcustodians.

Triparty Definitions

Collateral Management Transaction

The triparty agent will create this transaction on receipt of the deal information from the two trading parties. Eg, whenparty A and B have agreed on a securities loan and have reported this information to the triparty agent, the agent willcreate a collateral management transaction to manage this securities loan on its internal systems.

A transaction is created, can be changed and is terminated.

Collateral Management Instruction

The trading parties will request the triparty manager to perform certain instructions on the collateral management trans-action. An instruction can be to initiate a transaction, modify the terms of a transaction, or close a transaction (non-exhaustive list of instructions). The triparty agent will send feedback on the requested instruction.

Lifecycle of Collateral Management Transaction

When a transaction is initiated, agreed on by both parties, accepted and declared valid by the triparty agent, the lifecy-cle of the transaction starts. The transaction will normally last as long as the underlying deal. At the end of its lifecyclea transaction is closed.

Lifecycle of Collateral Management Instruction

The lifecycle of a collateral management instruction starts when the user of the triparty service sends an instructionmessage. At receipt of the instruction message, the triparty agent will process the instruction and assign a status (ie,valid or rejected). At each step in the lifecycle of an instruction a different status will be assigned. Eg, an instructioncan be valid for processing or rejected because it is incorrect. If an instruction needs to be matched (eg, two initiation- instructions from party A and B need to match) it can have a status matched or unmatched. Other statuses describe the sufficiency or eligibility of the collateral.





FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES

This field must contain the following code (Error code(s): T92)

GENL General Information


FORMAT


PRESENCE

Mandatory

QUALIFIER




2 O CLCI N C Client’s Collateral Instruction Reference

3 O TRCI N C1 C Triparty’s Collateral Instruction Reference

4 O SCTR N C Sender’s Collateral Transaction Reference

5 O RCTR N C2 C Receiver’s Collateral Transaction Reference



DEFINITION



CLCI Client’s Collateral Instruction Reference

Reference assigned to the instruction by the client.

TRCI Triparty’s Collateral Instruc-tion Reference

Reference assigned to the instruction by the triparty agent.

SCTR Sender’s Collateral Transac-tion Reference

Unique reference identifying the collateral management transactionfrom the client’s point of view.

RCTR Receiver’s Collateral Trans-action Reference

Unique reference identifying the collateral management transactionfrom the triparty agent’s point of view.



USAGE RULES

For qualifiers SCTR and RCTR:

If both the Sender’s and the Receiver’s Collateral Transaction References are available, they both should be included.


FORMAT


PRESENCE

Mandatory

DEFINITION


CODES


CANC Cancellation Request

This is a request to cancel a previously sent collateral instruction.

NEWM New This is a new collateral instruction.

REPL Replace This replaces a previously sent collateral instruction.



CODES


CODU Copy Duplicate This instruction is being sent as a copy to a party other than the originalReceiver, for information purposes. It is a duplicate of an instruction previ-ously sent.

COPY Copy The message is being sent as a copy to a party other than the original Receiver,for information purposes.

DUPL Duplicate The message is for information purposes. It is a duplicate of an instruction previously sent.

USAGE RULES

To cancel a previously sent instruction, Function is CANC. A copy of at least the mandatory fields of the message to becancelled must be present; optional fields need not be present for SWIFT validation.

The replacement is used to, eg, for matched deals, to modify the list of proposed collateral without changing the terms of thedeal. In case the terms of the deal need to be changed, the instruction must be cancelled and a new instruction sent.


FORMAT


PRESENCE

Mandatory

QUALIFIER



1 O PREP N A or C Preparation Date/Time

2 M EXRQ N A or C Execution Requested Date/Time

DEFINITION


PREP Preparation Date/Time The date/time at which the message was prepared.

EXRQ Execution Requested Date/Time The date/time the client wishes the instruction to be executed.





Time must be valid time expressed as HHMMSS (Error code(s): T38).

5. Field 22a: Indicator

FORMAT

Option H :4!c//4!c (Qualifier) (Indicator)Option F :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Indicator)

PRESENCE

Mandatory

QUALIFIER



1 M CINT N H Collateral Instruction Type Indicator

2 M COLA N H Exposure Type Indicator

3 M REPR N H Collateral Receive/Provide Indicator

4 O PRSS N F Process Indicator

5 O PRIR N F Priority Indicator

6 O AUTA N F Automatic Allocation Indicator

7 O PRBN N F Preferential Basket Identification Indicator

8 O FSBN N F Fallback Starting Basket Identification Indicator

9 O EXBN N F Exclusion Basket Identification Indicator

10 O FSSA N F Failed Settlement Salvation Indicator

DEFINITION


CINT Collateral Instruction Type Indicator

The type of instruction.

COLA Exposure Type Indicator The underlying business area/type of trade causing the exposure.



REPR Collateral Receive/Provide Indicator

Whether the client is the collateral taker or giver.

PRSS Process Indicator The settlement process in which the collateral will be settled.

PRIR Priority Indicator The priority with which the instruction needs to be executed.

AUTA Automatic Allocation Indica-tor

How the client chooses the allocation of the collateral to be made.

PRBN Preferential Basket Identifica-tion Indicator

The identification of the preferred collateral basket.

FSBN Fallback Starting Basket Iden-tification Indicator

The identification of the fallback starting collateral basket.

EXBN Exclusion Basket Identifica-tion Indicator

The identification of the collateral basket to be excluded.

FSSA Failed Settlement Salvation Indicator

Whether the Receiver is allowed to solve failure in the settlement by proposing other collateral movements.

CODES

If Qualifier is CINT, Indicator must contain one of the following codes:

AADJ Automatic/manual Settlement Adjustment

Automatic/manual settlement adjustment.

CADJ Collateral Adjustment Change to collateral.

DADJ Data Adjustment Change dates, pricing rate, ...

INIT Initiation Creation of a Collateral Management Transaction.

PADJ Price Adjustment Change price.

TERM Termination End of the Collateral Management Transaction.

CODES

If Qualifier is COLA, Indicator must contain one of the following codes:

COMM Commodities Trading of exchanged traded commodities.

CRSP Credit Support Cash lending/borrowing; Letter of Credit; signing of master agree-ment.

EXTD Exchange Traded Derivatives Trading of exchanged traded derivatives in general.

OTCD OTC Derivatives OTC Derivatives trading.



REPO Repurchase Agreement Repo trading.

SECL Secured Loan Secured loan.

SLEB Securities Lending and Borrowing

Securities lending and borrowing.

CODES

If Qualifier is REPR, Indicator must contain one of the following codes (Error code(s): T08):

PROV Collateral Giver The client is the collateral giver.

RECE Collateral Taker The client is the collateral taker.

CODES

If Qualifier is PRSS, PRIR, AUTA, PRBN, FSBN, EXBN or FSSA, the Data Source Scheme allocated to the triparty agentshould be used. Indicator must then be one of the codes published by the agent.

The Data Source Scheme may contain one of the following codes:

CEDE Cedel

DAKV Deutsche Börse Clearing

ECLR Euroclear

6. Field 95a: Party

FORMAT

Option P :4!c//4!a2!a2!c[3!c] (Qualifier) (BIC/BEI)Option Q :4!c//4*35x (Qualifier) (Name & Address)Option R :4!c/8c/34x (Qualifier) (Data Source Scheme) (Proprietary Code)

PRESENCE

Mandatory

QUALIFIER



1 M PTYA N P, Q or R Party A




2 O CLPA N P, Q or R Party A’s client

3 M PTYB N P, Q or R Party B

4 M TRAG N P, Q or R Triparty Agent

DEFINITION


PTYA Party A The client sending the collateral instruction.

CLPA Party A’s client The party instructing party A to send the message.

PTYB Party B The counterparty of party A.

TRAG Triparty Agent The Receiver of the collateral instruction.

BIC specifies the Bank Identifier Code. BEI specifies Business Entity Identifier.





FORMAT


(Account Number)

PRESENCE

Mandatory

QUALIFIER



1 M SAFE N A or B Safekeeping Account



DEFINITION


SAFE Safekeeping Account Party A’s safekeeping account.


CODES

In option B, if Data Source Scheme is not present, Account Type Code must contain one of the following codes:




FUNG Fungible The securities in the account are fungible.


NFUN Non-fungible The securities in the account are not fungible.



8. Field 70E: Narrative: Collateral Instruction Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O CINS N E Collateral Instruction Narrative



DEFINITION


CINS Collateral Instruction Narra-tive

This field specifies additional information on the collateral instruc-tion.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK Linkages


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



USAGE RULES



FORMAT


PRESENCE


QUALIFIER



1 M RELA N C Related Reference

or PREV N C Previous Reference

DEFINITION









FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK Linkages


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c



PRESENCE

Mandatory in a conditional (C3) sequence

DEFINITION


CODES


DEALTRAN Deal Transaction Details

15. Field 98a: Date/Time: Closing Date/Time

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)

PRESENCE


QUALIFIER



1 M TERM N A, B or C Closing Date/Time

DEFINITION


TERM Closing Date/Time The closing date/time of the collateral management transaction.

CODES

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

OPEN Open Ended There is no termination date defined.






16. Field 19A: Amount

FORMAT

Option A :4!c//[N]3!a15d (Qualifier) (Sign) (Currency Code) (Amount)

PRESENCE


QUALIFIER



1 M TRAA N A Transaction Amount

2 O TRTE N A Termination Transaction Amount

DEFINITION


TRAA Transaction Amount Transaction amount.

TRTE Termination Transaction Amount

Termination transaction amount.


The integer part of Amount must contain at least one digit. The decimal comma is mandatory and is included in themaximum length. The number of digits following the comma must not exceed the maximum allowed for the specifiedcurrency (Error code(s): C03, T40, T43).


Sign must not be present when Amount is ’0’ (Error code(s): T14).

USAGE RULES

The Termination Transaction Amount (qualifier TRTE) must not be used for open ended transactions.



17. Field 92A: Rate: Pricing Rate

FORMAT


PRESENCE

Optional

QUALIFIER



1 O PRIC N A Pricing Rate

DEFINITION


PRIC Pricing Rate The interest rate to be paid on the transaction amount, as agreedbetween the counterparties.


The integer part of Rate must contain at least one digit. The decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).

Sign must not be present when Rate is ’0’ (Error code(s): T14).

18. Field 22F: Indicator: Method of Interest Computation Indicator

FORMAT


PRESENCE

Optional

QUALIFIER





1 O MICO N F Method of Interest Computation Indicator

DEFINITION


MICO Method of Interest Computation Indi-cator


CODES

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

A001 30/360

A002 30/365

A003 30/Actual

A004 Actual/360

A005 Actual/365

A006 Actual/Actual or 1/1

A007 30E/360 or Eurobond basis


FORMAT

Option S 16c

PRESENCE


DEFINITION




CODES

This field must contain the following code: (Error code(s): T92)

DEALTRAN Deal Transaction Details


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES

This field must contain the following code: (Error code(s): T92)

SECMOVE Securities Movement

21. Field 22H: Indicator: In/Out Indicator

FORMAT

Option H :4!c//4!c (Qualifier) (Indicator)

PRESENCE


QUALIFIER



1 M INOU N H In/Out Indicator



DEFINITION


INOU In/Out Indicator Whether the quantity of financial instrument are to be delivered or received.

CODES

Indicator must contain one of the following codes (Error code(s): T07):

COLI Delivered Financial Instruments are to be delivered out of Party A’s safekeeping account.

COLO Received Financial Instruments are to be received in Party A’s safekeeping account.


FORMAT



PRESENCE


DEFINITION





USAGE RULES








It is strongly recommended that an ISIN be used.

23. Field 36B: Quantity of Financial Instrument: Quantity of Securities

FORMAT


PRESENCE


QUALIFIER



1 M QSEC N B Quantity of Securities

DEFINITION


QSEC Quantity of Securi-ties

The quantity of the security.

CODES



FAMT Face Amount The quantity is expressed as a face amount of the principal of a debt instru-ment.

UNIT Unit The quantity is expressed as a number (count), eg, a number of shares.


The integer part of Quantity must contain at least one digit. The decimal comma is mandatory and is included in themaximum length (Error code(s): T40, T43).



24. Field 17B: Flag: Collateral Flag

FORMAT


PRESENCE


QUALIFIER



1 M COLL N B Collateral Flag

DEFINITION


COLL Collateral Flag Whether the financial instrument is delivered/received as part of collateral or not.

CODES


N No The financial instrument is not part of the collateral, it is part of the deal trans-action.

Y Yes The financial instrument is part of the collateral.

25. Field 20C: Reference: Client’s Securities Movement Reference

FORMAT


PRESENCE

Optional in an optional sequence



QUALIFIER



1 O CSMV N C Client’s Securities Movement Reference

DEFINITION


CSMV Client’s Securities Movement Refer-ence

The reference allocated by Party A to the financial instrument movement in the sequence.




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


SECMOVE Securities Movement


FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES


CASHMOVE Cash Movement

28. Field 22H: Indicator: In/Out Indicator

FORMAT


PRESENCE


QUALIFIER



1 M INOU N H In/Out Indicator

DEFINITION


INOU In/Out Indicator Whether the cash amount is to be delivered or received.

CODES

Indicator must contain one of the following codes (Error code(s): T07):

COLI Delivered Cash amount is to be delivered out of Party A’s cash account.

COLO Received Cash amount is to be received in Party A’s cash account.



29. Field 19A: Amount: Cash Amount

FORMAT


PRESENCE


QUALIFIER



1 M CASH N A Cash Movement Amount

DEFINITION


CASH Cash Movement Amount Amount of the cash movement.




Sign must not be present when Amount is ’0’ (Error code(s): T14).

30. Field 20C: Reference: Client’s Cash Movement Reference

FORMAT


PRESENCE

Optional in a optional sequence



QUALIFIER



1 O CCMV N C Client’s Cash Movement Reference

DEFINITION


CCMV Client’s Cash Movement Refer-ence

The reference allocated by party A to the cash movement in the sequence.




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


CASHMOVE Cash Movement



MT 528 ETC Client-Side Settlement Instruction

MT 528 ScopeThis message is used to communicate early settlement information to a custodian or clearing agent.

It may be considered a definitive settlement instruction, where an agreement to this effect exists between a custodian or clearing agent and its client.

This message may also be used to:

request the cancellation of a settlement instruction previously sentre-send a settlement instruction previously sentprovide a third party with a copy of the message (be it the settlement instruction or request for cancellation) being sent.


MT 528 ETC Client-Side Settlement Instruction






M 23G Function of the Message

4!c[/4!c] 3

M 22F TRTR Indicator Trade Transaction Type

:4!c/[8c]/4!c 4

----->

M 25D 4!c Status Code (see qualifier descrip-tion)

:4!c/[8c]/4!c 5

-----|----->

O 98a 4!c Date/Time (see qualifier descrip-tion)

A or C 6

-----|-----> Repetitive Optional Subsequence A1 Linkages


O 22F LINK Indicator Linkage Type Indica-tor

:4!c/[8c]/4!c 8







M 20C 4!c Reference (see qualifier descrip-tion)

:4!c//16x 10


----- End of Optional Subsequence A1 Linkages


End of Sequence A General InformationMandatory Sequence B Confirmation Details

M 16R Start of Block CONFDET 13

----->

M 98a 4!c Date/Time (see qualifier descrip-tion)

A, B or C 14

-----|

O 90a DEAL Price Deal Price A or B 15

----->

O 99A 4!c Number Count (see qualifier descrip-tion)

:4!c//[N]3!n 16

-----|

O 94B TRAD Place Place of Trade :4!c/[8c]/4!c[/30x] 17

M 19A SETT Amount Settlement amount :4!c//[N]3!a15d 18

----->

M 22a 4!c Indicator (see qualifier descrip-tion)

F or H 19

-----|

O 11A 4!c Currency (see qualifier descrip-tion)

:4!c//3!a 20

-----> Repetitive Mandatory Subsequence B1 Confirmation Parties

M 16R Start of Block CONFPRTY 21





----->

M 95a 4!c Party (see qualifier descrip-tion)

C, P, Q, R or S 22

-----|----->

O 97a 4!c Account (see qualifier descrip-tion)

A or B 23

-----|

O 98a PROC Date/Time Processing Date/Time A or C 24

O 20C PROC Reference Processing Reference :4!c//16x 25

----->

O 70a 4!c Narrative (see qualifier descrip-tion)

C, D or E 26

-----|

O 22F TRCA Indicator Party Capacity Indica-tor

:4!c/[8c]/4!c 27

M 16S End of Block CONFPRTY 28

-----| End of Mandatory Subsequence B1 Confirmation Parties


Quantity of Financial Instrument to be settled

:4!c//4!c/15d 29


[ISIN1!e12!c][4*35x]

30



----->

O 22F 4!c Indicator (see qualifier descrip-tion)

:4!c/[8c]/4!c 32

-----|----->


(see qualifier descrip-tion)

A, C or B 33





-----|

O 11A DENO Currency Currency of Denomi-nation

:4!c//3!a 34

----->

O 98A 4!c Date/Time (see qualifier descrip-tion)

:4!c//8!n 35

-----|----->

O 92A 4!c Rate (see qualifier descrip-tion)

:4!c//[N]15d 36

-----|----->



A, B or K A or B 37

-----|----->

O 17B 4!c Flag (see qualifier descrip-tion)

:4!c//1!a 38

-----|----->

O 90a 4!c Price (see qualifier descrip-tion)

A or B 39

-----|----->



:4!c//4!c/15d 40

-----|


:4!c//10*35x 41


End of Optional Subsequence B2 Financial Instrument Attributes----->

O 13B CERT Number Identifica-tion

Certificate Number :4!c/[8c]/30x 43





-----|

O 70E TPRO Narrative Trade Instruction Processing Narrative

:4!c//10*35x 44

M 16S End of Block CONFDET 45

End of Sequence B Confirmation DetailsMandatory Sequence C Settlement Details

M 16R Start of Block SETDET 46

----->

M 22F 4!c Indicator (see qualifier descrip-tion)

:4!c/[8c]/4!c 47

-----|----->


:4!c//1!a 48

-----|

O 94a SAFE Place Place of Safekeeping B or F 48 49

-----> Repetitive Optional Subsequence C1 Settlement Parties

M 16R Start of Block SETPRTY 49 50

----->


C, P, Q, R or S 50 51

-----|

O 97a SAFE Account Safekeeping Account A or B 51 52

O 98a PROC Date/Time Processing Date/Time A or C 52 53

O 20C PROC Reference Processing Reference :4!c//16x 53 54

----->


C, D or E 54 55

-----|





M 16S End of Block SETPRTY 55 56

-----| End of Optional Subsequence C1 Settlement Parties-----> Repetitive Optional Subsequence C2 Cash Parties

M 16R Start of Block CSHPRTY 56 57

----->


P, Q, R or S 57 58

-----|----->

O 97A 4!c Account (see qualifier descrip-tion)

:4!c//35x 58 59

-----|----->


C, D or E 59 60

-----|

M 16S End of Block CSHPRTY 60 61

-----| End of Optional Subsequence C2 Cash Parties-----> Repetitive Optional Subsequence C3 Amounts

M 16R Start of Block AMT 61 62

----->


:4!c//1!a 62

-----|----->

M 19A 4!c Amount (see qualifier descrip-tion)

:4!c//[N]3!a15d 63

-----|

O 98a VALU Date/Time Value Date A or C 64

O 92B EXCH Rate Exchange Rate :4!c//3!a/3!a/15d 65

M 16S End of Block AMT 66





-----| End of Optional Subsequence C3 Amounts

M 16S End of Block SETDET 67

End of Sequence C Settlement Details-----> Repetitive Optional Sequence D Other Parties

M 16R Start of Block OTHRPRTY 68

----->


P, Q, R or S 69

-----|----->


A or B 70

-----|----->


C, D or E 71

-----|


M 16S End of Block OTHRPRTY 73

-----| End of Sequence D Other PartiesOptional Sequence E Repo Details

M 16R Start of Block REPO 74

O 98a TERM Date/Time Closing Date/Time A, B or C 75

----->


:4!c/[8c]/4!c 76

-----|----->

O 20C 4!c Reference (see qualifier descrip-tion)

:4!c//16x 77





-----|----->

O 92a 4!c Rate (see qualifier descrip-tion)

C or A 78

-----|----->

O 99B 4!c Number Count (see qualifier descrip-tion)

:4!c//3!n 79

-----|----->

O 19A 4!c Amount (see qualifier descrip-tion)

:4!c//[N]3!a15d 80

-----|

O 70C REPO Narrative Repurchase Narrative :4!c//4*35x 81

M 16S End of Block REPO 82

End of Sequence E Repo Details



When the Type of Price (field :22F::PRIC) is present, the Deal Price (field :90a::DEAL) must also be present (Errorcode(s): E61).

Sequence Bif field :22F::PRIC is...

Sequence Bthen field :90a::DEAL is ...

Present Mandatory

Not present Optional

C2

If an Exchange Rate (field :92B::EXCH) is present, the corresponding Resulting Amount (field :19A::RESU) must bepresent in the same subsequence. If the Exchange Rate is not present then the Resulting Amount is not allowed (Errorcode(s): E62).



Subsequence C3if field :92B::EXCH is...

Subsequence C3then field :19A::RESU is...

Present Mandatory

Not present Not allowed

C3

If the Settlement Amount (:19A::SETT) is specified in both sequence B and sequence C3, it must contain the samevalue, ie, (Sign) (Currency) (Amount) must be identical (Error code(s): E75).

C4

If the message is a cancellation, ie, Function of the Message (field 23G) is CANC, then subsequence A1 Linkages mustbe present at least once, and a reference to the previous message must be specified in the Linkage section, ie, field:20C::PREV must be present minimum once in that message (Error code(s): E08).


then subsequence A1 is... and in minimum one occur-rence of subsequence A1

field :20C::PREV is...

CANC Mandatory, ie minimum one occurrence of A1



C5

The following party fields for sequences C1 and C2 cannot appear more than once in sequence C. The party fields forsequence D cannot appear more than once in a message (Error code(s): E84).

Subsequence C1 Subsequence C2 Sequence D

:95a::BUYR :95a::ACCW :95a::EXCH

:95a::DEAG :95a::BENM :95a::MEOR

:95a::DECU :95a::PAYE :95a::MERE

:95a::DEI1 :95a::TRRE

:95a::DEI2 :95a::VEND

:95a::DEI3 :95a::TRAG

:95a::DEI4

:95a::DEI5




:95a::DEI6

:95a::DEI7

:95a::DEI8

:95a::DEI9

:95a::PSET

:95a::REAG

:95a::RECU

:95a::REI1

:95a::REI2

:95a::REI3

:95a::REI4

:95a::REI5

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

C6

If a qualifier from the list Deliverers is present in a subsequence C1, in a field :95a::4!c, then all the remaining quali-fiers following this qualifier in the list Deliverers (see below) must be present (Error code(s): E86).

In other words, in sequence C, the following scenarios must be validated:

If :95a::DEI9 is present in subseq C1, then :95a::DEI8 must be present in another subseq C1.If :95a::DEI8 is present in subseq C1, then :95a::DEI7 must be present in another subseq C1.If :95a::DEI7 is present in subseq C1, then :95a::DEI6 must be present in another subseq C1.If :95a::DEI6 is present in subseq C1, then :95a::DEI5 must be present in another subseq C1.If :95a::DEI5 is present in subseq C1, then :95a::DEI4 must be present in another subseq C1.If :95a::DEI4 is present in subseq C1, then :95a::DEI3 must be present in another subseq C1.If :95a::DEI3 is present in subseq C1, then :95a::DEI2 must be present in another subseq C1.If :95a::DEI2 is present in subseq C1, then :95a::DEI1 must be present in another subseq C1.If :95a::DEI1 is present in subseq C1, then :95a::DECU must be present in another subseq C1.If :95a::DECU is present in subseq C1, then :95a::SELL must be present in another subseq C1.



If a qualifier from the list Receivers is present in a subsequence C1, in a field :95a::4!c, then all the remaining quali-fiers following this qualifier in the list Receivers (see below) must be present.


If :95a::REI9 is present in subseq C1, then :95a::REI8 must be present in another subseq C1.If :95a::REI8 is present in subseq C1, then :95a::REI7 must be present in another subseq C1.If :95a::REI7 is present in subseq C1, then :95a::REI6 must be present in another subseq C1.If :95a::REI6 is present in subseq C1, then :95a::REI5 must be present in another subseq C1.If :95a::REI5 is present in subseq C1, then :95a::REI4 must be present in another subseq C1.If :95a::REI4 is present in subseq C1, then :95a::REI3 must be present in another subseq C1.If :95a::REI3 is present in subseq C1, then :95a::REI2 must be present in another subseq C1.If :95a::REI2 is present in subseq C1, then :95a::REI1 must be present in another subseq C1.If :95a::REI1 is present in subseq C1, then :95a::RECU must be present in another subseq C1.If :95a::RECU is present in subseq C1, then :95a::BUYR must be present in another subseq C1.

Deliverers Receivers

DEI9 Deliverer’s Intermediary 9 REI9 Receiver’s Intermediary 9









DECU Deliverer’s Custodian RECU Receiver’s Custodian

SELL Seller (Deliverer) BUYR Buyer (Receiver)

C7

If field :22F::DBNM is NOT present in sequence C, and the instruction is a delivery (:22H::REDE//DELI in sequenceB), and the subsequence C1 Settlement Parties is used, then it is mandatory to specify a receiving agent: one occur-rence of subsequence C1 Settlement Parties must contain party field :95a::REAG (Error code(s): E85).

If field :22F::DBNM is NOT present in sequence C, and the instruction is a receipt (:22H::REDE//RECE in sequenceB), and the subsequence C1 Settlement Parties is used, then it is mandatory to specify a delivering agent: one occur-rence of subsequence C1 Settlement Parties must contain party field :95a::DEAG (Error code(s): E85).



In sequence Cif field

:22F::DBNM is...

and sequence Bif field

:22H::REDE is...

and subsequenceC1 is...

then in one occurrence of subse-quence C1

Not Present DELI Present field :95a::REAGis Mandatoryref. 284

RECE Present field :95a::DEAGis Mandatory ref. 284

Present n/a Optional n/a

Sequence Bif field :22H::REDE is...

and if subsequence C1 is... then in one occurrence of subsequence C1

field :95a::REAG is...

DELI Present Mandatory


and if subsequence C1 is... then in one occurrence of subsequence C1


RECE Present Mandatory

C8

In subsequence C1, if field :95a::PSET is present, then field :97a::SAFE is not allowed in the same sequence. (Errorcode(s): E52).

Subsequence C1if field :95a::PSET is...

Subsequence C1then field :97a::SAFE is...

Present Not allowed within the same occurrence


C9

If field :22F::FXCX is present in sequence C, then the message should be a cancellation, ie, Function of the Message insequence A (field 23G) is CANC (Error code(s): E14).

Subsequence Cif field :22F::FXCX is

In sequence Athen field :23G:4!c is...

Present CANC



C9

In subsequence C1, if field :95C::PSET is present, then field :22F::STCO/[8c]/PHYS is mandatory in sequence C. (Error code(s): E54).

Subsequence C1if field :95C::PSET is...

In sequence Cthen field :22F::STCO/[8c]/PHYS is...

Present Mandatory


C10

If field :22F::DBNM is present in sequence C and the instruction is a delivery (i.e. :22H::REDE//DELI in sequence B),then it is mandatory to specify a buyer, i.e. one occurrence of subsequence C1 must contain field :95a::BUYR (Errorcode(s): E70).

If field :22F::DBNM is present in sequence C and the instruction is a receipt (i.e. :22H::REDE//RECE in sequence B),then it is mandatory to specify a seller, i.e. one occurrence of subsequence C1 must contain field :95a::SELL (Errorcode(s): E70).

Sequence Cif field

:22F::DBNM is...

and Sequence Bfield

:22H::REDE is...

thensubsequence C1 is...

and in one occurrence of subse-quence C1 ...

Present DELI Mandatoryi.e. minimum one occurrence of C1

Field :95a::BUYR is Mandatory

RECE Mandatoryi.e. minimum one occurrence of C1

Field :95a::SELL is Mandatory

Not present n/a Optional n/a

C11

If field :22F::DBNM//VEND is present in sequence C, then a vendor must be specified; i.e. one occurrence ofsequence D must contain field :95a::VEND (Error code(s): D71).

In Seq. Cif field :22F::DBNM//VEND is

... (*)

then Seq. D is ... and in one occurrence of Seq. Dfield :95a::VEND is ...

Present Mandatoryi.e. Seq. D must be presentminimum once

Mandatory

Not present Optional Optional



(*) if the Data Source Scheme is present in field :22F::DBNM//VEND then the conditional rule does not apply.

MT 528 Usage RulesWhen an instruction is sent to a party other than the original Receiver, this original Receiver is identified in the otherparties sequence as :95a::MERE (Recipient of the Message).When a broker is identified as a confirming party, the party capacity (:22F::TRCA) must be specified in subsequence B1.When an ETC service provider transfers a message from one institution to another, and when the originator of themessage is not already identified in the confirmation parties sequence or the settlement parties sequence, the originat-ing party is identified in the other parties sequence as :95a::MEOR (Originator of Message).This message may only be sent by an ETC service provider on behalf of an institution or executing broker in aclient-side trade to a custodian or clearing agent, or by a custodian or clearing agent to reject the instruction back to theETC service provider.The Receiver of a request to cancel must advise the requesting party that the request has been accepted or denied in anMT 509 Trade Status Message.



FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory



QUALIFIER




DEFINITION


SEME Reference assigned by the Sender to unambiguously identify the message.


Reference must not start or end with a slash ’/’ and must not contain two consecutive slashes ’//’ (Error code(s): T26).


FORMAT

Option G 4!c[/4!c] (Function) (Sub-function)

PRESENCE

Mandatory

DEFINITION


CODES


CANC This is a request to cancel a previously sent instruction.

NEWM This is a new instruction.

CODES

When present, Sub-function must contain one of the following codes:

CODU This message is being sent as a copy to a party other than the account owner, for information purposesand the message is a duplicate of a message previously sent.

COPY The message is being sent as a copy to a party other than the account owner, for information purposes.



DUPL The message is for information/confirmation purposes. It is a duplicate of a message previously sent.

USAGE RULES

To cancel a previously sent instruction, Function is CANC. The reference in the linkage sequence must contain the Sender’s reference of the message to be cancelled. A copy of at least the mandatory fields of the message to be cancelled must bepresent; optional fields need not be present for SWIFT validation.

4. Field 22F: Indicator: Trade Transaction Type Indicator

FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M TRTR N F Trade Transaction Type

DEFINITION


TRTR Type of transaction prior to the settlement process.

CODES

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

BASK Basket trade.

INDX Index trade.

LIST List trade.

PROG Program trade.

TRAD Trade.



5. Field 25D: Status Code

FORMAT

Option D :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Status Code)

PRESENCE

Mandatory

QUALIFIER



1 M MTCH N D Matching Status

2 M AFFM N D Affirmation Status

DEFINITION


MTCH Matching status.

AFFM Affirmation status.

CODES

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

MACH The instruction has been matched.

NMAT The instruction has not been matched.

CODES

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

AFFM The confirmation has been affirmed.

NAFI The confirmation has not been affirmed.




FORMAT


PRESENCE

Optional

QUALIFIER



1 O MTCH N A or C Matching Time Stamp

2 O AFFM N A or C Affirmation Time Stamp


DEFINITION


MTCH Matching date/time.

AFFM Affirmation date/time.

PREP Date/time at which the message was prepared.




USAGE RULES

This field is provided for information only and is not binding on the parties, unless it has been assigned by a third party system.




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


LINK When the instruction is to be executed relative to the transaction referenced in the sequence.



CODES


AFTE The instruction is to be/was executed after the linked transaction.

BEFO The instruction is to be/was executed before the linked transaction.

INFO Linked for information purposes only.

WITH The instruction is to be/was executed with the linked transaction.

USAGE RULES

If code WITH is used, it links together one or more instructions which become bound and which should be executedtogether. Even if one single instruction can not be executed, then all the other instructions should also be kept pending. Therefore the use of code WITH should be limited to combine up to 2 or 3 instructions.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


LINK Type of transaction which is linked to this transaction.

USAGE RULES





FORMAT


PRESENCE


QUALIFIER





or MAST N C Master Reference

or BASK N C Basket Reference

or INDX N C Index Reference

or LIST N C List Reference

or PROG N C Program Reference

or TRRF N C Deal Reference

or COMM N C Common Reference


or COLR N C Collateral Reference

DEFINITION


RELA Reference of the linked message which was previously received.

PREV Reference of the linked message which was previously sent.

MAST Master reference which identifies the link between allocations.

BASK Basket reference which identifies a basket.

INDX Index reference which identifies an index trade.



LIST List reference which identifies a list trade.

PROG Program reference which identifies a program trade.

TRRF Reference assigned to the trade by the Investment Manager OR the Broker/Dealer. This reference willbe used throughout the trade life cycle to access/update the trade details.

COMM Unique reference agreed upon by the Investment Manager AND the Broker/Dealer to identify thetrade. This reference should be passed down and up through the whole life cycle of the transaction.

POOL Collective reference identifying a set of messages.

COLR Reference identifying a collateral transaction linked to the settlement transaction.




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT

Option S 16c



PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


CONFDET Confirmation Details.


FORMAT


PRESENCE

Mandatory



QUALIFIER



1 M TRAD N A, B or C Trade Date/Time

2 M SETT N A, B or C Settlement Date/Time

3 O ADEL N A or C Late Delivery Date/Time

DEFINITION


TRAD Trade date/time.

SETT Settlement date/time.

ADEL Late Delivery Date/Time.

CODES

In Option B, when Qualifier is SETT and Data Source Scheme is not present, Date Code must contain one of the following codes:

SEOP Settlement is to be completed at the seller’s option.

TBAT Settlement is to be completed as a result of a ’to be announced’ trade.

WDIS Settlement is to be completed when the security is distributed.

WIDI Settlement is to be completed when the security is issued or when distributed.

WISS Settlement is to be completed when the security is issued.

CODES

In option B, when Qualifier is TRAD and Data Source Scheme is not present, Date Code must contain the following code:

VARI Partial trades have occurred over a period of two or more days.






USAGE RULES

ADEL, Late delivery date is used for pool trades that result from the original TBA’s (the original TBA’s would be offset byan opposite transaction and replaced by buys or sells of individual pools). It is a date greater than the settlement date statedin the trade, for pools designed as settling late.

15. Field 90a: Price: Deal Price

FORMAT


PRESENCE

Conditional (C1)

QUALIFIER



1 O DEAL N A or B Deal Price

DEFINITION


DEAL Deal price represented either as an actual amount (option B) or a percentage (option A).

CODES

In option A, Percentage Type Code must contain one of the following codes:

DISC Discount price. Price expressed as the number of percentage points below par, eg, a discount price of2.0% equals a price of 98 when par is 100.

PRCT Percentage price. Price expressed as a percentage of par.

PREM Premium price. Price expressed as the number of percentage points above par, eg, a premium price of2.0% equals a price of 102 when par is 100.

YIEL Yield price. Price expressed as a yield.



CODES

In option B, Amount Type Code must contain one of the following codes:

ACTU The actual amount. Price expressed as an amount of currency per unit or per share.

DISC Discount price. Price expressed as a discount amount.

PREM Premium price. Price expressed as a premium.



The integer part of Price must contain at least one digit. A decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).

USAGE RULES


16. Field 99A: Number Count

FORMAT

Option A :4!c//[N]3!n (Qualifier) (Sign) (Number)

PRESENCE

Optional

QUALIFIER



1 O DAAC N A Number of Days Accrued

2 O GIUP N A Give-up number of days

DEFINITION


DAAC Number of days used for calculating the accrued interest amount.Number specifies the number of days accrued.

GIUP Number of days from trade date that the counterparty on the other side of the trade should "give up"or divulge.




When Sign is present, Number must not be zero (Error code(s): T14).

USAGE RULES

Sign must be present when Number is negative.

17. Field 94B: Place: Place of Trade

FORMAT

Option B :4!c/[8c]/4!c[/30x] (Qualifier) (Data Source Scheme) (Place Code) (Narrative)

PRESENCE

Optional

QUALIFIER



1 O TRAD N B Place of Trade

DEFINITION


TRAD Place at which the order was traded.

CODES

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

EXCH The place of trade was a stock exchange.

OTCO The place of trade was over the counter.

PRIM Place of trade is the primary market.

SECM Place of trade is the secondary market.

VARI Various places of trade.



USAGE RULES

When Place Code is OTCO, Narrative must specify the system, eg, OTCO/TELEKURS. When Place Code is EXCH, Narra-tive must specify the Market Identifier Code (MIC), eg, EXCH/XNYS for the New York Stock Exchange.

18. Field 19A: Amount: Settlement Amount

FORMAT

Option A :4!c//[N]3!a15d (Quantity) (Sign) (Currency Code) (Amount)

PRESENCE

Mandatory

QUALIFIER



1 M SETT N A Settlement Amount

DEFINITION


SETT Settlement amount.



The integer part of Amount must contain at least one digit. A decimal comma is mandatory and is included in the maximumlength. The number of digits following the comma must not exceed the maximum allowed for the specified currency (Errorcode(s): C03, T40, T43).

When Sign is present, Amount must not be zero (Error code(s): T14).

USAGE RULES

Sign must be present when Amount is negative.


FORMAT

Option F :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Indicator)Option H :4!c//4!c (Qualifier) (Indicator)



PRESENCE

Mandatory

QUALIFIER



1 M BUSE N H Buy/Sell Indicator

2 O PRIC N F Type of Price

3 O PROC N F Processing Indicator

4 O RPOR R F Reporting Indicator


6 O SETG N F Settlement Instruction Generation Indicator

7 O TTCO R F Trade Transaction Condition Indicator

8 O COST N F Commission Type

9 M PAYM N H Payment Indicator

10 M REDE N H Receive/Deliver Indicator

DEFINITION


BUSE Whether the message relates to the sale or purchase of financial instruments, as shown in the originalorder to buy or sell.

PRIC Type of price associated with the deal price.

PROC Additional information relative to the processing of the trade.

RPOR If the trade is to be reported to other parties.

PRIR Execution priority of the trade.

SETG Generation of a settlement instruction by an ETC service provider.

TTCO Conditions under which the order/trade was executed.

COST Commission type under which the order/trade was executed.

PAYM Whether the transaction is free or against payment.



REDE Instruction to receive or deliver securities.

CODES

When Qualifier is BUSE, Indicator must contain one of the following codes:

BUYI Buy.

SELL Sell.

CODES

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

AVER The price is an average execution price relating to partial fills.

AVOV In partial fills, the deal price is an override of the average price.

COMB Combined Expenses. It is used in the UK market.

NDIS Net to client disclosed. It is used in the UK market.

NET1 The price is a net price - ie, net of all charges, fees, taxes.

NET2 The price is a net price - net only of local broker’s commission, local fees, local taxes, etc.

NOGR Notional Gross. It is used in the UK market.

NUND Net to client undisclosed. It is used in the UK market.

PARV The price is a par value or equal to the nominal or face value of the instrument.

RDAV The price is a rounded average price.

CODES

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

CLOP The trade is to close a position.

OPEP The trade is to open a position.



CODES

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

EXCH The trade details are to be reported to a stock exchange. This stock exchange is identified in sequenceD Other Parties.

TRRE The trade details are to be reported to a regulatory organisation. This stock regulatory organisation is identified in sequence D Other Parties.

CODES

If Data Source Scheme is not present and Qualifier is PRIR, Indicator must contain a numerical value in the range 0001 -9999 where 0001 refers to the highest priority.

CODES

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

GENS This field specifies if the ETC service provider is to generate an MT 528 or 529.

NOGE This field specifies if the ETC service provider is not to generate an MT 528 nor 529 where a previous agreement to do so exists.

CODES

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

BLKO Block order.

BTEX Trade to be/was done at best execution price.

BTMI Bought minus indicator.

CBNS Trade executed cum bonus.

CCPN Trade executed cum coupon.

CDIV Trade executed cum dividend.

CRST Cross trade allowed.

CRTS Trade executed cum rights.

CWAR Trade executed cum warrants.

DIOR Directed order - This is an order that the Receiver of the message is to execute the trade with aspecific broker, or other financial institution.



DORD Direct order - This is an order to be executed by a broker other than the executing party to which theorder is sent. In this case, the instructing party has traded with another broker which will subsequentlysend an MT 513 Advice of Execution to the executing party to which this message is sent and whichis acting as the clearing broker.

FRAC Fractional parts allowed.

GTDL Trade to be settled with guaranteed delivery.

NCRS No cross trade allowed.

SETI Sold exempt indicator - the sale is exempt from short-sale rules.

SPCU Special cum dividend - buying after the ex date and getting a dividend.

SPEX Special ex dividend - selling before the ex date without the coupon.

SPSI Sold plus indicator.

SSTI Sold short indicator.

XBNS Trade executed ex bonus.

XCPN Trade executed ex coupon.

XDIV Trade executed ex dividend.

XRTS Trade executed ex rights.

XWAR Trade executed ex warrants.

CODES

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

CLDI Commission type is client directed commission.

FLAT Commission basis is a flat fee for the transaction.

PERN Commission type is a percentage of the principal.

PWCD Commission type is a percentage commission waived as cash discount.

PWEU Commission type is a percentage commission waived as additional units.

PERU Commission basis is per unit of financial instrument.

SOFT Commission type is a percentage (soft dollar) commission.

STEP Commission type is for step-out trade.



CODES

When the Qualifier is PAYM, Indicator must contain one of the following codes:

APMT Against payment.

FREE Free.

CODES

When Qualifier is REDE, Indicator must contain one of the following codes (Error code(s): T04):

DELI This is an instruction to deliver securities.

RECE This is an instruction to receive securities.

20. Field 11A: Currency

FORMAT


PRESENCE

Optional

QUALIFIER



1 O FXIB N A Currency to Buy

or FXIS N A Currency to Sell

DEFINITION


FXIB Currency to buy in relation to the trade.

FXIS Currency to sell in relation to the trade.






FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


CONFPRTY Confirmation Parties.


FORMAT

Option P :4!c//4!a2!a2!c[3!c] (Qualifier) (BIC/BEI)Option R :4!c/8c/34x (Qualifier) (Data Source Scheme) (Proprietary Code)Option Q :4!c//4*35x (Qualifier) (Name & Address)Option S :4!c/[8c]/4!c/2!a/30x (Qualifier) (Data Source Scheme) (Type of ID) (Country

Code) (Alternate ID)Option C :4!c//2!a (Qualifier) (Country Code)

PRESENCE

Mandatory

QUALIFIER



1 M INVE N C, P, R or Q Investor

or BUYR N P, R or Q Buyer (Receiver)

or SELL N P, R or Q Seller (Deliverer)




or ETC1 N P, R or Q ETC Service Provider 1


or AFFM N P, R or Q Affirming Party

or INBR N P, R or Q Introducing Broker

or BRCR N P, R or Q Broker of Credit

or STBR N P, R or Q Step-In Broker

or CLBR N P, R or Q Clearing Broker

2 O ALTE N S Alternate ID

DEFINITION


INVE Investor.

BUYR Buyer.

SELL Seller.

ETC1 ETC service provider 1.


AFFM Affirming party.

STBR Step-in broker.

INBR Introducing broker.

BRCR Broker of credit.

CLBR Clearing broker.

ALTE Alternate ID.


Type of ID specifies the type of alternate identification which can be used to give an alternate identification of the party identified in this sequence.



Country Code specifies the country for which the alternate identification is relevant.

Alternate ID specifies an alternate identification of the party identified in this sequence.

When INVE is used with option C, the country code specifies the nationality of the investor, for the settlement of certain securities (i.e. airlines, defence manufacturers) under the EU legislation.

CODES

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

ARNU Alien registration number.

CCPT Passport number.

CHTY Tax exempt identification number, i.e. charity in the UK.

CORP Corporate identification. Alternate Id must contain the name of the corporate, followed by a slash, ’/’,followed by the number of the customer in a corporation.

DRLC Driver’s licence number. Alternate Id must contain the state of issue, followed by a slash, ’/’, followedby the driver’s license number.

FIIN Foreign Investment Identity Number (to be used when different ID than Alien Number).

TXID Tax identification number.




23. Field 97a: Account

FORMAT


(Account Number)

PRESENCE

Optional

QUALIFIER



1 O SAFE N A or B Securities Safekeeping Account




2 O CASH N A Cash Payment Account

DEFINITION


SAFE Safekeeping account held by the party specified in this sequence.

CASH Account from/to which a payment is to be/has been done and which is held by the party specified inthis sequence.

CODES


ABRD Financial instruments are held in an account abroad.

CEND Financial instruments are centralised in one location.

DVPA Cash/DVP - Account is used for settlement on delivery or collect on delivery basis.

FUNG The securities held in the account are fungible.

MARG Margin - Account is used when financing is by the broker/dealer.

NFUN The securities held in the account are not fungible.

PHYS Account is used for physical domestic safekeeping.

SHOR Short sale - Account is used for short sale orders.

24. Field 98a: Date/Time: Processing Date/Time

FORMAT


PRESENCE

Optional



QUALIFIER



1 O PROC N A or C Processing Date/Time

DEFINITION


PROC Date/time at which the transaction was processed at the party specified in the sequence.




25. Field 20C: Reference: Processing Reference

FORMAT


PRESENCE

Optional

QUALIFIER



1 O PROC N C Processing Reference

DEFINITION


PROC Reference meaningful to the party identified in the sequence. This reference specifies the reference tothe transaction at this party.





26. Field 70a: Narrative

FORMAT

Option C :4!c//4*35x (Qualifier) (Narrative)Option D :4!c//6*35x (Qualifier) (Narrative)Option E :4!c//10*35x (Qualifier) (Narrative)

PRESENCE

Optional

QUALIFIER




2 O PART N D Party Narrative

3 O DECL N E Declaration Details Narrative

DEFINITION


PACO Narrative of the contact unit or person responsible for the transaction at the party defined within theparty block.

PART Additional information for the party defined within the party block.

DECL Declaration details relative to the party.

27. Field 22F: Indicator: Party Capacity Indicator

FORMAT




PRESENCE

Optional

QUALIFIER



1 O TRCA N F Party Capacity Indicator

DEFINITION


TRCA Role of the broker in the transaction.

CODES


AGEN Trading as agent.

BAGN Acting as agent for both customer and another person.

CAGN Crossing as agent.

CPRN Crossing as principal.

OAGN Acting as agent for person other than customer.

PRAG Acting as agent for some executions and principal for others in the transaction.

PRIN Trading as principal.


FORMAT

Option S 16c

PRESENCE

Mandatory



DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION


SETT Total quantity of financial instrument to be settled.

CODES


AMOR Quantity represents the current amortised face amount of a bond, eg, a periodic reduction of a bond’s principal amount.

FAMT Quantity expressed as the face amount of the principal of a debt instrument.

UNIT Quantity expressed as a number, eg, a number of shares.






FORMAT



PRESENCE

Mandatory

DEFINITION





USAGE RULES








FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER









6 7 O PADI N F Payment Direction Indicator

7 8 O CFRE N F Variable Rate Change Frequency



DEFINITION


MICO Computation method to calculate the interest of the related financial instrument.

FORM Form of securities is registered or bearer.

PFRE Payment frequency; periodic or regular cycle of interest payments.

PREF Preference to income; security status relative to the claim on income and assets of the company.

PAYS Payment status indicator; amount paid for the share.

REST Restrictions governing the transfer of ownership of the security.

PADI The direction of capital repayment for asset backed securities.

CFRE The frequency of changes to the variable rate of a fixed income instrument.

CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES

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

BEAR Bearer security.

REGD Registered security.



CODES

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

144A Unregistered security issued pursuant to US legal restrictions 144A.

NRST Ownership or transfer is not subject to restrictions.

RSTR Ownership or transfer is subject to restrictions (not pursuant to 144A).

CODES

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

ORDN Ordinary/common.

PRFD Security has a preferred claim upon income and assets.

CODES

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

ANNU Annual payment cycle.

MNTH Monthly payment cycle.

QUTR Quarterly payment cycle.

SEMI Semi-annual payment cycle.

WEEK Weekly payment cycle.

CODES

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

FULL Fully paid.

NILL Nill paid.

PART Partially paid.



CODES

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



CODES

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






Note: It should be noted that some of the codes available in the field 22F of the FIA sequence B1 belongto another sequence (eg: restrictions belong to the settlement details sequence). All the FIA field22F codes will be reviewed during a later Standards Release and eventually moved to another sequence.


FORMAT


Option C :4!c//6!c (Qualifier) (CFI Code)Option B :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Instrument Type Code)

PRESENCE

Optional

QUALIFIER









DEFINITION


CLAS Classification type of the related financial instrument.

OPST Option style.

OPTI Option type.

CODES

If Data Source Scheme is not present and Qualifier is OPST, Instrument Type Code must contain one of the following codes:

AMER American style.

ASIA Asian style.

EURO European style.

CODES

If Data Source Scheme is not present and Qualifier is OPTI, Instrument Type Code must contain one of the following codes:

CALL Call option.

PUTO Put option.

USAGE RULES

When option C is used, CFI Code must be a valid ISO CFI code.

To use the codes associated with the ISITC code for security type, /ASCT/, Data Source Scheme must be ISIT, and Instru-ment Code or Description must contain a valid ISITC security type code.




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


DENO Denomination of the currency in which the security was issued.



35. Field 98A: Date/Time

FORMAT


PRESENCE

Optional

QUALIFIER

















DEFINITION


COUP Coupon date; the next coupon payment of an interest bearing security.

EXPI Expiry date; termination date of a privilege which may be exercised according to the terms of a secu-rities issue.

FRNR Floating rate note reset date; the date the interest rate of a floating rate note will be calculated andreset, according to the terms of the issue.

MATU Maturity date; date an interest bearing security becomes due and principal is paid.

ISSU Issue date; date the security was issued.

CALD Call date; date issuer of a bond can pay the remaining principal of a debt obligation prior to the final maturity date.

CONV Conversion date; deadline by which a convertible security must be converted, according to the termsof the issue.

PUTT Put date; a bond holder has the right to redeem the principal amount of a bond prior to the final matu-rity date.

DDTE Dated date; date an interest bearing instrument begins to accrue interest.

FCOU First Coupon date: the date that the first interest payment is due on a fixed income instrument.

NWFC The date the current factor will be changed to a new factor on a mortgage-backed/asset-backed instru-ment.





36. Field 92A: Rate

FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION


PRFC Previous factor expressed as a decimal between 0 and 1 defining the outstanding principal of the bond(for asset or mortgage backed securities).

CUFC Current factor expressed as a decimal between 0 and 1 defining the outstanding principal of the bond(for asset or mortgage backed securities).

NWFC New factor expressed as a decimal between 0 and 1 defining the outstanding principal of the bond (forasset or mortgage backed securities).

INTR 1. Ratio of the amount of interest paid during a certain period of time to the principal amount of the interest bearing security;


NXRT Next interest rate; on a floating rate note, the interest rate applicable to the next payment period.




The integer part of Rate must contain at least one digit. A decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).


USAGE RULES



FORMAT

Option A :4!c//3!c (Qualifier) (Number Id)Option B :4!c/[8c]/30x (Qualifier) (Data Source Scheme) (Number)Option K :4!c//3!c/15d (Qualifier) (Number id) (Quantity)

PRESENCE

Optional

QUALIFIER





3 O LOTS R N A, B or K Lot Number


DEFINITION


COUP Coupon number of the next coupon attached to the related financial instrument.

POOL Number assigned by the issuer of an asset-backed security (U.S.) to identify the group of mortgages.

LOTS Number identifying the lot of the security issue

VERN Version number of the option contract or tranche to the related financial instrument.



38. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION


CONV Whether security is convertible into a different class of security.

FRNF Whether interest rate of a bond is reset periodically.

COVE Covered flag.

CALL Whether security is callable (the issuer has the right to pay the obligation prior to maturity).

PUTT Whether security is putable (the issuer has the right to redeem securities prior to maturity).

WRTS Whether the warrants on a security which has been traded cum warrants will be attached on deliveryof the traded security.

ODDC Whether the payment of a coupon (interest) on a bond is not according to the normal schedule.



CODES


N No.

Y Yes.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION


INDC Estimated indicative price, represented either as an actual amount (option B) or a percentage (option A).

MRKT Current market price of the securities, represented either as an actual amount (option B) or a percent-age (option A).

EXER 1. Price at which the security will be purchased/sold if the warrant is exercised. Price is representedeither as an actual amount (option B) or a percentage (option A).

2. Price at which the bond is converted. Price is represented either as an actual amount (option B) ora percentage (option A).

3. Strike price of an option. Price is represented either as an actual amount (option B) or a percent-age (option A).



CODES






CODES








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION


MINO Minimum nominal quantity or lot of securities that must be purchased or exercised.

MIEX Minimum total quantity or lot of rights/warrants that must be exercised.

MILT Minimum multiple lot necessary to exercise warrants.

SIZE This represents the ratio or multiply factor to convert from contracts to shares, e.g. 1 option contractcould represent 10,000 shares of an equity.

ORGV Original par or face amount of an amortised instrument.

CODES





CODES








FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


FIAN Additional information about the financial instrument.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





43. Field 13B: Number Identification: Certificate Number

FORMAT


PRESENCE

Optional

QUALIFIER



1 O CERT R B Certificate Number

DEFINITION


CERT Certificate number of the financial instrument.

USAGE RULES

Data Source Scheme must not be used when Number is ISO 8532, Securities - Format for transmission of certificate numbers.

44. Field 70E: Narrative: Trade Instruction Processing Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O TPRO N E Trade Instruction Processing Narrative



DEFINITION


TPRO Trade Instruction Processing Narrative Details of the trade process not included within structuredfields of this message.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


SETDET Settlement Details.




FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M SETR N F Type of Settlement Transaction

2 O STCO R C9 F Settlement Transaction Condition


4 O STAM N F Stamp Duty Indicator

5 O RTGS N F Securities Real-Time Gross Settlement Override Indicator

6 O REGT N F Registration Override Indicator

7 O BENE N F Beneficial Ownership Override Indicator

8 O CASY N F Cash Settlement System Override Indicator

9 O DBNM N F Settlement Standing Instruction Database Indicator

10 O TCPI N F Tax Capacity Party Indicator

11 O FXCX N C9 F Forex Order Cancellation Indicator


13 O SETS N F Settlement System Indicator

DEFINITION


SETR Type of settlement transaction.

STCO Conditions under which the trade/order is to be settled.



TRCA Party which has a specific role in the settlement of the transaction.

STAM Indicates the stamp duty type or exemption reason applicable to the settlement transaction.

RTGS Indicates whether the settlement transaction is standing arrangement to be settled settle through anRTGS or a non RTGS system. system for securities is overridden or not.

REGT Indicates whether the standing arrangement for registration is to be done on receipt overridden or not.

BENE Indicates whether there is change of beneficial ownership or not.

CASY Indicates what cash settlement system is instructed to be used.

DBNM Indicates what settlement standing instruction database is to be used to derive the settlement partiesinvolved in the transaction. Presence of this indicator means that any information contained in the settlement parties sequences of the message (with the exception of the buyer/seller and place of settle-ment information) will be disregarded.

BENE Indicates whether the standing arrangement for the beneficial ownership is overridden or not.

CASY Indicates whether the standing arrangement for the cash settlement system is overridden or not.

DBNM Indicates what settlement standing instruction database is to be used to derive the settlement partiesinvolved in the transaction.

TCPI Indicates the tax role capacity of the instructing party. Only applicable in agent - CSD or participant -ICSD communication.

FXCX In a cancellation request (field 23G:CANC), indicates whether a forex instructed in the message to becancelled is also to be cancelled or not.


SETS Indicates whether the settlement transaction is to be settled through the default or the alternate settle-ment system.

CODES

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

BSBC The transaction relates to a buy sell back closing leg.

BSBO The transaction relates to a buy sell back opening leg.

COLL The transaction relates to collateral in the form of securities.

CONV The settlement transaction is part of a DR conversion operation.

ISSU The settlement transaction is part of a DR issue operation.

OWNE Account transfer involving more than one instructing party (messages sender) and/or account servicer(messages receiver).



OWNI Account transfer involving one instructing party (messages sender) at one account servicer (messages receiver).

MKDW Relates to the decrease of positions held by an ICSD at the common depository due to custody opera-tions (repurchase, pre-release, proceed of corp. event realigned).

MKUP Relates to the increase of positions held by an ICSD at the common depository due to custody opera-tions (repurchase, pre-release, proceed of corporate event realigned).

NETT The transaction relates to the netting of settlement instructions.

NSYN Issue of medium and short term paper (CP, CD, MTN, notes...) under a program and without syndica-tion arrangement.

PAIR The transaction is part of a pairoff.

PLAC The transaction is part of a placement.

REAL Realignment of positions between ICSD depositories.

REDI The transaction involves the withdrawal of specified amounts from specified sub-accounts.

REDM Redemption of Funds (Funds Industry ONLY).

RELE The settlement transaction is part of a release (into/from local) of DR operation.

REPU The transaction relates to a repo or reverse repo.

RODE Return of delivery without matching. Refers to the return of securities resulting from adecayed/rejected delivery without matching operation.

RPTO The transaction is for reporting purposes only.

SECB The transaction is part of a securities borrowing operation.

SECL The transaction is part of a securities lending operation.

SUBS Subscription to funds (Funds Industry ONLY).

SYND Issue of securities (bonds, warrants, equities...) through a syndicate of underwriters and a Lead Manager.

TRAD The transaction relates to the settlement of a trade.

TRPO Relates to a triparty repo.

TURN The transaction is part of a turnaround.






OWNE The transaction is an external own account transfer.

OWNI The transaction is an own account transfer.









CODES

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

CLEN Clean, tax-exempt, status bonds are to be settled (Japanese government bonds).

DIRT Dirty, non-tax exempt, status bonds are to be settled (Japanese government bonds).

DLWM Delivery Without Matching. The delivery instruction does not require a matching receipt instructionon the concerned market (only for the concerned ICSD and CSD).

DRAW Settlement on drawn securities.

EXER Exercised - For derivatives, an option or future which is exercised.

FRCL Free clean settlement (this indicates that delivery will be made free of payment but that a cleanpayment order will be sent).

KNOC Knocked out - For derivatives, an option or future which is knocked out (expired worthless).

NPAR Partial settlement is not allowed.

PART Partial settlement is allowed.

PHYS Securities are to be physically settled.

SPCS Split currency settlement. Settlement is in two different currencies.

SPDL Trade to be settled with special delivery.

SPST Split settlement - when cash and securities settle in different locations.



UNEX Unexposed - delivery cannot be effected until cash is received.

CODES

When Qualifier is STAM, the Data Source Scheme should be used to indicate the stamp duty type or exemption reason, eg,in the United Kingdom and Ireland (CRST), in South Africa (STRA), etc.

CODES

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

NRTG Settle through the non-RTGS system. If there is a standing instruction in place for settlement throughthe RTGS instruction, then this standing instruction is to be ignored.

YRTG Settle through the RTGS system. If there is a standing instruction in place for settlement through thenon-RTGS system, then this standing instruction is to be ignored.

NRTG Although the standing instruction is to settle through the RTGS system, it is for this settlementrequired to override the standing instruction, ie, settle through the non-RTGS system.

YRTG Although the standing instruction is to settle through the non-RTGS system, it is for this settlementrequired to override the standing instruction, ie, settle through the RTGS system.

CODES

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

NREG Hold the securities in street name. If there is a standing instruction in place to register on receipt, thenthis standing instruction is to be ignored.

YREG Register on receipt. If there is a standing instruction in place to hold the securities in street name, thenthis standing instruction is to be ignored.

NREG Although the standing instruction is to register on receipt, it is for this settlement required to overridethe standing instruction, ie, to hold the securities in street name.

YREG Although the standing instruction is to hold the securities in street name on receipt, it is for this settle-ment required to override the standing instruction, ie, to register the securities.

CODES

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

NBEN No Change of Beneficial Ownership (NCBO). If a standing instruction is in place for change of bene-ficial ownership (CBO), then this standing instruction is to be ignored.



YBEN Change of Beneficial Ownership (CBO). If a standing instruction is in place for no change of benefi-cial ownership (NCBO), then this standing instruction is to be ignored.

NBEN Although the standing instruction is to change the beneficial ownership, it is for this settlementrequired to override the standing instruction, ie, not to change the beneficial ownership.

YBEN Although the standing instruction is not to change the beneficial ownership, it is for this settlementrequired to override the standing instruction, ie, to change the beneficial ownership.

CODES

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

CUST Settling as a Custodian.

SAGE Settling as an Agent.

SPRI Settling as a Principal.

CODES

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

BOJS Bank of Japan System (JP)

BOKW Bank of Korea Wire

CHEC Cheque

FEYC Foreign Exchange Yen Clearing System (JP)

GBSC UK Domestic

GROS Gross settlement system

NETS Net settlement system

USCH CHIPS (US)

USFW Fedwire (US)

ZENG Zengin (domestic remittance) (JP)



CODES

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

INTE The settlement standing instruction database to be used is the receiver’s internal database.

BRKR The settlement standing instruction database to be used is the broker’s database.

VEND The settlement standing instruction database to be used is the database of the vendor identified in theother parties sequence D, party field 95a, with qualifier VEND.

CODES

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

PRIN Acting as a principal for tax liability.

AGEN Acting as an agent for tax liability.

CODES

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

FXYE The forex instructed in the original instruction is also to be cancelled.

FXNO The forex instructed in the original instruction is not to be cancelled.

CODES





CODES

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

NSET Settle through the default settlement system. If there is a standing instruction in place for settlementthrough the alternate settlement instruction, then this standing instruction is to be ignored.

YSET Settle through the alternate settlement system. If there is a standing instruction in place for settlementthrough the default settlement system, then this standing instruction is to be ignored.



USAGE RULES

The conditions of the use of the override codes for the qualifiers BENE, CASY, DBNM, REGT, RTGS, SETS and STCOmust be pre-agreed between account owner and account servicer.

When the code YREG in the registration override indicator is present, additional registration details must be specified in the registration details narrative in the Settlement Parties sequence.

The cash settlement system codes are to be used only by agents directly involved in the settlement process, such as local settlement agents, CSD’s and central banks.

The use of settlement transaction type codes CONV, ISSU, REAL, RELE, NETT, NYSN, MKUP, MKDW, SYND isgoverned by the existence of a bilateral agreement.

48. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER



1 O ACRU N B Accrued Interest Flag

2 O STAM N B Stamp Duty Flag

DEFINITION


ACRU Whether the net proceeds include interest accrued on the security.

STAM Whether the net proceeds include stamp duty amount.

CODES


N No.

Y Yes.



48. Field 94a: Place: Place of Safekeeping

FORMAT

Option B :4!c/[8c]/4!c[/30x] (Qualifier) (Data Source Scheme) (Place) (Narrative)Option F :4!c//4!c/4!a2!a2!c[3!c] (Qualifier) (Place) (BIC/BEI)

PRESENCE

Optional

QUALIFIER



1 O SAFE N B or F Place of Safekeeping

DEFINITION


SAFE Place of Safekeeping Physical place where the securities are safe-kept.

CODES

In option B, when Data Source Scheme is not present, Place must contain the following code:

SHHE Shares Held Elsewhere. Used for certain financial instruments, eg, US mutual funds, where settlementis internal only, ie, there is no external movement of securities.

CODES

In option F, Place must contain one of the following codes:

CUST Shares held at a local custodian.

ICSD Shares held at an International Central Securities Depository.

NCSD Shares held at a National Central Securities Depository.






USAGE RULES

The Place of Safekeeping functionality in the settlement instructions is only to be used by global custodians that allow theirclients to specify where the securities are to be held, eg, in an ICSD account versus an account at the local CSD.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


SETPRTY Settlement Parties.


FORMAT

Option C :4!c//2!a (Qualifier) (Country Code)Option P :4!c//4!a2!a2!c[3!c] (Qualifier) (BIC/BEI)Option R :4!c/8c/34x (Qualifier) (Data Source Scheme) (Proprietary Code)Option Q :4!c//4*35x (Qualifier) (Name & Address)Option S :4!c/[8c]/4!c/2!a/30x (Qualifier) (Data Source Scheme) (Type of ID) (Country

Code) (Alternate ID)

PRESENCE


QUALIFIER





1 M SELL N C5, C6, C10

P, R or Q Seller (Deliverer)

or DECU N C5, C6 P, R or Q Deliverer’s Custodian

or DEI1 N C5, C6 P, R or Q Deliverer’s Intermediary 1








or DEI9 N C5 P, R or Q Deliverer’s Intermediary 9

or DEAG N C5, C7 P, R or Q Delivering Agent

or PSET N C5 C, P R or Q Place of Settlement

or REAG N C5, C7 P, R or Q Receiving Agent

or REI1 N C5, C6 P, R or Q Receiver’s Intermediary 1








or REI9 N C5 P, R or Q Receiver’s Intermediary 9

or RECU N C5, C6 P, R or Q Receiver’s Custodian

or BUYR N C5, C6, C10

P, R or Q Buyer (Receiver)





DEFINITION


SELL Seller (deliverer).

DECU Deliverer’s custodian.

DEI1 Deliverer’s intermediary 1.









DEAG Delivering agent.

PSET Place of settlement.

REAG Receiving agent.

REI1 Receiver’s intermediary 1.











RECU Receiver’s custodian.

BUYR Buyer (receiver).

ALTE Alternate ID.

In option C, Country Code specifies in physical settlement transactions the country of settlement. This allows the custodianto direct instructions to a local agent in the country of settlement.





CODES












USAGE RULES

Qualifiers used to identify the parties do not specify the business role of the parties but their position in the settlement chainand the relationship which the parties have with one another.




FORMAT


(Account Number)

PRESENCE

Conditional (C8)

QUALIFIER




DEFINITION


SAFE Securities safekeeping account owned by (or held by) the party specified in this sequence.

CODES

In option B, when Data Source Scheme is not present, Account Type Code must have one of the following codes:












FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION


PROC Reference meaningful to the party identified in the sequence. This reference specifies the reference ofthe transaction at this party.




FORMAT


PRESENCE

Optional

QUALIFIER



1 O REGI N D Registration Narrative



4 O DECL N E Declaration Details

DEFINITION


REGI Name in which the securities are registered.

PACO Narrative description of the contact unit or person responsible for the transaction at the party definedwithin the party block.






FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


CSHPRTY Cash Parties.


FORMAT




Option S :4!c/[8c]/4!c/2!a/30x (Qualifier) (Data Source Scheme) (Type of ID) (CountryCode) (Alternate ID)

PRESENCE


QUALIFIER



1 M ACCW N C5 P, R or Q Account With Institution

or BENM N C5 P, R or Q Beneficiary of Money

or PAYE N C5 P, R, or Q Paying Institution


DEFINITION


ACCW Account with institution. It identifies the institution to which the payment is to be made in favour ofthe beneficiary of money, if different from the Receiver. This may be a branch or affiliate of theReceiver, or of the intermediary, or of the beneficiary institution, or an entirely different financial institution.

BENM Beneficiary of money. It identifies the party to be credited with the payment, when payment is to bemade to an institution different from the Receiver and identified as account with institution.

PAYE Specifies the party from whose account the payment needs to be done.

ALTE Alternate ID.







CODES












If qualifier ACCW or PAYE is present, the BIC must not be a BEI, ie, must not be of subtype BEID, MCCO, TESP orTRCO (Error code(s): C05).

58. Field 97A: Account

FORMAT


PRESENCE

Optional

QUALIFIER




2 O CHAR N A Charges Account

3 O COMM N A Commission Account

4 O TAXE N A Tax Account



DEFINITION


CASH Account from/to which a payment is to be/has been made and which is held by the party specified inthis sequence.

CHAR Account to be used for charges if different from the account for payment and which is held by theparty specified in this sequence.

COMM Account to be used for commission if different from the account for payment and which is held by theparty specified in this sequence.

TAXE Account to be used for taxes if different from the account for payment and which is held by the party specified in this sequence.


FORMAT


PRESENCE

Optional

QUALIFIER






4 O REGI N D Registration Details

DEFINITION



REGI Narrative information on the registration of securities.






FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


AMT Amounts.



62. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION




CODES


N No.

Y Yes.

USAGE RULES

Flag is only to be used in a sequence C3 with settlement amount field 19A::SETT//[N]3!a15d as it indicates whether theconcerned settlement amount includes the accrued interest and/or the stamp duty amount.




FORMAT


PRESENCE


QUALIFIER



1 M ACRU N A Accrued Interest Amount

or EXEC N A Executing Broker’s Commission

or CHAR N A Charges/Fees

or LOCO N A Local Broker’s Commission

or COUN N A Country, National Federal Tax

or DEAL N A Trade Amount

or ISDI N A Issue Discount/Allowance

or LEVY N A Payment Levy Tax

or LOCL N A Local Tax

or MACO N A Matching/Confirmation Fee

or MARG N A Margin Amount

or POST N A Postage

or REGF N A Regulatory Fees

or SETT N C3 A Settlement Amount

or SHIP N A Shipping

or SPCN N A Special Concessions

or STAM N A Stamp Duty

or STEX N A Stock Exchange Tax

or TRAN N A Transfer Tax

or TRAX N A Transaction Tax




or VATA N A Value Added Tax

or WITH N A Withholding Tax

or OTHR N A Other Amount

or ANTO N A Net gain/loss Amount

or COAX N A Consumption Tax

or ACCA N A Accrued Capitalisation

2 O RESU N C2 A Resulting Amount

3 O OCMT N A Original Currency Amount

DEFINITION

This generic field specifies a cash amount. This field is part of a sequence which identifies cash amounts such as taxes andcharges, as well as amounts needed for accounting purposes, eg, original face value traded, broker commission, etc. It speci-fies:

ACRU Accrued interest amount; the interest amount that has been accrued in between coupon payment periods.

EXEC Executing broker’s commission.

CHAR Charges/fees levied for the provision of services.

LOCO Local broker’s commission.

COUN Country, national federal tax.

DEAL Trade amount; price multiplied by quantity.

ISDI Issue discount/allowance; discount on a new issue or new tranche of an existing issue.

LEVY Payment levy tax.

LOCL Local tax.

MACO Matching/confirmation fee.

MARG Margin amount.

POST Postage amount.

REGF Regulatory fees, eg, Securities and Exchange fees.



SETT Settlement amount; the total amount of money paid/to be paid or received in exchange for the securi-ties.

SHIP Shipping, including insurance, etc.

SPCN The amount of commission, drawdown or other reduction from or in addition to the deal price.

STAM Stamp duty.

STEX Stock exchange tax.

TRAN Transfer tax.

TRAX Transaction tax.

VATA Value added tax.

WITH Percentage of a cash distribution that will be withheld by a tax authority.

OTHR Other amount.

ANTO The net gain/loss amount which is paid/received when instructions are paired off. Netting is also donein the settlement of other financial instruments, eg, TBA’s.

COAX Consumption Tax. It is used in the UK market.

ACCA Accrued Capitalisation.

RESU A cash amount resulting from a foreign exchange conversion.

OCMT Posting/settlement amount in its original currency when conversion from/into euro has occurred.





USAGE RULES


64. Field 98a: Date/Time: Value Date

FORMAT




PRESENCE

Optional

QUALIFIER



1 O VALU N A, C Value Date/Time

DEFINITION


VALU Date/time at which the cash movement is to take place.




65. Field 92B: Rate: Exchange Rate

FORMAT

Option B :4!c//3!a/3!a/15d (Qualifier) (First Currency Code) (Second Currency Code) (Rate)

PRESENCE

Optional

QUALIFIER



1 O EXCH N B Exchange Rate

DEFINITION


EXCH Exchange rate between the amount and the resulting amount.




First Currency Code and Second Currency Code must be valid ISO 4217 currency codes (Error code(s): T52).


USAGE RULES

The order of the two currencies specified here is independent of the currencies in the amount and resulting amount fields. Therefore the exchange rate can be expressed as a reciprocal if required.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


AMT Amounts.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


OTHRPRTY Other Parties.


FORMAT



PRESENCE


QUALIFIER



1 M EXCH N C5 P, Q or R Exchange

or MEOR N C5 P, Q or R Originator of Message

or MERE N C5 P, Q or R Recipient of Message

or TRRE N C5 P, Q or R Trade Regulator

or VEND N C5, C11 P, Q or R Vendor




or TRAG N C5 P, Q or R Triparty Agent


DEFINITION


EXCH Exchange.

MEOR Originator of message (if other than the Sender).

MERE Recipient of message (if different from the Receiver).

TRRE Trade regulator.

ALTE Alternate ID.

VEND Vendor of the Settlement Standing Instruction database requested to be consulted through sequence Cfield :22F::DBNM//VEND.

TRAG The receiver of the repo instruction.





CODES















FORMAT


(Account Number)

PRESENCE

Optional

QUALIFIER





DEFINITION


SAFE Safekeeping account that holds the securities.

CASH Account from/to which a payment is to be/has been made.

CODES













FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION









FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.


FORMAT


PRESENCE

Optional

QUALIFIER



1 O TERM N A, B, C Closing Date/Time

DEFINITION


TERM The closing date/time or maturity date/time of the repo transaction.



CODES

In option B, when Data Source Scheme is not present, Date Code must contain one of the following codes:

OPEN Open-dated. Date/time has not been established.

UKWN Unknown date. Date/time is unknown by the Sender.





FORMAT


PRESENCE

Optional

QUALIFIER



1 O RERT N F Repurchase Rate Type


3 O REPT N F Repurchase Type Indicator

DEFINITION


RERT Repurchase rate type; whether the rate is fixed or variable.

MICO Computation method of the accrued interest of the related financial instrument.

REPT Indicates the type of repurchase concerned by the transaction.



CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES

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

FIXE The repurchase rate is fixed.

FORF No specific repurchase rate applies to the Repo, only a forfeit.

VARI The repurchase rate is variable.



CODES

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

CADJ Relates to a repo SWAP/Substitution.

CALL Relates to a change in the closing or maturity date.

PAIR Relates to a repo that is part of a pair-off.

REPC Relates to the closing leg of a repo.



REPO Relates to the opening leg of a repo.

REPE Relates to a reverse repo.

ROLP Relates to a repo rollover of a position extending the closing or maturity date.



FORMAT


PRESENCE

Optional

QUALIFIER



1 O SECO N C Second Leg Reference

2 O REPO N C Repo Reference

DEFINITION


SECO Reference of the second part of the repurchase agreement.

REPO Repo Reference common to all the collateral pieces (one or many).



78. Field 92a: Rate

FORMAT

Option C :4!c/[8c]/24x (Qualifier) (Data Source Scheme) (Rate Name)Option A :4!c//[N]15d (Qualifier) (Sign) (Rate)



PRESENCE

Optional

QUALIFIER



1 O VASU N C Variable Rate Support

2 O REPO N A Repurchase Rate

3 O RSPR N A Repurchase Spread Rate

DEFINITION


VASU Variable rate support; index or support rate used together with the spread to calculate the repurchase rate.

REPO Repurchase rate; rate to be used to recalculate the repurchase amount.

RSPR Repurchase spread interest rate; margin over or under an index that determines the repurchase rate.

Rate Name specifies the reference rate or basis rate on which a variable rate is based.




USAGE RULES


79. Field 99B: Number Count

FORMAT

Option B :4!c//3!n (Qualifier) (Number)



PRESENCE

Optional

QUALIFIER



1 O CADE N B Repurchase Call Delay

2 O TOCO N B Total Number of Collateral Instructions

DEFINITION


CADE Repurchase call delay; minimum number of days notice you need to give your counterparty for termi-nating the repurchase agreement.

TOCO The total number of collateral instructions which are linked together.


FORMAT


PRESENCE

Optional

QUALIFIER



1 O FORF N A Forfeit Repurchase Amount

2 O REPA N A Repurchase Amount

3 O REPP N A Repurchase Premium Amount

4 O ACRU N A Accrued Interest Amount

5 O DEAL N A Deal Amount



DEFINITION


FORF Fixed amount which has to be paid (instead of interest) in the case of a recall (or at the closing dateinstead of an interest). recall.

REPA Cash amount to be settled in the second part of the repurchase agreement.

REPP Difference between the cash movement of the first part and the second part of the repurchase agree-ment.

ACRU Accrued Interest Amount (for second leg).

DEAL Deal Amount (for second leg).





USAGE RULES


81. Field 70C: Narrative: Repurchase Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O REPO N C Repurchase Narrative



DEFINITION


REPO Repurchase narrative; details of the repurchase agreement not included within structured fields of this message.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.



MT 529 ETC Market-Side Settlement Instruction

MT 529 ScopeThis message is used to communicate early settlement information to a custodian or clearing agent.

It may be considered a definitive settlement instruction, where an agreement to this effect exists between a custodian or clearing agent and its client.

This message may also be used to:

request the cancellation of a previously sent settlement instructionre-send a settlement instruction previously sentprovide a third party with a copy of the message (be it the settlement instruction or request for cancellation) being sent.


MT 529 ETC Market-Side Settlement Instruction







4!c[/4!c] 3

M 22F TRTR Indicator Trade Transaction Type :4!c/[8c]/4!c 4

M 25D MTCH Status Code Matching Status :4!c/[8c]/4!c 5

----->

O 98a 4!c Date/Time (see qualifier descrip-tion)

A or C 6







:4!c//16x 10






-----| End of Optional Subsequence A1 Linkages


End of Sequence A General InformationMandatory Sequence B Confirmation Details

M 16R Start of Block CONFDET 13

----->


A, B or C 14

-----|


----->

O 99A 4!c Number Count (see qualifier descrip-tion)

:4!c//[N]3!n 16

-----|


M 19A SETT Amount Settlement Amount :4!c//[N]3!a15d 18

----->

M 22a 4!c Indicator (see qualifier descrip-tion)

F or H 19

-----|

O 11A 4!c Currency (see qualifier descrip-tion)

:4!c//3!a 20

-----> Repetitive Mandatory Subsequence B1 Confirmation Parties

M 16R Start of Block CONFPRTY 21

----->


C, P, Q, R or S 22





-----|----->


A or B 23

-----|

O 98a PROC Date/Time Processing Date/Time A or C 24


----->


C, D or E 26

-----|

O 22F TRCA Indicator Party Capacity Indica-tor

:4!c/[8c]/4!c 27

M 16S End of Block CONFPRTY 28

-----| End of Mandatory Subsequence B1 Confirmation Parties



:4!c//4!c/15d 29


[ISIN1!e12!c][4*35x]

30



----->


:4!c/[8c]/4!c 32

-----|----->



A, C or B 33

-----|

O 11A DENO Currency Currency of Denomina-tion

:4!c//3!a 34





----->

O 98A 4!c Date/Time (see qualifier descrip-tion)

:4!c//8!n 35

-----|----->


:4!c//[N]15d 36

-----|----->



A, B or K A or B 37

-----|----->


:4!c//1!a 38

-----|----->


A or B 39

-----|----->



:4!c//4!c/15d 40

-----|


:4!c//10*35x 41


End of Optional Subsequence B2 Financial Instrument Attributes----->



-----|

O 70E TPRO Narrative Trade Instruction Processing Narrative

:4!c//10*35x 44





M 16S End of Block CONFDET 45

End of Sequence B Confirmation DetailsMandatory Sequence C Settlement Details


----->


:4!c/[8c]/4!c 47

-----|----->


:4!c//1!a 48

-----|

O 94a SAFE Place Place of Safekeeping B or F 48 49

-----> Repetitive Optional Subsequence C1 Settlement Parties


----->


C, P, Q, R or S 50 51

-----|




----->


C, D or E 54 55

-----|


-----| End of Optional Subsequence C1 Settlement Parties-----> Repetitive Optional Subsequence C2 Cash Parties






----->


P, Q, R or S 57 58

-----|----->


:4!c//35x 58 59

-----|----->


C, D or E 59 60

-----|


-----| End of Optional Subsequence C2 Cash Parties-----> Repetitive Optional Subsequence C3 Amounts


----->


:4!c//1!a 62

-----|----->


:4!c//[N]3!a15d 63

-----|

O 98a VALU Date/Time Value Date A or C 64



-----| End of Optional Subsequence C3 Amounts






End of Sequence C Settlement Details-----> Repetitive Optional Sequence D Other Parties


----->


P, Q, R or S 69

-----|----->


A or B 70

-----|----->


C, D or E 71

-----|



-----| End of Sequence D Other PartiesOptional Sequence E Repo Details



----->


:4!c/[8c]/4!c 76

-----|----->


:4!c//16x 77

-----|----->


C or A 78





-----|----->


:4!c//3!n 79

-----|----->


:4!c//[N]3!a15d 80

-----|



End of Sequence E Repo Details



When Type of Price (field :22F::PRIC) is present, Deal Price (field :90a::DEAL) must also be present (Error code(s): E61).

Sequence Bif field :22F::PRIC is...

Sequence Bthen field :90a::DEAL is...

Present Mandatory


C2

If Exchange Rate (field :92B::EXCH) is present, the corresponding Resulting Amount (field :19A::RESU) must bepresent in the same subsequence. If Exchange Rate is not present, the Resulting Amount is not allowed (Error code(s): E62).

Subsequence C3if field :92B::EXCH is...

Subsequence C3then field :19A::RESU is ...

Present Mandatory




C3

If the Settlement Amount (:19A::SETT) is specified in both sequence B and sequence C3, it must contain the samevalue, ie (Sign) (Currency) (Amount) must be identical (Error code(s): E75).

C4



then subsequence A1 is... and in minimum one occur-rence of subsequence A1 field

:20C::PREV is...




C5

The following party fields for sequences C1 and C2 cannot appear more than once in sequence C. The party fields forsequence D cannot appear more than once in a message (Error code(s): E84).








:95a::DEI4

:95a::DEI5

:95a::DEI6

:95a::DEI7

:95a::DEI8

:95a::DEI9

:95a::PSET




:95a::REAG

:95a::RECU

:95a::REI1

:95a::REI2

:95a::REI3

:95a::REI4

:95a::REI5

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

C6

If a qualifier from the list Deliverers is present in a subsequence C1, in a field :95a::4!c, then all the remaining quali-fiers following this qualifier in the list Deliverers (see below) must be present (Error code(s): E86).


If :95a::DEI9 is present in subseq C1, then :95a::DEI8 must be present in another subseq C1.If :95a::DEI8 is present in subseq C1, then :95a::DEI7 must be present in another subseq C1.If :95a::DEI7 is present in subseq C1, then :95a::DEI6 must be present in another subseq C1.If :95a::DEI6 is present in subseq C1, then :95a::DEI5 must be present in another subseq C1.If :95a::DEI5 is present in subseq C1, then :95a::DEI4 must be present in another subseq C1.If :95a::DEI4 is present in subseq C1, then :95a::DEI3 must be present in another subseq C1.If :95a::DEI3 is present in subseq C1, then :95a::DEI2 must be present in another subseq C1.If :95a::DEI2 is present in subseq C1, then :95a::DEI1 must be present in another subseq C1.If :95a::DEI1 is present in subseq C1, then :95a::DECU must be present in another subseq C1.If :95a::DECU is present in subseq C1, then :95a::SELL must be present in another subseq C1.

If a qualifier from the list Receivers is present in a subsequence C1, in a field :95a::4!c, then all the remaining quali-fiers following this qualifier in the list Receivers (see below) must be present.


If :95a::REI9 is present in subseq C1, then :95a::REI8 must be present in another subseq C1.If :95a::REI8 is present in subseq C1, then :95a::REI7 must be present in another subseq C1.If :95a::REI7 is present in subseq C1, then :95a::REI6 must be present in another subseq C1.If :95a::REI6 is present in subseq C1, then :95a::REI5 must be present in another subseq C1.If :95a::REI5 is present in subseq C1, then :95a::REI4 must be present in another subseq C1.If :95a::REI4 is present in subseq C1, then :95a::REI3 must be present in another subseq C1.



If :95a::REI3 is present in subseq C1, then :95a::REI2 must be present in another subseq C1.If :95a::REI2 is present in subseq C1, then :95a::REI1 must be present in another subseq C1.If :95a::REI1 is present in subseq C1, then :95a::RECU must be present in another subseq C1.If :95a::RECU is present in subseq C1, then :95a::BUYR must be present in another subseq C1.













C7

If field :22F::DBNM is NOT present in sequence C, and the instruction is a delivery (:22H::REDE//DELI in sequenceB), and the subsequence C1 Settlement Parties is used, then it is mandatory to specify a receiving agent: one occur-rence of subsequence C1 Settlement Parties must contain party field :95a::REAG (Error code(s): E85).

If field :22F::DBNM is NOT present in sequence C, and the instruction is a receipt (:22H::REDE//RECE in sequenceB), and the subsequence C1 Settlement Parties is used, then it is mandatory to specify a delivering agent: one occur-rence of subsequence C1 Settlement Parties must contain party field :95a::DEAG (Error code(s): E85).

In sequence Cif field

:22F::DBNM is...

and sequence Bif field

:22H::REDE is...

and subsequenceC1 is...

then in one occurrence of subse-quence C1

Not Present DELI Present field :95a::REAGis Mandatoryref. 284

RECE Present field :95a::DEAGis Mandatory ref. 284

Present n/a Optional n/a




and if subsequence C1 is... then in one occurrence of subsequence C1 field

:95a::REAG is...



and if subsequence C1 is... then in one occurrence of subsequence C1 field

:95a::REAG is...


C8

In subsequence C1, if field :95a::PSET is present, then field :97a::SAFE is not allowed in the same sequence. (Errorcode(s): E52).

Subsequence C1if field :95a::PSET is...

Subsequence C1then field :97a::SAFE is...



C9

If field :22F::FXCX is present in sequence C, then the message should be a cancellation, ie, Function of the Message insequence A (field 23G) is CANC (Error code(s): E14).

Subsequence Cif field :22F::FXCX is


Present CANC

C9

In subsequence C1, if field :95C::PSET is present, then field :22F::STCO/[8c]/PHYS is mandatory in sequence C (Error code(s): E54).

Subsequence C1if field :95C::PSET is...

In sequence Cthen field :22F::STCO/[8c]/PHYS is...

Present Mandatory




C10

If field :22F::DBNM is present in sequence C and the instruction is a delivery (i.e. :22H::REDE//DELI in sequence B),then it is mandatory to specify a buyer, i.e. one occurrence of subsequence C1 must contain field :95a::BUYR (Errorcode(s): E70).

If field :22F::DBNM is present in sequence C and the instruction is a receipt (i.e. :22H::REDE//RECE in sequence B),then it is mandatory to specify a seller, i.e. one occurrence of subsequence C1 must contain field :95a::SELL (Errorcode(s): E70).

Sequence Cif field

:22F::DBNM is...

and Sequence Bfield :22H::REDE

is...

thensubsequence C1 is...

and in one occurrence of subse-quence C1 ...

Present DELI Mandatoryi.e. minimum one occurrence of C1

Field :95a::BUYR is Mandatory

RECE Mandatoryi.e. minimum one occurrence of C1

Field :95a::SELL is Mandatory

Not present n/a Optional n/a

C11

If field :22F::DBNM//VEND is present in sequence C, then a vendor must be specified; i.e. one occurrence ofsequence D must contain field :95a::VEND (Error code(s): D71).

In Seq. Cif field :22F::DBNM//VEND is

... (*)

then Seq. D is ... and in one occurrence of Seq. Dfield :95a::VEND is ...

Present Mandatoryi.e. Seq. D must be presentminimum once

Mandatory



MT 529 Usage RulesWhen an instruction is sent to a party other than the original Receiver, this original Receiver is identified in the otherparties sequence as :95a::MERE (Recipient of the Message).When a broker is identified as a confirming party, the party capacity (:22F::) must be specified in subsequence B1.When an ETC service provider transfers a message from one institution to another, and when the originator of themessage is not already identified in the confirmation parties sequence or the settlement parties sequence, then the origi-nating party is identified in the other parties sequence as :95a::MEOR (Originator of Message).This message may only be sent by an ETC service provider on behalf of an institution or executing broker in amarket-side trade to a custodian or clearing agent, or by a custodian or clearing agent to reject the instruction back tothe ETC service provider.The Receiver of a request to cancel must advise the requesting party that the request has been accepted or denied in anMT 509 Trade Status Message.





FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION


SEME Reference assigned by the Sender to unambiguously identify the message.






FORMAT

Option G 4!c[/4!c] (Function) (Sub-function)

PRESENCE

Mandatory

DEFINITION


CODES


CANC This is a request to cancel a previously sent instruction.

NEWM This is a new instruction.

CODES

When present, Sub-function must contain one of the following codes:

CODU This message is being sent as a copy to a party other than the account owner, for information purposesand the message is a duplicate of a message previously sent.

COPY The message is being sent as a copy to a party other than the account owner, for information purposes.

DUPL The message is for information/confirmation purposes. It is a duplicate of a message previously sent.

USAGE RULES

To cancel a previously sent instruction, Function is CANC. The reference in the linkage sequence must contain the Sender’s reference of the message to be cancelled. A copy of at least the mandatory fields of the message to be cancelled must bepresent; optional fields need not be present for SWIFT validation.

4. Field 22F: Indicator: Trade Transaction Type Indicator

FORMAT




PRESENCE

Mandatory

QUALIFIER



1 M TRTR N F Trade Transaction Type

DEFINITION


TRTR Type of transaction prior to the settlement process.

CODES


BASK Basket trade.

INDX Index trade.

LIST List trade.

PROG Program trade.

TRAD Trade.

5. Field 25D: Status Code: Matching Status

FORMAT


PRESENCE

Mandatory

QUALIFIER





1 M MTCH N D Matching Status

DEFINITION


MTCH Matching status.

CODES

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

MACH The instruction has been matched.

NMAT The instruction has not been matched.


FORMAT


PRESENCE

Optional

QUALIFIER



1 O MTCH N A or C Matching Time Stamp


DEFINITION


MTCH Matching date/time.



PREP Date/time at which the message was prepared.




USAGE RULES

This field is provided for information only and is not binding on the parties, unless it has been assigned by a third party system.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION


LINK When the instruction is to be executed relative to the transaction referenced in the sequence.

CODES


AFTE The instruction is to be/was executed after the linked transaction.

BEFO The instruction is to be/was executed before the linked transaction.

INFO Linked for information purposes only.

WITH The instruction is to be/was executed with the linked transaction.

USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION


LINK Type of transaction which is linked to this transaction.

USAGE RULES



FORMAT


PRESENCE


QUALIFIER





or MAST N C Master Reference

or BASK N C Basket Reference

or INDX N C Index Reference

or LIST N C List Reference

or PROG N C Program Reference







DEFINITION


RELA Reference of the linked message which was previously received.

PREV Reference of the linked message which was previously sent.

MAST Master reference which identifies the link between allocations.

BASK Basket reference which identifies a basket.

INDX Index reference which identifies an index trade.

LIST List reference which identifies a list trade.

PROG Program reference which identifies a program trade.

TRRF Reference assigned to the trade by the Investment Manager OR the Broker/Dealer. This reference willbe used throughout the trade life cycle to access/update the trade details.

COMM Unique reference agreed upon by the Investment Manager AND the Broker/Dealer to identify thetrade. This reference should be passed down and up through the whole life cycle of the transaction.

POOL Collective reference identifying a set of messages.

COLR Reference identifying a collateral transaction linked to the settlement transaction.




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT




PRESENCE

Mandatory

QUALIFIER



1 M TRAD N A, B or C Trade Date/Time

2 M SETT N A, B or C Settlement Date/Time

3 O ADEL N A or C Late Delivery Date/Time

DEFINITION


TRAD Trade date/time.

SETT Settlement date/time.

ADEL Late Delivery Date/Time.

CODES

In Option B, when Qualifier is SETT and Data Source Scheme is not present, Date Code must contain one of the following codes:

SEOP Settlement is to be completed at the seller’s option.

TBAT Settlement is to be completed as a result of a ’to be announced’ trade.

WDIS Settlement is to be completed when the security is distributed.

WIDI Settlement is to be completed when the security is issued or when distributed.

WISS Settlement is to be completed when the security is issued.

CODES

In Option B, when Qualifier is TRAD and Data Source Scheme is not present, Date Code must contain the following code:

VARI Partial trades have occurred over a period of two or more days.






USAGE RULES



FORMAT


PRESENCE

Conditional (C1)

QUALIFIER



1 O DEAL N A or B Deal Price

DEFINITION


DEAL Deal price represented either as an actual amount (option B) or a percentage (option A).

CODES

In option A, Percentage Type Code must contain one of the following codes:







CODES

In option B, Amount Type Code must contain one of the following codes:







USAGE RULES


16. Field 99A: Number Count

FORMAT


PRESENCE

Optional

QUALIFIER




2 O GIUP N A Give-up number of days

DEFINITION


DAAC Number of days used for calculating the accrued interest amount.

GIUP Number of days from trade date that the counterparty on the other side of the trade should "give up"or divulge.



Number specifies the number of days accrued.



USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


TRAD Place at which the order was traded.

CODES

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

EXCH The place of trade was a stock exchange.

OTCO The place of trade was over the counter.

PRIM Place of trade is the primary market.

SECM Place of trade is the secondary market.

VARI Various places of trade.



USAGE RULES

When Place Code is OTCO, Narrative must specify the system, eg, OTCO/TELEKURS. When Place Code is EXCH, Narra-tive must specify the Market Identifier Code (MIC), eg, EXCH/XNYS for the New York Stock Exchange.


FORMAT

Option A :4!c//[N]3!a15d (Quantity) (Sign) (Currency Code) (Amount)

PRESENCE

Mandatory

QUALIFIER



1 M SETT N A Settlement Amount

DEFINITION


SETT Settlement amount.





USAGE RULES



FORMAT




PRESENCE

Mandatory

QUALIFIER



1 M BUSE N H Buy/Sell Indicator

2 O PRIC N F Type of Price


4 O RPOR R F Reporting Indicator


6 O SETG N F Settlement Instruction Generation Indicator


8 O COST N F Commission Type



DEFINITION


BUSE Whether the message relates to the sale or purchase of financial instruments, as shown in the originalorder to buy or sell.

PRIC Type of price associated with the Deal Price.

PROC Additional information relative to the processing of the trade.

RPOR If the trade is to be reported to other parties.

PRIR Execution priority of the trade.

SETG Generation of a settlement instruction by an ETC provider.

TTCO Conditions under which the order/trade was executed.

COST Commission type under which the order/trade was executed.

PAYM Whether the transaction is free or against payment.



REDE Instruction to receive or deliver securities.

CODES

When Qualifier is BUSE, Indicator must contain one of the following codes:

BUYI Buy.

SELL Sell.

CODES

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

AVER The price is an average execution price relating to partial fills.

AVOV In partial fills, the deal price is an override of the average price.

COMB Combined Expenses. It is used in the UK market.

NDIS Net to client disclosed. It is used in the UK market.

NET1 The price is a net price - ie, net of all charges, fees, taxes.

NET2 The price is a net price - net only of local broker’s commission, local fees, local taxes, etc.

NOGR Notional Gross. It is used in the UK market.

NUND Net to client undisclosed. It is used in the UK market.

PARV The price is a par value or equal to the nominal or face value of the instrument.

RDAV The price is a rounded average price.

CODES

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

CLOP The trade is to close a position.

OPEP The trade is to open a position.



CODES

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

EXCH The trade details are to be reported to a stock exchange. This stock exchange is identified in sequenceD Other Parties.

TRRE The trade details are to be reported to a regulatory organisation. This stock regulatory organisation is identified in sequence D Other Parties.

CODES

If Data Source Scheme is not present and Qualifier is PRIR, Indicator must contain a numerical value in the range 0001 -9999 where 0001 refers to the highest priority.

CODES

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

GENS This field specifies if the ETC Service Provider is to generate an MT 528 or 529.

NOGE This field specifies if the ETC Service Provider is not to generate an MT 528 nor 529 where a previ-ous agreement to do so exists.

CODES


BLKO Block order.

BTEX Trade to be/was done at best execution price.

BTMI Bought minus indicator.

CBNS Trade executed cum bonus.

CCPN Trade executed cum coupon.

CDIV Trade executed cum dividend.

CRST Cross trade allowed.

CRTS Trade executed cum rights.


DIOR Directed order - This is an order that the Receiver of the message is to execute the trade with aspecific broker, or other financial institution.



DORD Direct order - This is an order to be executed by a broker other than the executing party to which theorder is sent. In this case, the instructing party has traded with another broker which will subsequentlysend an MT 513 Advice of Execution to the executing party to which this message is sent and whichis acting as the clearing broker.

FRAC Fractional parts allowed.

GTDL Trade to be settled with guaranteed delivery.

NCRS No cross trade allowed.

SETI Sold exempt indicator (the sale is exempt from short-sale rules).

SPCU Special cum dividend - buying after the ex date and getting a dividend.

SPEX Special ex dividend - selling before the ex date without the coupon.

SPSI Sold plus indicator.

SSTI Sold short indicator.

XBNS Trade executed ex bonus.

XCPN Trade executed ex coupon.

XDIV Trade executed ex dividend.

XRTS Trade executed ex rights.


CODES

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

CLDI Commission type is client directed commission.

FLAT Commission basis is a flat fee for the transaction.

PERN Commission type is a percentage of the principal.

PWCD Commission type is a percentage commission waived as cash discount.

PWEU Commission type is a percentage commission waived as additional units.

PERU Commission basis is per unit of financial instrument.

SOFT Commission type is a percentage (soft dollar) commission.

STEP Commission type is for step-out trade.



CODES

When Qualifier is PAYM, Indicator must contain one of the following codes:

APMT Against payment.

FREE Free.

CODES

When Qualifier is REDE, Indicator must contain one of the following codes (Error code(s): T04):

DELI This is an instruction to deliver securities.

RECE This is an instruction to receive securities.

20. Field 11A: Currency

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION


FXIB Currency to buy in relation to the trade.

FXIS Currency to sell in relation to the trade.






FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT



PRESENCE

Mandatory

QUALIFIER



1 M INVE N C, P, R or Q Investor

or BUYR N P, R or Q Buyer (Receiver)

or SELL N P, R or Q Seller (Deliverer)






or AFFM N P, R or Q Affirming Party

or STBR N P, R or Q Step-In Broker

or INBR N P, R or Q Introducing Broker

or BRCR N P, R or Q Broker of Credit

or CLBR N P, R or Q Clearing Broker


DEFINITION


INVE Investor.

BUYR Buyer.

SELL Seller.



AFFM Affirming party.

STBR Step-in broker.

INBR Introducing broker.

BRCR Broker of credit.

CLBR Clearing broker.

ALTE Alternate ID.








CODES










Country Code must contain a valid ISO country code (Error code(s): T73).



FORMAT


(Account Number)

PRESENCE

Optional

QUALIFIER








DEFINITION




CODES











FORMAT


PRESENCE

Optional



QUALIFIER




DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


PROC Reference meaningful to the party identified in the sequence. This reference specifies the reference tothe transaction at this party.






FORMAT


PRESENCE

Optional

QUALIFIER





3 O DECL N E Declaration Details Narrative

DEFINITION


PACO Narrative of the contact unit or person responsible for the transaction at the party defined within theparty block.



27. Field 22F: Indicator: Party Capacity Indicator

FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION


TRCA Role of the broker in the transaction.

CODES


AGEN Trading as agent.

BAGN Acting as agent for both customer and another person.

CAGN Crossing as agent.

CPRN Crossing as principal.

OAGN Acting as agent for person other than customer.

PRAG Acting as agent for some executions and principal for others in the transaction.

PRIN Trading as principal.


FORMAT

Option S 16c

PRESENCE

Mandatory



DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION


SETT Total quantity of financial instrument to be settled.

CODES










FORMAT



PRESENCE

Mandatory

DEFINITION





USAGE RULES








FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER













DEFINITION


MICO Computation method to calculate the interest of the related financial instrument.

FORM Form of securities is registered or bearer.

PFRE Payment frequency; periodic or regular cycle of interest payments.

PREF Preference to income; security status relative to the claim on income and assets of the company.

PAYS Payment status indicator; amount paid for the share.


PADI The direction of capital repayment for asset backed securities.

CFRE The frequency of changes to the variable rate of a fixed income instrument.

CODES

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

A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES

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

BEAR Bearer security.

REGD Registered security.



CODES





CODES

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

ORDN Ordinary/common.

PRFD Security has a preferred claim upon income and assets.

CODES

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






CODES

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

FULL Fully paid.

NILL Nill paid.

PART Partially paid.



CODES




CODES







Note: It should be noted that some of the codes available in the field 22F of the FIA sequence B1 belongto another sequence (eg: restrictions belong to the settlement details sequence). All the FIA field22F codes will be reviewed during a later Standards Release eventually moved to another sequence.


FORMAT



PRESENCE

Optional

QUALIFIER









DEFINITION


CLAS Classification type of the related financial instrument.

OPST Option style.

OPTI Option type.

CODES

If Data Source Scheme is not present and Qualifier is OPST, Instrument Type Code must contain one of the following codes:

AMER American style.

ASIA Asian style.

EURO European style.

CODES

If Data Source Scheme is not present and Qualifier is OPTI, Instrument Type Code must contain one of the following codes:

CALL Call option.

PUTO Put option.

USAGE RULES

When option C is used, CFI Code must be a valid ISO CFI code.

To use the codes associated with the ISITC code for security type, /ASCT/, Data Source Scheme must be ISIT, and Instru-ment Code or Description must contain a valid ISITC security type code.




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


DENO Denomination of the currency in which the security was issued.



35. Field 98A: Date

FORMAT


PRESENCE

Optional

QUALIFIER

















DEFINITION


COUP Coupon date; the next coupon payment of an interest bearing security.

EXPI Expiry date; termination date of a privilege which may be exercised according to the terms of a secu-rities issue.

FRNR Floating rate note reset date; the date the interest rate of a floating rate note will be calculated andreset, according to the terms of the issue.

MATU Maturity date; date an interest bearing security becomes due and principal is paid.

ISSU Issue date; date the security was issued.

CALD Call date; date issuer of a bond can pay the remaining principal of a debt obligation prior to the final maturity date.

CONV Conversion date; deadline by which a convertible security must be converted, according to the termsof the issue.

PUTT Put date; a bond holder has the right to redeem the principal amount of a bond prior to the final matu-rity date.

DDTE Dated date; date an interest bearing instrument begins to accrue interest.

FCOU First Coupon date: the date that the first interest payment is due on a fixed income instrument.

NWFC The date the current factor will be changed to a new factor on a mortgage-backed/asset-backed instru-ment.





36. Field 92A: Rate

FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION


PRFC Previous factor expressed as a decimal between 0 and 1 defining the outstanding principal of the bond(for asset or mortgage backed securities).

CUFC Current factor expressed as a decimal between 0 and 1 defining the outstanding principal of the bond(for asset or mortgage backed securities).

NWFC New factor expressed as a decimal between 0 and 1 defining the outstanding principal of the bond (forasset or mortgage backed securities).

INTR 1. Ratio of the amount of interest paid during a certain period of time to the principal amount of the interest bearing security;


NXRT Next interest rate; on a floating rate note, the interest rate applicable to the next payment period.






USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION


COUP Coupon number of the next coupon attached to the related financial instrument.

POOL Number assigned by the issuer of an asset-backed security (U.S.) to identify the group of mortgages.

LOTS Number identifying the lot of the security issue

VERN Version number of the option contract or tranche to the related financial instrument.



38. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION


CONV Whether security is convertible into a different class of security.

FRNF Whether interest rate of a bond is reset periodically.

COVE Covered flag.

CALL Whether security is callable (the issuer has the right to pay the obligation prior to maturity).

PUTT Whether security is putable (the issuer has the right to redeem securities prior to maturity).

WRTS Whether the warrants on a security which has been traded cum warrants will be attached on deliveryof the traded security.

ODDC Whether the payment of a coupon (interest) on a bond is not according to the normal schedule.



CODES


N No.

Y Yes.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION


INDC Estimated indicative price, represented either as an actual amount (option B) or a percentage (option A).

MRKT Current market price of the securities, represented either as an actual amount (option B) or a percent-age (option A).

EXER 1. Price at which the security will be purchased/sold if the warrant is exercised. Price is representedeither as an actual amount (option B) or a percentage (option A).

2. Price at which the bond is converted. Price is represented either as an actual amount (option B) ora percentage (option A).

3. Strike price of an option. Price is represented either as an actual amount (option B) or a percent-age (option A).



CODES






CODES








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION


MINO Minimum nominal quantity or lot of securities that must be purchased or exercised.

MIEX Minimum total quantity or lot of rights/warrants that must be exercised.

MILT Minimum multiple lot necessary to exercise warrants.

SIZE This represents the ratio or multiply factor to convert from contracts to shares, e.g. 1 option contractcould represent 10,000 shares of an equity.

ORGV Original par or face amount of an amortised instrument.

CODES





CODES








FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


FIAN Additional information about the financial instrument.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES






FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


CERT Certificate number of the financial instrument.

USAGE RULES


44. Field 70E: Narrative: Trade Instruction Processing Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O TPRO N E Trade Instruction Processing Narrative



DEFINITION


TPRO Trade Instruction Processing Narrative Details of the trade process not included within structuredfields of this message.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT


PRESENCE

Mandatory

QUALIFIER
















DEFINITION


SETR Type of settlement transaction.

STCO Conditions under which the trade/order is to be settled.



TRCA Party which has a specific role in the settlement of the transaction.

STAM Indicates the stamp duty type or exemption reason applicable to the settlement transaction.

RTGS Indicates whether the settlement transaction is standing arrangement to be settled settle through anRTGS or a non RTGS system. system for securities is overridden or not.

REGT Indicates whether the standing arrangement for registration is to be done on receipt overridden or not.

BENE Indicates whether there is change of beneficial ownership or not.

CASY Indicates what cash settlement system is instructed to be used.

DBNM Indicates what settlement standing instruction database is to be used to derive the settlement partiesinvolved in the transaction. Presence of this indicator means that any information contained in the settlement parties sequences of the message (with the exception of the buyer/seller and place of settle-ment information) will be disregarded.

BENE Indicates whether the standing arrangement for the beneficial ownership is overridden or not.

CASY Indicates whether the standing arrangement for the cash settlement system is overridden or not.

DBNM Indicates what settlement standing instruction database is to be used to derive the settlement partiesinvolved in the transaction.

TCPI Indicates the tax role capacity of the instructing party. Only applicable in agent - CSD or participant -ICSD communication.

FXCX In a cancellation request (field 23G:CANC), indicates whether a forex instructed in the message to becancelled is also to be cancelled or not.


SETS Indicates whether the settlement transaction is to be settled through the default or the alternate settle-ment system.

CODES

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




CONV The settlement transaction is part of a DR conversion operation.

ISSU The settlement transaction is part of a DR issue operation.

OWNE Account transfer involving more than one instructing party (messages sender) and/or account servicer(messages receiver).



OWNI Account transfer involving one instructing party (messages sender) at one account servicer (messages receiver).

MKDW Relates to the decrease of positions held by an ICSD at the common depository due to custody opera-tions (repurchase, pre-release, proceed of corp. event realigned).

MKUP Relates to the increase of positions held by an ICSD at the common depository due to custody opera-tions (repurchase, pre-release, proceed of corporate event realigned).

NETT The transaction relates to the netting of settlement instructions.

NSYN Issue of medium and short term paper (CP, CD, MTN, notes...) under a program and without syndica-tion arrangement.



REAL Realignment of positions between ICSD depositories.


REDM Redemption of Funds (Funds Industry ONLY).

RELE The settlement transaction is part of a release (into/from local) of DR operation.


RODE Return of delivery without matching. Refers to the return of securities resulting from adecayed/rejected delivery without matching operation.


SECB The transaction is part of a securities borrowing operation.


SUBS Subscription to funds (Funds Industry ONLY).

SYND Issue of securities (bonds, warrants, equities...) through a syndicate of underwriters and a Lead Manager.









OWNE The transaction is an external own account transfer.

OWNI The transaction is an own account transfer.









CODES

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

CLEN Clean, tax-exempt, status bonds are to be settled (Japanese government bonds).

DIRT Dirty, non-tax exempt, status bonds are to be settled (Japanese government bonds).

DLWM Delivery Without Matching. The delivery instruction does not require a matching receipt instructionon the concerned market (only for the concerned ICSD and CSD).

DRAW Settlement on drawn securities.

EXER Exercised - For derivatives, an option or future which is exercised.

FRCL Free clean settlement (this indicates that delivery will be made free of payment but that a cleanpayment order will be sent).

KNOC Knocked out - For derivatives, an option or future which is knocked out (expired worthless).

NPAR Partial settlement is not allowed.

PART Partial settlement is allowed.

PHYS Securities are to be physically settled.

SPCS Split currency settlement. Settlement is in two different currencies.

SPDL Trade to be settled with special delivery.

SPST Split settlement - when cash and securities settle in different locations.



UNEX Unexposed - delivery cannot be effected until cash is received.

CODES





CODES


CODES






CODES








CODES






CODES




CHEC Cheque


GBSC UK Domestic



USCH CHIPS (US)

USFW Fedwire (US)




CODES


INTE The settlement standing instruction database to be used is the receiver’s internal database

BRKR The settlement standing instruction database to be used is the broker’s database

VEND The settlement standing instruction database to be used is the database of the vendor identified in theother parties sequence D, party field 95a, with qualifier VEND.

CODES




CODES




CODES





CODES






USAGE RULES

The conditions of the use of the override codes for the qualifiers BENE, CASY, DBNM, REGT, RTGS, SETS RTGS andSTCO must be pre-agreed between account owner and account servicer.




48. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION




CODES


N No.

Y Yes.




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


SAFE Place of Safekeeping Physical place where the securities are safe-kept.

CODES



CODES










USAGE RULES



FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT



PRESENCE


QUALIFIER





1 M SELL N C5, C6, C10

P, R or Q Seller (Deliverer)

or DECU N C5, C6 P, R or Q Deliverer’s Custodian









or DEI9 N C5 P, R or Q Deliverer’s Intermediary 9

or DEAG N C5, C7 P, R or Q Delivering Agent

or PSET N C5 C, P R or Q Place of Settlement

or REAG N C5, C7 P, R or Q Receiving Agent









or REI9 N C5 P, R or Q Receiver’s Intermediary 9

or RECU N C5, C6 P, R or Q Receiver’s Custodian

or BUYR N C5, C6, C10

P, R or Q Buyer (Receiver)





DEFINITION


SELL Seller (deliverer).

DECU Deliverer’s custodian.










DEAG Delivering agent.

PSET Place of settlement.

REAG Receiving agent.












RECU Receiver’s custodian.

BUYR Buyer (receiver).

ALTE Alternate ID.






CODES












USAGE RULES





FORMAT


(Account Number)

PRESENCE

Conditional (C8)

QUALIFIER




DEFINITION


SAFE Securities safekeeping account owned by (or held by) the party specified in the party field within this block.

CODES













FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION






FORMAT


PRESENCE

Optional

QUALIFIER



1 O REGI N D Registration Narrative




DEFINITION


REGI Name in which the securities are registered.

PACO Descriptive narrative of the contact unit or person responsible for the transaction at the party definedwithin the party block.






FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT





PRESENCE


QUALIFIER



1 M ACCW N C5 P, R or Q Account With Institution

or BENM N C5 P, R or Q Beneficiary of Money

or PAYE N C5 P, R or Q Paying Institution


DEFINITION


ACCW Account with institution. It identifies the institution to which the payment is to be made in favour ofthe beneficiary of money, if different from the Receiver. This may be a branch or affiliate of theReceiver, or of the intermediary, or of the beneficiary institution, or an entirely different financial institution.

BENM Beneficiary of money. It identifies the party to be credited with the payment, when payment is to bemade to an institution different from the Receiver and identified as account with institution.

PAYE Specifies the party from whose account the payment needs to be done.

ALTE Alternate ID.







CODES














FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION


CASH Account from/to which a payment is to be/has been made and which is held by the party specified inthis sequence.

CHAR Account to be used for charges if different from the account for payment and which is held by theparty specified in this sequence.

COMM Account to be used for commission if different from the account for payment and which is held by theparty specified in this sequence.

TAXE Account to be used for taxes if different from the account for payment and which is held by the party specified in this sequence.


FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION









FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


AMT Amounts.



62. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION




CODES


N No.

Y Yes.

USAGE RULES

Flag is only to be used in a sequence C3 with settlement amount field 19A::SETT//[N]3!a15d as it indicates whether theconcerned settlement amount includes the accrued interest and/or the stamp duty amount.




FORMAT


PRESENCE


QUALIFIER



1 M ACRU N A Accrued Interest Amount

or EXEC N A Executing Broker’s Commission

or CHAR N A Charges/ Fees

or LOCO N A Local Broker’s Commission

or COUN N A Country, National, Federal Tax

or DEAL N A Trade Amount

or ISDI N A Issue Discount/ Allowance

or LEVY N A Payment Levy Tax

or LOCL N A Local Tax

or MACO N A Matching/Confirmation Fee

or MARG N A Margin Amount

or POST N A Postage

or REGF N A Regulatory Fees

or SETT N C3 A Settlement Amount

or SHIP N A Shipping

or SPCN N A Special Concessions

or STAM N A Stamp Duty

or STEX N A Stock Exchange Tax

or TRAN N A Transfer Tax

or TRAX N A Transaction Tax




or VATA N A Value Added Tax

or WITH N A Withholding Tax

or OTHR N A Other Amount

or ANTO N A Net gain/loss Amount

or COAX N A Consumption Tax

or ACCA N A Accrued Capitalisation


3 O OCMT N A Original Currency Amount

DEFINITION

This qualified generic field specifies a cash amount. This field is part of a sequence which identifies cash amounts such astaxes and charges, as well as amounts needed for accounting purposes, eg, original face value traded, broker commission,etc. It specifies:

ACRU Accrued interest amount; the interest amount that has been accrued in between coupon payment periods.

EXEC Executing broker’s commission.

CHAR Charges/fees levied for the provision of services.

LOCO Local broker’s commission.

COUN Country, national federal tax.

DEAL Trade amount; price multiplied by quantity.

ISDI Issue discount/allowance; discount on a new issue or new tranche of an existing issue.

LEVY Payment levy tax.

LOCL Local tax.

MACO Matching/confirmation fee.

MARG Margin amount.

POST Postage amount.

REGF Regulatory fees, eg, Securities and Exchange fees.



SETT Settlement amount; the total amount of money paid/to be paid or received in exchange for the securi-ties.

SHIP Shipping, including insurance, etc.

SPCN The amount of commission, drawdown or other reduction from or in addition to the deal price.

STAM Stamp duty.

STEX Stock exchange tax.

TRAN Transfer tax.

TRAX Transaction tax.

VATA Value added tax.

WITH Percentage of a cash distribution that will be withheld by a tax authority.

OTHR Other amount.

ANTO The net gain/loss amount which is paid/received when instructions are paired off. Netting is also donein the settlement of other financial instruments, eg, TBA’s.

COAX Consumption Tax. It is used in the UK market.

ACCA Accrued Capitalisation.

RESU A cash amount resulting from a foreign exchange conversion.

OCMT Posting/settlement amount in its original currency when conversion from/into euro has occurred.





USAGE RULES


64. Field 98a: Date/Time: Value Date

FORMAT




PRESENCE

Optional

QUALIFIER



1 O VALU N A or C Value Date/Time

DEFINITION


VALU Date on which the cash movement is to take place.





FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


EXCH Exchange rate between the amount and the resulting amount.






USAGE RULES



FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


AMT Amounts.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT



PRESENCE


QUALIFIER



1 M EXCH N C5 P, Q or R Exchange

or MEOR N C5 P, Q or R Originator of Message

or MERE N C5 P, Q or R Recipient of Message

or TRRE N C5 P, Q or R Trade Regulator

or VEND N C5, C11 P, Q or R Vendor




or TRAG N C5 P, Q or R Triparty Agent


DEFINITION


EXCH Exchange.

MEOR Originator of message (if other than the Sender).

MERE Recipient of message (if different from the Receiver).

TRRE Trade regulator.

ALTE Alternate ID.

VEND Vendor of the Settlement Standing Instruction database requested to be consulted through sequence Cfield :22F::DBNM//VEND.

TRAG The receiver of the repo instruction.





CODES












Country Code must contain a valid ISO country code (Error code(s): T73).



FORMAT


(Account Number)

PRESENCE

Optional

QUALIFIER





DEFINITION




CODES













FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION









FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


TERM The closing date/time or maturity date/time of the repo transaction.



CODES


OPEN Open-dated. Date/time has not been established.

UKWN Unknown date. Date/time is unknown by the Sender.





FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION


RERT Repurchase rate type; whether the rate is fixed or variable.

MICO Computation method of the accrued interest of the related financial instrument.

REPT Indicates the type of repurchase concerned by the transaction.



CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES

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


FORF No specific repurchase rate applies to the Repo, only a forfeit.




CODES


CADJ Relates to a repo SWAP/Substitution











FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION


SECO Reference of the second part of the repurchase agreement.

REPO Repo Reference common to all the collateral pieces (one or many).



78. Field 92a: Rate

FORMAT




PRESENCE

Optional

QUALIFIER






DEFINITION


VASU Variable rate support; index or support rate used together with the spread to calculate the repurchase rate.

REPO Repurchase rate; rate to be used to recalculate the repurchase amount.

RSPR Repurchase spread interest rate; margin over or under an index that determines the repurchase rate.





USAGE RULES



FORMAT




PRESENCE

Optional

QUALIFIER





DEFINITION


CADE Repurchase call delay; minimum number of days notice you need to give your counterparty for termi-nating the repurchase agreement.

TOCO The total number of collateral instructions which are linked together.


FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION


FORF Fixed amount which has to be paid (instead of interest) in the case of a recall (or at the closing dateinstead of an interest). recall.

REPA Cash amount to be settled in the second part of the repurchase agreement.

REPP Difference between the cash movement of the first part and the second part of the repurchase agree-ment.

ACRU Accrued Interest Amount (for second leg).

DEAL Deal Amount (for second leg).





USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION


REPO Repurchase narrative; details of the repurchase agreement not included within structured fields of this message.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.



MT 535 Statement of Holdings

MT 535 ScopeThis message is sent by an account servicer (account servicing institution) to an account owner or its designated agent. Theaccount servicer may be a local agent (sub-custodian) acting on behalf of their global custodian customer, or a custodianacting on behalf of an investment management institution or a broker/dealer.

This message is used to report, at a specified moment in time, the quantity and identification of securities and other holdingswhich the account servicer holds for the account owner.

The statement is used to reconcile the books of the account owner and the account servicer for the specified safekeepingaccount or sub-safekeeping account.

This message may also be used to respond to a request for statement/status advice, ie, the MT 549 Request for State-ment/Status Advice and to report that there are no holdings.

The custody statement reports availability and/or the location of security holdings to facilitate trading and minimise settle-ment issues.

The accounting statement provides valuations of the portfolio with details of each security holding; it is not used for trading purposes.


MT 535 Statement of Holdings





M 28E Page Number/Continua-tion Indicator

5n/4!c 2

O 13a 13A

STAT Number Identifi-cation

Statement Number A or J : 4!c//3!c 3



----->


-----|----->








O 13A LINK Number Identifi-cation






----->


-----|


End of Sequence A General Information -----> Repetitive Optional Sequence B Sub-safekeeping Account

M 16R Start of Block SUBSAFE 15

O 97a SAFE Account Safekeeping Account A or B 16

O 94a SAFE Place Place of Safekeeping B, C or F 17

O 17B ACTI Flag Activity Flag :4!c//1!a 18 17

-----> Repetitive Optional Subsequence B1 Financial Instrument

M 16R Start of Block FIN 19 18


[ISIN1!e12!c][4*35x]

20 19

O 22H CAOP Indicator Corporate Action Option Code

:4!c//4!c 21 20

O 90a 4!c Price (see qualifier description) A, B or E 22 21

O 94B PRIC Place Source of Price :4!c/[8c]/4!c[/30x] 23 22





O 98a PRIC Date/Time Price Quotation Date/Time

A or C 24 23

M 93B AGGR Balance Aggregate Balance :4!c/[8c]/4!c/[N]15d 25 24

-----> Repetitive Optional Subsequence B1a Sub-Balance

M 16R Start of Block SUBBAL 26 25

M 93a 93C

4!c Balance (see qualifier description) B or C : 4!c//4!c/4!c/[N]15d

27 26

----->

O 94a 4!c SAFE Place (see qualifier description) Place of Safekeeping

B, C or F 28 27

-----|

O 90a 4!c Price (see qualifier description) A, B or E 29


A or C 30

O 99A DAAC Number Count Number of Days Accrued :4!c//[N]3!n 31

----->

O 19A 4!c Amount (see qualifier description) :4!c//[N]3!a15d 32

-----|


O 70C SUBB Narrative Sub-Balance Details Narrative

:4!c//4*35x 34 28

M 16S End of Block SUBBAL 35 29

-----| End of Subsequence B1a Sub-Balance

O 99A DAAC Number Count Number of Days Accrued :4!c//[N]3!n 36 30

----->

O 19A 4!c Amount (see qualifier description) :4!c//[N]3!a15d 37 31





-----|

O 92B EXCH Rate Exchange Rate :4!c//3!a/3!a/15d 38 32

O 70E HOLD Narrative Holdings Narrative :4!c//10*35x 39 33

M 16S End of Block FIN 40 34

-----| End of Subsequence B1 Financial Instrument

M 16S End of Block SUBSAFE 41 35

-----| End of Sequence B Sub-safekeeping Account----->Repetitive Optional Sequence C Additional Information

M 16R Start of Block ADDINFO 42 36

----->

O 95a 4!c Party (see qualifier description) P, R or Q 43 37

-----|----->


-----|

M 16S End of Block ADDINFO 45 39

-----| End of Sequence C Additional Information



If the Activity Flag (field :17B:ACTI) in sequence A General Information is N, then sequence B must not be present. Otherwise, sequence B is mandatory (Error code(s): E66).



Sequence Aif field :17B::ACTI is...

Sequence B is...

N Not allowed

Y Mandatory

C2

If the statement refers to an accounting statement, ie, :22F::STTY//ACCT present, then at least one occurrence of subsequence B1 is required, and in each occurrence of subsequence B1 both fields B1a Price (field :90a:) must be spec-ified and a Holding Value (field :19A::HOLD) must be specified (Error code(s): E82).

This check only applies when sequence B Sub-safekeeping Account is present as per rule C1, ie, in sequence A, field:17B::ACTI = Y.

Sequence A

if field:17B::ACTI

is...

thensequence B

is...

and in sequence Aif field

:22F::STTY//ACCTis ...

then subse-quence B1 is...

and in every occurrence of subsequence

B1 field :90a:: is...

and in every occurrence of subsequenceB1 field:19A::HOLD is...

Y Mandatoryi.e.minimumone occur-rence

Present, and DSS notpresent in field :22F::STTY

Mandatory i.e.minimum one occurrence inthe message (*)

Mandatory Mandatory

Not present, or DSSpresent in field :22F::STTY

Optional Optional Optional

N Not allowed

N.A. N.A. N.A. N.A.

(*) B1 is NOT mandatory in every occurrence of sequence B.

C3




:20C::PREV is...






C4

If in sequence A field :17B::CONS=Y, then in every occurrence of sequence B field :97a::SAFE and field :17B::ACTIare mandatory (Error code(s): E56).

This check only applies when sequence B Sub-safekeeping Account is present per rule C1, ie, in sequence A, field :17B::ACTI=Y.

Sequence Aif field

:17B::ACTI is...

thensequence B

is...

and sequence A

if field:17B::CONS

is...

then in every occurrence of Sequence B field:97a::SAFE and field :17B::ACTI are ...

Y Mandatoryi.e. minimumone occur-rence

Y Mandatory

N Not allowed

N Not allowed N.A. N.A.

C5

If the Activity Flag (field :17B::ACTI) in sequence B Sub-safekeeping Account indicates no information to bereported, ie, N, then sequence B1 Financial Instrument must not be present. Sequence B1 Financial Instrument is other-wise mandatory (Error code(s): E69).


Sequence Aif field

:17B::ACTI is...

thensequence B

is...

in every occurrence of

sequence Bif field

:17B::ACTI is...

in the same occurrence of sequence B then subse-quence B1 is ...


Y Mandatoryi.e. minimum one occurrence

N Not allowed

Not present Mandatory i.e. minimum one occurrence


C6

In each occurrence of Sequence B1, if field :93C::PEND is present in one of the occurrences of subsequence B1a, thenfields :93C::PDUM and :93C::PDMT are not allowed in the other occurrences of subsequence B1a (Error code(s): E58).



In each occurrence of Seq. B1

In Subseq. B1aif field :93C::PEND is...

then in all other occurrence(s) of Subseq. B1afield :93C::PDUM and :93C::PDMT are...

Present Not allowed


C7

In each occurrence of Sequence B1, if field :93C::PENR is present in one of the occurrences of subsequence B1a, thenfields :93C::PRUM and :93C::PRMT are not allowed in the other occurrences of subsequence B1a (Error code(s): E59).

In each occurrence of Seq. B1

In Subseq. B1aif field :93C::PENR is...

then in all other occurrence(s) of Subseq. B1afields :93C::PRUM and :93C::PRMT are...

Present Not allowed


C8

If field :94a:: is present in Sequence B, then field :93B::AGGR and fields :94a::SAFE are not allowed in any occur-rence of Subsequence B1a (Error code(s): D03).

Sequence Bif field :94a: is...

then in any occurrence(s) of Subseq. B1a,field :93B::AGGR and field :94a::SAFE are...

Present Not allowed


C9

If field :93B::AGGR is present in Subsequence B1a, then :field 94a::SAFE must be present in the same SubsequenceB1a sequence (Error code(s): D04).

Subsequence B1aif field :93B::AGGR is...

then in same Subseq. B1a,field :94a::SAFE is...

Present Mandatory




MT 535 Usage RulesThis statement is used by the account servicer to report on holdings it services for the account owner.The frequency of the statement must be bilaterally agreed between the account servicer and the account owner.The statement can be sent reflecting all outstanding holding information or may contain only changes since the previ-ously sent statement.Since a SWIFT message as sent is restricted to the maximum input message length, several messages may be needed to accommodate all the information.



FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES

This field must contain the following codes (Error code(s): T92):


2. Field 28E: Page Number/Continuation Indicator

FORMAT

Option E 5n/4!c (Page Number) (Continuation Indicator)

PRESENCE

Mandatory

DEFINITION

This field specifies the page number and an indicator of whether it is the only or last page, or if there are additional pages.



CODES

Continuation Indicator must contain one of the following codes (Error code(s): T97):

LAST Last Page This is the last page of a statement with more than one page.

MORE Intermediate Page This is an intermediate page of a statement which contains additional pages.

ONLY Only Page This is the only page of the statement.

3. Field 13a: 13A: Number Identification: Statement Number

FORMAT

Option A :4!c//3!c (Qualifier) (Number Id)Option J :4!c//5!c (Qualifier) (Extended Number Id)


PRESENCE

Optional

QUALIFIER



1 O STAT N A or J Statement Number

DEFINITION


STAT Statement Number This is the sequential number of the statement.

USAGE RULES

Format Option J is only to be used in a DELTA statement (22F::CODE//DELT).




FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION






FORMAT


PRESENCE

Mandatory

DEFINITION


CODES


CANC Cancellation This is a request to cancel a previously sent statement.

NEWM New This is a new statement.



CODES





USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER




2 M STAT N A, C Statement Date/Time

DEFINITION



Date/time at which the message was prepared.

STAT Statement Date/Time

Date/time on which the statement is based (reflecting the situation at that date/time).







FORMAT


PRESENCE

Mandatory

QUALIFIER



1 O SFRE N F Statement Frequency Indicator

2 O CODE N F Complete/Updates Indicator

3 M STTY N F Statement Type

4 O STBA N F Statement Basis

DEFINITION


SFRE StatementFrequency Indicator

Frequency of the report.

CODE Complete/Updates Indicator

Whether the report is complete or contains changes only.

STTY Statement Type Usage purpose of holdings statement.

STBA Statement Basis The type of balances on which the statement is prepared.

CODES

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

ADHO Ad-Hoc The statement is being sent as part of a requested report (on special request bythe Receiver).



DAIL Daily The statement is part of a daily report (once per day, end-of-day report).

INDA Intra-Day The statement is part of an intra-day report (multiple reports during the day).

MNTH Monthly The statement is part of a monthly report (once per month).

WEEK Weekly The statement is part of a weekly report (once per week).

YEAR Yearly The statement is part of a yearly report (once per year).

CODES

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

COMP Complete The statement gives complete information (including information (positions, instruction statuses) which is unchanged).

DELT Delta The statement contains changes which have not yet been reported (delta report,ie, changes only).

CODES

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

ACCT Accounting The statement is an accounting statement.

CUST Custody The statement is a custody statement.

CODES

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

BOOK Booking Statement is based on booking in the account servicer’s books irrespective ofsettled date positions.

CONT Contractual Statement is based on contractual settlement date irrespective of settled date positions.

SETT Settled The statement is based on settled date positions to the knowledge of the senderat the time of the statement preparation.

SETT Settled The statement is based on settled date positions.

TRAD Traded The statement is based on trade date positions.




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES

This field must contain the following codes (Error code(s): T92):

LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





USAGE RULES



FORMAT


PRESENCE


QUALIFIER





DEFINITION







FORMAT

Option S 16c

PRESENCE




DEFINITION


CODES


LINK Linkages.


FORMAT


(Account Number)

PRESENCE

Mandatory

QUALIFIER




DEFINITION





CODES












13. Field 17B: Flag

FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M ACTI N B Activity Flag

2 O AUDT N B Audited Statement

3 M CONS N B Sub-safekeeping Statement

DEFINITION


ACTI Activity Flag Whether information, eg, holdings or transactions, is reported in this statement.

AUDT Audited Statement Audited statement flag.

CONS Sub-safekeeping Statement

Statement reporting on sub-safekeeping accounts.



CODES

Flag must contain one of the following codes (Error code(s): T36)

N No.

Y Yes.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


SUBSAFE Sub-safekeeping account.




FORMAT


(Account Number)

PRESENCE

Conditional (C4)

QUALIFIER



1 O SAFE N A, B Safekeeping Account

DEFINITION



Sub-safekeeping account that holds the securities.


CODES












USAGE RULES

This field reports on a sub-safekeeping account and is used for a consolidated statement when bilaterally agreed betweensender and receiver.


FORMAT

Option B :4!c/[8c]/4!c[/30x] (Qualifier) (Data Source Scheme) (Place) (Narrative)Option C :4!c//2!a (Qualifier) (Country)Option F :4!c//4!c/4!a2!a2!c[3!c] (Qualifier) (Place) (BIC/BEI)

PRESENCE

Optional

QUALIFIER



1 O SAFE N B, C, F Place of Safekeeping

DEFINITION


SAFE Place of Safekeep-ing

Physical place where the securities are safe-kept.

CODES


SHHE Shares Held Elsewhere

CODES







SHHE Shares Held Elsewhere.


Country must be a valid ISO country code (Error code(s): T73).


18. Field 17B: Flag

FORMAT


PRESENCE

Conditional (C4)

QUALIFIER



1 O ACTI N C4 B Activity Flag

DEFINITION



CODES


N No

Y Yes




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


FIN Financial Instrument.


FORMAT



PRESENCE


DEFINITION





USAGE RULES









21. Field 22H: Indicator: Corporate Action Option Code

FORMAT


PRESENCE

Optional

QUALIFIER



1 O CAOP N H Corporate Action Option Code

DEFINITION


CAOP Possible options or choices available to account owner.

CODES

If Qualifier is CAOP, Indicator must contain one of the following codes:

CASH Distribution of cash.

DRIP Reinvestment proceeds into securities.

USAGE RULES

The qualifier CAOP is to be used for investment funds only, whereby the holder has the option to receive the distribution incash or reinvest in securities.




FORMAT

Option A :4!c//4!c/15d (Qualifier) (Percentage Type Code) (Price)Option B :4!c//4!c/3!a15d (Qualifier) (Amount Type Code) (Currency Code) (Price)Option E :4!c//4!c (Qualifier) (Price Code)

PRESENCE

Conditional (C2)

QUALIFIER




or MRKT N A, B, E Market Price

DEFINITION


INDC Indicative Price Estimated indicative price represented either as an actual amount (option B) ora percentage (option A).

MRKT Market Price Current market price of securities represented either as an actual amount(option B) or a percentage (option A).

CODES








CODES





CODES

If Qualifier is MRKT and format is option E, Price Code must contain one of the following codes:

UKWN Unknown Though the statement is audited, the price value is unknown to the message sender.



The integer part of Price must contain at least one digit. A decimal comma ’,’ is mandatory and is included in the maximumlength (Error code(s): T40, T43).

USAGE RULES

The number of decimal digits in Price is not validated against the specified currency.

The Unknown value is only to be used for audited statements for which the price is mandatory.

23. Field 94B: Place: Source of Price

FORMAT


PRESENCE

Optional

QUALIFIER



1 O PRIC N B Source of Price



DEFINITION


PRIC Source of Price Source of price quotation.

CODES

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

LMAR Local Market Source of price quotation is the market. local market of issue.

THEO Theoretical Source of price quotation is a theoretical value based on the market yield.

VEND Vendor Source Source of price quotation is an external vendor.

USAGE RULES

When Place Code is LMAR, Narrative must specify the Market Identifier Code (MIC).

24. Field 98a: Date/Time: Price Quotation Date/Time

FORMAT


PRESENCE

Optional

QUALIFIER



1 O PRIC N A, C Price Quotation Date/Time

DEFINITION


PRIC Price Quotation Date/Time

Date/time on which price was evaluated.





Time must contain a valid time expressed as HHMMSS (Error code(s): T38).

25. Field 93B: Balance: Aggregate Balance

FORMAT

Option B :4!c/[8c]/4!c/[N]15d (Qualifier) (Data Source Scheme) (Quantity Type Code)(Sign) (Balance)

PRESENCE


QUALIFIER



1 M AGGR N B Aggregate Balance

DEFINITION


AGGR Aggregate Balance Total quantity of securities for the referenced holding.

CODES

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



UNIT Unit Quantity is expressed as a number, eg, a number of shares.


The integer part of Balance must contain at least one digit. A decimal comma ’,’ is mandatory and is included in themaximum length (Error code(s): T40, T43).



When Sign is present, Balance must not be zero (Error code(s): T14).

USAGE RULES

Sign must be present only when Balance is negative.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


SUBBAL Sub-Balance.

27. Field 93a: 93C: Balance

FORMAT


Option C :4!c//4!c/4!c/[N]15d (Qualifier) (Quantity Type Code) (Balance Type Code)(Sign) (Balance)

Option C :4!c//4!c/4!c/[N]15d (Qualifier) (Quantity Type Code) (Balance Type Code)(Sign) (Balance)

PRESENCE


QUALIFIER



1 M AGGR N C8 B Aggregate




1 or M BLOK N C Blocked

or BORR N C Borrowed

or CLEN N C Clean

or COLI N C Collateral In

or COLO N C Collateral Out

or DIRT N C Dirty

or DRAW N C Drawn

or LOAN N C On Loan

or MARG N C Derivatives Margin Sub-balance

or NOMI N C In Nominee Name

or OTHR N C Other Balance Type

or PDMT N C6 C Pending delivery matched balance

or PDUM N C6 C Pending delivery unmatched balance

or PRMT N C7 C Pending receipt matched balance

or PRUM N C7 C Pending receipt unmatched balance

or PECA N C Pending Corporate Action

or PEND N C Pending Delivery

or PENR N C Pending Receipt

or PLED N C Pledged

or REGO N C Out for Registration

or RSTR N C Restricted

or SPOS N C Street Position

or TAVI N C Total Available

or TRAN N C In Transshipment

or UNRG N C Unregistered



DEFINITION


AGGR Aggregate Aggregate balance per place of safekeeping (for multiplte place of safekeeping reporting ONLY).

BLOK Blocked Balance of securities that are blocked or unavailable for sale.

BORR Borrowed Balance of securities that have been borrowed from another party.

CLEN Clean Balance of clean, tax exempt, status bonds (i.e. Japanese government bonds).

COLI Collateral In Balance of securities for the purpose of collateralisation, that belong to a third party.

COLO Collateral Out Balance of securities deposited with a third party, for the purpose of collateral-isation, that belong to the safekeeping account indicated within this message.

DIRT Dirty Balance of dirty, non tax exempt, status bonds (i.e. Japanese government bonds).

DRAW Drawn Balance of drawn securities.

LOAN On Loan Balance of securities, that have been loaned to a third party.

NOMI In Nominee Name Balance of securities that are registered in the name of a nominee.

MARG Derivatives margin Balance of securities that are used as collateral for derivatives.

PDMT Pending deliverymatched balance

Balance of securities that are pending matched delivery, e.g. orders to sell securities have been executed but the matched open transactions are not yetconfirmed. CSD - participants communication only.

PDUM Pending deliveryunmatched balance

Balance of securities that are pending unmatched delivery, e.g. orders to sell securities have been executed but the open transactions are unmatched. CSD - participants communication only.

PRMT Pending receiptmatched balance

Balance of securities that are pending matched receipt, e.g. orders to buy secu-rities have been executed but the matched open transactions are not yetconfirmed. CSD - participants communication only.

PRUM Pending receiptunmatched balance

Balance of securities that are pending unmatched receipt, e.g. orders to buy securities have been executed but the open transactions are unmatched. CSD - participants communication only.

PECA Pending Corporate Action

Balance of securities that are involved in a CA, eg, stock split, redemption, merger.

PEND Pending Delivery Balance of securities that are pending delivery, eg, orders to sell securitieshave been executed but settlement of the open transactions has not been confirmed.

PENR Pending Receipt Balance of securities that are pending receipt, eg, orders to buy securities havebeen executed but settlement of the open transactions has not been confirmed.



PLED Pledged Balance of securities that are pledged or used as collateral for cash, eg,customer loan, secured credit line.

REGO Out for Registration Balance of securities currently being processed by the institution responsiblefor registering the new beneficial owner (or nominee) of securities after a transaction has been completed.

RSTR Restricted Balance of securities that are restricted.

SPOS Street Position Balance of securities that remain registered in the street name, eg, the prior beneficial owner of securities.

TAVI Total Available Balance of securities containing the sum of all available securities (regardlessthe underlying status) which can be used for any purpose (in this case thebalance code can only be AVAI).

TRAN In Transshipment Balance of securities that are in transshipment, eg, in the process of being transferred from one depository or agent to another.

UNRG Unregistered Balance of securities that is unregistered due to foreign ownership limitation.

CODES




AMOR Amortised Quantity represents the current amortised face amount of a bond, eg, a periodic reduction of a bond’s principal amount.

CODES

Balance Type Code must contain one of the following codes:

AVAI Available Securities are available for any purpose.

NAVL Not Available Securities are not available for settlement.


The integer part of Balance must contain at least one digit. A decimal comma ’,’ is mandatory and is included in themaximum length (Error code(s): T40, T43).




USAGE RULES

Sign must be present only when Balance is negative.

28. Field 94a: Place Place: Place of Safekeeping

FORMAT

Option B :4!c/[8c]/4!c[/30x] (Qualifier) (Data Source Scheme) (Place) (Narrative)Option C :4!c//2!a (Qualifier) (Country)Option F :4!c//4!c/4!a2!a2!c[3!c] (Qualifier) (Place) (BIC/BEI)

PRESENCE

Optional

QUALIFIER




2 O SAFE N C8, C9

B, C, F Place of Safekeeping

1 O SAFE N B, C, F Place of Safekeeping

DEFINITION





CODES

If qualifier is PRIC and Data Source Scheme is not present, Place must contain one of the following codes:

LMAR Local Market Source of price quotation is the market.





CODES

If qualifier is SAFE and In option B, when Data Source Scheme is not present, Place must contain the following code:


CODES







Country must be a valid ISO country code (Error code(s): T73).


USAGE RULES

For qualifier PRIC, when Place Code is LMAR, Narrative must specify the Market Identifier Code (MIC).


FORMAT

Option A :4!c//4!c/15d (Qualifier) (Percentage Type Code) (Price)Option B :4!c//4!c/3!a15d (Qualifier) (Amount Type Code) (Currency Code) (Price)Option E :4!c//4!c (Qualifier) (Price Code)

PRESENCE

Optional

QUALIFIER




or MRKT N A, B, E Market Price



DEFINITION




CODES






CODES





CODES

If Qualifier is MRKT and format is option E, Price Code must contain one of the following codes:

UKWN Unknown Though the statement is audited, the price value is unknown to the message sender.





The integer part of Price must contain at least one digit. A decimal comma ’,’ is mandatory and is included in the maximumlength (Error code(s): T40, T43).

USAGE RULES

The number of decimal digits in Price is not validated against the specified currency.

The Unknown value is only to be used for audited statements for which the price is mandatory.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






Time must contain a valid time expressed as HHMMSS (Error code(s): T38).

31. Field 99A: Number Count: Number of Days Accrued

FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION


DAAC Number of Days Accrued

Number of days used for calculating the accrued interest amount.



USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER



1 O HOLD N A Holding Value




DEFINITION


HOLD Holding Value Value of the total holding.

ACRU Accrued Interest Amount

The interest amount that has been accrued in between coupon payment periods.


The integer part of Amount must contain at least one digit. A decimal comma ’,’ is mandatory and is included in themaximum length. The number of digits following the comma must not exceed the maximum allowed for the specifiedcurrency (Error code(s): C03, T40, T43).



USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


EXCH Exchange Rate Exchange rate between the amount and the resulting amount.




The integer part of Rate must contain at least one digit. A decimal comma ’,’ is mandatory and is included in the maximumlength (Error code(s): T40, T43).


USAGE RULES


34. Field 70C: Narrative: Sub-Balance Details Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O SUBB N C Sub-Balance Details Narrative

DEFINITION


SUBB Sub-Balance Details Narrative

Narrative for additional information on the balance.


FORMAT

Option S 16c

PRESENCE




DEFINITION


CODES


SUBBAL Sub-Balance.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






USAGE RULES





FORMAT


PRESENCE

Optional

QUALIFIER



1 O HOLD N C2 A Holding Value


DEFINITION


HOLD Holding Value Value of the total holding.




The integer part of Amount must contain at least one digit. A decimal comma ’,’ is mandatory and is included in themaximum length. The number of digits following the comma must not exceed the maximum allowed for the specifiedcurrency (Error code(s): C03, T40, T43).



USAGE RULES



FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION




The integer part of Rate must contain at least one digit. A decimal comma ’,’ is mandatory and is included in the maximumlength (Error code(s): T40, T43).


USAGE RULES


39. Field 70E: Narrative: Holdings Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O HOLD N E Holdings Narrative



DEFINITION


HOLD Holdings Narrative Narrative for additional information on the holding.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


SUBSAFE Sub-safekeeping Account.




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION







Party which is the final destination of the message, if different from theReceiver, eg. when the message is being sent as a copy, this field may showthe original receiver.






FORMAT


PRESENCE

Optional

QUALIFIER



1 O HOLP N A Total Holdings Value of Page

2 O HOLS N A Total Holdings Value of Statement

DEFINITION


HOLP Total HoldingsValue of Page

Total value of positions reported in this message.

HOLS Total HoldingsValue of Statement

Total value of positions reported in this statement (might be one or more messages).







USAGE RULES



FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 536 Statement of Transactions

MT 536 ScopeThis message is sent by an account servicer (account servicing institution) to an account owner or its designated agent. Theaccount servicer may be a local agent (sub custodian) acting on behalf of their global custodian customer, or a custodianacting on behalf of an investment management institution or a broker/dealer.

This message is used to provide the details of increases and decreases of holdings which occurred during a specified period,for all or selected securities in the specified safekeeping account or sub-safekeeping account which the account servicerholds for the account owner.

This message may also be used to respond to a request for statement/status advice, ie, the MT 549 Request for State-ment/Status Advice and to report that there are no transactions for the specified period of time.


MT 536 Statement of Transactions





M 28E Page Number / Continua-tion Indicator

5n/4!c 2

O 13a 13A

STAT Number Identifica-tion





M 69a STAT Period Statement Period A or B 7

----->














----->


-----|


End of Sequence A General Information-----> Repetitive Optional Sequence B Sub-safekeeping Account

M 16R Start of Block SUBSAFE 16


O 17B ACTI Flag Activity Flag :4!c//1!a 18

-----> Repetitive Optional Subsequence B1 Financial Instrument

M 16R Start of Block FIN 19


[ISIN1!e12!c][4*35x]

20


O 94B PRIC Place Source of Price :4!c/[8c]/4!c[/30x] 22


A or C 23

----->

O 93B 4!c Balance (see qualifier description) :4!c/[8c]/4!c/[N]15d 24

-----|-----> Repetitive Mandatory Subsequence B1a Transaction

M 16R Start of Block TRAN 25

-----> Repetitive Mandatory Subsequence B1a1 Linkages










-----| End of Subsequence B1a1 Linkages

Optional Subsequence B1a2 Transaction Details

M 16R Start of Block TRANSDET 30

----->

O 94a 4!c Place (see qualifier description) B or F 31

-----|

M 36B PSTA Quantity of Finan-cial Instrument

Posting Quantity :4!c//4!c/15d 32 31

O 99A DAAC Number Count Number of Days Accrued :4!c//[N]3!n 33 32

----->


-----|

----->

M 22a 4!c Indicator (see qualifier description) H or F 35 34

-----|

----->

M 98a 4!c Date/Time (see qualifier description) A, B or C 36 35

-----|

O 25D MOVE Status Code Movement Status :4!c/[8c]/4!c 37 36

O 70E TRDE Narrative Transaction Details Narra-tive

:4!c//10*35x 38 37





-----> Repetitive Optional Subsequence B1a2a Settlement Parties


M 95a 4!c Party (see qualifier description) C, P, R or Q 40 39



-----| End of Subsequence B1a2a Settlement Parties

M 16S End of Block TRANSDET 43 42

End of Subsequence B1a2 Transaction Details

M 16S End of Block TRAN 44 43

End of Subsequence B1a Transaction

M 16S End of Block FIN 45 44

End of Subsequence B1 Financial Instrument

M 16S End of Block SUBSAFE 46 45

-----| End of Sequence B Sub-safekeeping AccountOptional Sequence C Additional Information

M 16R Start of Block ADDINFO 47 46

----->

O 95a 4!c Party (see qualifier description) P, R or Q 48 47

-----|

M 16S End of Block ADDINFO 49 48










Sequence B is...

N Not allowed

Y Mandatory

C2

If the instruction is against payment (:22H::PAYM//APMT) then it is mandatory to specify a Posting Amount (field:19A::PSTA). This rule applies to subsequence B1a2 (Error code(s): E83).

Subsequence B1a2if field :22H::PAYM is...

Subsequence B1a2then field :19A::PSTA is ...

APMT Mandatory

Not equals APMT Optional

C3

In each occurrence of subsequence B1a, in subsequence B1a2, the following Party Fields cannot appear more thanonce (Error code(s): E84):

Subsequence B1a2a

:95a::BUYR

:95a::DEAG

:95a::DECU

:95a::DEI1

:95a::DEI2

:95a::DEI3



:95a::DEI4

:95a::DEI5

:95a::DEI6

:95a::DEI7

:95a::DEI8

:95a::DEI9

:95a::PSET

:95a::REAG

:95a::RECU

:95a::REI1

:95a::REI2

:95a::REI3

:95a::REI4

:95a::REI5

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

C4

If the instruction is a delivery (:22H::REDE//DELI in subsequence B1a2) and the subsequence Settlement PartiesB1a2a is used, then it is mandatory to specify a receiving agent: one occurrence of the Settlement Parties subsequenceB1a2a must contain party field :95a::REAG (Error code(s): E85).

If the instruction is a receipt (:22H::REDE//RECE in subsequence B1a2) and the Settlement Parties subsequenceB1a2a is used, then it is mandatory to specify a delivering agent: one occurrence of the Settlement Parties subsequenceB1a2 must contain party field :95a::DEAG (Error code(s): E85).

Subsequence B1a2if field :22H::REDE is...

and if subsequence B1a2a is... then in one occurrence of subsequence B1a2a





Subsequence B1a2if field :22H::REDE is...

and if subsequence B1a2a is... then in one occurrence of subsequence B1a2a

field :95a::DEAG is...


C4

If a qualifier from the list Deliverers/1 is present in a subsequence B1a2a, in a field :95a::4!c, then all the remaining qualifiers following this qualifier in the list Deliverers/1 (see below) must be present (Error code(s): E86).

In other words, in subsequence B1a2, the following scenarios must be validated:

If :95a::DEI9 is present in subseq B1a2a, then :95a::DEI8 must be present in another subseq B1a2a.If :95a::DEI8 is present in subseq B1a2a, then :95a::DEI7 must be present in another subseq B1a2a.If :95a::DEI7 is present in subseq B1a2a, then :95a::DEI6 must be present in another subseq B1a2a.If :95a::DEI6 is present in subseq B1a2a, then :95a::DEI5 must be present in another subseq B1a2a.If :95a::DEI5 is present in subseq B1a2a, then :95a::DEI4 must be present in another subseq B1a2a.If :95a::DEI4 is present in subseq B1a2a, then :95a::DEI3 must be present in another subseq B1a2a.If :95a::DEI3 is present in subseq B1a2a, then :95a::DEI2 must be present in another subseq B1a2a.If :95a::DEI2 is present in subseq B1a2a, then :95a::DEI1 must be present in another subseq B1a2a.If :95a::DEI1 is present in subseq B1a2a, then :95a::DECU must be present in another subseq B1a2a.If :95a::DECU is present in subseq B1a2a, then :95a::SELL must be present in another subseq B1a2a.

If a qualifier from the list Receivers/1 is present in a subsequence B1a2a, in a field :95a::4!c, then all the remaining qualifiers following this qualifier in the list Receivers/1 (see below) must be present (Error code(s): E86).

In other words, in subsequence B1a2, the following scenarios must be validated:

If :95a::REI9 is present in subseq B1a2a, then :95a::REI8 must be present in another subseq B1a2a.If :95a::REI8 is present in subseq B1a2a, then :95a::REI7 must be present in another subseq B1a2a.If :95a::REI7 is present in subseq B1a2a, then :95a::REI6 must be present in another subseq B1a2a.If :95a::REI6 is present in subseq B1a2a, then :95a::REI5 must be present in another subseq B1a2a.If :95a::REI5 is present in subseq B1a2a, then :95a::REI4 must be present in another subseq B1a2a.If :95a::REI4 is present in subseq B1a2a, then :95a::REI3 must be present in another subseq B1a2a.If :95a::REI3 is present in subseq B1a2a, then :95a::REI2 must be present in another subseq B1a2a.If :95a::REI2 is present in subseq B1a2a, then :95a::REI1 must be present in another subseq B1a2a.If :95a::REI1 is present in subseq B1a2a, then :95a::RECU must be present in another subseq B1a2a.If :95a::RECU is present in subseq B1a2a, then :95a::BUYR must be present in another subseq B1a2a.
















C5








C6

In subsequence B1a2a, if field :95a::PSET is present, then field :97a::SAFE is not allowed in the same sequence (Errorcode(s): E52).

Subsequence B1a2aif field :95a::PSET is...

Subsequence B1a2athen field :97a::SAFE is...


Not Present Optional

C7

If in sequence A field :17B::CONS=Y, then in every occurrence of sequence B Sub-safekeeping Account, field:97a::SAFE and field :17B::ACTI are mandatory (Error code(s): E56).

This check only applies when sequence B Sub-safekeeping Account is present as per rule C1, ie, in sequence A, field :17B::ACTI=Y.



Sequence Aif field

:17B::ACTI is...

thensequence B

is...

and sequence A

if field:17B::CONS

is...

then in every occurrence of Sequence Bfield :97a::SAFE and field :17B::ACTI are ...


Y Mandatory

N Not allowed


C9

In each occurrence of subsequence B1a, if field :95C::PSET is present in one occurrence of subsequence B1a2a, thenfield :22F::STCO/[8c]/PHYS is mandatory in sequence B1a2 (Error code(s): E54).

Subsequence B1a2aif field :95a::PSET is...

In sequence B1a2then field :22F::STCO/[8c]/PHYS is...

Present Mandatory

Not Present Optional

C8

If the Activity Flag (field :17B::ACTI) in sequence B Sub-safekeeping Account indicates no information to bereported, ie, N, then subsequence B1 Financial Instrument must not be present. Subsequence B1 Financial Instrumentis otherwise mandatory (Error code(s): E69).


Sequence Aif field

:17B::ACTI is...

thensequence B

is...

in every occurrence of

sequence Bif field

:17B::ACTI is...

in the same occurrence of sequence Bthen subsequence B1 is...


Y Mandatoryi.e. minimum one occurrence

N Not allowed

Not present Mandatoryi.e. minimum one occurrence




MT 536 Usage RulesThis statement is used by the account servicer to report on increases and decreases of holdings which are held for theaccount owner.The frequency of the statement must be bilaterally agreed between the account servicer and the account owner.The optional balance fields are available to provide opening and closing balances per security within the holding.Since a SWIFT message as sent is restricted to the maximum input message length, several messages may be needed to accommodate all the information.



FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

DEFINITION




CODES






FORMAT



PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES





FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION






FORMAT


PRESENCE

Mandatory

DEFINITION


CODES






CODES





USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION









7. Field 69a: Period: Statement Period

FORMAT

Option A :4!c//8!n/8!n (Qualifier) (Date) (Date)Option B :4!c//8!n6!n/8!n6!n (Qualifier) (Date) (Time) (Date) (Time)

PRESENCE

Mandatory

QUALIFIER



1 M STAT N A, B Statement Period

DEFINITION


STAT Statement Period Period on which the statement is reporting.





FORMAT


PRESENCE

Optional



QUALIFIER





DEFINITION






CODES








CODES







FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





USAGE RULES



FORMAT


PRESENCE


QUALIFIER



1 M PREV N C5 C6

C Previous Reference


DEFINITION







FORMAT

Option S 16c

PRESENCE




DEFINITION


CODES


LINK Linkages.


FORMAT


(Account Number)

PRESENCE

Mandatory

QUALIFIER




DEFINITION





CODES












14. Field 17B: Flag: Activity Flag

FORMAT


PRESENCE

Mandatory

QUALIFIER




2 M CONS N B Sub-safekeeping Statement

DEFINITION



CONS Sub-safekeeping Statement

Statement reporting on sub-safekeeping accounts.

CODES


N No.



Y Yes.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


SUBSAFE Sub-safekeeping account.




FORMAT


(Account Number)

PRESENCE

Conditional (C7 C8)

QUALIFIER




DEFINITION



Sub-safekeeping account that holds the securities.


CODES












USAGE RULES

This field reports on a sub-safekeeping account and is used for a consolidated statement when bilaterally agreed betweensender and receiver.

18. Field 17B: Flag

FORMAT


PRESENCE

Conditional (C7 C8)

QUALIFIER



1 O ACTI N C7 C8

B Activity Flag

DEFINITION



CODES


N No

Y Yes


FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES




FORMAT



PRESENCE


DEFINITION





USAGE RULES










FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION




CODES








CODES








USAGE RULES


22. Field 94B: Place: Source of Price

FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





CODES


LMAR Local Market Source of price quotation is the local market of issue.




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







24. Field 93B: Balance



FORMAT


PRESENCE

Optional

QUALIFIER



1 O FIOP N B First Opening Balance

or INOP N B Intermediary Opening Balance

2 O FICL N B Final Closing Balance

or INCL N B Intermediary Closing Balance

DEFINITION


FIOP First Opening Balance

The opening balance of the financial instrument in the statement (may consistof several pages).

INOP IntermediaryOpening Balance

Opening balance of this page only. Must be the intermediary closing balanceof the previous page (part of the same statement).

FICL Final Closing Balance

The closing balance of the financial instrument in the statement (may consistof several pages).

INCL IntermediaryClosing Balance

Closing balance of this page only. Must be the intermediary opening balanceof the next page (part of the same statement).

CODES








The integer part of Balance must contain at least one digit. The decimal comma is mandatory and is included in themaximum length (Error code(s): T40, T43).


USAGE RULES

Sign must be present when Balance is negative.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


TRAN Transaction.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages.




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER











or ASRF N C Account Servicer Reference

DEFINITION





TRRF Deal Reference Reference assigned to the trade by the Investment Manager OR theBroker/Dealer. This reference will be used throughout the trade life cycle toaccess/update the trade details.

COMM Common Reference Unique reference agreed upon by the Investment Manager AND theBroker/Dealer to identify the trade. This reference should be passed down andup the whole life cycle of the transaction.

ASRF Account Servicer Reference

Reference assigned to the reported transaction by the account servicer.




FORMAT

Option S 16c

PRESENCE

Mandatory



DEFINITION


CODES


LINK Linkages.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


TRANSDET Transaction Details.


FORMAT

Option B :4!c/[8c]/4!c[/30x] (Qualifier) (Data Source Scheme) (Place Code) (Narrative)Option F :4!c//4!c/4!a2!a2!c[3!c]] (Qualifier) (Place) (BIC/BEI)

PRESENCE

Optional

QUALIFIER








DEFINITION


TRAD Place of Trade Place at which the order is to be or was traded.



CODES

If qualifier is TRAD, when Data Source Scheme is not present, Place Code must contain one of the following codes:

EXCH Stock Exchange Place of trade is a stock exchange.

OTCO Over the Counter Place of trade is over the counter.

PRIM Primary market Place of trade is the primary market.

SECM Secondary market Place of trade is the secondary market.

CODES

If qualifier is SAFE, in option B, when Data Source Scheme is not present, Place must contain the following code:


CODES

If qualifier is SAFE , in option F, Place must contain one of the following codes:









USAGE RULES

When qualifier is TRAD and Place Code is OTCO, Narrative must specify the system. When Place Code is EXCH, Narra-tive must specify the Market Identifier Code (MIC).

32. Field 36B: Quantity of Financial Instrument: Posting Quantity

FORMAT


PRESENCE


QUALIFIER



1 M PSTA N B Posting Quantity

DEFINITION


PSTA Posting Quantity Quantity which was credited or debited.

CODES










FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






USAGE RULES



FORMAT




PRESENCE

Optional

QUALIFIER



1 O PSTA N C2 A Posting Amount


DEFINITION


PSTA Posting Amount Amount which has been/is to be credited or debited.







USAGE RULES



FORMAT


PRESENCE




QUALIFIER



1 M TRAN N F Transaction Indicator



4 O CAEV N F Corporate Action Event Indicator

or SETR N F Type of Settlement Transaction


6 O STCO R N C9 F Settlement Transaction Condition








14 O MACL N F Market Side Indicator

15 O BLOC N F Block Trade Indicator



DEFINITION


TRAN Transaction Indica-tor

Type of activity to which this transaction relates.

REDE Receive/Deliver Indicator

Whether a delivery or receipt of securities.



PAYM Payment Indicator Whether the securities movement is free or against payment.

CAEV Corporate ActionEvent Indicator

Type of corporate event to which the movement relates.

SETR Type of Settlement Transaction

Type of settlement transaction contained in the settlement details of the message.

TRCA Party Capacity Indi-cator

Party which has a specific role in the settlement of the transaction.

STCO Settlement Transac-tion Condition

Conditions under which the trade is to be settled.

STAM Stamp Duty Exemp-tion Indicator

Indicates the stamp duty type or exemption reason applicable to the settlement transaction.

RTGS SecuritiesReal-Time Gross Settlement Override Indicator

Indicates whether the settlement transaction is standing arrangement to besettled settle through an RTGS or a non RTGS system. system for securities is overridden or not.

REGT Registration Over-ride Indicator

Indicates whether the standing arrangement for registration is to be done onreceipt overridden or not.

BENE Beneficial Owner-ship Override Indi-cator

Indicates whether there is change of beneficial ownership the standing arrange-ment for the beneficial ownership is overridden or not.

CASY Cash SettlementSystem Indicator

Indicates what cash settlement system is instructed to be used.

CASY Cash SettlementSystem Override Indicator

Indicates whether the standing arrangement for the cash settlement system is overridden or not.

TCPI Tax Capacity Party Indicator

Indicates the tax role capacity of the instructing party. Only applicable in agent- CSD or participant - ICSD communication.

REPT Repurchase Type Indicator

Indicates the type of repurchase concerned by the transaction.

MACL Market Side Indica-tor

Indicates whether an instruction is a market side or a client side transaction.

BLOC Block Trade Indica-tor

Indicates whether the settlement instruction is a block parent or children.


SETS Settlement System Indicator

Indicates whether the settlement transaction is to be settled through the defaultor the alternate settlement system.



CODES

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

EXER Exercised For derivatives, an option or future which is exercised.

EXPI Expired For derivatives, an option or future which is expired.

KNOC Knocked out For derivatives an option or future which is knocked out (expired worthless).

PHYS Physical The securities are to be physically settled.

CLEN Tax exempt Clean, tax-exempt, status bonds are to be settled (Japanese government bonds).

DIRT Non tax-exempt Dirty, non-tax exempt, status bonds are to be settled (Japanese government bonds).

DLWM Delivery Without Matching

The delivery instruction does not require a matching receipt instruction on theconcerned market (only for the concerned ICSD and CSD).

DRAW Drawn Settlement on drawn securities.

FRCL Free Clean Settle-ment

The delivery will be made free of payment but a clean payment order will be sent.

NPAR No Partial Settle-ment Allowed

Partial settlement is not allowed.

PART Partial Settlement Partial settlement is allowed.

SPCS Split Currency Settlement

Settlement is in two different currencies.

SPDL Special Delivery Trade to be settled with special delivery.

SPST Split Settlement When cash and securities settle in different locations.

UNEX Unexposed Delivery cannot be effected until cash is received.

CODES

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

BSBC Buy Sell BackClosing Leg

The transaction relates to a buy sell back closing leg.

BSBO Buy Sell BackOpening Leg

The transaction relates to a buy sell back opening leg.

COLL Collateral The transaction relates to collateral in the form of securities.

CONV DR Conversion The settlement transaction is part of a DR conversion operation.



ISSU DR Issue The settlement transaction is part of a DR issue operation.

OWNE External Account Transfer

Account transfer involving more than one instructing party (messages sender)and/or account servicer (messages receiver).

OWNI Internal Account Transfer

Account transfer involving one instructing party (messages sender) at oneaccount servicer (messages receiver).

MKDW Mark-up Relates to the decrease of positions held by an ICSD at the common depositorydue to custody operations (repurchase, pre-release, proceed of corp. event realigned).

MKUP Mark-down Relates to the increase of positions held by an ICSD at the common depositorydue to custody operations (repurchase, pre-release, proceed of corporate event realigned).

NETT Netting The transaction relates to the netting of settlement instructions.

NSYN Non Syndicated Issue of medium and short term paper (CP, CD, MTN, notes...) under aprogram and without syndication arrangement.

PAIR Pairoff The transaction is part of a pairoff.

PLAC Placement The transaction is part of a placement.

REAL Realignement Realignment of positions between ICSD depositories.

REDM Redemption (Funds) Redemption of Funds (Funds Industry ONLY).

REDI Withdrawal The transaction involves the withdrawal of specified amounts from specified sub-accounts.

RELE Release of DRInto/From Local

The settlement transaction is part of a release (into/from local) of DR opera-tion.

REPU Repo The transaction relates to a repo or reverse repo.

RODE Return of deliverywithout matching.

Refers to the return of securities resulting from a decayed/rejected deliverywithout matching operation.

RPTO Reporting The transaction is for reporting purposes only.

SECB Securities Borrow-ing

The transaction is part of a securities borrowing operation.

SECL Securities Lending The transaction is part of a securities lending operation.

SUBS Subscription (Funds)

Subscription to funds (Funds Industry ONLY).

TRAD Trade The transaction relates to the settlement of a trade (default, most common settlement).

SYND Syndicated Issue of securities (bonds, warrants, equities...) through a syndicate of under-writers and a Lead Manager.



TRPO Triparty Repo Relates to a triparty repo.

TURN Turnaround The transaction is part of a turnaround: the same security is bought and sold tosettle the same, to or from different brokers.

BLCH Block Trade Child The transaction is a block trade child.

BLPA Block Trade Parent The transaction is a block trade parent.






OWNE External OwnAccount Transfer

The transaction is an external account transfer.

OWNI Internal OwnAccount Transfer

The transaction is an own account transfer.









CODES

If Qualifier is REDE, Indicator must contain one of the following codes (Error code(s): T04):

DELI Deliver This field indicates if the securities have been debited from the safekeeping account.

RECE Receive This field indicates if the securities have been credited to the safekeeping account.



CODES

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

ACTV Trading status: Active Trading in the security has commenced or security has been re-activated after a suspension in trading.

ATTI Attachment The combination of different security types to create a unit. Units are usuallycomprised of warrants and bond or warrants and equity.Securities may be combined at the request of the security holder or based onmarket convention.

BIDS Repurchase Offer Issuer bid; Reduction of circulating shares; Reverse Rights.Offer by the Issuing Company to existing shareholders to repurchase thecompany’s own shares or other securities convertible into shares. Repurchaseoffer may include the distribution of renounceable or nonrenounceable rights. Objective of this offer is a reduction in the number of outstanding shares.

BONU Bonus Issue Attribution Gratuite (FR); Scrip Issue (GB); Capitalisation Issue.Security holders are awarded additional assets free of payment from the issuer in proportion to their holding. A bonus issue is typically represented by shares,rights, or warrants. Nominal value does not change. Holder may be offeredchoice of form.

BPUT Put Redemption Early redemption of a bond at the election of the bondholder subject to the termsand condition of the issue.

BRUP Bankruptcy Legal status of a company unable to pay creditors. Bankruptcy involves formalcourt ruling. Securities may become valueless.

BSPL Bonus Share Plan Typically found in Australia, shares are issued from the Share Premium Reserveof the company and are considered as a capital distribution rather than a disbursement of income, with different tax implications.

CAPG Capital Gains Distribu-tion

The distribution of profits resulting from the sale of securities. Shareholders ofMutual Funds, Unit Trusts, or Sicavs are recipients of capital gains distributionsand are often reinvested in additional shares of the fund.

CHAN Change Information regarding a generic change, eg, change in the terms of an issue,change in the identification of a security, change of board lot, change fromglobal to definitive.

CLSA Class Action Class action filing; Proposed Settlement.Situation where interested parties seek restitution for financial loss. Securityholder may be offered the opportunity to join a class action proceeding andwould therefore need to respond with an instruction.

CONS Consent Solicitation of shareholders consent.Procedure aimed at obtaining consent of holders to proposal by issuer or a thirdparty without a formal general meeting.

CONV Conversion Conversion or optional exchange of securities (generally convertible bonds orpreferred shares) into a set number of another form of securities (usuallycommon shares) at a pre-stated price.



COOP Company Option A Company Option may be granted by the company, allowing the holder to takeup shares at some future date(s) at a pre arranged price in the company. Acompany may not grant options which enable the holder to take up unissuedshares at a time which is five or more years from the date of the grant. Optionholders are not members of a company. They are contingent creditors of acompany and hence may, in some instances, be entitled to vote on and be boundby a scheme of arrangement between the creditors and the company. As manyoptions have multiple exercise periods a company option will either lapse orcarry on to the next expiry date.

CPNR Adjustment of Interest Rate

The announcement of the current coupon rate for a floating or adjustable rate security.

CPST Coupon Stripping Coupon stripping is the process whereby interest coupons for future paymentdates are separated from the security corpus that entitles the holder to the princi-pal repayment.

DECR Decrease in Value Reduction of the share capital and face value of a single share. The number ofthe circulating shares remains unchanged. May include a capital pay-out to shareholder.

DETI Detachment Separation of the constituent components that comprise a security - usually unitscomprised of warrants and bond or warrants and equity. Units may be broken upat the request of the security holder or based on market convention.

DFLT Bond Default Non payment of interest or non payment of debt principal when due.

DLST Trading Status: Delisted Security is no longer able to comply with the listing requirements of a stockexchange and is removed from official board quotation.

DRAW Drawing Redemption in part before the scheduled final maturity date of a security.Drawing is distinct from partial call in that drawn bonds are chosen by lotteryand results are confirmed to bondholder.

DRIP Dividend Reinvestment Dividend payment type where cash dividend is rolled over into additional sharesin the issuing company.

DTCH Dutch Auction, Bid Tender

Similar to a tender offer, a dutch auction is an action by a party wishing toacquire a particular security. Current holders of the targeted security are invitedto make an offer, within a specific price range, in which they would be willing tosell their holdings. Acquiring party would then seek to purchase security fromthe holders with the lowest offer. A bid tender has no incremental price range, ie,the holder may bid at any price.

DVCA Cash Dividend A distribution of cash to shareholders, in proportion to their equity holding. Ordinary dividends are recurring and regular. Shareholder must take cash and isnot offered a choice in the form of distribution.

DVOP Dividend Option Distribution of a dividend to shareholder with the choice of payment method. Shareholder must choose the form of payment - stock, cash, or both.

DVSC Scrip Dividend Dividend paid in the form of scrip (temporary certificate) which represents thecompany’s promise to pay a cash dividend. Occurs when earnings are sufficientbut issuer wishes to conserve cash holdings. Shareholder is not offered a choice.



DVSE Stock Dividend A dividend paid to shareholders in the form of shares of stock in the issuingcompany or in another company. Shareholder must take stock and is not offereda choice in the form of distribution.

EXOF Exchange Offer Exchange offer; Capital Reorganisation; Offer to shareholders to exchange their holdings for other securities and/or cash.Exchange offers are usually voluntary involving the exchange of an outstanding security for a different security or securities and/or cash.

EXOP Exchange Option Option for shareholders to exchange their securities for other securities and/orcash. Exchange options are mentioned in the Terms and Conditions of a securityand are valid during the whole lifetime of a security.

EXRI Call on Rights Call/exercise on nil-paid securities/rights resulting from a rights distribution(RHDI) (To be used for the second event in case rights issue is dealt with in 2events, first event being the RHDI).

EXTM Maturity extension As stipulated in a bond’s Terms and Conditions, the issuer or the bond-holdermay prolong the maturity date of a bond. After extension, the security may differfrom original issue. (new rate or maturity date) May be subject to bondholder’s approval.

EXWA Warrant Exercise Warrant conversion.Option offered to holders to buy (call warrant) or to sell (put warrant) a specificamount of stock, cash, or commodity, at a predetermined price, during a prede-termined period of time (which usually corresponds to the life of the issue).

INCR Increase in Value Increase of the share capital. The face value of the single share is changedwithout modification of the number of shares in circulation. May include acapital payout to shareholder.

INDE Instalment Default Non payment of a call by the beneficial owner, resulting in either a court actionby the issuer or the sale of the securities to recover costs and/or a forfeit ofpartially paid securities.

INTR Interest Payment Regular interest payment only in cash, distributed to holders of an interestbearing asset. According to the terms of the issue, a bondholder may be able toelect the currency interest is paid in.

LIQU Liquidation Liquidating dividend/Liquidation consist of a distribution of cash, assets, orboth. Debt may be paid in order of priority based on preferred claims to assets specified by the security. Security holder may be able to choose form of liquida-tion distribution.

MCAL Full Call Issuer’s right to redeem bonds or preferred stock before maturity (if any).

MEET Annual General Meeting Annual general meeting.

MRGR Merger Mandatory or voluntary exchange of outstanding securities as the result of twoor more companies combining assets. Cash payments may accompany share exchange.

NAME Name Change The issuing company changes it’s name. Event shows the change from old nameto new name and may involve surrendering physical shares with the old name tothe registrar.

ODLS Odd Lot Sale Sale of odd-lot back to the issuing company.



ODLT Odd Lot Offer Offer by issuer to allow holders of an odd lot of a security to order a commis-sion-free transaction, at market price, to sell the odd lot, or to buy an amount ofshares which will bring the position to a round lot (board lot).

OMET Ordinary General Meeting

Ordinary general meeting.

OTHR OTHE

Other event Other event.

PARI Pari-Passu Assimilation. Occurs when securities with different characteristics, eg, shareswith different entitlements to dividend or voting rights, become identical in allrespects, ie, pari-passu. May be scheduled in advance, eg, shares resulting from abonus may become fungible after a pre-set period of time, or result from outsideevents, eg, merger, reorganisation, issue of supplementary tranches, etc.

PCAL Partial Call Securities of an issue are redeemed in part before their scheduled final maturitydate. The outstanding amount of securities will be reduced proportionally. Eventtype assumes call is based on a specific percentage of holding.

PDEF Partial Defea-sance/Pre-funding

Issuer has money set aside to redeem a portion of an issue and the indenturestates that the securities could be called earlier than the stated maturity.

PINK Pay In Kind Interest payment, in any kind except cash, distributed to holders of an interestbearing asset.

PLAC Place of Incorporation Changes in the state of incorporation for US companies and changes in the placeof incorporation for foreign companies. Where shares need to be registered following the incorporation change, the holder(s) may have to elect the registrar.

PPMT Instalment Call Increase of share capital through additional payment on face value of partly-paidshares, with part payments in several instalments.

PRII Interest Payment with Principle

Payment of a portion of the principal of an interest bearing asset, in addition tothe interest payment.

PRIO Priority Issue Form of open or public offer where priority is given to existing shareholders dueto limited amount of securities available in the offer. Shareholders can buy atype of security during a short period of time.

REDM Final Maturity Repayment in full of a debt security, an investment trust or a preferred stockissue, at stated maturity.

REDO Redenomination Event by which the unit (currency and/or nominal) of a debt is restated, eg, adebt in a national currency unit is restated in euro.

REMK Remarketing Agreement After the collapse of a perpetual floating rate note, the bond issuers negotiate an interest rate with bond holders. If agreement is reached. bond will continue at theagreed rate. If agreement is not reached, bond holders have the right to redeemthe bond.

RHDI Rights Distribution The distribution of rights to shareholders, in proportion to their equity holding.

RHTS Rights Issue Subscription Rights, Rights offer, Open offer. Privilege granted to existing shareholders of a company to subscribe to shares of a new issue againstpayment. Generally before securities are offered to the general public. Rights areoften tradable in a secondary market.



SCOP Suspension of CorporateAction Privilege

Suspension of conversion of securities generally a couple of weeks before ameeting takes place.

SHPR Shares Premium Divi-dend

This corporate event pays shareholders an amount in cash issued from the sharespremium reserve. It is similar to a dividend but with different tax implications. (different than BSPL as BSPL results in new shares while SHPR results in cashtaken from the premium reserve instead of shares).

SMAL Smallest Negotiable Unit Modification of the smallest negotiable unit of shares in order to obtain a new negotiable unit.

SOFF Spin-Off Demerger; Distribution; Unbundling.A distribution of subsidiary stock to the shareholders of the parent companywithout a surrender of shares. Spin-off represents a form of divestiture resultingin an independent company. Normally this is without cost to the parent issue shareholder.

SPLF Stock Split Change in nominal value; Subdivision. The increase in a corporation’s numberof outstanding shares of stock without any change in the shareholder’s equity orthe aggregate market value at the time of the split. Stock price and nominal valueare reduced accordingly.

SPLR Reverse Stock Split Change in nominal value; Consolidation. Decrease in number of outstandingshares of stock without any change in the shareholder’s equity or the aggregatemarket value at the time of the split. Stock price and nominal value are reduced accordingly.

SUSP Trading Status: Suspended

Trading in the security has been suspended.

TEND Tender Acquisition; Take-over; Offre publique de retrait (FR); Purchase Offer;Buy-back. An offer made to shareholders requesting them to sell (tender) theirshares for a specified price usually at a premium over prevailing market price. Generally, the objective of a tender offer is to take control of the target company.

TREC Tax Reclaim Event related to tax reclaim activities.

XMET Extraordinary General Meeting

Extraordinary general meeting.

CODES

If Qualifier is PAYM, Indicator must contain one of the following codes:

APMT Against Payment.

FREE Free of Payment.



CODES

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

BOLE Borrowing/Lending Activity.

COLL Collateral Activity.

CORP Corporate Action Activity.

SETT Settlement and Clearing Activity.

CODES

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




CODES

When Qualifier is STAM, the Data Source Scheme should be used to indicate the stamp duty type or reason, eg, in theUnited Kingdom and Ireland (CRST), in South Africa (STRA), etc.

CODES








CODES






CODES






CODES




CHEC Cheque


GBSC CHAPS (UK)





USCH CHIPS (US)

USFW Fedwire (US)


CODES




CODES










CODES

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

MAKT The Instruction is a market side transaction.

CLNT The instruction is a client side transaction.



CODES

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

BLCH The transaction is a block trade child.

BLPA The transaction is a block trade parent.

CODES







CODES




USAGE RULES

The code OTHR should only be used in case no other corporate action event code is appropriate.

The code OTHE should only be used in case no other corporate action event code is appropriate.

The code CHAN should only be used in case no other corporate action event code is appropriate and only for an eventwhich relates to a change.

The code REDM should only be used when the redemption is decided by the issuer and not by the holders.

Use of BLOC (Block Trade) is subject to bilateral agreement between the receiver and sender of the concerned messages.


In case of reversal a previously reported movement, the receive/delivery indicator should be the opposite of the reversed previously reported movement. Ex: if the original movement was a securities credit in the account (22H::REDE//RECE),field 22H::REDE//DELI should indicate the reversal). The Movement Satus Field 25D::MOVE//REVE indicates that the movement is executed following a reversal.




FORMAT

Option A :4!c//8!n (Qualifier) (Date)Option C :4!c//8!n6!n (Qualifier) (Date) (Time)Option B :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Date Code)

PRESENCE


QUALIFIER



1 M ESET N A, C Effective Settlement Date/Time

2 O SETT N A, B, C Settlement Date/Time

3 O TRAD N A, B, C Trade Date/Time

DEFINITION


ESET Effective Settlement Date/Time

Date/time on which the settlement effectively took place.


Settlement date/time on which the securities were to be exchanged.

TRAD Trade Date/Time Date/time on which the deal was agreed.

CODES

In option B, if Qualifier is SETT and Data Source Scheme is not present, Date Code must contain one of the following codes:

SEOP Seller’s option Settlement was completed at the seller’s option.

TBAT To be Announced Settlement was done as a result of a ’to be announced’ trade.

WDIS Distributed Settlement was done when the security was distributed.

WIDI Issued or Distributed

Settlement was done when the security was issued or distributed.



WISS Issued Settlement was done when the security was issued.

CODES

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

VARI Partial Trades




37. Field 25D: Status Code: Movement Status

FORMAT


PRESENCE

Optional

QUALIFIER



1 O MOVE N D Movement Status

DEFINITION


MOVE Movement Status Status of the reported movement.

MOVE Movement Status Status of the movement of the securities in this transaction.



CODES

Status Code must contain the following code:

REVE Reversal The reported movement is a reversal of a previously reported movement.

38. Field 70E: Narrative: Transaction Details Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O TRDE N E Transaction Details Narrative

DEFINITION


TRDE Transaction Details Narrative

Additional details on the transaction, not included within structured fields ofthis message.


FORMAT

Option R 16c

PRESENCE




DEFINITION


CODES




FORMAT

Option C :4!c//2!a (Qualifier) (Country Code)Option P :4!c//4!a2!a2!c[3!c] (Qualifier) (BIC/BEI)Option R :4!c/8c/34x (Qualifier) (Data Source Scheme) (Proprietary Code)Option Q :4!c//4*35x (Qualifier) (Name & Address)

PRESENCE


QUALIFIER



1 M BUYR N C3, C4 C5 P, Q, R Buyer

or DEAG N C3 C3, C4 P, Q, R Delivering Agent

or DECU N C3, C4 C5 P, Q, R Deliverer’s Custodian

or DEI1 N C3, C4 C5 P, Q, R Deliverer’s Intermediary 1











or DEI9 N C3 P, Q, R Deliverer’s Intermediary 9

or PSET N C3 C, P, Q Q, R Place of Settlement

or REAG N C3 C3, C4 P, Q, R Receiving Agent

or RECU N C3, C4 C5 P, Q, R Receiver’s Custodian

or REI1 N C3, C4 C5 P, Q, R Receiver’s Intermediary 1








or REI9 N C3 P, Q, R Receiver’s Intermediary 9

or SELL N C3, C4 C5 P, Q, R Seller

DEFINITION


BUYR Buyer.

DEAG Delivering Agent.

DECU Deliverer’s Custodian.

DEI1 Deliverer’s Intermediary 1.











PSET Place of Settlement.

REAG Receiving Agent.

RECU Receiver’s Custodian.

REI1 Receiver’s Intermediary 1.









SELL Seller.

Country Code specifies in physical settlement transactions the country of settlement. This allows the custodian to direct instructions to a local agent in the country of settlement.







FORMAT


(Account Number)



PRESENCE

Conditional (C6 C7)

QUALIFIER




DEFINITION



Safekeeping account held by the party specified in this sequence.


CODES











FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option S 16c

PRESENCE

Mandatory



DEFINITION


CODES


TRAN Transaction.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option S 16c

PRESENCE


DEFINITION




CODES


SUBSAFE Sub-safekeeping Account.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option P :4!c//4!a2!a2!c[3!c] (Qualifier) (BIC)Option R :4!c/8c/34x (Qualifier) (Data Source Scheme) (Proprietary Code)Option Q :4!c//4*35x (Qualifier) (Name & Address)

PRESENCE

Optional

QUALIFIER







DEFINITION






BIC specifies the Bank Identifier Code.



The BIC must be a SWIFT registered address, either connected or non-connected (Error code(s): T27, T28, T29, T45).


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 537 Statement of Pending Transactions


This message is used to provide, as at a specified time, the details of pending increases and decreases of holdings, for all orselected 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, ie, the MT 549 Request for State-ment/Status Advice and to report that there are no pending transactions.


MT 537 Statement of Pending Transactions





M 28E Page Number/Continuation Indicator

5n/4!c 2

O 13a 13A





----->


-----|----->

M 22a 4!c Indicator (see qualifier description) F or H 7














M 17B ACTI Flag Activity Flag :4!c//1!a 13



-----> Repetitive Optional Sequence B Status

M 16R Start of Block STAT 15

M 25D 4!c Status (see qualifier description) :4!c/[8c]/4!c 16

-----> Repetitive Optional Subsequence B1 Reason

M 16R Start of Block REAS 17

M 24B 4!c Reason (see qualifier description) :4!c/[8c]/4!c 18

O 70D REAS Narrative Reason Narrative :4!c//6*35x 19

M 16S End of Block REAS 20

-----| End of Subsequence B1 Reason-----> Repetitive Mandatory Subsequence B2 Transaction

M 16R Start of Block TRAN 21

-----> Repetitive Mandatory Subsequence B2a Linkages










-----| End of Subsequence B2a LinkagesOptional Subsequence B2b Transaction Details


----->

O 94a 4!c Place (see qualifier description B or F 27

-----|


[ISIN1!e12!c][4*35x]

28


Posting Quantity :4!c//4!c/15d 29

----->


-----|----->

M 22a 4!c Indicator (see qualifier description) H or F 31

-----|----->

M 98a 4!c Date/Time (see qualifier description) A, B or C 32

-----|


:4!c//10*35x 33

-----> Repetitive Optional Subsequence B2b1 Settlement Parties

M 16R Start of Block SETPRTY 34

M 95a 4!c Party (see qualifier description) C, P, R or Q 35


M 16S End of Block SETPRTY 37

-----| End of Subsequence B2b1 Settlement Parties

M 16S End of Block TRANSDET 38





End of Subsequence B2b Transaction Details

M 16S End of Block TRAN 39

-----| End of Subsequence B2 Transaction

M 16S End of Block STAT 40

-----| End of Sequence B Status----->Repetitive Optional Sequence C Transactions

M 16R Start of Block TRANS 41

-----> Repetitive Mandatory Subsequence C1 Linkages






-----| End of Subsequence C1 LinkagesOptional Subsequence C2 Transaction Details


----->

O 94a 4!c Place (see qualifier description) B or F 47

-----|


ISIN1!e12!c4*35x

48


Posting Quantity :4!c//4!c/15d 49

----->


-----|----->

M 22a 4!c Indicator (see qualifier description) H or F 51





-----|----->


-----|


:4!c//10*35x 53

-----> Repetitive Optional Subsequence C2a Settlement Parties

M 16R Start of Block SETPRTY 54

M 95a 4!c Party (see qualifier description) C, P, R or Q 55


M 16S End of Block SETPRTY 57

-----| End of Subsequence C2a Settlement Parties

M 16S End of Block TRANSDET 58

-----| End of Subsequence C2 Transaction DetailsRepetitive Optional Subsequence C3 Status

M 16R Start of Block STAT 59

M 25D 4!c Status (see qualifier description) :4!c/[8c]/4!c 60

-----> Repetitive Optional Subsequence C3a Reason

M 16R Start of Block REAS 61

M 24B 4!c Reason (see qualifier description) :4!c/[8c]/4!c 62

O 70D REAS Narrative Reason Narrative :4!c//6*35x 63

M 16S End of Block REAS 64

-----| End of Subsequence C3a Reason

M 16S Start of Block STAT 65

-----| End of Subsequence C3 Status

M 16S End of Block TRANS 66





-----| End of Sequence C TransactionOptional Sequence D Additional Information

-----| End of Sequence B StatusOptional Sequence C Additional Information


----->


-----|


End of Sequence D C Additional Information



In sequence A General Information, if the Activity Flag (field :17B::ACTI) indicates no information to be reported, ie,N, then sequence B Status and Sequence C Transactions must not be present (Error code(s): E66).

If the Activity Flag (field :17B::ACTI) indicates that there is information to be reported, ie, Y and Statement StructureType Indicator is per statuses (field :22H::STST//STAT), then sequence B Status is mandatory and sequence C Trans-actions is not allowed (Error code(s): E66).

If the Activity Flag (field :17B::ACTI) in sequence A General Information indicates that there is information to bereported, ie, Y and Statement Structure Type Indicator is per transactions (field :22H::STST//TRAN), then sequence BStatus is not allowed and sequence C Transactions is mandatory.(Error code(s): E66)

Sequence Aif field :17B::ACTI

is...

and sequence Afield :22H::STST is

Then sequence B is... And sequence C is...

N STAT Not allowed Not allowed

N TRAN Not allowed Not allowed

Y STAT Mandatory Not allowed

Y TRAN Not allowed Mandatory



C1

If the Activity Flag (field :17B::ACTI) in sequence A General Information indicates no information to be reported, ie,N, then sequence B Status must not be present. Sequence B Status is otherwise mandatory (Error code(s): E66).

Sequence A if field :17B::ACTI is...

Sequence B is...

N Not allowed

Y Mandatory

C2

If the instruction is against payment (:22H::PAYM//APMT) then it is mandatory to specify a posting amount (field:19A::PSTA). This rule applies to subsequence B2b and C2 (Error code(s): E83).

Sequence B2bif field :22H::PAYM is...

Sequence B2bthen field :19A::PSTA is...

Subsequence B2b if field :22H::PAYM is...

Subsequence B2b then field :19A::PSTA is...

APMT Mandatory

Not = APMT Optional

not equals APMT Optional

Sequence C2if field :22H::PAYM is...

Sequence C2then field :19A::PSTA is...

APMT Mandatory

Not = APMT Optional

C3

The following party fields cannot appear more than once in the same occurrence of sequence B2b (Error code(s): E84):

Sequence B2b1

:95a::BUYR

:95a::DEAG

:95a::DECU



:95a::DEI1

:95a::DEI2

:95a::DEI3

:95a::DEI4

:95a::DEI5

:95a::DEI6

:95a::DEI7

:95a::DEI8

:95a::DEI9

:95a::PSET

:95a::REAG

:95a::RECU

:95a::REI1

:95a::REI2

:95a::REI3

:95a::REI4

:95a::REI5

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

The following party fields cannot appear more than once in the same occurrence of sequence C2 (Error code(s): E84):

Sequence C2a

:95a::BUYR

:95a::DEAG

:95a::DECU

:95a::DEI1

:95a::DEI2

:95a::DEI3



:95a::DEI4

:95a::DEI5

:95a::DEI6

:95a::DEI7

:95a::DEI8

:95a::DEI9

:95a::PSET

:95a::REAG

:95a::RECU

:95a::REI1

:95a::REI2

:95a::REI3

:95a::REI4

:95a::REI5

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

C4

If the instruction is a delivery (:22H::REDE//DELI in subsequence B2b) and the Settlement Parties sequence B2b1 isused, then it is mandatory to specify a receiving agent: one occurrence of Settlement Parties sequence B2b1 mustcontain party field :95a::REAG (Error code(s): E85).

If the instruction is a receipt (:22H::REDE//RECE in subsequence B2b) and the Settlement Parties sequence B2b1 isused, then it is mandatory to specify a delivering agent: one occurrence of Settlement Parties sequence B2b1 mustcontain party field :95a::DEAG (Error code(s): E85).

Sequence B2bif field :22H::REDE is ...

And if sequence B2b1 is ... Then in one occurrence ofsequence B2b1 field

:95a::REAG is ...




Sequence B2bif field :22H::REDE is ...

And if sequence B2b1 is ... Then in one occurrence ofsequence B2b1 field

:95a::DEAG is ...


If the instruction is a delivery (:22H::REDE//DELI in subsequence C2) and the Settlement Parties sequence C2a isused, then it is mandatory to specify a receiving agent: one occurrence of Settlement Parties sequence C2a mustcontain party field :95a::REAG (Error code(s): E85).

If the instruction is a receipt (:22H::REDE//RECE in subsequence C2) and the Settlement Parties sequence C2a is used,then it is mandatory to specify a delivering agent: one occurrence of Settlement Parties sequence C2a must containparty field :95a::DEAG (Error code(s): E85).

Sequence C2if field :22H::REDE is ...

And if sequence C2a is ... Then in one occurrence ofsequence C2a field :95a::REAG

is ...


Sequence C2if field :22H::REDE is ...

And if sequence C2a is ... Then in one occurrence ofsequence C2a field :95a::DEAG

is ...


C3

The following party fields cannot appear more than once in the same occurrence of subsequence B2b (Error code(s): E84):

Subsequence B2b1

:95a::BUYR

:95a::DEAG

:95a::DECU

:95a::DEI1

:95a::DEI2

:95a::DEI3

:95a::DEI4

:95a::DEI5

:95a::DEI6



:95a::DEI7

:95a::DEI8

:95a::DEI9

:95a::PSET

:95a::REAG

:95a::RECU

:95a::REI1

:95a::REI2

:95a::REI3

:95a::REI4

:95a::REI5

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

C4

If the instruction is a delivery (:22H::REDE//DELI in subsequence B2b) and the subsequence B2b1 Settlement Partiesis used, then it is mandatory to specify a receiving agent: one occurrence of subsequence B2b1 Settlement Parties mustcontain party field :95a::REAG (Error code(s): E85).

If the instruction is a receipt (:22H::REDE//RECE in subsequence B2b) and the subsequence B2b1 Settlement Partiesis used, then it is mandatory to specify a delivering agent: one occurrence of subsequence B2b1 Settlement Partiesmust contain party field :95a::DEAG (Error code(s): E85).

Subsequence B2b if field :22H::REDE is ...

and if subsequence B2b1 is ... then in one occurrence of subsequence B2b1 field

:95a::REAG is ...


Subsequence B2b if field :22H::REDE is ...

and if subsequence B2b1 is ... then in one occurrence of subsequence B2b1 field

:95a::DEAG is ...




C5

If sequence B2b is present: if a qualifier from the list Deliverers is present in a subsequence B2b1, in a field :95a::4!c,then all the remaining qualifiers following this qualifier in the list Deliverers (see below) must be present (Errorcode(s): E86).

In other words, in subsequence B2b1, B2b, the following scenarios must be validated:

If :95a::DEI9 is present in subseq B2b1, then :95a::DEI8 must be present in another subseq B2b1.If :95a::DEI8 is present in subseq B2b1, then :95a::DEI7 must be present in another subseq B2b1.If :95a::DEI7 is present in subseq B2b1, then :95a::DEI6 must be present in another subseq B2b1.If :95a::DEI6 is present in subseq B2b1, then :95a::DEI5 must be present in another subseq B2b1.If :95a::DEI5 is present in subseq B2b1, then :95a::DEI4 must be present in another subseq B2b1.If :95a::DEI4 is present in subseq B2b1, then :95a::DEI3 must be present in another subseq B2b1.If :95a::DEI3 is present in subseq B2b1, then :95a::DEI2 must be present in another subseq B2b1.If :95a::DEI2 is present in subseq B2b1, then :95a::DEI1 must be present in another subseq B2b1.If :95a::DEI1 is present in subseq B2b1, then :95a::DECU must be present in another subseq B2b1.If :95a::DECU is present in subseq B2b1, then :95a::SELL must be present in another subseq B2b1.

If a qualifier from the list Receivers is present in a subsequence B2b1, in a field :95a::4!c, then all the remaining quali-fiers following this qualifier in the list Receivers (see below) must be present.

In other words, in subsequence B2b1, B2b, the following scenarios must be validated:

If :95a::REI9 is present in subseq B2b1, then :95a::REI8 must be present in another subseq B2b1.If :95a::REI8 is present in subseq B2b1, then :95a::REI7 must be present in another subseq B2b1.If :95a::REI7 is present in subseq B2b1, then :95a::REI6 must be present in another subseq B2b1.If :95a::REI6 is present in subseq B2b1, then :95a::REI5 must be present in another subseq B2b1.If :95a::REI5 is present in subseq B2b1, then :95a::REI4 must be present in another subseq B2b1.If :95a::REI4 is present in subseq B2b1, then :95a::REI3 must be present in another subseq B2b1.If :95a::REI3 is present in subseq B2b1, then :95a::REI2 must be present in another subseq B2b1.If :95a::REI2 is present in subseq B2b1, then :95a::REI1 must be present in another subseq B2b1.If :95a::REI1 is present in subseq B2b1, then :95a::RECU must be present in another subseq B2b1.If :95a::RECU is present in subseq B2b1, then :95a::BUYR must be present in another subseq B2b1.

If sequence C2 is present: if a qualifier from the list Deliverers is present in a subsequence C2a, in a field :95a::4!c,then all the remaining qualifiers following this qualifier in the list Deliverers (see below) must be present (Errorcode(s): E86).

In other words, in subsequence C2, the following scenarios must be validated:

If :95a::DEI9 is present in subseq C2a, then :95a::DEI8 must be present in another subseq C2a.If :95a::DEI8 is present in subseq C2a, then :95a::DEI7 must be present in another subseq C2a.If :95a::DEI7 is present in subseq C2a, then :95a::DEI6 must be present in another subseq C2a.If :95a::DEI6 is present in subseq C2a, then :95a::DEI5 must be present in another subseq C2a.If :95a::DEI5 is present in subseq C2a, then :95a::DEI4 must be present in another subseq C2a.If :95a::DEI4 is present in subseq C2a, then :95a::DEI3 must be present in another subseq C2a.If :95a::DEI3 is present in subseq C2a, then :95a::DEI2 must be present in another subseq C2a.If :95a::DEI2 is present in subseq C2a, then :95a::DEI1 must be present in another subseq C2a.If :95a::DEI1 is present in subseq C2a, then :95a::DECU must be present in another subseq C2a.If :95a::DECU is present in subseq C2a, then :95a::SELL must be present in another subseq C2a.

If a qualifier from the list Receivers is present in a subsequence C2a, in a field :95a::4!c, then all the remaining quali-fiers following this qualifier in the list Receivers (see below) must be present.

In other words, in subsequence C2, the following scenarios must be validated:



If :95a::REI9 is present in subseq C2a, then :95a::REI8 must be present in another subseq C2a.If :95a::REI8 is present in subseq C2a, then :95a::REI7 must be present in another subseq C2a.If :95a::REI7 is present in subseq C2a, then :95a::REI6 must be present in another subseq C2a.If :95a::REI6 is present in subseq C2a, then :95a::REI5 must be present in another subseq C2a.If :95a::REI5 is present in subseq C2a, then :95a::REI4 must be present in another subseq C2a.If :95a::REI4 is present in subseq C2a, then :95a::REI3 must be present in another subseq C2a.If :95a::REI3 is present in subseq C2a, then :95a::REI2 must be present in another subseq C2a.If :95a::REI2 is present in subseq C2a, then :95a::REI1 must be present in another subseq C2a.If :95a::REI1 is present in subseq C2a, then :95a::RECU must be present in another subseq C2a.If :95a::RECU is present in subseq C2a, then :95a::BUYR must be present in another subseq C2a.













C6




:20C::PREV is...






C7

In subsequence B2b1, if field :95a::PSET is present, then field :97a::SAFE is not allowed in the same sequence. (Errorcode(s): E52).

Subsequence B2b1if field :95a::PSET is...

Subsequence B2b1then field :97a::SAFE is...



In subsequence C2a, if field :95a::PSET is present, then field :97a::SAFE is not allowed in the same sequence. (Errorcode(s): E52).

Subsequence C2aif field :95a::PSET is...

Subsequence C2athen field :97a::SAFE is...



C8

Within each occurrence of subsequence B1, the qualifier in field 24B must be the same as the code word (Status Code)used with the appropriate qualifier in field 25D of its surrounding sequence B(Error code(s): E37).

In each occurrence of Seq. B Status

In each occurrence of Subseq. B1 Reason (if present)

if field :24B:: is...

then in Seq. B Statusfield :25D:: must be... (*)

:24B::CAND :25D::IPRC//CAND

:24B::CANP :25D::IPRC//CANP

:24B::PACK :25D::IPRC//PACK

:24B::NMAT :25D::MTCH//NMAT

:24B::PEND :25D::SETT//PEND

:24B::PENF :25D::SETT//PENF

(*) if the Data Source Scheme is present in field :25D:: then the conditional rule does not apply.



Within each occurrence of subsequence C3a Reason, the qualifier in field 24B must be the same as the code word(Status Code) used with the appropriate qualifier in field 25D of its surrounding sequence C3 Status(Error code(s): E37).

In each occurrence of Seq. C3 Status

In each occurrence of Subseq. C3a Reason (if present)


then in Seq. C3 Statusfield :25D:: must be... (*)







C7

In subsequence B2b1, if field :95a::PSET is present, then field :97a::SAFE is not allowed in the same sequence. (Errorcode(s): E52).

Subsequence B2b1if field :95a::PSET is...

Subsequence B2b1then field :97a::SAFE is...



C8

Within each occurrence of subsequence B1, the qualifier in field 24B must be the same as the code word (Status Code)used with the appropriate qualifier in field 25D of its surrounding sequence B (Error code(s): E37).

















(*) if the Data Source Scheme is present in field :25D:: then the conditional rule does not apply.

MT 537 Usage RulesThis statement is used by the account servicer to report on all pending activity to the account owner:The frequency of the statement must be bilaterally agreed between the account servicer and the account owner.The statement can be sent reflecting all outstanding pending activity information or may contain only changes since the previously sent statement.Since a SWIFT message as sent is restricted to the maximum input message length, several messages may be needed to accommodate all the information.



FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT


PRESENCE

Mandatory

DEFINITION


CODES






FORMAT


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



USAGE RULES

Format Option J is only to be used in a DELTA statement (22F::CODE//DELT)


FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION






FORMAT




PRESENCE

Mandatory

DEFINITION


CODES




CODES





USAGE RULES



FORMAT


PRESENCE

Mandatory



QUALIFIER




2 M STAT N A, C Statement Date/Time

DEFINITION



Date/time at which the message was prepared.

STAT Statement Date/Time

Date/time on which the statement is based (reflecting the situation at that date).




7. Field 22a: 22F: Indicator

FORMAT


PRESENCE

Mandatory

PRESENCE

Optional

QUALIFIER








3 M STST N H Statement Structure Type Indicator

DEFINITION






STST Statement StructureType Indicator

Whether the statement is a reporting per statuses or per transactions.

CODES








CODES






CODES

If Qualifier is STST, Indicator must contain one of the following codes (Error code(s): T19):

STAT Statuses The statement is a reportig per statuses (Sequence B is to be used)

TRAN Transactions The statement is a reporting per transactions (Sequence C is to be used).


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



USAGE RULES



FORMAT


PRESENCE


QUALIFIER





DEFINITION









FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


(Account Number)

PRESENCE

Mandatory

QUALIFIER




DEFINITION







CODES











FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION


ACTI Activity Flag Whether information, eg, holdings or transactions, is reported in this statement



CODES


N No.

Y Yes.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


STAT Status.



16. Field 25D: Status

FORMAT


PRESENCE


QUALIFIER



1 M IPRC N D Instruction Processing Status

or MTCH N D Matching Status

or SETT N D Settlement Status

DEFINITION


IPRC Instruction Process-ing Status

Processing status (at account servicer level) of the pending settlement instruc-tion.

MTCH Matching Status Matching status of the pending settlement instruction.

SETT Settlement Status Settlement status of the pending settlement instruction/securities movement.

CODES

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

CAND Cancelled The instruction has been cancelled.

CANP Pending Cancellation A cancellation request from yourself for this instruction is pending, waiting forfurther processing.

CPRC Cancellation Request A cancellation request from your counterparty for this transaction is pending,waiting for your cancellation request.

PACK Acknowl-edged/Accepted

The instruction has been acknowledged/accepted for further processing by theaccount servicer (technical receipt). processing.



CODES

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

MACH Matched The instruction has been matched.

NMAT Unmatched The instruction has not been matched.

CODES

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

PEND Pending Settlement Deliver or receipt instruction is pending. Settlement at the instructed settlementdate is still possible.

PENF Pending/Failing Settlement

Deliver or receipt instruction is failing. Settlement at the instructed settlementdate is no longer possible.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


REAS Reason.

18. Field 24B: Reason

FORMAT

Option B :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Reason Code)



PRESENCE


QUALIFIER



1 M CAND N C8 B Cancellation Reason

or CANP N C8 B Pending cancellation reason

or NMAT N C8 B Unmatched Reason

or PACK N C8 B Acknowledgement Reason

or PEND N C8 B Pending Reason

or PENF N C8 B Pending/Failing Reason

DEFINITION


CAND Cancellation Reason Reason related instruction was cancelled.

CANP Pending Cancellation Reason

Reason related instruction for which a cancellation request was sent is pending.

NMAT Unmatched Reason Reason related instruction has a matching status unmatched.

PACK Acknowledgement Reason

Additional information on the Acknowledgement.

PEND Pending Reason Reason related instruction has a pending settlement status.

PENF Pending/Failing Reason

Reason related instruction has a failing settlement status.

CODES

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

AWMO Awaiting Money Securities delivered, but still awaiting money from counterparty.

AWSH Awaiting Securitiesfrom Counterparty

The securities have not been received yet from the counterparty (if receiveagainst payment trade, the cash has been delivered).



BATC Processing Batch Difference

The settlement is pending. The processing batch differs in the counterparty’s instruction, e.g. daytime/realtime versus overnight.

BENO Beneficial Owner-ship Disagreement

Disagreement in beneficial ownership.

BLOC Account Blocked Your account is blocked, no instruction can settle over the account.

CAIS Awaiting Securities Awaiting securities from corporate action issue or other procedures, eg, conversion, dematerialization, exchange, registration, stamping, splitting, etc.

CERT Wrong Certificate Numbers

Certificate number error.

CHAS Enquiry Sent Chaser/enquiry sent to agent or depository.

CLAC Counterparty Insuf-ficient Securities

Insufficient deliverable securities in counterparty’s account or counterpartydoes not hold securities.

CLHT Clearing House Trade

Instructed Settlement date does not agree with the settlement date on the Clear-ing House trade i.e. a specific type of trade in India.

CMON Counterparty Insuf-ficient Money

Insufficient money in counterparty’s account.

CPEC Counterparty In Receivership

Settlement is pending. The counterparty is in receivership (form of bankruptcywhere a court appointed person (the receiver) manages the affairs of the busi-ness).

COLL Securities Pledgedas Collateral

The securities are not deliverable as they are pledged as collateral.

CYCL Awaiting Next Settlement Cycle

Your instruction is confirmed in the local market or is ready for settlement, awaiting next settlement cycle.

DENO Unavailable Deliv-erable Denominated Quantity

The quantity instructed does not match the denomination available/deliverable. Physical securities need to be obtained in deliverable denominated quantities.

DEPO Refused Deposit forIssue of Depositary Receipts

The deposit of shares for the issuing of Depositary Receipts has been refused.The allotment for Depositary Receipts granted by the issuer is exceeded byyour transaction.

DISA Natural disaster The settlement is pending because of the exceptional closing of all financial institutions due to natural disaster (typhoon, flooding, earthquake, hurricane, etc).

DOCC Awaiting Docu-ments/ Endorse-ments from Coun-terparty

Awaiting documents or endorsements from counterparty.

DOCY Awaiting Docu-ments/ Endorse-ments from You

Awaiting documents or endorsements from you.



FLIM Maximum ForeignLimit Reached

Insufficient deliverable securities in your account as maximum foreign limithas been reached.

FROZ Securities Frozen At CSD

Delivery is pending due to securities being blocked at the CSD following a Corporate Event.

FUTU Awaiting Settlement Date

Your instruction is pending settlement, awaiting the settlement date. No settle-ment problems to be reported.

GLOB Global Form Securi-ties

Settlement cannot be executed. Securities are in global form.

GUAD Guaranteed Deliv-ery Indicator Differ-ence

Settlement is pending. The guaranteed delivery indicator differs in the counter-party’s instruction.

IAAD Status Reason Investigation

Pending reason being investigated.

INCA Income Adjustment Required

The securities require income, eg, dividend or interest, adjustment.

LACK Lack of Securities Insufficient deliverable securities in your account.

LALO Securities areLoaned Out

Insufficient deliverable securities in your account as they are loaned out.

LINK Pending Linked Instruction

Your instruction is pending settlement because the instruction linked to it is pending.

MINO Minimum Settle-ment Amount

The securities amount is lower than the minimum existing settlement amountfor the instructed financial instrument.

MONY Insufficient Money Insufficient money in your account.

MUNO Multiple Settlement Amount

The securities amount is not a multiple of an existing settlement amount lot forthe instructed financial instrument.

NARR Narrative Other (see narrative reason).

NCON Confirmation /Not Received

The settlement confirmation has not been received yet.

NEWI New Issues The securities are new issues and not yet available/tradable.

NMAS No Matching Required

The instruction has not been matched; the matching process is not required.

NOFX No ForeignExchange Instruc-tion

A foreign exchange instruction from you is missing.

PART Trade settles in Partials

The trade will settle in partials.



PHCK Physical Securitiesin Verification Process

Physical shares have been received. Are being checked for authenticity.

PHSE Physical Delivery Delay

The settlement is physical. Securities are being delivered.

PRCY Counterpartyinstructed preadvise

Settlement is pending. Counterparty’s instruction is a preadvice (i.e. matching only...).

PREA Preadvice instructed Settlement is pending. Your instruction is a preadvice (i.e. matching only...).

REFS Not in Good Order The delivery/receipt refused because the physical securities are not in good order.

REGT Certificates Rejected

Certificates have been lodged with the registrar but rejected due to incomplete documentation or foreign ownership Limitation reached.

REFU InstructionRefused/Not Recog-nised

The instruction has been refused or not recognised and is represented automati-cally.

SBLO Securities Blocked Settlement is pending. The securities are blocked (due to corporate actionevent, re-alignment...).

SDUT Lack of Stamp Duty Information

The instruction is pending since stamp duty information is lacking.

TAMM Trade Amended in Market

Trade is being amended in the market.

YCOL Collateral Shortage Not enough collateral in your account to execute the transaction.

CODES

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

CANI Cancelled By Your-selves

The instruction has been cancelled as you requested.

CANS Cancelled By System

The instruction has been cancelled by the system.

CSUB Cancelled By Agent The instruction has been cancelled by the agent.




CODES

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

CADE Disagreement Repurchase Call Delay

Repurchase call delay does not match.

CLAT Counterparty toolate for Matching

The instruction has not been matched. Counterparty’s instruction was too latefor matching.

CMIS Matching Instruc-tion Not Found

The instruction has not been matched; the matching instruction from your counterparty could not be found.

CPCA CounterpartyCancelled Instruc-tion

Your instruction is unmatched. Your counterparty has cancelled their instruc-tion.

DDAT Disagreement Settlement Date

The instruction has not been matched; the counterparty disagrees with the settlement date/time.

DDEA Disagreement Deal Price

Deal price does not match.

DELN Disagreement Direction of Trade

The instruction has not been matched; the counterparty expects a delivery fromyou, not a receipt, or vice versa.

DEPT Disagreement Placeof Settlement

The instruction has not been matched; the counterparty disagrees with theplace of settlement.

DMON Disagreement Settlement Amount

The instruction has not been matched; the counterparty disagrees with the settlement amount.

DQUA Disagreement Quantity

The instruction has not been matched; the counterparty disagrees with the quantity of securities.

DSEC Disagreement Secu-rity

The instruction has not been matched; the counterparty disagrees with the security/issue (i.e. ISIN differs, Financial Instrument Attributes differs...).

DTRA Not Recognised The instruction has not been matched; the counterparty has been contacted orhas contacted us. Counterparty does not recognise the transaction.

DTRD Disagreement Trade Date

The instruction has not been matched; the counterparty disagrees with the trade date.

FORF DisagreementForfeit Repurchase Amount

Forfeit repurchase amount does not match.

FRAP DisagreementPayment Code

The instruction is unmatched because the wrong instruction was sent; your instruction is free, counterparty is against payment or vice versa.

ICAG Incorrect Agent The instruction has not been matched; incorrect delivering or receiving agent. (counterparty is incorrect).



ICUS Disagreement receiving or deliver-ing custodian

The instruction has not been matched; incorrect delivering or receiving custo-dian.

IEXE Incorrect Buyer or Seller

The instruction has not been matched; incorrect buyer (receiver) or seller (deliverer).

IIND Disagreementcommon reference

The instruction has not been matched; the counterparty disagrees with thecommon reference (for markets where a common reference is used as a match-ing criterion).

LATE Your InstructionToo Late for Match-ing

The instruction has not been matched. Your instruction was too late for match-ing.


NCRR DisagreementCurrency Settlement Amount

The instruction has not been matched; the counterparty disagrees with thecurrency of the settlement amount.

NMAS No Matching Started

The instruction has not been matched; the matching process did not yet start.

RTGS DisagreementRTGS System

The instruction has not been matched. The counterparty is for RTGS settle-ment system, you are for non-RTGS, or vice versa.

PHYS Disagreement Phys-ical settlement

The instruction has not been matched. The counterparty is for physical settle-ment, your instruction is not, or vice versa.

PLCE Disagreement Placeof Trade

Place of trade does not match.

PODU Possible Duplicate Instruction

The instruction has not been match. It is a possible duplicate instruction.

REPA Disagreement Repurchase Amount

Repurchase amount does not match.

REPO Disagreement Repurchase Rate

Repurchase rate does not match.

REPP Disagreement RepurchasePremium Amount

Repurchase premium amount does not match.

REGD Disagreement Registration Details

The instruction has not been matched; there are discrepancies in the registra-tions details linked to the transaction.

RERT Disagreement Repurchase Rate Type

Repurchase rate type does not match.

RSPR Disagreement Repurchase Spread Rate

Repurchase spread rate does not match.



SAFE Disagreement Safe-keeping Account

The safekeeping account used as matching criteria on the market concerned(buyer/seller’s account, direct client’s account at the receiving/deliveringagent, receiving or delivering agent’s account at the CSD) does not match.

SETR Disagreement Settlement Transac-tion

Settlement transaction type does not match (relates to the settlement transac-tion type codes available for sequence E field 22F, qualifier SETR).

TERM DisagreementClosing date/time

Closing date/time does not match (repo).

VASU Disagreement Vari-able Rate Support

Variable rate support does not match.

CODES

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





The settlement is failing. The processing batch differs in the counterparty’s instruction, e.g. daytime/realtime versus overnight.




BYIY Buy-in Procedure A buy-in procedure has started on the market (on your behalf if your instruc-tion is a receipt, by the counterparty if your instruction is a delivery).

CAIS Awaiting Securities Awaiting securities from corporate action issue or other procedures, eg, conversion, dematerialisation, exchange, registration, stamping, splitting, etc.

CANR Cancellation/confirmation request

The instruction was in suspense. The suspense period is finished so your cancellation or confirmation of instruction is required.






CLAT Counterparty toolate for Settlement

Counterparty’s instruction was too late for settlement (i.e. received too late, matching or settlement problems solved too late).










Settlement is failing. The counterparty is in receivership (form of bankruptcywhere a court appointed person (the receiver) manages the affairs of the busi-ness).




The quantity instructed does not match the denomination available/deliverable. Physical securities need to be obtained in deliverable denominated quantities



DISA Natural disaster The settlement is failing because of the exceptional closing of all financial institutions due to natural disaster (typhoon, flooding, earthquake, hurricane, etc)

DKNY Counterpartyreturned shares

The counterparty has returned (refused/decayed) the securities.







FROZ Securities Frozen At CSD.

Delivery is failing due to securities being blocked at the CSD following a Corporate Event.


Settlement is failing. Securities are in global form.


Settlement is failing. The guaranteed delivery indicator differs in the counter-party’s instruction.


Failing reason being investigated.





LAAW Awaiting Other Transaction

Awaiting settlement of a covering purchase. The delivery instruction fails dueto a pending/failing covering purchase.




LATE Too Late for Settle-ment

Your instruction was too late for settlement (i.e. received too late, matching or settlement problems solved too late).


Your instruction is failing settlement because the instruction linked to it is pending/failing.



MLAT Money too late for Settlement

Your payment for a buy of securities was received after cut-off time for completing settlement on a same day basis.





NCON Confirmation Not Received





OBJT Under Objection The shares are stolen, in dispute, under objection, etc.









PREA Preadvice instructed Settlement is failing. Your instruction is a preadvice (i.e. matching only...).






SBLO Securities Blocked Settlement is failing. The securities are blocked (due to corporate action event, re-alignment, etc.).


The instruction is failing since stamp duty information is lacking.

STCD Confirmation Discrepancy

There is a discrepancy in the settlement confirmation.


CODES

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

SMPG Market PracticeRule discrepancy

The transaction is accepted but does not comply with the market practice rulepublished for the concerned market or process.


CODES

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


CONF Awaiting Confirma-tion

Awaiting confirmation of cancellation from the counterparty.

USAGE RULES

Using of a settlement status/reason alone means that the transaction is matched (if a matching process exists in theconcerned market or at the concerned account servicer).

A pending transaction (PEND) becomes a failing transaction (PENF) on the settlement date instructed in the message,during the end of day reporting.

19. Field 70D: Narrative: Reason Narrative

FORMAT

Option D :4!c//6*35x (Qualifier) (Narrative)



PRESENCE

Optional

QUALIFIER



1 O REAS N D Reason Narrative

DEFINITION


REAS Reason Narrative Further information on the reason in narrative form.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


REAS Reason.


FORMAT

Option R 16c



PRESENCE

Mandatory

DEFINITION


CODES


TRAN Transaction.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional



QUALIFIER




DEFINITION



USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER











DEFINITION






COMM Common Reference Unique reference agreed upon by the Investment Manager AND theBroker/Dealer to identify the trade. This reference should be passed down andup through the whole life cycle of the transaction.






FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages.




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option B :4!c/[8c]/4!c[/30x] (Qualifier) (Data Source Scheme) (Place Code) (Narrative)Option F :4!c//4!c/4!a2!a2!c[3!c] (Qualifier) (Place) (BIC/BEI)

PRESENCE

Optional

QUALIFIER





DEFINITION







CODES


EXCH Stock Exchange Place of trade is a stock exchange

OTCO Over the Counter Place of trade is over the counter

PRIM Primary market Place of trade is the primary market


CODES



CODES







The BIC/BEI must be a SWIFT registered address, either connected or non-connected (Error code(s): T27, T28, T29, T45)

USAGE RULES



FORMAT





PRESENCE


DEFINITION





USAGE RULES








FORMAT


PRESENCE


QUALIFIER






DEFINITION


PSTA Posting Quantity Quantity which has been/is to be credited or debited.

CODES








FORMAT


PRESENCE

Optional

QUALIFIER




2 O OCMT N A Original Currency and Ordered Amount

DEFINITION





OCMT Original Currencyand Ordered Amount

Posting/settlement amount in its original currency when conversion from/intoeuro has occurred.





USAGE RULES



FORMAT


PRESENCE


QUALIFIER






4 O STCO R F Settlement Transaction Condition
















17 14 O CAEV N F Corporate Action Event Indicator


DEFINITION










Type of settlement transaction.


Conditions under which the order/trade is to be settled.





RTGS SecuritiesReal-Time Gross Settlement Over-ride Indicator






BENE Beneficial Owner-ship Indicator

Indicates whether there is change of beneficial ownership or not.




Indicates whether the standing arrangement for the beneficial ownership is overridden or not.














CODES















MKDW Mark-down Relates to the decrease of positions held by an ICSD at the common depositorydue to custody operations (repurchase, pre-release, proceed of corp. event realigned).

MKUP Mark-up Relates to the increase of positions held by an ICSD at the common depositorydue to custody operations (repurchase, pre-release, proceed of corporate event realigned).







REDM Redemption (Funds) Redemption of Funds (Funds Industry ONLY)




RODE Return of deliverywithout matching














PREA Pre-advice The transaction is a pre-advice, i.e. for matching purposes only.

CODES






















CODES


DELI Deliver This field indicates if the securities are going to be debited from the safekeep-ing account.



RECE Receive This field indicates if the securities are going to be credited to the safekeeping account.

CODES


ACTV Trading Status: Active Trading in the security has commenced or security has been re-activated after a suspension in trading.

ATTI Attachment The combination of different security types to create a unit. Units are usuallycomprised of warrants and bond or warrants and equity. Securities may becombined at the request of the security holder or based on market convention.




BRUP Bankruptcy Legal status of a company unable to pay creditors. Bankruptcy usually involvesa formal court ruling. Securities may become valueless.

BSPL Bonus Share Plan Typically found in Australia, shares are issued from the Share Premium Reserveof the company and are considered as a capital distribution rather than a disbursement of income, with different tax implications.



CHAN Change Information regarding a generic change, eg, change in the terms of an issue,change in the identification of a security, change of board lot, change fromglobal to definitive.

CLSA Class Action Class action filing; Proposed Settlement.Situation where interested parties seek restitution for financial loss. Securityholder may be offered the opportunity to join a class action proceeding andwould need to respond with an instruction.

CONS Consent Solicitation of shareholders consent.Procedure aimed at obtaining consent of holders to proposal by issuer or a thirdparty without a formal general meeting



CONV Conversion Conversion or optional exchange of securities (generally convertible bonds orpreferred shares) into another form of securities (usually common shares) at apre-stated price.



The announcement of the current coupon rate for a floating or adjustable rate security


DECR Decrease in Value Reduction of the share capital and face value of a single share. The number ofthe circulating shares remains unchanged. May include a capital pay-out to shareholder.



DLST Trading Status: Delisted Security no longer complies with the listing requirements of a stock exchangeand is removed from official board quotation.


DRIP Dividend Reinvestment A dividend payment type where holder has chosen to have cash dividend rolledover into additional shares in the issuing company

DTCH Dutch Auction Similar to a tender offer, a dutch auction is an action by a party wishing toacquire a particular security. Current holders of the targeted security are invitedto make an offer, within a specific price range, where they would be willing tosell their holdings. Acquiring party would then seek to purchase security fromthe holders with the lowest offer.

DVCA Cash Dividend A distribution of cash to shareholders, in proportion to their equity holding. Ordinary dividends are recurring and regular. Shareholder must take cash and isnot offered a choice in the form of distribution.





DVSE Stock Dividend A dividend paid to shareholders in the form of shares of stock in the issuingcompany or in another company. Shareholder must take stock and is otherwisenot offered a choice in the form of distribution.

EXOF Exchange Offer Exchange offer; Capital Reorganisation; Offer to shareholders to exchange their holdings for other securities and/or cash. Exchange Offers are usually voluntaryoffers involving the exchange of an outstanding security for a different securityor securities and/or cash.


EXRI Call on Rights Call/exercise on nil-paid securities/rights resulting from a rights distribution(RHDI) (To be used for the second event in case rights issue is dealt with in 2events, first event being the RHDI).

EXTM Maturity Extension As stipulated in a bond’s Terms and Conditions, the issuer or the bond-holdermay prolong the maturity date of a bond. After extension, the security may differfrom original issue (new rate or maturity date). May be subject to bondholder’s approval.

EXWA Warrant Exercise Warrant conversion.Option offered to holders to buy (call warrant) or to sell (put warrant) a specificamount of stock, cash, or commodity, at a predetermined price, during a prede-termined period of time (which usually corresponds to the life of the issue).


INDE Instalment Default Non payment of a call by the beneficial owner, resulting in either a court actionby the issuer or the sale of the securities to recover costs and/or a forfeit ofpartially paid securities


LIQU Liquidation Liquidating dividend.Liquidation consist of a distribution of cash, assets, or both. Debt may be paid inorder of priority based on preferred claims to assets specified by the security. Security holder may be able to choose form of liquidation distribution.



MRGR Merger Mandatory or voluntary exchange of an outstanding securities as the result oftwo or more companies combining assets. Cash payments may accompany share exchange.








OTHR OTHE

Other event Other event.


PCAL Partial Call Securities are redeemed in part before their scheduled final maturity date. The outstanding amount of securities will be reduced proportionally. Event typeassumes call is based on a specific percentage of holding.




PLAC Place of Incorporation Changes in the state of incorporation for US companies and changes in the placeof incorporation for foreign companies. Where shares need to be registered following the incorporation change, the holder(s) may have to elect the registrar

PPMT Instalment Call Increase of share capital through additional payment on face value of partly-paidshares, with part payments in several instalments


A payment of a portion of the principal of an interest bearing asset, in addition tothe interest payment.

PRIO Priority Issue Form of open or public offer where priority is given to existing shareholders dueto limited amount of securities available in the offer. Shareholders can buy atype of security during a short period of time.


REDO Redenomination Event by which the unit (currency and/or nominal) of a debt is restated, eg, adebt in a national currency unit is restated in euro.

REMK Remarketing Agreement After the collapse of the perpetual floating rate note, the bond issuers negotiatean interest rate with bond holders. If agreement is reached, bond will continue atthe agreed rate. If agreement is not reached, bond holders have the right toredeem the bond.


RHTS Rights Issue Subscription Rights, Rights offer; Open offer. Privilege granted to existing shareholders of a company to subscribe to shares of a new issue againstpayment. Generally before securities are offered to the general public. Rights areoften tradable in a secondary market.








SOFF Spin-Off Demerger; Distribution; Unbundling. A distribution of subsidiary stock to the shareholders of the parent company without a surrender of shares. Spin-off represents a form of divestiture resulting in an independent company. Normallythis is without cost to the parent issue shareholder.

SPLF Stock Split Change in nominal value; Subdivision. Increase in number of outstanding sharesof stock without any change in the shareholder’s equity or the aggregate marketvalue at the time of the split. Stock price and nominal value are reduced accord-ingly.



Trading in securities has been suspended.

TEND Tender Acquisition; Take-over;/Offre publique de retrait (FR); Purchase offer;Buy-back.. Offer made to shareholders requesting them to sell (tender) theirshares for a specified price usually at a premium over prevailing market price. Generally, the objective of a tender offer is to take control of the target company.




CODES






CODES






CODES























CODES





CODES


CODES






CODES




CODES






CODES




CHEC Cheque


GBSC CHAPS (UK)



USCH CHIPS (US)

USFW Fedwire (US)


CODES




CODES






CODES



CHEC Cheque


GBSC CHAPS (UK)



USCH CHIPS (US)

USFW Fedwire (US)


CODES




CODES











CODES










CODES




CODES




CODES









CODES




USAGE RULES

The Qualifier SETR should only be used with code PREA (Preadvice) in communications between CSD/ICSD and their participants.




USAGE RULES




FORMAT


PRESENCE


QUALIFIER



1 O EXSE N A, C Expected Settlement Date/Time

2 M SETT N A, B, C Settlement Date/Time

3 O ADEL N A, C Late Delivery Date/Time





DEFINITION


EXSE Expected Settlement Date/Time

Date/time upon which the Sender expects settlement.



ADEL Late Delivery Date/Time

For pool trades that result from the original TBA’s, date greater than the settle-ment date stated in the trade.


CODES


OPEN Open-dated Date has not been established.

UKWN Unknown Date Date is unknown.

CODES


VARI Partial Trades




USAGE RULES

ADEL, Late delivery date is used for pool trades that result from the original TBA’s. (the original TBA’s would be offset byan opposite transaction and replaced by buys or sells of individual pools). It is a date greater than the settlement date statedin the trade, for pools designed as settling late.




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



Details of the transaction not included within structured fields of the message.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES






FORMAT


PRESENCE


QUALIFIER



1 M BUYR N C3, C5 P, Q, R Buyer

or DEAG N C3, C4 P, Q, R Delivering Agent

or DECU N C3, C5 P, Q, R Deliverer’s Custodian

or DEI1 N C3, C5 P, Q, R Deliverer’s Intermediary 1









or PSET N C3 C, P, Q Place of Settlement

or REAG N C3, C4 P, Q, R Receiving Agent

or RECU N C3, C5 P, Q, R Receiver’s Custodian

or REI1 N C3, C5 P, Q, R Receiver’s Intermediary 1












or SELL N C3, C5 P, Q, R Seller

QUALIFIER















or PSET N C3 C, P, Q, R Place of Settlement
















DEFINITION


BUYR Buyer.


























SELL Seller.







USAGE RULES



FORMAT


(Account Number)



PRESENCE

Conditional (C7)

QUALIFIER




DEFINITION



Safekeeping account held by the party specified in this sequence


CODES











FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option S 16c

PRESENCE

Mandatory



DEFINITION


CODES


TRAN Transaction.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


STAT Status.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION




CODES


TRANS Transactions.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER









DEFINITION








COMM Common Reference Unique reference agreed upon by the Investment Manager AND theBroker/Dealer to identify the trade. This reference should be passed down andup through the whole life cycle of the transaction.




Reference must not start or end with a slash ’/’ and not contain two consecutive slashes ’//’ (Error code(s): T26)


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages.


FORMAT

Option R 16c

PRESENCE




DEFINITION


CODES




FORMAT

Option B :4!c/[8c]/4!c[/30x] (Qualifier) (Data Source Scheme) (Place Code) (Narrative)Option F :4!c//4!c/4!a2!a2!c[3!c] (Qualifier) (Place) (BIC/BEI)

PRESENCE

Optional

QUALIFIER





DEFINITION





CODES








CODES



CODES







The BIC/BEI must be a SWIFT registered address, either connected or non-connected(Error code(s): T27, T28, T29, T45)

USAGE RULES



FORMAT



PRESENCE




DEFINITION




ISIN is used at the beginning of Identification of Security (Subfield 1) and must be composed of uppercase letters only (Error code(s): T12).

USAGE RULES








FORMAT


PRESENCE


QUALIFIER






DEFINITION


PSTA Posting Quantity Quantity which has been/is to be credited or debited.

CODES






The integer part of Quantity must contain at least one digit. A decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43)


FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION





OCMT Original Currencyand Ordered Amount

Posting/settlement amount in its original currency when conversion from/intoeuro has occurred.


The integer part of Amount must contain at least one digit. A decimal comma is mandatory and is included in the maximumlength. The number of digits following the comma must not exceed the maximum allowed for the specified currency (Errorcode(s): C03, T40, T43)

Currency Code must be a valid ISO 4217 currency code (Error code(s): T52)

When Sign is present, Amount must not be zero(Error code(s): T14)

USAGE RULES



FORMAT


PRESENCE


QUALIFIER






4 O STCO R F Settlement Transaction Condition



7 O RTGS N F Securities Real-Time Gross Settlement Indicator

8 O REGT N F Registration Indicator

9 O BENE N F Beneficial Ownership Indicator




10 O CASY N F Cash Settlement System Indicator







17 O CAEV N F Corporate Action Event Indicator


DEFINITION










Type of settlement transaction.







RTGS SecuritiesReal-Time Gross Settlement Indicator

Indicates whether the settlement transaction is to be settled through an RTGSor a non RTGS system.

REGT Registration Indica-tor

Indicates whether registration is to be done on receipt or not.


















CODES























REDM Redemption (Funds) Redemption of Funds (Funds Industry ONLY)

















CODES


DELI Deliver This field indicates if the securities are going to be debited from the safekeep-ing account.



RECE Receive This field indicates if the securities are going to be credited to the safekeeping account.

CODES


ACTV Trading Status: Active Trading in the security has commenced or security has been re-activated after a suspension in trading.

ATTI Attachment The combination of different security types to create a unit. Units are usuallycomprised of warrants and bond or warrants and equity. Securities may becombined at the request of the security holder or based on market convention.




BRUP Bankruptcy Legal status of a company unable to pay creditors. Bankruptcy usually involves aformal court ruling. Securities may become valueless.

BSPL Bonus Share Plan Typically found in Australia, shares are issued from the Share Premium Reserveof the company and are considered as a capital distribution rather than a disburse-ment of income, with different tax implications.



CHAN Change Information regarding a generic change, eg, change in the terms of an issue,change in the identification of a security, change of board lot, change from globalto definitive.

CLSA Class Action Class action filing; Proposed Settlement.Situation where interested parties seek restitution for financial loss. Securityholder may be offered the opportunity to join a class action proceeding andwould need to respond with an instruction.

CONS Consent Solicitation of shareholders consent.Procedure aimed at obtaining consent of holders to proposal by issuer or a thirdparty without a formal general meeting



CONV Conversion Conversion or optional exchange of securities (generally convertible bonds orpreferred shares) into another form of securities (usually common shares) at apre-stated price.



The announcement of the current coupon rate for a floating or adjustable rate security


DECR Decrease in Value Reduction of the share capital and face value of a single share. The number of the circulating shares remains unchanged. May include a capital pay-out to share-holder.



DLST Trading Status: Delisted Security no longer complies with the listing requirements of a stock exchangeand is removed from official board quotation.


DRIP Dividend Reinvestment A dividend payment type where holder has chosen to have cash dividend rolledover into additional shares in the issuing company

DTCH Dutch Auction Similar to a tender offer, a dutch auction is an action by a party wishing toacquire a particular security. Current holders of the targeted security are invitedto make an offer, within a specific price range, where they would be willing tosell their holdings. Acquiring party would then seek to purchase security from theholders with the lowest offer.

DVCA Cash Dividend A distribution of cash to shareholders, in proportion to their equity holding. Ordi-nary dividends are recurring and regular. Shareholder must take cash and is notoffered a choice in the form of distribution.





DVSE Stock Dividend A dividend paid to shareholders in the form of shares of stock in the issuingcompany or in another company. Shareholder must take stock and is otherwisenot offered a choice in the form of distribution.

EXOF Exchange Offer Exchange offer; Capital Reorganisation; Offer to shareholders to exchange their holdings for other securities and/or cash. Exchange Offers are usually voluntaryoffers involving the exchange of an outstanding security for a different securityor securities and/or cash.


EXRI Call on Rights Call/exercise on nil-paid securities/rights resulting from a rights distribution(RHDI) (To be used for the second event in case rights issue is dealt with in 2events, first event being the RHDI)

EXTM Maturity Extension As stipulated in a bond’s Terms and Conditions, the issuer or the bond-holdermay prolong the maturity date of a bond. After extension, the security may differfrom original issue (new rate or maturity date). May be subject to bondholder’s approval.

EXWA Warrant Exercise Warrant conversion.Option offered to holders to buy (call warrant) or to sell (put warrant) a specificamount of stock, cash, or commodity, at a predetermined price, during a predeter-mined period of time (which usually corresponds to the life of the issue).


INDE Instalment Default Non payment of a call by the beneficial owner, resulting in either a court actionby the issuer or the sale of the securities to recover costs and/or a forfeit ofpartially paid securities


LIQU Liquidation Liquidating dividend.Liquidation consist of a distribution of cash, assets, or both. Debt may be paid inorder of priority based on preferred claims to assets specified by the security. Security holder may be able to choose form of liquidation distribution.



MRGR Merger Mandatory or voluntary exchange of an outstanding securities as the result of twoor more companies combining assets. Cash payments may accompany share exchange.








OTHR Other event Other event.


PCAL Partial Call Securities are redeemed in part before their scheduled final maturity date. The outstanding amount of securities will be reduced proportionally. Event typeassumes call is based on a specific percentage of holding.




PLAC Place of Incorporation Changes in the state of incorporation for US companies and changes in the placeof incorporation for foreign companies. Where shares need to be registered following the incorporation change, the holder(s) may have to elect the registrar

PPMT Instalment Call Increase of share capital through additional payment on face value of partly-paidshares, with part payments in several instalments


A payment of a portion of the principal of an interest bearing asset, in addition tothe interest payment.

PRIO Priority Issue Form of open or public offer where priority is given to existing shareholders dueto limited amount of securities available in the offer. Shareholders can buy a typeof security during a short period of time.


REDO Redenomination Event by which the unit (currency and/or nominal) of a debt is restated, eg, a debtin a national currency unit is restated in euro.

REMK Remarketing Agreement After the collapse of the perpetual floating rate note, the bond issuers negotiatean interest rate with bond holders. If agreement is reached, bond will continue atthe agreed rate. If agreement is not reached, bond holders have the right toredeem the bond.


RHTS Rights Issue Subscription Rights, Rights offer; Open offer. Privilege granted to existing share-holders of a company to subscribe to shares of a new issue against payment. Generally before securities are offered to the general public. Rights are often tradable in a secondary market.








SOFF Spin-Off Demerger; Distribution; Unbundling. A distribution of subsidiary stock to the shareholders of the parent company without a surrender of shares. Spin-off repre-sents a form of divestiture resulting in an independent company. Normally this iswithout cost to the parent issue shareholder.

SPLF Stock Split Change in nominal value; Subdivision. Increase in number of outstanding sharesof stock without any change in the shareholder’s equity or the aggregate marketvalue at the time of the split. Stock price and nominal value are reduced accord-ingly.



Trading in securities has been suspended.

TEND Tender Acquisition; Take-over;/Offre publique de retrait (FR); Purchase offer;Buy-back.. Offer made to shareholders requesting them to sell (tender) theirshares for a specified price usually at a premium over prevailing market price. Generally, the objective of a tender offer is to take control of the target company.




CODES




CODES








CODES





















CODES







CODES


CODES




CODES




CODES




CODES






CHEC Cheque


GBSC CHAPS (UK)



USCH CHIPS (US)

USFW Fedwire (US)


CODES




CODES









CODES






CODES




CODES



NRST Not Subject to Restric-tions

Ownership or transfer is not subject to restrictions..

RSTR Subject to Restrictions(not persuant to 144A)


CODES




USAGE RULES








FORMAT


PRESENCE


QUALIFIER



1 O EXSE N A, C Expected Settlement Date/Time




DEFINITION


EXSE Expected Settlement Date/Time

Date/time upon which the Sender expects settlement.






CODES


OPEN Open-dated Date has not been established




CODES


VARI Partial Trades




USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



Details of the transaction not included within structured fields of the message.




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE


QUALIFIER


















or PSET N C3 C, P, Q Place of Settlement













DEFINITION


BUYR Buyer.


























SELL Seller.









USAGE RULES



FORMAT


(Account Number)

PRESENCE

Conditional (C7)

QUALIFIER




DEFINITION



Safekeeping account held by the party specified in this sequence


CODES













FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


STAT Status.


FORMAT


PRESENCE


QUALIFIER



1 M IPRC N D Instruction Processing Status

or MTCH N D Matching Status

or SETT N D Settlement Status

DEFINITION


IPRC Instruction Process-ing Status

Processing status (at account servicer level) of the pending settlement instruc-tion.



MTCH Matching Status Matching status of the pending settlement instruction.

SETT Settlement Status Settlement status of the pending settlement instruction/securities movement.

CODES

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

CAND Cancelled The instruction has been cancelled.

CANP Pending Cancellation A cancellation request from yourself for this instruction is pending, waiting forfurther processing.

CPRC Cancellation Request A cancellation request from your counterparty for this transaction is pending,waiting for your cancellation request.

PACK Acknowl-edged/Accepted

The instruction has been acknowledged/accepted for further processing by theaccount servicer (technical receipt).

CODES




CODES

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

PEND Pending Settlement Deliver or receipt instruction is pending. Settlement at the instructed settlementdate is still possible.

PENF Pending/Failing Settlement

Deliver or receipt instruction is failing. Settlement at the instructed settlementdate is no longer possible.


FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES


REAS Reason.

62. Field 24B: Reason

FORMAT

Option B :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Reason Code)

PRESENCE


QUALIFIER



1 M CAND N C8 B Cancellation Reason

or CANP N C8 B Pending cancellation reason

or NMAT N C8 B Unmatched Reason

or PACK N C8 B Acknowledgement Reason

or PEND N C8 B Pending Reason

or PENF N C8 B Pending/Failing Reason

DEFINITION


CAND Cancellation Reason Reason related instruction was cancelled.



CANP Pending Cancellation Reason

Reason related instruction for which a cancellation request was sent is pending.

NMAT Unmatched Reason Reason related instruction has a matching status unmatched.

PACK Acknowledgement Reason

Additional information on the Acknowledgement.

PEND Pending Reason Reason related instruction has a pending settlement status.

PENF Pending/Failing Reason

Reason related instruction has a failing settlement status.

CODES

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





The settlement is pending. The processing batch differs in the counterparty’s instruction, e.g. daytime/realtime versus overnight.




CAIS Awaiting Securities Awaiting securities from corporate action issue or other procedures, eg, conversion, dematerialization, exchange, registration, stamping, splitting, etc.











Settlement is pending. The counterparty is in receivership (form of bankruptcywhere a court appointed person (the receiver) manages the affairs of the busi-ness).








The quantity instructed does not match the denomination available/deliverable. Physical securities need to be obtained in deliverable denominated quantities.



DISA Natural disaster The settlement is pending because of the exceptional closing of all financial institutions due to natural disaster (typhoon, flooding, earthquake, hurricane, etc).







FROZ Securities Frozen At CSD

Delivery is pending due to securities being blocked at the CSD following a Corporate Event.

FUTU Awaiting Settlement Date

Your instruction is pending settlement, awaiting the settlement date. No settle-ment problems to be reported.


Settlement cannot be executed. Securities are in global form.


Settlement is pending. The guaranteed delivery indicator differs in the counter-party’s instruction.


Pending reason being investigated.







Your instruction is pending settlement because the instruction linked to it is pending.









NCON Confirmation /Not Received



NMAS No Matching Required

The instruction has not been matched; the matching process is not required.









PRCY Counterpartyinstructed pread-visey


PREA Preadvice instructed Settlement is pending. Your instruction is a preadvice (i.e. matching only...).




REFU InstructionRefused/Not Recog-nised

The instruction has been refused or not recognised and is represented automati-cally.

SBLO Securities Blocked Settlement is pending. The securities are blocked (due to corporate actionevent, re-alignment...).


The instruction is pending since stamp duty information is lacking.

TAMM Trade Amended in Market

Trade is being amended in the market.




CODES

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

CANI Cancelled By Your-selves

The instruction has been cancelled as you requested.

CANS Cancelled By System

The instruction has been cancelled by the system.

CSUB Cancelled By Agent The instruction has been cancelled by the agent.


CODES

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

CADE Disagreement Repurchase Call Delay

Repurchase call delay does not match.

CLAT Counterparty toolate for Matching

The instruction has not been matched. Counterparty’s instruction was too latefor matching.

CMIS Matching Instruc-tion Not Found

The instruction has not been matched; the matching instruction from your counterparty could not be found.

CPCA CounterpartyCancelled Instruc-tion

Your instruction is unmatched. Your counterparty has cancelled their instruc-tion.

DDAT Disagreement Settlement Date

The instruction has not been matched; the counterparty disagrees with the settlement date/time.

DDEA Disagreement Deal Price

Deal price does not match.

DELN Disagreement Direction of Trade

The instruction has not been matched; the counterparty expects a delivery fromyou, not a receipt, or vice versa.

DEPT Disagreement Placeof Settlement

The instruction has not been matched; the counterparty disagrees with theplace of settlement.

DMON Disagreement Settlement Amount

The instruction has not been matched; the counterparty disagrees with the settlement amount.

DQUA Disagreement Quantity

The instruction has not been matched; the counterparty disagrees with the quantity of securities.

DSEC Disagreement Secu-rity

The instruction has not been matched; the counterparty disagrees with the security/issue (i.e. ISIN differs, Financial Instrument Attributes differs...).



DTRA Not Recognised The instruction has not been matched; the counterparty has been contacted orhas contacted us. Counterparty does not recognise the transaction.

DTRD Disagreement Trade Date

The instruction has not been matched; the counterparty disagrees with the trade date.

FORF DisagreementForfeit Repurchase Amount

Forfeit repurchase amount does not match.

FRAP DisagreementPayment Code

The instruction is unmatched because the wrong instruction was sent; your instruction is free, counterparty is against payment or vice versa.

ICAG Incorrect Agent The instruction has not been matched; incorrect delivering or receiving agent. (counterparty is incorrect).

ICUS Disagreement receiving or deliver-ing custodian

The instruction has not been matched; incorrect delivering or receiving custo-dian.

IEXE Incorrect Buyer or Seller

The instruction has not been matched; incorrect buyer (receiver) or seller (deliverer).

IIND Disagreementcommon reference

The instruction has not been matched; the counterparty disagrees with thecommon reference (for markets where a common reference is used as a match-ing criterion).

LATE Your InstructionToo Late for Match-ing

The instruction has not been matched. Your instruction was too late for match-ing.


NCRR DisagreementCurrency Settlement Amount

The instruction has not been matched; the counterparty disagrees with thecurrency of the settlement amount.

NMAS No Matching Started

The instruction has not been matched; the matching process did not yet start.

RTGS DisagreementRTGS System

The instruction has not been matched. The counterparty is for RTGS settle-ment system, you are for non-RTGS, or vice versa.

PHYS Disagreement Phys-ical settlement

The instruction has not been matched. The counterparty is for physical settle-ment, your instruction is not, or vice versa.

PLCE Disagreement Placeof Trade

Place of trade does not match.

PODU Possible Duplicate Instruction

The instruction has not been match. It is a possible duplicate instruction.

REPA Disagreement Repurchase Amount

Repurchase amount does not match.



REPO Disagreement Repurchase Rate

Repurchase rate does not match.

REPP Disagreement RepurchasePremium Amount

Repurchase premium amount does not match.

REGD Disagreement Registration Details

The instruction has not been matched; there are discrepancies in the registra-tions details linked to the transaction.

RERT Disagreement Repurchase Rate Type

Repurchase rate type does not match.

RSPR Disagreement Repurchase Spread Rate

Repurchase spread rate does not match.

SAFE Disagreement Safe-keeping Account

The safekeeping account used as matching criteria on the market concerned(buyer/seller’s account, direct client’s account at the receiving/deliveringagent, receiving or delivering agent’s account at the CSD) does not match.

SETR Disagreement Settlement Transac-tion

Settlement transaction type does not match (relates to the settlement transac-tion type codes available for sequence E field 22F, qualifier SETR).

TERM DisagreementClosing date/time

Closing date/time does not match (repo).

VASU Disagreement Vari-able Rate Support

Variable rate support does not match.

CODES

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





The settlement is failing. The processing batch differs in the counterparty’s instruction, e.g. daytime/realtime versus overnight.




BYIY Buy-in Procedure A buy-in procedure has started on the market (on your behalf if your instruc-tion is a receipt, by the counterparty if your instruction is a delivery).

CAIS Awaiting Securities Awaiting securities from corporate action issue or other procedures, eg, conversion, dematerialisation, exchange, registration, stamping, splitting, etc.



CANR Cancellation/confirmation request

The instruction was in suspense. The suspense period is finished so your cancellation or confirmation of instruction is required.






CLAT Counterparty toolate for Settlement

Counterparty’s instruction was too late for settlement (i.e. received too late, matching or settlement problems solved too late).








Settlement is failing. The counterparty is in receivership (form of bankruptcywhere a court appointed person (the receiver) manages the affairs of the busi-ness).




The quantity instructed does not match the denomination available/deliverable. Physical securities need to be obtained in deliverable denominated quantities



DISA Natural disaster The settlement is failing because of the exceptional closing of all financial institutions due to natural disaster (typhoon, flooding, earthquake, hurricane, etc)

DKNY Counterpartyreturned shares

The counterparty has returned (refused/decayed) the securities.









FROZ Securities Frozen At CSD.

Delivery is failing due to securities being blocked at the CSD following a Corporate Event.


Settlement is failing. Securities are in global form.


Settlement is failing. The guaranteed delivery indicator differs in the counter-party’s instruction.


Failing reason being investigated.



LAAW Awaiting Other Transaction

Awaiting settlement of a covering purchase. The delivery instruction fails dueto a pending/failing covering purchase.




LATE Too Late for Settle-ment

Your instruction was too late for settlement (i.e. received too late, matching or settlement problems solved too late).


Your instruction is failing settlement because the instruction linked to it is pending/failing.



MLAT Money too late for Settlement

Your payment for a buy of securities was received after cut-off time for completing settlement on a same day basis.





NCON Confirmation Not Received





OBJT Under Objection The shares are stolen, in dispute, under objection, etc.











PREA Preadvice instructed Settlement is failing. Your instruction is a preadvice (i.e. matching only...).




SBLO Securities Blocked Settlement is failing. The securities are blocked (due to corporate action event, re-alignment, etc.).


The instruction is failing since stamp duty information is lacking.

STCD Confirmation Discrepancy

There is a discrepancy in the settlement confirmation.


CODES

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

SMPG Market PracticeRule discrepancy

The transaction is accepted but does not comply with the market practice rulepublished for the concerned market or process.


CODES

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


CONF Awaiting Confirma-tion

Awaiting confirmation of cancellation from the counterparty.



USAGE RULES

Using of a settlement status/reason alone means that the transaction is matched (if a matching process exists in theconcerned market or at the concerned account servicer).

A pending transaction (PEND) becomes a failing transaction (PENF) on the settlement date instructed in the message,during the end of day reporting.

63. Field 70D: Narrative: Reason Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O REAS N D Reason Narrative

DEFINITION


REAS Reason Narrative Further information on the reason in narrative form.


FORMAT

Option S 16c

PRESENCE


DEFINITION




CODES


REAS Reason.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


STAT Status.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


TRANS Transactions.




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION













FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 538 Statement of Intra-Position Advices


This message is used to provide the details of increases and decreases in securities with a given status within a holding, ie, inter-position transfers, which occurred during a specified period, for all or selected securities in a specified safekeepingaccount which the account servicer holds for the account owner.

This message may also be used to respond to a request for statement/status advice, ie, the MT 549 Request for State-ment/Status Advice and to report that there are no increases and decreases within a holding.


MT 538 Statement of Intra-Position Advices





M 28E Page Number/Continuation Indicator

5n/4!c 2

O 13a 13A






M 69a STAT Period Statement Period A or B 7

----->














M 17B ACTI Flag Activity Flag :4!c//1!a 14



-----> Repetitive Optional Sequence B Financial Instrument

M 16R Start of Block FIN 16


[ISIN1!e12!c][4*35x]

17

----->Repetitive Mandatory Subsequence B1 Sub-Balance

M 16R Start of Block SUBBAL 18

M 93A FROM Balance Balance From :4!c/[8c]/4!c 19

-----> Repetitive Mandatory Subsequence B1a Intra-Position Movement

M 16R Start of Block INPOS 20

Optional Subsequence B1a1 Linkages






End of Subsequence B1a1 Linkages

M 36B ESTT Quantity of Finan-cial Instrument

Quantity of Financial Instru-ment Settled

:4!c//4!c/15d 25

M 93A TOBA Balance Balance To :4!c/[8c]/4!c 26

----->






-----|

O 70E SPRO Narrative Settlement Instruction Processing Narrative

:4!c//10*35x 28

M 16S End of Block INPOS 29

-----| End of Subsequence B1a Intra-Position Movement

M 16S End of Block SUBBAL 30

-----| End of Subsequence B1 Sub-Balance

M 16S End of Block FIN 31

-----| End of Sequence B Financial Instrument

Optional Sequence C Additional Information


----->


-----|







Sequence B is...

N Not allowed

Y Mandatory



C2

The ’Balance From’ must be different from the ’Balance To’: within each occurrence of subsequence B1 Sub-Balance,the Sub-Balance Type of field :93A::FROM must be different from the Sub-Balance Type of all occurrences of field:93A::TOBA in subsequence B1a Intra-Position Movement (Error code(s): E81).

C3








MT 538 Usage RulesThis statement is used by the account servicer to report increases or decreases within the holding (movements from onesub-balance, or availability status, to another) to the account owner.The frequency of the statement must be bilaterally agreed between the account servicer and the account owner.Since a SWIFT message as sent, is restricted to the maximum input message length, several messages may be neededto accommodate all the information.



FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT


PRESENCE

Mandatory

DEFINITION


CODES






FORMAT



PRESENCE

Optional

QUALIFIER






DEFINITION



USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION






FORMAT




PRESENCE

Mandatory

DEFINITION


CODES




CODES





USAGE RULES

To cancel a previously sent message, Function is CANC. The reference in the linkage sequence must contain Sender’s refer-ence of message to be cancelled. A copy of at least the mandatory fields of the message to be cancelled must be present;optional fields need not be present for SWIFT validation.


FORMAT


PRESENCE

Optional



QUALIFIER




DEFINITION







7. Field 69a: Period: Statement Period

FORMAT

Option A :4!c//8!n/8!n (Qualifier) (Date) (Date)Option B :4!c//8!n6!n/8!n6!n (Qualifier) (Date) (Time) (Date) (Time)

PRESENCE

Mandatory

QUALIFIER



1 M STAT N A, B Statement Period

DEFINITION


STAT Statement Period Period on which the statement is reporting.







FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION






CODES










CODES





FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional



QUALIFIER




DEFINITION



USAGE RULES



FORMAT


PRESENCE


QUALIFIER






DEFINITION










FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


(Account Number)

PRESENCE

Mandatory

QUALIFIER






DEFINITION





CODES











FORMAT


PRESENCE

Mandatory

QUALIFIER






DEFINITION



CODES


N No.

Y Yes.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE




DEFINITION


CODES




FORMAT



PRESENCE


DEFINITION





USAGE RULES










FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


SUBBAL Sub-Balance.

19. Field 93A: Balance: Balance From

FORMAT

Option A :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Sub-balance Type Code)

PRESENCE

Mandatory

QUALIFIER



1 M FROM N C2 A Balance From

DEFINITION


FROM Balance From Balance from which the securities have been moved.



CODES

If Data Source Scheme is not present, Sub-balance Type Code must contain one of the following codes:





BORR Borrowed Sub-balance

Sub-balance of securities that have been borrowed from another party.

CLEN Clean Sub-balance Sub-balance of clean, tax exempt, status bonds (i.e. Japanese government bonds).

COLI Collateral In Sub-balance

Sub-balance of securities deposited with the account owner, for the purpose of collateralisation, that belong to a third party.

COLO Collateral Out Sub-balance

Sub-balance of securities with a third party, for the purpose of collateralisation,that belong to the account owner.

DIRT Dirty Sub-balance Sub-balance of dirty, non tax exempt, status bonds (i.e. Japanese government bonds).

DRAW Drawn Sub-balance of securities that are drawn.

LOAN Loan out Sub-balance

Sub-balance of securities that have been loaned-out to a third party.

MARG Derivatives margin Sub-balance

Sub-balance of securities that are used as collateral for derivatives.



OTHR Other Sub-balance Other sub-balance type of securities. Defined in the narrative field.

PECA Pending CorporateAction Sub-balance

Sub-balance of securities that are involved in a CA, eg, stock split, redemption, merger.









TRSH Transshipment Sub-balance

Sub-balance of securities are, eg, being moved from one custody location toanother, being re-aligned between depositories.






FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


INPOS Intra-Position Movement.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES



FORMAT


PRESENCE


QUALIFIER



1 M PREV N C Previous Reference






DEFINITION








FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.

25. Field 36B: Quantity of Financial Instrument: Quantity of Financial Instrument Settled

FORMAT




PRESENCE

Mandatory

QUALIFIER



1 M ESTT N B Quantity of Financial Instrument Settled

DEFINITION


ESTT Quantity of Finan-cial Instrument Settled

Quantity of financial instrument moved from one sub-balance to another.

CODES







26. Field 93A: Balance: Balance To

FORMAT

Option A :4!c/[8c]/4!c (Qualifier) (Data Source Scheme) (Sub-balance Type Code)

PRESENCE

Mandatory



QUALIFIER



1 M TOBA N C2 A Balance To

DEFINITION


TOBA Balance To Balance to which the securities have been moved.

CODES

If Data Source Scheme is not present, Sub-balance Type Code must contain one of the following codes:





BORR Borrowed Sub-balance

Sub-balance of securities that have been borrowed from another party.

CLEN Clean Sub-balance Sub-balance of clean, tax exempt, status bonds (i.e. Japanese government bonds).

COLI Collateral In Sub-balance

Sub-balance of securities deposited with the account owner, for the purpose of collateralisation, that belong to a third party.

COLO Collateral Out Sub-balance

Sub-balance of securities with a third party, for the purpose of collateralisation,that belong to the account owner.

DIRT Dirty Sub-balance Sub-balance of dirty, non tax exempt, status bonds (i.e. Japanese government bonds).

DRAW Drawn Sub-balance of securities that are drawn.

LOAN Loan out Sub-balance

Sub-balance of securities that have been loaned-out to a third party.

MARG Derivatives margin Sub-balance

Sub-balance of securities that are used as collateral for derivatives.

OTHR Other Sub-balance Other sub-balance type of securities. Defined in the narrative field.





PECA Pending CorporateAction Sub-balance

Sub-balance of securities that are involved in a CA, eg, stock split, redemption, merger.









TRSH Transshipment Sub-balance

Sub-balance of securities are, eg, being moved from one custody location toanother, being re-aligned between depositories.




FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M SETT N A, C Settlement Date/Time

2 O AVAL N A, C Available Date/Time

DEFINITION



Date/time on which securities have been moved.



AVAL Available Date/Time

Date/time securities become available for sale (if securities become unavail-able, this specifies the date at which they will become available again).




28. Field 70E: Narrative: Settlement Instruction Processing Narrative

FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





FORMAT

Option S 16c

PRESENCE

Mandatory



DEFINITION


CODES


INPOS Intra-Position Movement.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


SUBBAL Sub-balance.


FORMAT

Option S 16c

PRESENCE


DEFINITION




CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION











FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 540 Receive Free

MT 540 ScopeThis message is sent by an account owner to an account servicer (account servicing institution). The account owner may bea global custodian which has an account with its local agent (sub custodian) or an investment management institution or abroker/dealer which has an account with their custodian.


instruct the receipt of financial instruments free of payment, physically or by book-entry, from a specified party (the function of the message is NEWM)request the cancellation of a receive free of payment instruction previously sent by the account owner (the function ofthe message is CANC)pre-advise the account servicer of a forthcoming receive free of payment instruction (the function of the message is PREA).

The instruction may be linked to other settlement instructions, eg, for a turnaround or back-to-back, or other transactions,eg, foreign exchange deal, using the linkages sequence.


MT 540 Receive Free








----->

O 99B 4!c Number Count (see qualifier description) :4!c//3!n 5

-----|




O 13A LINK Number Identifi-cation










End of Sequence A General InformationMandatory Sequence B Trade Details

M 16R Start of Block TRADDET 12


----->


-----|




[ISIN1!e12!c][4*35x]

17



----->


-----|----->


(see qualifier description) A, C or B 20

-----|

O 11A DENO Currency Currency of Denomination :4!c//3!a 21

----->


-----|----->






-----|----->

O 13a 4!c Number Identifi-cation

(see qualifier description) A, B or K A or B 24

-----|----->


-----|----->


-----|----->

O 36B 4!c Quantity of Financial Instru-ment


-----|


:4!c//10*35x 28



----->


-----|

O 11A FXIS 4!c Currency Currency to Sell (see quali-fier description)

:4!c//3!a 31

----->

O 25D 4!c Status (see qualifier description) :4!c/[8c]/4!c 32

-----|----->

O 70E 4!c Narrative (see qualifier description) :4!c//10*35x 33





-----|

M 16S End of Block TRADDET 34

End of Sequence B Trade Details-----> Repetitive Mandatory Sequence C Financial Instrument/Account


M 36B SETT Quantity of Financial Instru-ment

Quantity of Financial Instru-ment to be Settled

:4!c//4!c/15d 36

O 19A SETT Amount Settlement Amount :4!c//[N]3!a15d 37

O 70D DENC Narrative Denomination Choice :4!c//6*35x 38

----->

O 13B CERT Number Identifi-cation


-----|----->

M 97a 4!c Account (see qualifier description) B or A 40

-----|

O 94a SAFE Place Place of Safekeeping B or F 41


-----| End of Sequence C Financial Instrument/AccountOptional Sequence D Repo Details



----->


-----|----->

O 20C 4!c Reference (see qualifier description) :4!c//16x 46

-----|----->





O 92a 4!c Rate (see qualifier description) C or A 47

-----|----->


-----|----->


-----|



End of Sequence D Repo DetailsMandatory Sequence E Settlement Details


----->


-----|

-----|----->


-----|-----> Repetitive Mandatory Subsequence E1 Settlement Parties


----->

M 95a 4!c Party (see qualifier description) C, S, P, R or Q 55 56

-----|








----->

O 70a 4!c Narrative (see qualifier description) E, C or D 59 60

-----|


-----| End of Subsequence E1 Settlement Parties-----> Repetitive Optional Subsequence E2 Cash Parties


----->

M 95a 4!c Party (see qualifier description) S, P, R or Q 62 63

-----|----->

O 97A 4!c Account (see qualifier description) :4!c//35x 63 64

-----|----->


-----|


-----| End of Subsequence E2 Cash Parties-----> Repetitive Optional Subsequence E3 Amounts


----->






-----|----->


-----|

O 98a VALU Date/Time Value Date/Time A or C 69



-----| End of Subsequence E3 Amounts


End of Sequence E Settlement Details-----> Repetitive Optional Sequence F Other Parties


----->

M 95a 4!c Party (see qualifier description) C, S, P, R or Q 74

-----|----->

O 97A 4!c Account (see qualifier description) :4!c//35x 75

-----|----->

O 70a 4!c Narrative (see qualifier description) E, C or D 76

-----|



-----| End of Sequence F Other Parties





The following amount fields cannot appear in more than one occurrence of the subsequence E3 Amounts (Errorcode(s): E87).

Subsequence E3

:19A::ACRU

:19A::ANTO

:19A::BOOK

:19A::CHAR

:19A::COUN

:19A::DEAL

:19A::EXEC

:19A::ISDI

:19A::LEVY

:19A::LOCL

:19A::LOCO

:19A::MARG

:19A::OTHR

:19A::POST

:19A::REGF

:19A::SETT

:19A::SHIP

:19A::SPCN

:19A::STAM

:19A::STEX

:19A::TRAN

:19A::TRAX

:19A::VATA

:19A::WITH

:19A::COAX



:19A::ACCA

C2

If sequence C Financial Instrument/Account is present only once, the settlement amount (field :19A::SETT) must notbe present in sequence C (Error code(s): E88).

C3

If sequence C is present two or more times, the settlement amount (field :19A::SETT) must be present in every occur-rence of sequence C or in none (Error code(s): E89).

In the former case (when sequence C is present two or more times and the settlement amount (field :19A::SETT) ispresent in every occurrence of sequence C) then:

the settlement amount (field :19A::SETT) must be present in one occurrence of subsequence E3 andthe sum of all occurrences of the settlement amount (field :19A::SETT) in sequence C must be equal to the settle-ment amount (field :19A::SETT) in subsequence E3 andthe currency code in the settlement amounts (fields 19A::SETT in (sub)sequences C and E3) must be the same forall occurrences of these fields in the message.

C4

In sequence A, if the total of linked settlement instructions (field :99B::TOSE) is present, then the current settlement instruction number (field :99B::SETT) must be present (Error code(s): E90).

Sequence Aif field :99B::TOSE is...

Sequence Athen field :99B::SETT is...

Present Mandatory


C5

In (sub)sequence E3, if an exchange rate (field :92B::EXCH) is present, the corresponding resulting amount (field:19A::RESU) must be present in the same subsequence. If the exchange rate is not present then the resulting amount isnot allowed (Error code(s): E62).

Subsequence E3if field :92B::EXCH is...

Subsequence E3then field :19A::RESU is...

Present Mandatory


C6

The following party fields cannot appear more than once in a message (Error code(s): E84):

Subsequence E1 Subsequence E2 Sequence F







:95a::DEI2 :95a::INVE



:95a::DEI5

:95a::DEI6

:95a::DEI7

:95a::DEI8

:95a::DEI9

:95a::PSET

:95a::REAG

:95a::RECU

:95a::REI1

:95a::REI2

:95a::REI3

:95a::REI4

:95a::REI5

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

C7

If field: 22F: :DBNM It is NOT present in sequence E, then it is mandatory to specify a delivering agent: one occur-rence of subsequence E1 Settlement Parties must contain party field :95a::DEAG (Error code(s): E91).



C8

If a qualifier from the list Deliverers is present in a subsequence E1, in a field :95a::4!c, then all the remaining quali-fiers following this qualifier in the list Deliverers (see below) must be present (Error code(s): E86).

In other words, in sequence E, the following scenarios must be validated:

If :95a::DEI9 is present in subseq E1, then :95a::DEI8 must be present in another subseq E1.If :95a::DEI8 is present in subseq E1, then :95a::DEI7 must be present in another subseq E1.If :95a::DEI7 is present in subseq E1, then :95a::DEI6 must be present in another subseq E1.If :95a::DEI6 is present in subseq E1, then :95a::DEI5 must be present in another subseq E1.If :95a::DEI5 is present in subseq E1, then :95a::DEI4 must be present in another subseq E1.If :95a::DEI4 is present in subseq E1, then :95a::DEI3 must be present in another subseq E1.If :95a::DEI3 is present in subseq E1, then :95a::DEI2 must be present in another subseq E1.If :95a::DEI2 is present in subseq E1, then :95a::DEI1 must be present in another subseq E1.If :95a::DEI1 is present in subseq E1, then :95a::DECU must be present in another subseq E1.If :95a::DECU is present in subseq E1, then :95a::SELL must be present in another subseq E1.

If a qualifier from the list Receivers is present in a subsequence E1, in a field :95a::4!c, then all the remaining quali-fiers following this qualifier in the list Receivers (see below) must be present.


If :95a::REI9 is present in subseq E1, then :95a::REI8 must be present in another subseq E1.If :95a::REI8 is present in subseq E1, then :95a::REI7 must be present in another subseq E1.If :95a::REI7 is present in subseq E1, then :95a::REI6 must be present in another subseq E1.If :95a::REI6 is present in subseq E1, then :95a::REI5 must be present in another subseq E1.If :95a::REI5 is present in subseq E1, then :95a::REI4 must be present in another subseq E1.If :95a::REI4 is present in subseq E1, then :95a::REI3 must be present in another subseq E1.If :95a::REI3 is present in subseq E1, then :95a::REI2 must be present in another subseq E1.If :95a::REI2 is present in subseq E1, then :95a::REI1 must be present in another subseq E1.If :95a::REI1 is present in subseq E1, then :95a::RECU must be present in another subseq E1.If :95a::RECU is present in subseq E1, then :95a::BUYR must be present in another subseq E1.
















C9








C10

In subsequence E1, if field :95a::PSET is present, then field :97a::SAFE is not allowed in the same sequence. (Errorcode(s): E52).

Subsequence E1if field :95a::PSET is...

Subsequence E1then field :97a::SAFE is...



C11

If field :22F::REPT//CALL is present in sequence D, then the message should be a cancellation, ie, Function of theMessage in sequence A (field 23G) is CANC. (Error code(s): E14).

Sequence Dif field :22F::REPT//CALL is...(*)


Present CANC

(*) if Data Source Scheme is present in field :22F::REPT//CALL then the conditional rule does not apply.

C12



If field :22F::FXCX is present in sequence E, then the message should be a cancellation, ie, Function of the Message insequence A (field 23G) is CANC.(Error code(s): E14).

Sequence E if field :22F::FXCX is...


Present CANC

C12

In subsequence E1, if field :95C::PSET is present, then field :22F::STCO/[8c]/PHYS is mandatory in sequence E. (Error code(s): E54).

Subsequence E1if field :95C::PSET is...

In sequence Ethen field :22F::STCO/[8c]/PHYS is...

Present Mandatory


C13

In sequence A, if field :99B::TORE or field :99B::TODE is present, then field :99B::TOSE is mandatory in the samesequence. (Error code(s): E99).

Sequence Aif field :99B::4!c is...

Sequence Athen field :99B::TOSE is...

TORE or TODE Mandatory

Not (TORE or TODE) Optional

C14

If field :22F::DBNM is present in sequence E, then a seller must be specified, i.e., one occurrence of subsequence E1must contain field :95a::SELL (Error code(s): E70).

Sequence Eif field :22F::DBNM is ...

then in one occurrenceof subsequence E1 ...

Present Field :95a::SELL is Mandatoryref. 284

Not present n/a



C15

If field :22F::DBNM//VEND is present in sequence E, then a vendor must be specified; i.e. one occurrence of sequenceF must contain field :95a::VEND (Error code(s): D71).

In Seq. Eif field :22F::DBNM//VEND is

... (*)

then Seq. F is ... and in one occurrence of Seq. Ffield :95a::VEND is ...

Present Mandatory, i.e. Seq. F must bepresent once

Mandatory



MT 540 Usage RulesThe message may also be used to:

re-send a message (be it an instruction, request for cancellation, or pre-advise) sent by the account owner to theaccount servicer (the sub-function of the message is DUPL)provide a third party with a copy of a message (be it an the instruction, request for cancellation, or pre-advise)being sent by the account owner for information (the sub-function of the message is COPY)re-send a third party a copy of a message (be it an instruction, request for cancellation, or pre-advise) being sentby the account owner for information (the sub-function of the message is CODU).

When the message is used as a request to cancel, the linkage sequence must contain the reference of the original instruction.



FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION






FORMAT


PRESENCE

Mandatory

DEFINITION


CODES

Function must contain the following codes (Error code(s): T86):





PREA Preadvice This is a preadvice of an instruction. It can be used for matching purposes, butis, without further notice from the account owner, not binding for execution.

CODES


CODU Copy Duplicate This message is being sent as a copy to a party other than the accountowner/account servicer for information purposes and the message is a dupli-cate of a message previously sent.

COPY Copy This message is being sent as a copy to a party other than the accountowner/account servicer for information purposes.


RECO Reconciliation Only The settlement instruction has already been sent on the market. This messageis sent to an account servicer for reconciliation purposes.

USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER



1 O SETT N C4 B Current Settlement Instruction Number

2 O TOSE N C13 B Total of Linked Settlement Instructions

3 O TORE N B Total of Linked Receipt Instructions

4 O TODE N B Total of Linked Delivery Instructions

DEFINITION


SETT Current Settlement Instruction Number

The number of the settlement instruction in this message in a range of linked settlement instructions.

TOSE Total of Linked Settlement Instruc-tions

The total number of settlement instructions which are linked together.If used for block trades (with sequence E field : 22F: :BLOC//BLPA :SETR//BLPA or BLCH), it is the total number of children transactions.

TORE Total of LinkedReceipt Instructions

The total number of receipt instructions which are linked together, eg, inturnaround transactions.



TODE Total of Linked Delivery Instruc-tions

The total number of delivery instructions which are linked together, eg, inturnaround transactions.

USAGE RULES

The current settlement instruction number should be specified when the Sender wants to indicate that this settlement instruc-tion is linked to one or more settlement instruction.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



When the message is to be executed relative to the transaction referenced inthe sequence.

CODES






USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



USAGE RULES



FORMAT


PRESENCE


QUALIFIER









DEFINITION









COLR Collateral Reference Reference identifying a collateral transaction linked to the settlement transac-tion.




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT

Option S 16c

PRESENCE

Mandatory



DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


TRADDET Trade Details.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



CODES






USAGE RULES

When Place Code is OTCO, Narrative must specify the system. When Place Code is EXCH, Narrative must specify theMarket Identifier Code (MIC).


FORMAT


PRESENCE

Mandatory

QUALIFIER








DEFINITION



Date/time at which the securities are to be exchanged.




CODES


SEOP Seller’s option Settlement is to be completed at the seller’s option.

TBAT To be Announced Settlement is to be done as a result of a ’to be announced’ trade.

WDIS Distributed Settlement is to be done when the security is distributed.


Settlement is to be done when the security is issued or distributed.

WISS Issued Settlement is to be done when the security is issued.

CODES


VARI Partial Trades.




USAGE RULES





FORMAT


PRESENCE

Optional

QUALIFIER



1 O DEAL N A, B Deal Price

DEFINITION


DEAL Deal Price Deal price represented either as an actual amount (option B) or a percentage(option A).

CODES






CODES









The integer part of Price must contain at least one digit. A decimal comma is mandatory and is included in the maximumlength. (Error code(s): T40, T43).

USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






USAGE RULES





FORMAT



PRESENCE

Mandatory

DEFINITION





USAGE RULES








FORMAT

Option R 16c

PRESENCE




DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER











DEFINITION



Computation method to calculate the interest of the related financial instrument.





PREF Preference to Income Security status relative to claims on income and assets of company.

PAYS Payment Status Indicator Amount paid for share.


PADI Payment Direction Indi-cator


CFRE Variable Rate Change Frequency

The frequency of changes to the variable rate of a fixed income instru-ment.

CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES






CODES







CODES


ORDN Ordinary/Common Ordinary/common.


CODES







CODES


FULL Fully Paid.

NILL Nill Paid.




CODES




CODES









FORMAT



PRESENCE

Optional

QUALIFIER









DEFINITION





CODES



ASIA Asian Style.


CODES


CALL Call Option.

PUTO Put Option.

USAGE RULES

When option C is used, CFI code must contain a valid ISO CFI code.





FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



Currency in which the security was issued.



22. Field 98A: Date

FORMAT


PRESENCE

Optional

QUALIFIER

















DEFINITION


COUP Coupon Date Date of the next coupon payment of an interest-bearing security.

EXPI Expiry Date Termination date of a privilege which may be exercised, according to the termsof a securities issue.


According to the terms of the issue, the date the interest rate of a Floating Ratenote will be calculated and reset.

MATU Maturity Date Date an interest bearing security becomes due and principal is paid.



CONV Conversion Date According to the terms of the issue, the deadline by which a convertible secu-rity must be converted to underlying securities.

PUTT Put Date Date a bond holder has the right to redeem the principal amount of a bondprior to final maturity date.

DDTE Dated Date Date an interest bearing instrument begins to accrue interest.

FCOU First Coupon Date Date that the first interest payment is due on a fixed income instrument.






23. Field 92A: Rate

FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION





INTR Interest Rate 1. Ratio of the amount of interest paid during a certain period of time to the principal amount of interest bearing security.


NXRT Next Interest Rate On a floating rate note, the interest rate applicable to the next payment period.





When Sign is present, number must not be zero (Error code(s): T14).

USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION








25. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION


CONV Convertible Flag Whether the security is convertible into a different class of security.


Whether the interest rate of a bond is reset periodically.


CALL Callable Flag Whether the security is callable (issuer has the right to pay the obligation priorto maturity).

PUTT Putable Flag Whether the security is putable (issuer has the right to redeem securities priorto maturity).






CODES


N No.

Y Yes.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION









CODES






CODES








USAGE RULES





FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION








SIZE Contract size This represents the ratio or multiply factor to convert from contracts to shares,e.g. 1 option contract could represent 10,000 shares of an equity.





CODES





CODES






FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER




2 O RPOR N F Reporting Indicator


4 O BORR N F Automatic Borrowing Indicator




DEFINITION


PROC Processing Indicator Additional information relative to the processing of the trade.

RPOR Reporting Indicator If trade is to be reported to other parties.

PRIR Priority Indicator Execution priority of the instruction.

BORR Automatic Borrowing Indi-cator

If automatic borrowing needs to take place to achieve settlement.

TTCO Trade Transaction Condi-tion Indicator

The conditions under which the order/trade was executed.

CODES

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

CLOP Close Position The trade is to close a position.

OPEP Open position The trade is to open a position.

CODES

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

EXCH Stock Exchange The trade details are to be reported to a stock exchange. This stock exchange is identified in the Other Parties sequence.

TRRE Trade Details Reported

The trade details are to be reported to a regulatory organisation. This regula-tory organisation is identified in the other parties sequence.

CODES

If Qualifier is PRIR and Data Source Scheme is not present, Indicator must contain a numerical value in the range 0001 -9999 where 0001 refers to the highest priority.

CODES

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

LAMI Last Resort Borrow-ing

Only last resort borrowing should be considered to make settlement occur.

NBOR No Automatic Borrowing

No automatic borrowing should take place.



YBOR Automatic Borrow-ing

Automatic borrowing should take place to effect settlement in case of insuffi-cient securities.

CODES


BCRO Result of option (UK specific).

BCRP Result of repo when set (UK specific).

BCPD Place of delivery; in country of incorporation when unset (UK specific).

BCFD Form of delivery; not for foreign registration when unset (UK specific).

BCBL Board lots; not set for odd lots (UK specific).

BCBN Bad names, not set for good names (UK specific).

CBNS Trade was executed cum bonus.

CCPN Trade was executed cum coupon.

CDIV Trade was executed cum dividend.

CRTS Trade was executed cum rights.


GTDL Trade executed with guaranteed delivery.

SPCU Special cum dividend - bought after the ex date and getting a dividend.

SPEX Special ex dividend - sold before the ex date without the coupon.

XBNS Trade was executed ex bonus.

XCPN Trade was executed ex coupon.

XDIV Trade was executed ex dividend.

XRTS Trade was executed ex rights.


31. Field 11A: Currency: Currency to Sell



FORMAT


PRESENCE

Optional

QUALIFIER




1 O or FXIS N A Currency to Sell

DEFINITION


FXIB Currency to Buy. Account servicer is instructed to buy the indicated currency after the receipt ofcash proceeds.

FXIS Currency to Sell. Account servicer is instructed to sell the indicated currency in order to obtainthe necessary currency to fund the transaction within this instruction message.




FORMAT


PRESENCE

Optional

QUALIFIER





1 O MTCH N D Matching Status

2 O AFFM N D Affirmation Status

DEFINITION


MTCH Matching Status This is the status of the trade at confirmation level at the time the settlement instruction was sent. ETC - Electronic Trade Confirmation - status or statusreported between the trading parties prior to the sending of settlement instruc-tions.

AFFM Affirmation Status This is the status of the trade at confirmation level at the time the settlement instruction was sent. ETC - Electronic Trade Confirmation - status or statusreported between the trading parties prior to the sending of settlement instruc-tions.

CODES

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

AFFI Affirmed The status of the transaction is affirmed.

NAFI Unaffirmed The status of the transaction is unaffirmed.

CODES




33. Field 70E: Narrative

FORMAT




PRESENCE

Optional

QUALIFIER



1 O FXIN N E FX Instructions Narrative


DEFINITION


FXIN FX Instructions Narrative

Additional details pertaining to FX instructions.




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION



Total quantity of financial instrument to be settled.



CODES








FORMAT


PRESENCE

Conditional (C2 and C3)

QUALIFIER



1 O SETT N A Settlement Amount

DEFINITION


SETT Settlement Amount The total amount of money paid/to be paid or received in exchange for the securities.







USAGE RULES


38. Field 70D: Narrative: Denomination Choice

FORMAT


PRESENCE

Optional

QUALIFIER



1 O DENC N D Denomination Choice

DEFINITION


DENC Denomination Choice

Denomination of securities to be received/delivered.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION


CERT Certificate Number Certificate number of the financial instrument.

USAGE RULES



FORMAT


(Account Number)

PRESENCE

Mandatory

QUALIFIER




2 O CASH N A Cash Account

DEFINITION




CASH Cash Account Account from/to which a payment is to be/has been made.




CODES











FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






CODES



CODES








USAGE RULES



FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


TERM Closing Date/Time The closing date/time or maturity date/time of the repo transaction.



CODES



UKWN Unknown Date Date is unknown by the Sender.





FORMAT


PRESENCE

Optional

QUALIFIER





3 O REPT N C11 F Repurchase Type Indicator

DEFINITION


RERT Repurchase Rate Type

Whether the rate is fixed or variable.







CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES

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

FIXE Fixed The repurchase rate is fixed.

FORF Forfeit No specific repurchase rate applies to the Repo, only a forfeit.

VARI Variable The repurchase rate is variable.

CODES


CADJ Swap/Substitution Relates to a repo SWAP/Substitution.

CALL Repo Call Relates to a change in the closing or maturity date.

PAIR Pair-off Relates to a repo that is part of a pair-off.

REPC Repo closure Relates to the closing leg of a repo.

REPO Repo opening Relates to the opening leg of a repo.

REPE Reverse Repo Relates to a reverse repo.

ROLP Rollover Relates to a repo rollover of a position extending the closing or maturity date.





FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION


SECO Second Leg Refer-ence

Reference of the second part of the repurchase agreement.

REPO Repo Reference Repo Reference common to all the collateral pieces (one or many).



47. Field 92a: Rate

FORMAT




PRESENCE

Optional

QUALIFIER





3 O RSPR N A Repurchase Spread Interest Rate

DEFINITION


VASU Variable Rate Support

Index or support rate used together with the spread to calculate the repurchase rate.

REPO Repurchase Rate Rate to be used to recalculate the repurchase amount.

RSPR Repurchase Spread Interest Rate

Margin over or under an index that determines the repurchase rate.





USAGE RULES



FORMAT




PRESENCE

Optional

QUALIFIER





DEFINITION


CADE Repurchase Call Delay

Minimum number of days notice you need to give your counterparty for termi-nating the repurchase agreement

TOCO Total Number of Collateral Instruc-tions

The total number of collateral instructions which are linked together.


FORMAT


PRESENCE

Optional

QUALIFIER











DEFINITION


FORF Forfeit Repurchase Amount

Fixed amount which has to be paid (instead of interest) in case of a recall (or atthe closing date instead of an interest). recall.

REPA Repurchase Amount Cash amount to be settled in the second part of the repurchase agreement.

REPP RepurchasePremium Amount

Difference between the cash movement of the first part and the second part ofthe repurchase agreement.


Accrued Interest Amount (for second leg).

DEAL Deal Amount Deal Amount (for second leg).





USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION


REPO Repurchase Narra-tive

Details of the repurchase agreement not included within structured fields in the message.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION




CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER





















DEFINITION



Conditions under which the trade is to be settled.





STAM Stamp Duty Indica-tor










DBNM Settlement Standing Instruction Database Indicator

Indicates what settlement standing instruction database is to be used to derivethe settlement parties involved in the transaction.. Presence of this indicatormeans that any information contained in the settlement parties sequences of themessage (with the exception of the buyer/seller and place of settlement infor-mation) will be disregarded.


Indicates whether the standing arrangement for the beneficial ownership is overridden or not.




Indicates what settlement standing instruction database is to be used to derivethe settlement parties involved in the transaction.







FXCX Forex Order Cancel-lation Indicator

In a cancellation request (field 23G:CANC), indicates whether a forexinstructed in the message to be cancelled is also to be cancelled or not.






CODES






















CODES





































TRPO Triparty Repo-Turnaround

Relates to a triparty repo.























CODES





CODES


CODES






CODES








CODES






CODES



BOKW Bank of Korea Wire (JP)

CHEC Cheque


GBSC UK Domestic



USCH CHIPS (US)

USFW Fedwire (US)




CODES




VEND The settlement standing instruction database to be used is the database of the vendor identified in theother parties sequence F, party field 95a, with qualifier VEND.

CODES




CODES


MAKT The instruction is a market side transaction.


CODES




CODES






CODES







CODES




USAGE RULES

The conditions of the use of the override codes for the qualifiers BENE, CASY, BLOC, DBNM, REGT, RTGS, SETS andSTCO must be pre-agreed between account owner and account servicer.




54. Field 17B: Flag

FORMAT


PRESENCE

Optional



QUALIFIER





DEFINITION




CODES


N No.

Y Yes.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT



PRESENCE

Mandatory

QUALIFIER















or PSET N C6 C, P, Q, R Place of Settlement

or REAG N C6 P, Q, R Receiving Agent














or SELL N C6, C8, C14 P, Q, R Seller

2 O ALTE N S Alternate Identification

DEFINITION


BUYR Buyer.


























SELL Seller.

ALTE Alternate Identification.







CODES

Type of ID must contain one of the following codes:

ARNU Alien Registration Number

Alien registration number.

CCPT Passport Number Passport number.

CHTY Tax Exempt Identi-fication Number

Tax exempt identification number, i.e. charity in the UK.

CORP Corporate Identifi-cation

Name of the corporate, followed by a slash, ’/’, followed by the number of thecustomer in a corporation.



DRLC Driver’s License Number

State of issue, followed by a slash, ’/’, followed by the driver’s license number.

FIIN Foreign Investment Identity Number

Foreign Investment Identity Number (to be used when different ID than Alien Number).

TXID Tax Identification Number

Tax identification number.




USAGE RULES



FORMAT


(Account Number)

PRESENCE

Conditional (C10)

QUALIFIER




DEFINITION







CODES











FORMAT


PRESENCE

Optional

QUALIFIER



1 O PROC N A, C Processing Date/Time

DEFINITION


PROC Processing Date/Time

Date/time at which the transaction was processed at the party specified in the sequence.







FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


PROC Processing Refer-ence

Reference meaningful to the party identified in the sequence. This reference specifies the reference of the transaction at this party.




FORMAT

Option E :4!c//10*35x (Qualifier) (Narrative)Option D :4!c//6*35x (Qualifier) (Narrative)Option C :4!c//4*35x (Qualifier) (Narrative)

PRESENCE

Optional



QUALIFIER







DEFINITION


DECL Declaration Details Declaration details relative to the party.




PART Party Narrative Additional information for the party defined within the party block.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option P :4!c//4!a2!a2!c[3!c] (Qualifier) (BIC/BEI)Option R :4!c/8c/34x (Qualifier) (Data Source Scheme) (Proprietary Code)Option S :4!c/[8c]/4!c/2!a/30x (Qualifier) (Data Source Scheme) (Type of ID) (Country

Code) (Alternate ID)Option Q :4!c//4*35x (Qualifier) (Name & Address)

PRESENCE


QUALIFIER



1 M ACCW N C6 P, Q, R Account With Institution

or BENM N C6 P, Q, R Beneficiary of Money

or PAYE N C6 P, Q, R Paying Institution




DEFINITION


ACCW Account With Insti-tution

Identifies the institution to which the payment is to be made in favour of the beneficiary of money, if different from the Receiver. This may be a branch or affiliate of the Receiver, or of the intermediary, or of the beneficiary institu-tion, or an entirely different financial institution.

BENM Beneficiary of Money

Identifies the party to be credited with the payment, when payment is to bemade to an institution different from the Receiver and identified as accountwith institution.

PAYE Paying Institution Specifies the party from whose account the payment needs to be done.








CODES






















FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION


CASH Cash Account Account from/to which a payment is to be/has been made and which is held bythe party specified in this sequence.

CHAR Charges Account Account to be used for charges if different from the account for payment andwhich is held by the party specified in this sequence.

COMM Commission Account

Account to be used for commission if different from the account for paymentand which is held by the party specified in this sequence.

TAXE Tax Account Account to be used for taxes if different from the account for payment andwhich is held by the party specified in this sequence.




FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION








FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


AMT Amount.

67. Field 17B: Flag

FORMAT


PRESENCE

Optional



QUALIFIER





DEFINITION




CODES


N No.

Y Yes.

USAGE RULES

Flag is only to be used in a sequence E3 with settlement amount field 19A::SETT//[N]3!a15d as it indicates whether theconcerned settlement amount includes the accrued interest and/or the stamp duty amount.


FORMAT


PRESENCE


QUALIFIER





1 M ACRU N C1 A Accrued Interest Amount

or CHAR N C1 A Charges/Fees

or COUN N C1 A Country, National Federal Tax

or DEAL N C1 A Trade Amount

or EXEC N C1 A Executing Broker’s Amount

or ISDI N C1 A Issue Discount/Allowance

or LEVY N C1 A Payment Levy Tax

or LOCL N C1 A Local Tax

or LOCO N C1 A Local Broker’s Commission

or MARG N C1 A Margin

or OTHR N C1 A Other Amount

or POST N C1 A Postage Amount

or REGF N C1 A Regulatory Amount

or SETT N C1, C3 A Settlement Amount

or SHIP N C1 A Shipping Amount

or SPCN N C1 A Special Concessions Amount

or STAM N C1 A Stamp Duty

or STEX N C1 A Stock Exchange Tax

or TRAN N C1 A Transfer Tax

or TRAX N C1 A Transaction Tax

or VATA N C1 A Value Added Tax

or WITH N C1 A Withholding Tax

or ANTO N C1 A Net gain/loss Amount

or BOOK N C1 A Book Value

or COAX N C1 A Consumption Tax

or ACCA N C1 A Accrued Capitalisation






DEFINITION


ACRU Accrued Interest Amount The interest amount that has been accrued in between coupon payment periods.

CHAR Charges/Fees Charges/fees levied for the provision of services.

COUN Country, National Federal Tax

Country, national, or federal tax.

DEAL Trade Amount Price multiplied by quantity.

EXEC Executing Broker’s Amount

Executing broker’s commission.

ISDI Issue Discount/Allowance Discount on a new issue or new tranche of an existing issue.

LEVY Payment Levy Tax Payment levy tax.

LOCL Local Tax Local tax.

LOCO Local Broker’s Commis-sion

Local broker’s commission.

MARG Margin Margin amount.

OTHR Other Amount Other amount.

POST Postage Amount Postage Amount.

REGF Regulatory Amount Regulatory fees, eg, Securities and Exchange fees.


SHIP Shipping Amount Shipping, including insurance, etc.

SPCN Special Concessions Amount

The amount of commission, drawdown or other reduction from or in addi-tion to the deal price.

STAM Stamp Duty Stamp duty.

STEX Stock Exchange Tax Stock exchange tax.



TRAN Transfer Tax Transfer tax.

TRAX Transaction Tax Transaction tax.

VATA Value Added Tax Value added tax.

WITH Withholding Tax Percentage of a cash distributions that will be withheld by a tax authority.

ANTO Net gain/loss amount The net gain/loss amount which is paid/received when instructions arepaired off. Netting is also done in the settlement of other financial instru-ments, eg, TBA’s.

BOOK Book Value The cost of all securities. This is needed for tax purposes in some coun-tries.

COAX Consumption Tax Consumption Tax. It is used in the UK market.

ACCA Accrued Capitalisation Accrued Capitalisation.

RESU Resulting Amount A cash amount resulting from a foreign exchange conversion.

OCMT Original Currency andOrdered Amount

Posting/settlement amount in its original currency when conversionfrom/into euro has occurred.





USAGE RULES


69. Field 98a: Date/Time: Value Date/Time

FORMAT


PRESENCE

Optional



QUALIFIER




DEFINITION


VALU Value Date/Time Date/time on which the value is calculated.





FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION








USAGE RULES



FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


AMT Amount.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


OTHRPRTY Other Parties


FORMAT



PRESENCE


QUALIFIER



1 M EXCH N C6 P, Q, R Stock Exchange

or MEOR N C6 P, Q, R Originator of Message

or MERE N C6 P, Q, R Recipient of Message

or TRRE N C6 P, Q, R Trade Regulator




or INVE N C6 C, P, Q, R Investor

or VEND N C6, C15 P, Q, R Vendor

or TRAG N C6 P, Q, R Triparty Agent


DEFINITION


EXCH Stock Exchange Stock exchange.

MEOR Originator of Message Party which originated the message if other than the Sender, eg, the origina-tor may not have access to a network, and therefore must use a Sender to transmit a message.

MERE Recipient of Message Party which is the final destination of the message, if different from theReceiver, eg, when the message is being sent as a copy, this field may showthe original receiver.

TRRE Trade Regulator Trade regulator.

INVE Investor Party identified as the investor.

ALTE Alternate Identification Alternate identification for the party specified in this sequence.

VEND Vendor Vendor of the Settlement Standing Instruction database requested to beconsulted through sequence E field :22F::DBNM//VEND.

TRAG Triparty Agent The receiver of the repo instruction.






CODES




















USAGE RULES

The qualifier INVE is to be used only when the investor cannot be a trade counterparty for legal reasons, eg, in Japan wherethe trust bank arranges the deal with the broker.



FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION






FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION










FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 541 Receive Against Payment



instruct the receipt of financial instruments against payment, physically or by book-entry, from a specified party (the function of the message is NEWM)request the cancellation of a receive against payment instruction previously sent by the account owner (the function ofthe message is CANC)pre-advise the account servicer of a forthcoming receive against payment instruction (the function of the message is PREA).



MT 541 Receive Against Payment

Status Tag Qualifier Generic Field Name Detailed Field Name Content/Options No.





4!c[/4!c] 3


----->


:4!c//3!n 5

-----|----->Repetitive Optional Subsequence A1 Linkages


O 22F LINK Indicator Linkage Type Indica-tor

:4!c/[8c]/4!c 7

O 13A LINK Number Identification Linked Transaction :4!c//3!c 8





:4!c//16x 9





Mandatory Sequence B Trade Details



----->


A, B or C 14

-----|


O 99A DAAC Number Count Number of Days Accrued

:4!c//[N]3!n 16


[ISIN1!e12!c][4*35x]

17



----->


:4!c/[8c]/4!c 19

-----|----->



A, C or B 20

-----|

O 11A DENO Currency Currency of Denomi-nation

:4!c//3!a 21




----->

O 98A 4!c Date (see qualifier descrip-tion)

:4!c//8!n 22

-----|----->


:4!c//[N]15d 23

-----|----->

O 13a 4!c Number Identification (see qualifier descrip-tion)

A, B or K A or B 24

-----|----->


:4!c//1!a 25

-----|----->


A or B 26

-----|----->

O 36B 4!c Quantity of Financial Instrument


:4!c//4!c/15d 27

-----|


:4!c//10*35x 28


End of Subsequence B1 Financial Instrument Attributes----->


:4!c/[8c]/4!c 30

-----|

O 11A FXIS 4!c Currency Currency to Sell (see qualifier description)

:4!c//3!a 31




----->

O 25D 4!c Status (see qualifier descrip-tion)

:4!c/[8c]/4!c 32

-----|----->

O 70E 4!c Narrative (see qualifier descrip-tion)

:4!c//10*35x 33

-----|


End of Sequence B Trade Details

----->Repetitive Mandatory Sequence C Financial Instrument/Account


M 36B SETT Quantity of Financial Instrument


:4!c//4!c/15d 36



----->

O 13B CERT Number Identification Certificate Number :4!c/[8c]/30x 39

-----|----->

M 97a 4!c Account (see qualifier descrip-tion)

B or A 40

-----|



-----| End of Sequence C Financial Instrument/Account

Optional Sequence D Repo Details






----->


:4!c/[8c]/4!c 45

-----|----->


:4!c//16x 46

-----|----->


C or A 47

-----|----->


:4!c//3!n 48

-----|----->


:4!c//[N]3!a15d 49

-----|



End of Sequence D Repo Details

Mandatory Sequence E Settlement Details


----->


:4!c/[8c]/4!c 53

-----|

-----|----->





:4!c//1!a 54

-----|----->Repetitive Mandatory Subsequence E1 Settlement Parties


----->


C, S, P, R or Q 55 56

-----|




----->


E, C or D 59 60

-----|


-----| End of Subsequence E1 Settlement Parties----->Repetitive Optional Subsequence E2 Cash Parties


----->


S, P, R or Q 62 63

-----|----->


:4!c//35x 63 64




-----|----->


E, C or D 64 65

-----|


-----| End of Subsequence E2 Cash Parties----->Repetitive Mandatory Subsequence E3 Amounts


----->


:4!c//1!a 67

-----|

----->


:4!c//[N]3!a15d 68

-----|






End of Sequence E Settlement Details

----->Repetitive Optional Sequence F Other Parties


----->





C, S, P, R or Q 74

-----|----->


:4!c//35x 75

-----|----->


E, C or D 76

-----|






The following amount fields cannot appear in more than one occurrence of the subsequence E3 Amounts (Errorcode(s): E87):

Subsequence E3

:19A::ACRU

:19A::ANTO

:19A::CHAR

:19A::COUN

:19A::DEAL

:19A::EXEC

:19A::ISDI

:19A::LEVY

:19A::LOCL



:19A::LOCO

:19A::MARG

:19A::OTHR

:19A::POST

:19A::REGF

:19A::SETT

:19A::SHIP

:19A::SPCN

:19A::STAM

:19A::STEX

:19A::TRAN

:19A::TRAX

:19A::VATA

:19A::WITH

:19A::COAX

:19A::ACCA

C2

It is mandatory to specify a settlement amount: one occurrence of the amounts subsequence E3 must contain amountfield :19A::SETT (Error code(s): E92).

C3

If sequence C Financial Instrument/Account is present only once, the settlement amount (field :19A::SETT) must notbe present in sequence C (Error code(s): E88).

C4

If sequence C is present two or more times, the settlement amount (field :19A::SETT) must be present in every occur-rence of sequence C or in none (Error code(s): E89).

In the former case (when sequence C is present two or more times and the settlement amount (field :19A::SETT) ispresent in every occurrence of sequence C) then:

the sum of all occurrences of the settlement amount (field :19A::SETT) in sequence C must be equal to the settle-ment amount (field :19A::SETT) in subsequence E3 andthe currency code in the settlement amounts (fields 19A::SETT in (sub)sequences C and E3) must be the same forall occurrences of these fields in the message.

C5

In sequence A, if the total of linked settlement instructions (field :99B::TOSE) is present, then the current settlement instruction number (field :99B::SETT) must be present (Error code(s): E90).





Present Mandatory


C6

In (sub)sequence E3, if an exchange rate (field :92B::EXCH) is present, the corresponding resulting amount (field:19A::RESU) must be present in the same subsequence. If the exchange rate is not present then the resulting amount isnot allowed (Error code(s): E62).



Present Mandatory


C7










:95a::DEI5

:95a::DEI6

:95a::DEI7

:95a::DEI8

:95a::DEI9



:95a::PSET

:95a::REAG

:95a::RECU

:95a::REI1

:95a::REI2

:95a::REI3

:95a::REI4

:95a::REI5

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

C8

If field: 22F: :DBNM It is NOT present in sequence E, then it is mandatory to specify a delivering agent: one occur-rence of subsequence E1 Settlement Parties must contain party field :95a::DEAG (Error code(s): E91).

C9





















C10




:20C::PREV is...






C11






C12




Present CANC


C13

If field :22F::FXCX is present in sequence E, then the message should be a cancellation, ie, Function of the Message insequence A (field 23G) is CANC. (Error code(s): E14).

Sequence E if field :22F::FXCX is...

In sequence A then field :23G:4!c is...

Present CANC

C13




Present Mandatory




C14

In sequence A, if field :99B::TORE or field :99::TODE is present, then field :99B::TOSE is mandatory in the samesequence. (Error code(s): E99).




Not TORE or TODE Optional

C15

If field :22F::DBNM is present in sequence E, then a seller must be specified, i.e. one occurrence of subsequence E1must contain field :95a::SELL (Error code(s): E70).



Present Field :95a::SELL is Mandatoryref. 284

Not present n/a

C16



... (*)

thenSeq. F is ...

and in one occurrence of Seq. Ffield :95a::VEND is ...


Mandatory





When the message is used as a request to cancel, the Linkage Sequence must contain the reference of the original



instruction.Field 11A Currency in Trade Details in sequence B, provides an instruction to the account servicer to execute a foreignexchange deal on behalf of the account owner. The purpose of the forex deal is to fund the purchase of securities. Thisfield is not to be used when standing instructions have been established. The use of this field implies the following:

the currency required for funding a purchase of securities, eg, the currency to be purchased, is the currency of the settlement amount. The currency to be sold to obtain settlement currency is indicated by the qualifier FXIS,’currency to be sold’. Normally, this is the base currency of the portfolio.the amount of currency to be bought is equal to the settlement amount of the transaction. This implies the forexwill not be used for other transactions and that a bulk forex deal must be instructed by other means.a forex deal to fund the purchase of securities should be executed in time for the currency to be available on the settlement date of the securities transaction.a bilateral agreement regarding the use of this field has been established.



FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER






DEFINITION






FORMAT


PRESENCE

Mandatory

DEFINITION


CODES




PREA Preadvice This is a preadvice of a instruction. It can be used for matching purposes, butis, without further notice from the account owner, not binding for execution.

CODES








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION










FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION





The total number of settlement instructions which are linked together.If used for block trades (with sequence E field : 22F: :BLOC//BLPA :SETR//BLPA or BLCH), it is the total number of children transactions.





USAGE RULES





FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






CODES






USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES





FORMAT


PRESENCE


QUALIFIER









DEFINITION













FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





CODES






USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER






DEFINITION



Date/time at which the securities are to be exchanged.

TRAD Trade Date/Time Date/time at which the deal was agreed.





CODES








CODES


VARI Partial Trades




USAGE RULES



FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION



CODES






CODES









The integer part of Price must contain at least one digit. A decimal comma is mandatory and is included in the maximumlength. (Error code(s): T40, T43).

USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





When Sign is present, Number must not be zero. (Error code(s): T14).

USAGE RULES





FORMAT



PRESENCE

Mandatory

DEFINITION





USAGE RULES








FORMAT

Option R 16c

PRESENCE




DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER











DEFINITION


MICO Method of Interest Compu-tation









PADI Payment Direction Indica-tor




CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES






CODES







CODES


ORDN Ordinary/Common Ordinary / common.


CODES







CODES


FULL Fully Paid.

NILL Nill Paid.




CODES




CODES









FORMAT



PRESENCE

Optional

QUALIFIER









DEFINITION





CODES



ASIA Asian Style.


CODES


CALL Call Option.

PUTO Put Option.

USAGE RULES






FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






22. Field 98A: Date

FORMAT


PRESENCE

Optional

QUALIFIER

















DEFINITION


















23. Field 92A: Rate

FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION







NXRT Next Interest Rate Next interest rate; on a floating rate note, the interest rate applicable to the nextpayment period.






USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION








25. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION













CODES


N No.

Y Yes.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION






EXER Exercise Price 1. Price at which the security will be purchased/ sold if warrant is exercised., represented either as an actual amount (option B) or a percentage (option A).


3. Strike price of an option., represented either as an actual amount (optionB) or a percentage (option A).

CODES






CODES








USAGE RULES





FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION













CODES





CODES






FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION





BORR Automatic Borrowing Indicator


TTCO Trade Transaction Condi-tion Indicator


CODES




CODES




The trade details are to be reported to a regulatory organisation. This regula-tory organisation is identified in the Other Parties sequence.

CODES


CODES










CODES


BCRO Result of option when set (UK specific).



















31. Field 11A: Currency: Currency to Sell



FORMAT


PRESENCE

Optional

QUALIFIER




1 O or FXIS N A Currency to Sell

DEFINITION


FXIB currency to buy Account servicer is instructed to buy the indicated currency after the receipt ofcash proceeds.

FXIS currency to sell Account servicer is instructed to sell the indicated currency in order to obtainthe necessary currency to fund the transaction within this instruction message.




FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION


MTCH Matching Status This is the status of the trade at confirmation level at the time the settlement instruction was sent. ETC - Electronic Trade Confirmation-status or statusreported between the trading parties prior to the sending of settlement instruc-tions.

AFFM Affirmation Status This is the status of the trade at confirmation level at the time the settlement instruction was sent. ETC - Electronic Trade Confirmation-status or statusreported between the trading parties prior to the sending of settlement instruc-tions.

CODES




CODES





FORMAT




PRESENCE

Optional

QUALIFIER





DEFINITION



Additional details pertaining to forex instructions.




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION






CODES








FORMAT


PRESENCE


QUALIFIER




DEFINITION









USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



USAGE RULES



FORMAT


(Account Number)

PRESENCE

Mandatory

QUALIFIER





DEFINITION








CODES











FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






CODES



CODES








USAGE RULES



FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





CODES








FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION










CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES





CODES













FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION







47. Field 92a: Rate

FORMAT




PRESENCE

Optional

QUALIFIER






DEFINITION





RSPR Repurchase Spread Rate






USAGE RULES



FORMAT




PRESENCE

Optional

QUALIFIER





DEFINITION



Minimum number of days notice you need to give your counterparty for termi-nating the repurchase agreement.




FORMAT


PRESENCE

Optional

QUALIFIER











DEFINITION


FORF Forfeit Repurchase Amount . Fixed amount which has to be paid in case of a recall (or at theclosing date instead of an interest). Fixed amount which has to bepaid (instead of interest) in case of a recall.

REPA Repurchase Amount Cash amount to be settled in the second part of the repurchase agree-ment.

REPP Repurchase Premium Amount Difference between the cash movement of the first part and thesecond part of the repurchase agreement.

ACRU Accrued Interest Amount Accrued Interest Amount (for second leg).






USAGE RULES



FORMAT


PRESENCE

Optional



QUALIFIER




DEFINITION





FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.


FORMAT

Option R 16c



PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER





















DEFINITION

















Indicates whether what cash settlement system is instructed to be used. the standing arrangement for the cash settlement system is overridden or not.


Indicates what settlement standing instruction database is to be used to derivethe settlement parties involved in the transaction.Presence of this indicatormeans that any information contained in the settlement parties sequences of themessage (with the exception of the buyer/seller and place of settlement infor-mation) will be disregarded.
















CODES























CODES





CODES


CODES






CODES








CODES






CODES




CHEC Cheque


GBSC UK Domestic



USCH CHIPS (US)

USFW Fedwire (US)




CODES





CODES




CODES




CODES




CODES






CODES







CODES




USAGE RULES





54. Field 17B: Flag

FORMAT


PRESENCE

Optional



QUALIFIER





DEFINITION




CODES


N No.

Y Yes.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT



PRESENCE

Mandatory

QUALIFIER















or PSET N C7 C, P, Q Q, R

Place of Settlement

or REAG N C7 P, Q, R Receiving Agent














or SELL N C7, C9, C15 P, Q, R Seller


DEFINITION


BUYR Buyer.


























SELL Seller.








CODES




















USAGE RULES



FORMAT


(Account Number)

PRESENCE

Conditional (C11)

QUALIFIER




DEFINITION







CODES











FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION










FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







FORMAT


PRESENCE

Optional



QUALIFIER







DEFINITION








FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT



PRESENCE


QUALIFIER









DEFINITION














CODES






















FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION










FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION








FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


AMT Amount.

67. Field 17B: Flag

FORMAT


PRESENCE

Optional



QUALIFIER





DEFINITION




CODES


N No.

Y Yes.

USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER


















or SETT N C1, C2, C4 A Settlement Amount

















DEFINITION





COUN Country, NationalFederal Tax





ISDI Issue Discount/Allowance

Discount on a new issue or new tranche of an existing issue.



LOCO Local Broker’s Commission






SETT Settlement Amount The total amount of money paid/to be paid or received/to be received inexchange of the securities.



The amount of commission, drawdown or other reduction from or in addi-tion to the deal price.








WITH Withholding Tax Percentage of a cash distribution that will be withheld by a tax authority.


COAX Consumption Tax Consumption Tax. It is used in the UK market..









USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





First Currency Code and Second Currency Code must be a valid ISO 4217 currency code (Error code(s): T52).



USAGE RULES



FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


AMT Amount.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT



PRESENCE


QUALIFIER














DEFINITION




















CODES


















USAGE RULES




FORMAT


PRESENCE

Optional



QUALIFIER





DEFINITION


CASH Cash Account The account from/to which a payment is to be/has been made and which isheld by the party specified in this sequence.




FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION









FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 542 Deliver Free



instruct the delivery of financial instruments free of payment, physically or by book-entry, to a specified party (the function of the message is NEWM)request the cancellation of a deliver free of payment instruction previously sent by the account owner (the function ofthe message is CANC)pre-advise the account servicer of a forthcoming deliver free of payment instruction (function of the message is PREA).



MT 542 Deliver Free








----->


-----|

----->Repetitive Optional Subsequence A1 Linkages











-----|End of Subsequence A1 Linkages



Mandatory Sequence B Trade Details



----->


-----|




[ISIN1!e12!c][4*35x]

17



----->


-----|

----->



-----|


----->

O 98A 4!c Date/Time (see qualifier description) :4!c//8!n 22





-----|

----->


-----|

----->



-----|

----->


-----|

----->


-----|

----->



-----|


:4!c//10*35x 28



----->


-----|

O 11A FXIB 4!c Currency Currency to Buy (see quali-fier description)

:4!c//3!a 31

----->






-----|

----->


-----|


End of Sequence B Trade Details

----->Repetitive Mandatory Sequence C Financial Instrument/Account




:4!c//4!c/15d 36



----->



-----|----->


-----|







----->






-----|----->


-----|----->


-----|----->


-----|----->


-----|






----->


-----|

-----|----->








----->


-----|




----->


-----|


-----| End of Subsequence E1 Settlement Parties----->Repetitive Optional Subsequence E2 Cash Parties


----->


-----|----->


-----|----->


-----|






-----| End of Subsequence E2 Cash Parties----->Repetitive Optional Subsequence E3 Amounts


----->


-----|

----->


-----|






End of Sequence E Settlement Details----->Repetitive Optional Sequence F Other Parties


----->


-----|----->


-----|----->






-----|






The following amount fields cannot appear in more than one occurrence of subsequence E3 Amounts (Error code(s): E87):

Subsequence E3

:19A::ACRU

:19A::ANTO

:19A::BOOK

:19A::CHAR

:19A::COUN

:19A::DEAL

:19A::EXEC

:19A::ISDI

:19A::LEVY

:19A::LOCL

:19A::LOCO

:19A::MARG

:19A::OTHR

:19A::POST

:19A::REGF

:19A::SETT



:19A::SHIP

:19A::SPCN

:19A::STAM

:19A::STEX

:19A::TRAN

:19A::TRAX

:19A::VATA

:19A::WITH

:19A::COAX

:19A::ACCA

C2

If sequence C Financial Instrument/Account is present only once, Settlement Amount (field :19A::SETT) must not bepresent in sequence C (Error code(s): E88).

C3

If sequence C is present two or more times, the Settlement Amount (field :19A::SETT) must be present in every occur-rence of sequence C or in none (Error code(s): E89).

In the former case (when sequence C is present two or more times and the Settlement Amount (field :19A::SETT) ispresent in every occurrence of sequence C) then:

the Settlement Amount (field :19A::SETT) must be present in one occurrence of subsequence E3 andthe sum of all occurrences of the Settlement Amount (field :19A::SETT) in sequence C must be equal to the settlement amount (field :19A::SETT) in subsequence E3 andthe currency code in the Settlement Amounts (fields 19A::SETT in (sub)sequences C and E3) must be the samefor all occurrences of these fields in the message.

C4

In sequence A, if the Total of Linked Settlement Instructions (field :99B::TOSE) is present, then the Current Settle-ment Instruction Number (field :99B::SETT) must be present (Error code(s): E90).



Present Mandatory


C5

In subsequence E3, if an Exchange Rate (field :92B::EXCH) is present, the corresponding Resulting Amount (field:19A::RESU) must be present in the same subsequence. If the Exchange Rate is not present then the Resulting Amountis not allowed (Error code(s): E62).





Present Mandatory


C6



95a::BUYR :95a::ACCW :95a::EXCH







:95a::DEI5

:95a::DEI6

:95a::DEI7

:95a::DEI8

:95a::DEI9

:95a::PSET

:95a::REAG

:95a::RECU

:95a::REI1

:95a::REI2

:95a::REI3

:95a::REI4

:95a::REI5




:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

C7

If field: 22F: :DBNM It is NOT present in sequence E, then it is mandatory to specify a receiving agent: one occur-rence of subsequence E1 Settlement Parties must contain party field :95a::REAG (Error code(s): E93).

C8






















C9








C10








C11

If field :22F::REPT//CALL is present in sequence D, then the message should be a cancellation, ie, Function of theMessage in sequence A (field 23G) is CANC (Error code(s): E14).



Present CANC


C12


Sequence Eif field :22F::FXCX is...


Present CANC

C12




Present Mandatory


C13








C14

If field :22F::DBNM is present in sequence E, then a buyer must be specified; i.e., one occurrence of subsequence E1must contain field :95a::BUYR (Error code(s): E70).



Present Field :95a::BUYR is Mandatoryref. 284

Not present n/a

C15

If :22F::DBNM//VEND is present in sequence E, then a vendor must be specified; i.e. one occurrence of sequence Fmust contain field :95a::VEND (Error code(s): D71).


... (*)



Mandatory





When the message is used as a request to cancel, the linkage sequence must contain the reference of the original instruction.



FORMAT

Option R 16c



PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION








FORMAT


PRESENCE

Mandatory

DEFINITION


CODES




PREA Preadvice This is a preadvice of an instruction. It can be used for matching purposes, butis, without further notice from the account owner, not binding for execution.

CODES


CODU Copy Duplicate This message is being sent as a copy to a party other than the account owner/account servicer, for information purposes and the message is a duplicate of amessage previously sent.

COPY Copy This message is being sent as a copy to a party other than the account owner/account servicer, for information purposes.



USAGE RULES





FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION





The total number of settlement instructions which are linked together. If usedfor block trades (with sequence E field : 22F: :BLOC//BLPA :SETR//BLPA orBLCH), it is the total number of children transactions.





USAGE RULES



FORMAT

Option R 16c

PRESENCE


DEFINITION




CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION




CODES








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES



FORMAT


PRESENCE




QUALIFIER









DEFINITION











FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES


LINK Linkages


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory



DEFINITION


CODES


TRADDET Trade Details


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



CODES








USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER






DEFINITION



Date/time on which the securities are to be exchanged




CODES










CODES

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

VARI Partial Trades




USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



CODES






CODES








USAGE RULES



FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION






USAGE RULES



FORMAT



PRESENCE

Mandatory

DEFINITION







USAGE RULES








FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional



QUALIFIER











DEFINITION


MICO Method of Interest Computa-tion







PADI Payment Direction Indicator The direction of capital repayment for asset backed securities.


The frequency of changes to the variable rate of a fixed income instrument.

CODES


A001 30/360.



A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES




CODES







CODES


ORDN Ordinary/Common Ordinary / common.




CODES







CODES

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

FULL Fully Paid.

NILL Nill Paid.


CODES




CODES











FORMAT



PRESENCE

Optional

QUALIFIER






DEFINITION





CODES





ASIA Asian Style


CODES


CALL Call Option.

PUTO Put Option.

USAGE RULES




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION








22. Field 98A: Date

FORMAT


PRESENCE

Optional

QUALIFIER














DEFINITION


















23. Field 92A: Rate

FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION











USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION






25. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER













DEFINITION











CODES


N No

Y Yes


FORMAT


PRESENCE

Optional



QUALIFIER






DEFINITION







CODES








CODES








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION











CODES





CODES








FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


FIA Financial Instrument Attributes




FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION







TTCO Trade Transaction Condition Indicator


CODES






CODES




The trade details are to be reported to a regulatory organisation. This regula-tory organisation is identified in the Other Parties sequence.

CODES


CODES








CODES























31. Field 11A: Currency: Currency to Buy

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION


FXIB Currency to Buy Account servicer is instructed to buy the indicated currency after the receipt ofcash proceeds.

FXIB Currency to Buy Account servicer is instructed to buy the indicated currency after the receipt ofcash proceeds.



FXIS Currency to Sell Account servicer is instructed to sell the indicated currency in order to obtainthe necessary currency to fund the transaction within this instruction message.


Currency Code must be a valid 4217 ISO 4217 currency code (Error code(s): T52).


FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION


MTCH Matching Status This is the status of the trade at confirmation level at the time the settlement instruction was sent. ETC - Electronic Trade Confirmation- status or statusreported between the trading parties prior to the sending of settlement instruc-tions.


CODES






CODES





FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION



Additional details pertaining to forex instructions.




FORMAT

Option S 16c



PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory



QUALIFIER




DEFINITION




CODES








FORMAT


PRESENCE


QUALIFIER






DEFINITION


SETT Settlement Amount The total amount of money paid/to be paid or received/to be received inexchange of the securities.





USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES



FORMAT


(Account Number)

PRESENCE

Mandatory



QUALIFIER





DEFINITION

The qualified generic field specifies:





CODES











FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION




CODES



CODES










USAGE RULES



FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


FIAC Financial Instrument/Account


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



CODES








FORMAT




PRESENCE

Optional

QUALIFIER






DEFINITION








CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.



CODES





CODES











FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION







47. Field 92a: Rate

FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION













USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION









FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION
















USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





FORMAT

Option S 16c

PRESENCE


DEFINITION




CODES


REPO Repo Details


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


SETDET Settlement Details


FORMAT


PRESENCE

Mandatory

QUALIFIER





















DEFINITION


STCO Settlement Transaction Condition


SETR Type of Settlement Trans-action


TRCA Party Capacity Indicator Party which has a specific role in the settlement of the transaction.

STAM Stamp Duty Indicator Indicates the stamp duty type or exemption reason applicable to the settlement transaction.

RTGS Securities Real-TimeGross Settlement Override Indicator

Indicates whether the settlement transaction is standing arrangement to be settled settle through an RTGS or a non RTGS system. system for securities is overridden or not.

REGT Registration Override Indicator

Indicates whether the standing arrangement for registration is to be doneon receipt overridden or not.

BENE Beneficial Ownership Override Indicator

Indicates whether there is change of beneficial ownership the standing arrangement for the beneficial ownership is overridden or not.



CASY Cash Settlement System Indicator


DBNM Settlement Standing Instruction Database Indi-cator

Indicates what settlement standing instruction database is to be used toderive the settlement parties involved in the transaction. Presence of this indicator means that any information contained in the settlement partiessequences of the message (with the exception of the buyer/seller andplace of settlement information) will be disregarded

CASY Cash Settlement System Override Indicator

Indicates whether the standing arrangement for the cash settlementsystem is overridden or not.

DBNM Settlement Standing Instruction Database Indi-cator

Indicates what settlement standing instruction database is to be used toderive the settlement parties involved in the transaction.

TCPI Tax Capacity Party Indi-cator

Indicates the tax role capacity of the instructing party. Only applicable inagent - CSD or participant - ICSD communication.

MACL Market Side Indicator Indicates whether an instruction is a market side or a client side transac-tion.

FXCX Forex Order Cancellation Indicator


BLOC Block Trade Indicator Indicates whether the settlement instruction is a block parent or children.


SETS Settlement System Indica-tor

Indicates whether the settlement transaction is to be settled through thedefault or the alternate settlement system.

CODES



DIRT Non tax-exempt Dirty, non-tax exempt, status bonds are to be settled (Japanese govern-ment bonds).

DLWM Delivery Without Match-ing

The delivery instruction does not require a matching receipt instructionon the concerned market (only for the concerned ICSD and CSD).



FRCL Free Clean Settlement The delivery will be made free of payment but a clean payment orderwill be sent.

KNOC Knocked out For derivatives an option or future which is knocked out (expired worth-less).



NPAR No Partial Settlement Allowed




SHOR Short Sale Indicator Short sale indicator.

SPCS Split Currency Settlement Settlement is in two different currencies.




CODES



























RODE Return of deliverywithout matching.

































CODES





CODES


CODES








CODES






CODES






CODES




CHEC Cheque




GBSC UK Domestic



USCH CHIPS (US)

USFW Fedwire (US)


CODES





CODES




CODES




CODES






CODES




CODES







CODES




USAGE RULES

The conditions of the use of the override codes for the qualifiers BENE, CASY, BLOC, DBNM, REGT, RTGS, SETS RTGS and STCO must be pre-agreed between account owner and account servicer.






54. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION




CODES


N No.

Y Yes.


FORMAT

Option R 16c



PRESENCE

Mandatory

DEFINITION


CODES


SETPRTY Settlement Parties


FORMAT



PRESENCE

Mandatory

QUALIFIER



1 M BUYR N C6, C8, C14 P, Q, R Buyer

or DEAG N C6 P, Q, R Delivering Agent














or PSET N C6 C, P, Q Q, R

Place of Settlement














DEFINITION


BUYR Buyer.


























SELL Seller.










CODES


















USAGE RULES



FORMAT


(Account Number)

PRESENCE

Conditional (C10)



QUALIFIER




DEFINITION





CODES











FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION









FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION










FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


SETPRTY Settlement Parties


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


CSHPRTY Cash Parties


FORMAT





Option Q :4!c//4*35x (Qualifier) (Name & Address)

PRESENCE


QUALIFIER







DEFINITION
















CODES




















FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION








FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


CSHPRTY Cash Parties


FORMAT

Option R 16c

PRESENCE


DEFINITION




CODES


AMT Amount

67. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION




CODES


N No.

Y Yes.



USAGE RULES



FORMAT


PRESENCE


QUALIFIER





or BOOK N C1 A Book value













or SETT N C1, C3 A Settlement Amount
















DEFINITION


ACRU Accrued Interest Amount The interest amount that has been accrued in between coupon payment periods.


BOOK Book Value The cost of all securities. This is needed for tax purposes in some coun-tries.












LOCO Local Broker’s Commis-sion






SETT Settlement Amount The total amount of money paid/to be paid or received in exchange forthe securities.



The amount of commission, drawdown or other reduction from or in addition to the deal price.


















USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION






USAGE RULES



FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


AMT Amount




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


SETDET Settlement Details


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT





Option C :4!c//2!a (Qualifier) (Country Code)

PRESENCE


QUALIFIER











DEFINITION






Party which is the final destination of the message, if different from theReceiver. eg. when the message is being sent as a copy, this field may showthe original receiver.














CODES


















USAGE RULES






FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION






FORMAT


PRESENCE

Optional



QUALIFIER







DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION







FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 543 Deliver Against Payment



instruct the delivery of financial instruments against payment, physically or by book-entry, to a specified party (the function of the message is NEWM)request the cancellation of a deliver against payment instruction previously sent by the account owner (the function ofthe message is CANC)pre-advise the account servicer of a forthcoming deliver against payment instruction (the function of the message is PREA).



MT 543 Deliver Against Payment








----->


-----|














End of Sequence A General InformationMandatory Sequence B Trade Details



----->


-----|




[ISIN1!e12!c][4*35x]

17



----->


-----|----->



-----|


----->


-----|----->






-----|----->



-----|----->


-----|----->


-----|----->



-----|


:4!c//10*35x 28


End of Subsequence B1 Financial Instrument Attributes----->


-----|

O 11A FXIB 4!c Currency Currency to Buy (see quali-fier description)

:4!c//3!a 31

----->


-----|----->


-----|






End of Sequence B Trade Details-----> Repetitive Mandatory Sequence C Financial Instrument/Account




:4!c//4!c/15d 36



----->



-----|----->


-----|







----->


-----|----->


-----|----->






-----|----->


-----|----->


-----|






----->


-----|

-----|----->




----->


-----|








----->


-----|


-----|End of Subsequence E1 Settlement Parties----->Repetitive Optional Subsequence E2 Cash Parties


----->


-----|----->


-----|----->


-----|


-----|End of Subsequence E2 Cash Parties----->Repetitive Mandatory Subsequence E3 Amounts


----->






-----|----->


-----|




-----|End of Subsequence E3 Amounts


End of Sequence E Settlement Details

-----> Repetitive Optional Sequence F Other Parties


----->


-----|

----->


-----|

----->


-----|








The following amount fields cannot appear in more than one occurrence of subsequence E3 Amounts (Error code(s): E87):

Subsequence E3

:19A::ACRU

:19A::ANTO

:19A::CHAR

:19A::COUN

:19A::DEAL

:19A::EXEC

:19A::ISDI

:19A::LEVY

:19A::LOCL

:19A::LOCO

:19A::MARG

:19A::OTHR

:19A::POST

:19A::REGF

:19A::SETT

:19A::SHIP

:19A::SPCN

:19A::STAM

:19A::STEX

:19A::TRAN

:19A::TRAX

:19A::VATA

:19A::WITH

:19A::COAX

:19A::ACCA



C2

It is mandatory to specify a settlement amount: one occurrence of the subsequence E3 Amounts, must contain Amountfield :19A::SETT (Error code(s): E92).

C3

If sequence C Financial Instrument/Account is present only once, the Settlement Amount (field :19A::SETT) must notbe present in sequence C (Error code(s): E88).

C4

If sequence C is present two or more times, the Settlement Amount (field :19A::SETT) must be present in every occur-rence of sequence C or in none (Error code(s): E89).

In the former case (when sequence C is present two or more times and the Settlement Amount (field :19A::SETT) ispresent in every occurrence of sequence C) then:

the sum of all occurrences of the Settlement Amount (field :19A::SETT) in sequence C must be equal to the Settlement Amount (field :19A::SETT) in subsequence E3 andthe currency code in the Settlement Amounts (fields 19A::SETT in (sub)sequences C and E3) must be the samefor all occurrences of these fields in the message.

C5

In sequence A, if the Total of Linked Settlement Instructions (field :99B::TOSE) is present, then the Current Settle-ment Instruction Number (field :99B::SETT) must be present (Error code(s): E90).



Present Mandatory


C6

In subsequence E3, if an Exchange Rate (field :92B::EXCH) is present, the corresponding Resulting Amount (field:19A::RESU) must be present in the same subsequence. If the exchange rate is not present then the Resulting Amountis not allowed (Error code(s): E62).



Present Mandatory


C7





95a::BUYR :95a::ACCW :95a::EXCH







:95a::DEI5

:95a::DEI6

:95a::DEI7

:95a::DEI8

:95a::DEI9

:95a::PSET

:95a::REAG

:95a::RECU

:95a::REI1

:95a::REI2

:95a::REI3

:95a::REI4

:95a::REI5

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL



C8

If field: 22F: :DBNM It is NOT present in sequence E, then it is mandatory to specify a receiving agent: one occur-rence of the Settlement Parties subsequence E1 must contain party field :95a::REAG (Error code(s): E93).

C9






















C10




:20C::PREV is...




C11






C12




Present CANC




C13


Sequence Eif field :22F::FXCX is...


Present CANC

C13




Present Mandatory


C14






C15

If field :22F::DBNM is present in sequence E, then a buyer must be specified, i.e. one occurrence of subsequence E1must contain field :95a::BUYR (Error code(s): E70).



Present Field :95a::BUYR is Mandatoryref. 284

Not present n/a



C16


In Seq. Eif field :22F::DBNM//VEND

is...(*)



Mandatory





When the message is used as a request to cancel, the linkage sequence must contain the reference of the original instruction.Field 11A Currency in Trade Details sequence B provides an instruction to the account servicer to execute a forex dealon behalf of the account owner . The purpose of the forex deal is to repatriate proceeds at the completion of a transac-tion. This field is not to be used when standing instructions have been established. The use of forex instruction impliesthe following:

the currency received as proceeds from the sale of securities, eg, the currency to be sold, is the currency of the settlement amount. The currency to be bought is indicated by the qualifier FXIB, ’currency to be bought’. Ifproceeds are repatriated, this is in the base currency of the portfolio.the amount of currency to be sold is equal to the settlement amount of the transaction. This implies a bulk forexdeal must be instructed by other means.a forex deal to repatriate proceeds after the sale of securities should be executed for the soonest possible valuedate after settlement of the securities, as permitted by market convention.a bilateral agreement regarding the use of this field has been established.



FORMAT

Option R 16c



PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION








FORMAT


PRESENCE

Mandatory

DEFINITION


CODES




PREA Preadvice This is a preadvice of a instruction. It can be used for matching purposes, butis, without further notice from the account owner, not binding for execution.

CODES



COPY Copy The message is being sent as a copy to a party other than the accountowner/account servicer, for information purposes.



USAGE RULES





FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION





The total number of settlement instructions which are linked together. If usedfor block trades (with sequence E field : 22F: :BLOC//BLPA :SETR//BLPA orBLCH), it is the total number of children transactions.





USAGE RULES



FORMAT

Option R 16c

PRESENCE


DEFINITION




CODES


LINK Linkages


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION




CODES








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES



FORMAT


PRESENCE




QUALIFIER









DEFINITION











FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory



DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



CODES








USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER






DEFINITION



Date/time at which the securities are to be exchanged




CODES



TBAT To be Announced Settlement is to be done as a result of a "to be announced" trade.







CODES

In option B, if Qualifier is TRAD and Data Source Scheme is not present, Date Code must contain one of the following code:

VARI Partial Trades




USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



CODES






CODES








USAGE RULES



FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION






USAGE RULES



FORMAT



PRESENCE

Mandatory

DEFINITION







USAGE RULES








FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional



QUALIFIER











DEFINITION









PADI Payment Direction Indi-cator




CODES


A001 30/360.



A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES




CODES







CODES


ORDN Ordinary/Common Ordinary/common.




CODES







CODES


FULL Fully Paid.

NILL Nill Paid.


CODES




CODES











FORMAT



PRESENCE

Optional

QUALIFIER






DEFINITION





CODES





ASIA Asian Style.


CODES


CALL Call Option.

PUTO Put Option.

USAGE RULES




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION








22. Field 98A: Date

FORMAT


PRESENCE

Optional

QUALIFIER














DEFINITION


















23. Field 92A: Rate

FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION





INTR Interest Rate 1. Ratio of the amount of interest paid during a certain period of time to the principal amount of the interest bearing security.







FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION






25. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER












DEFINITION











CODES


N No

Y Yes


FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION





2. Price at which Bond is converted, represented either as an actual amount(option B) or a percentage (option A).


CODES






CODES










USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION



minimum nominal quantity or lot of securities that must be purchased or exer-cised.










CODES





CODES






FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION


FIAN Financial InstrumentAttribute Narrative



FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


FIA Financial Instrument Attributes


FORMAT


PRESENCE

Optional

QUALIFIER











DEFINITION







TTCO Trade Transaction Condition Indicator


CODES




CODES




The trade details are to be reported to a regulatory organisation. This regula-tory organisation is identified in the other party sequence.

CODES




CODES


LAMI Last Resort Borrowing Only last resort borrowing should be considered to make settlement occur.

NBOR No Automatic Borrowing No automatic borrowing should take place.

YBOR Automatic Borrowing Automatic borrowing should take place to effect settlement in caseof insufficient securities.

CODES























31. Field 11A: Currency: Currency to buy

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION


FXIB Currency to Buy. Account servicer is instructed to buy the indicated currency after the receipt ofcash proceeds

FXIB Currency to Buy. Account servicer is instructed to buy the indicated currency after the receipt ofcash proceeds

FXIS Currency to Sell Account servicer is instructed to sell the indicated currency in order to obtainthe necessary currency to fund the transaction within this instruction message






FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION


MTCH Matching Status This is the status of the trade at confirmation level at the time the settlement instruction was sent. ETC - Electronic Trade Confirmation- status or statusreported between the trading parties prior to the sending of settlement instruc-tions.


CODES




CODES







FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION



Additional details pertaining to Forex instructions.




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION




CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER






DEFINITION




CODES








FORMAT


PRESENCE


QUALIFIER




DEFINITION









USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES



FORMAT


(Account Number)

PRESENCE

Mandatory

QUALIFIER







DEFINITION






CODES











FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION




CODES



CODES








USAGE RULES



FORMAT

Option S 16c

PRESENCE

Mandatory



DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



CODES








FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION








CODES


A001 30/360.

A002 30/365.

A003 30/Actual.

A004 Actual/360.

A005 Actual/365.



A008 Actual/M.

A009 Actual/365L.

CODES







CODES











FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION









47. Field 92a: Rate

FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION









The integer part of Rate must contain at least one digit . A decimal comma is mandatory and is included in the maximumlength. (Error code(s): T40, T43).

When Sign is present, Rate must not be zero. (Error code(s): T14).



USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION







FORMAT


PRESENCE

Optional



QUALIFIER








DEFINITION














USAGE RULES





FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


REPO Repo Details.




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER





















DEFINITION





















Indicates what settlement standing instruction database is to be used to derivethe settlement parties involved in the transaction. Presence of this indicatormeans that any information contained in the settlement parties sequences of themessage (with the exception of the buyer/seller and place of settlement infor-mation) will be disregarded.
















CODES

















SHOR Short Sale Indicator Short sale indicator.






CODES





























CODES





CODES


CODES








CODES






CODES






CODES




CHEC Cheque


GBSC UK Domestic





USCH CHIPS (US)

USFW Fedwire (US)


CODES





CODES




CODES




CODES






CODES




CODES







CODES




USAGE RULES





54. Field 17B: Flag



FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION




CODES


N No.

Y Yes.


FORMAT

Option R 16c

PRESENCE

Mandatory



DEFINITION


CODES




FORMAT



PRESENCE

Mandatory

QUALIFIER



1 M BUYR N C7, C9, C15

P, Q, R Buyer

or DEAG N C7 P, Q, R Delivering Agent














or PSET N C7 C, P, Q Q, R Place of Settlement














DEFINITION


BUYR Buyer.


























SELL Seller.










CODES


















USAGE RULES



FORMAT


(Account Number)

PRESENCE

Conditional (C11)

QUALIFIER






DEFINITION





CODES











FORMAT


PRESENCE

Optional



QUALIFIER




DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION









FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION










FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT





PRESENCE


QUALIFIER







DEFINITION














CODES






















FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION










FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


AMT Amount.



67. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION




CODES


N No.

Y Yes.

USAGE RULES





FORMAT


PRESENCE

Mandatory

QUALIFIER

















or SETT N C1, C2, C4 A Settlement Amount
















DEFINITION


ACRU Accrued Interest Amount The interest amount that has been accrued in between couponpayment periods.

ANTO Net gain/loss amount The net gain/loss amount which is paid/received when instructionsare paired off. Netting is also done in the settlement of other finan-cial instruments, eg, TBA’s.





EXEC Executing Broker’s Amount Executing broker’s commission.




LOCO Local Broker’s Commission Local broker’s commission.










SETT Settlement Amount The total amount of money paid/to be paid or received in exchangefor the securities.


SPCN Special Concessions Amount The amount of commission, drawdown or other reduction from or in addition to the deal price.













USAGE RULES



FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







First Currency Code and Second Currency Code must be a valid ISO 4217 currency code (Error code(s): T52).

USAGE RULES



FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


AMT Amounts.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT



PRESENCE


QUALIFIER











or VEND N C7, C16

P, Q, R Vendor



DEFINITION



Alternate identification for the party specified in this sequence

















CODES


















USAGE RULES




FORMAT


PRESENCE

Optional



QUALIFIER





DEFINITION






FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION









FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





Table of Contents

....................... 2Legal Notices

....................... 3Overview

.................... 3Added Message Types

................... 3Removed Message Types

................... 3Modified Message Types

................. 4MT 519 Modification of Client Details

...................... 4MT 519 Scope

.................. 4MT 519 Format Specifications

.................. 8MT 519 Network Validated Rules

.................... 9MT 519 Usage Rules

................ 9MT 519 Field Specifications (updated)

.................. 91. Field 16R: Start of Block

............... 92. Field 20C: Reference: Sender’s Reference

................ 103. Field 23G: Function of the Message

............... 114. Field 98a: Date/Time: Preparation Date


.............. 126. Field 22F: Indicator: Linkage Type Indicator

............ 137. Field 13A: Number Identification: Linked Transaction

................... 138. Field 20C: Reference

................... 149. Field 16S: End of Block

.................. 1510. Field 16S: End of Block


................... 1512. Field 20D: Reference

................... 1613. Field 22F: Indicator

............ 1814. Field 98a: Date/Time: Requested Modification Date

............ 1915. Field 35B: Identification of the Financial Instrument

.............. 1916. Field 70C: Narrative: Registration Details


................. 2018. Field 22F: Indicator (updated)

............... 2319. Field 12a: Type of Financial Instrument

............. 2520. Field 11A: Currency: Currency of Denomination

................. 2521. Field 98A: Date/Time (updated)

.................... 2722. Field 92A: Rate

................ 2823. Field 13a: Number Identification

.................. 2924. Field 17B: Flag (updated)

.................... 3025. Field 90a: Price

.............. 3226. Field 36B: Quantity of Financial Instrument

.......... 3327. Field 70E: Narrative: Financial Instrument Attribute Narrative



.............. 3530. Field 97A: Account: Safekeeping Account





.................... 3735. Field 17B: Flag

................... 3836. Field 22F: Indicator

.................... 3937. Field 95a: Party

.................... 4038. Field 94a: Place

................ 4139. Field 13B: Number Identification

................... 4240. Field 70C: Narrative

.................. 4341. Field16S: End of Block


................. 4443. Field 22F: Indicator (updated)

................. 4544. Field 95U: Party: Name at Birth

................... 4545. Field 98a: Date/Time

.................... 4646. Field 94C: Place

............... 4747. Field 70C: Narrative: Additional Text

iStandards Release Guide 2003 - Final edition - February 2003

Table Of ContentsSWIFTStandards - Category 5 Volume 2

.................... 4748. Field 16S: End of Block


.................... 49MT 524 Intra-Position Instruction

....................... 49MT 524 Scope

.................... 49MT 524 Format Specifications

................... 50MT 524 Network Validated Rules

...................... 51MT 524 Usage Rules

.................. 51MT 524 Field Specifications (updated)

.................... 511. Field 16R: Start of Block

................ 512. Field 20C: Reference: Sender’s Reference

................. 523. Field 23G: Function of the Message

............... 534. Field 98a: Date/Time: Preparation Date/Time


............. 546. Field 13A: Number Identification: Linked Transaction

..................... 557. Field 20C: Reference



................... 5610. Field 16R: Start of Block

................ 5711. Field 97a: Account: Safekeeping Account

..... 5812. Field 36B: Quantity of Financial Instrument: Quantity of Financial Instrument to be Settled

............. 5913. Field 35B: Identification of the Financial Instrument

............... 5914. Field 98a: Date/Time: Settlement Date/Time

........... 6015. Field 70E: Narrative: Settlement Instruction Processing Narrative

................... 6116. Field 93A: Balance (updated)



...................... 6319. Field 95a: Party


.............. 65MT 526 General Securities Lending/Borrowing Message

....................... 65MT 526 Scope



...................... 66MT 526 Usage Rules

.................... 66MT 526 Field Specifications

................ 661. Field 20: Transaction Reference Number

................... 662. Field 21: Related Reference

.................. 673. Field 23: Further Identification

.................. 684. Field 83C: Safekeeping Account

...................... 695. Field 29A: From

................... 696. Field 29B: To the Attention of

................. 697. Field 35B: Identification of Securities

.................. 708. Field 35A: Quantity of Securities

.................... 719. Field 30: Effective Date

.................. 7210. Field 31F: Expiry/Option Date

................ 7211. Field 87a: Receiver/Deliverer of Securities

................ 7312. Field 72: Sender to Receiver Information

.................. 74MT 527 Triparty Collateral Instruction

....................... 74MT 527 Scope



...................... 77MT 527 Usage Rules

.................... 78MT 527 Field Specifications




..................... 814. Field 98a: Date/Time

..................... 825. Field 22a: Indicator

...................... 846. Field 95a: Party


.............. 868. Field 70E: Narrative: Collateral Instruction Narrative



Standards Release Guide 2003 - Final edition - February 2003ii

SWIFTStandards - Category 5 Volume 2Table Of Contents

.................... 8811. Field 20C: Reference




................ 9015. Field 98a: Date/Time: Closing Date/Time

..................... 9116. Field 19A: Amount

................... 9217. Field 92A: Rate: Pricing Rate

........... 9218. Field 22F: Indicator: Method of Interest Computation Indicator



................. 9421. Field 22H: Indicator: In/Out Indicator


.......... 9623. Field 36B: Quantity of Financial Instrument: Quantity of Securities

.................. 9724. Field 17B: Flag: Collateral Flag

........... 9725. Field 20C: Reference: Client’s Securities Movement Reference



................. 9928. Field 22H: Indicator: In/Out Indicator

................. 10029. Field 19A: Amount: Cash Amount

............ 10030. Field 20C: Reference: Client’s Cash Movement Reference


................ 102MT 528 ETC Client-Side Settlement Instruction

....................... 102MT 528 Scope

................. 102MT 528 Format Specifications (updated)

................. 109MT 528 Network Validated Rules (updated)

...................... 115MT 528 Usage Rules





............. 1174. Field 22F: Indicator: Trade Transaction Type Indicator

.................... 1185. Field 25D: Status Code

..................... 1196. Field 98a: Date/Time


............... 1208. Field 22F: Indicator: Linkage Type Indicator






.................... 12414. Field 98a: Date/Time

................... 12615. Field 90a: Price: Deal Price

................... 12716. Field 99A: Number Count

.................. 12817. Field 94B: Place: Place of Trade

................ 12918. Field 19A: Amount: Settlement Amount


..................... 13420. Field 11A: Currency


................... 13522. Field 95a: Party (updated)

..................... 13723. Field 97a: Account

............... 13824. Field 98a: Date/Time: Processing Date/Time

............... 13925. Field 20C: Reference: Processing Reference

..................... 14026. Field 70a: Narrative

............... 14027. Field 22F: Indicator: Party Capacity Indicator





.................. 14432. Field 22F: Indicator (updated)

................ 14733. Field 12a: Type of Financial Instrument

.............. 14834. Field 11A: Currency: Currency of Denomination

.................... 14935. Field 98A: Date/Time

iiiStandards Release Guide 2003 - Final edition - February 2003


...................... 15136. Field 92A: Rate

................ 15237. Field 13a: Number Identification (updated)

...................... 15338. Field 17B: Flag

...................... 15439. Field 90a: Price

............... 15540. Field 36B: Quantity of Financial Instrument

........... 15741. Field 70E: Narrative: Financial Instrument Attribute Narrative


............. 15843. Field 13B: Number Identification: Certificate Number

............ 15844. Field 70E: Narrative: Trade Instruction Processing Narrative




.................... 16748. Field 17B: Flag (deleted)

................. 16848. Field 94a: Place: Place of Safekeeping










..................... 17858. Field 97A: Account




................... 18162. Field 17B: Flag (inserted)

..................... 18163. Field 19A: Amount

.................. 18464. Field 98a: Date/Time: Value Date

.................. 18565. Field 92B: Rate: Exchange Rate





..................... 18970. Field 97a: Account








...................... 19578. Field 92a: Rate

................... 19679. Field 99B: Number Count

.................. 19780. Field 19A: Amount (updated)

............... 19881. Field 70C: Narrative: Repurchase Narrative


................ 200MT 529 ETC Market-Side Settlement Instruction

....................... 200MT 529 Scope



...................... 212MT 529 Usage Rules





............. 2144. Field 22F: Indicator: Trade Transaction Type Indicator

................ 2155. Field 25D: Status Code: Matching Status

..................... 2166. Field 98a: Date/Time



Standards Release Guide 2003 - Final edition - February 2003iv







.................... 22114. Field 98a: Date/Time


................... 22416. Field 99A: Number Count




..................... 23120. Field 11A: Currency



..................... 23423. Field 97a: Account




............... 23727. Field 22F: Indicator: Party Capacity Indicator








...................... 24635. Field 98A: Date

...................... 24836. Field 92A: Rate


...................... 25038. Field 17B: Flag

...................... 25139. Field 90a: Price





............ 25544. Field 70E: Narrative: Trade Instruction Processing Narrative















..................... 27558. Field 97A: Account





..................... 27863. Field 19A: Amount

.................. 28164. Field 98a: Date/Time: Value Date






vStandards Release Guide 2003 - Final edition - February 2003


..................... 28670. Field 97a: Account








...................... 29278. Field 92a: Rate





.................... 297MT 535 Statement of Holdings

....................... 297MT 535 Scope



...................... 304MT 535 Usage Rules



............... 3042. Field 28E: Page Number/Continuation Indicator

........... 3053. Field 13a: Number Identification: Statement Number (updated)



..................... 3076. Field 98a: Date/Time

................... 3087. Field 22F: Indicator (updated)






...................... 31313. Field 17B: Flag




.............. 31617. Field 94a: Place: Place of Safekeeping (inserted)

...................... 31718. Field 17B: Flag



............. 31921. Field 22H: Indicator: Corporate Action Option Code

...................... 32022. Field 90a: Price

............... 32123. Field 94B: Place: Source of Price (updated)

.............. 32224. Field 98a: Date/Time: Price Quotation Date/Time

.............. 32325. Field 93B: Balance: Aggregate Balance (updated)


................... 32427. Field 93a: Balance (updated)

................... 32828. Field 94a: Place (updated)

................... 32929. Field 90a: Price (inserted)

............ 33130. Field 98a: Date/Time: Price Quotation Date/Time (inserted)

........... 33131. Field 99A: Number Count: Number of Days Accrued (inserted)

.................. 33232. Field 19A: Amount (inserted)

................ 33333. Field 92B: Rate: Exchange Rate (inserted)

............. 33434. Field 70C: Narrative: Sub-Balance Details Narrative


............. 33536. Field 99A: Number Count: Number of Days Accrued

..................... 33537. Field 19A: Amount


................ 33739. Field 70E: Narrative: Holdings Narrative




...................... 33943. Field 95a: Party

Standards Release Guide 2003 - Final edition - February 2003vi


..................... 34044. Field 19A: Amount


................... 342MT 536 Statement of Transactions

....................... 342MT 536 Scope



...................... 351MT 536 Usage Rules








................. 3557. Field 69a: Period: Statement Period

..................... 3558. Field 22F: Indicator



.................. 35811. Field 20C: Reference (updated)



.................. 36014. Field 17B: Flag: Activity Flag



.............. 36217. Field 97a: Account: Safekeeping Account (updated)

................... 36318. Field 17B: Flag (updated)



...................... 36521. Field 90a: Price

.................. 36622. Field 94B: Place: Source of Price

.............. 36723. Field 98a: Date/Time: Price Quotation Date/Time

..................... 36724. Field 93B: Balance







................... 37231. Field 94a: Place (inserted)

........... 37432. Field 36B: Quantity of Financial Instrument: Posting Quantity


..................... 37534. Field 19A: Amount

.................. 37635. Field 22a: Indicator (updated)

.................... 39136. Field 98a: Date/Time

............. 39237. Field 25D: Status Code: Movement Status (updated)

.............. 39338. Field 70E: Narrative: Transaction Details Narrative



.............. 39641. Field 97a: Account: Safekeeping Account (updated)







...................... 40048. Field 95a: Party


................. 402MT 537 Statement of Pending Transactions

....................... 402MT 537 Scope



...................... 417MT 537 Usage Rules

viiStandards Release Guide 2003 - Final edition - February 2003








..................... 4206. Field 98a: Date/Time

................... 4217. Field 22a: Indicator (updated)









................... 42816. Field 25D: Status (updated)


................... 42918. Field 24B: Reason (updated)

................ 43919. Field 70D: Narrative: Reason Narrative










........... 44629. Field 36B: Quantity of Financial Instrument: Posting Quantity

..................... 44730. Field 19A: Amount

.................. 44831. Field 22a: Indicator (updated)

.................... 46332. Field 98a: Date/Time

.............. 46533. Field 70E: Narrative: Transaction Details Narrative








................. 47241. Field 16R: Start of Block (inserted)


........... 47343. Field 13A: Number Identification: Linked Transaction (inserted)

.................. 47444. Field 20C: Reference (inserted)

................. 47545. Field 16S: End of Block (inserted)



........... 47748. Field 35B: Identification of the Financial Instrument (inserted)

......... 47849. Field 36B: Quantity of Financial Instrument: Posting Quantity (inserted)

.................. 47950. Field 19A: Amount (inserted)

.................. 48051. Field 22a: Indicator (inserted)

.................. 49352. Field 98a: Date/Time (inserted)

........... 49453. Field 70E: Narrative: Transaction Details Narrative (inserted)


................... 49555. Field 95a: Party (inserted)

.............. 49856. Field 97a: Account: Safekeeping Account (inserted)




................... 50060. Field 25D: Status (inserted)


Standards Release Guide 2003 - Final edition - February 2003viii


................... 50262. Field 24B: Reason (inserted)

.............. 51263. Field 70D: Narrative: Reason Narrative (inserted)





...................... 51468. Field 95a: Party


................. 516MT 538 Statement of Intra-Position Advices

....................... 516MT 538 Scope



...................... 519MT 538 Usage Rules








................. 5237. Field 69a: Period: Statement Period












................. 53119. Field 93A: Balance: Balance From






...... 53525. Field 36B: Quantity of Financial Instrument: Quantity of Financial Instrument Settled

.................. 53626. Field 93A: Balance: Balance To

.................... 53827. Field 98a: Date/Time

........... 53928. Field 70E: Narrative: Settlement Instruction Processing Narrative





...................... 54133. Field 95a: Party


...................... 543MT 540 Receive Free

....................... 543MT 540 Scope



...................... 556MT 540 Usage Rules




............... 5573. Field 23G: Function of the Message (updated)


................. 5595. Field 99B: Number Count (updated)




ixStandards Release Guide 2003 - Final edition - February 2003







.................... 56514. Field 98a: Date/Time








...................... 57522. Field 98A: Date

...................... 57723. Field 92A: Rate


...................... 57925. Field 17B: Flag

...................... 58026. Field 90a: Price





.............. 58631. Field 11A: Currency: Currency to Sell (updated)

..................... 58732. Field 25D: Status

..................... 58833. Field 70E: Narrative





............... 59238. Field 70D: Narrative: Denomination Choice


..................... 59340. Field 97a: Account







...................... 59947. Field 92a: Rate

















..................... 62363. Field 97A: Account





..................... 62668. Field 19A: Amount

................ 62969. Field 98a: Date/Time: Value Date/Time

Standards Release Guide 2003 - Final edition - February 2003x







..................... 63475. Field 97A: Account




................... 637MT 541 Receive Against Payment

....................... 637MT 541 Scope



...................... 650MT 541 Usage Rules















.................... 66014. Field 98a: Date/Time








...................... 67022. Field 98A: Date

...................... 67223. Field 92A: Rate


...................... 67425. Field 17B: Flag

...................... 67526. Field 90a: Price





.............. 68131. Field 11A: Currency: Currency to Sell (updated)

..................... 68232. Field 25D: Status








..................... 68840. Field 97a: Account







...................... 69447. Field 92a: Rate

xiStandards Release Guide 2003 - Final edition - February 2003


















..................... 71863. Field 97A: Account





..................... 72168. Field 19A: Amount







..................... 72975. Field 97A: Account




...................... 733MT 542 Deliver Free

....................... 733MT 542 Scope



...................... 746MT 542 Usage Rules















.................... 75614. Field 98a: Date/Time








...................... 76622. Field 98A: Date

...................... 76723. Field 92A: Rate


Standards Release Guide 2003 - Final edition - February 2003xii


...................... 76925. Field 17B: Flag

...................... 77026. Field 90a: Price





.............. 77731. Field 11A: Currency: Currency to Buy (updated)

..................... 77832. Field 25D: Status








..................... 78340. Field 97a: Account







...................... 79047. Field 92a: Rate

















..................... 81363. Field 97A: Account





..................... 81768. Field 19A: Amount







..................... 82575. Field 97A: Account




................... 828MT 543 Deliver Against Payment

....................... 828MT 543 Scope



...................... 841MT 543 Usage Rules



xiiiStandards Release Guide 2003 - Final edition - February 2003














.................... 85114. Field 98a: Date/Time








...................... 86122. Field 98A: Date

...................... 86223. Field 92A: Rate


...................... 86425. Field 17B: Flag

...................... 86526. Field 90a: Price





.............. 87231. Field 11A: Currency: Currency to buy (updated)

..................... 87232. Field 25D: Status








..................... 87840. Field 97a: Account







...................... 88547. Field 92a: Rate

















Standards Release Guide 2003 - Final edition - February 2003xiv


..................... 90863. Field 97A: Account





..................... 91168. Field 19A: Amount







..................... 91975. Field 97A: Account




xvStandards Release Guide 2003 - Final edition - February 2003


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