SWIFTStandards Category 5 Securities Marketsintfico.com/files/Us5md.pdf · SWIFTStandards Category...

SWIFTStandards

Category 5Securities Markets

(MT 568 - MT 599)

Volume 4November 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 4Legal Notices

Overview

Added Message TypesRemoved Message TypesModified Message Types

Added Message TypesNone

Removed Message TypesNone

Modified Message TypesMT568

MT574IRSLST

MT575

MT576

MT577

MT578

MT582

MT584

MT586

MT587

MT588

MT589

3Standards Release Guide 2003 - Final edition - February 2003

OverviewSWIFTStandards - Category 5 Volume 4

MT 568 Corporate Action Narrative

MT 568 ScopeThis message is sent between an account owner and an account servicer (account servicing institution). The account ownermay be a global custodian which has an account with its local agent (sub custodian) or an investment management institu-tion or a broker/dealer which has an account with their custodian. This message is bi-directional.

This message is used to provide complex instructions or narrative details relating to a corporate action event.

This message may also be used to:

cancel a previously sent corporate action narrativere-send a corporate action narrative previously sentprovide a third party with a copy of the message.

MT 568 Format Specifications

MT 568 Corporate Action Narrative

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 4!c Reference (see qualifier description) :4!c//16x 2

-----|

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

M 22F CAEV Indicator Corporate Action Event Indicator

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

O 98a PREP Date/Time Preparation Date A or C 5

-----> Repetitive Optional Subsequence A1 Linkages

M 16R Start of Block LINK 6

O 22F LINK Indicator Linkage Type Indicator :4!c/[8c]/4!c 7

O 13A LINK Number Identifica-tion

Linked Transaction :4!c//3!c 8


M 16S End of Block LINK 10


SWIFTStandards - Category 5 Volume 4MT 568



-----| End of Subsequence A1 Linkages

M 16S End of Block GENL 11

End of Sequence A General InformationOptional Sequence B Underlying Securities

M 16R Start of Block USECU 12

M 97A SAFE Account Safekeeping Account :4!c//35x 13

O 94a SAFE Place Place of Safekeeping B or F 14

O 35B Identification of the Financial Instrument

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

15 14

Optional Subsequence B1 Financial Instrument Attributes

M 16R Start of Block FIA 16 15

O 12a CLAS Type of Financial Instrument

Classification Type A or C 17 16

O 11A DENO Currency Currency of Denomina-tion

:4!c//3!a 18 17

----->

O 98A 4!c Date/Time (see qualifier description) :4!c//8!n 19 18

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

O 92A 4!c Rate (see qualifier description) :4!c//[N]15d 20 19

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

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

(see qualifier description) :4!c//4!c/15d 21 20

-----|

M 16S End of Block FIA 22 21

End of Subsequence B1 Financial Instrument Attributes----->

O 93a 4!c Balance (see qualifier description) B or C 23 22

-----|


MT 568SWIFTStandards - Category 5 Volume 4



M 16S End of Block USECU 24 23

End of Sequence B Underlying SecuritiesMandatory Sequence C Additional Information

M 16R Start of Block ADDINFO 25 24

----->

M 70a 4!c Narrative (see qualifier description) E or F 26 25

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

O 95a 4!c Party (see qualifier description) P, R or Q 27 26

-----|

M 16S End of Block ADDINFO 28 27

End of Sequence C Additional Information

M = Mandatory O = Optional

MT 568 Network Validated RulesC1

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).

Sequence Aif field :23G: is...

Then subsequence A1 is... and in minimum one occurrence of subsequence A1 field :20C::PREV

is...

CANC Mandatory, ie minimumone occurrence of A1

Mandatory (note: it does not need tobe present in all occurrences of A1)

Not CANC Optional Optional

MT 568 Usage RulesThis message should not be used in lieu of a structured message, ie, the MTs 564, 565, 566, or 567.The sequence Financial Instrument Attribute (FIA) is intended to provide additional information regarding the termsand conditions of a securities issue. The objective of the sequence FIA is to ensure unambiguous identification of the security by the Receiver. It is recommended that the sequence FIA not be used unless required by a specific corporateaction event, pursuant to a bilateral agreement, or when a valid ISIN or security identifier is not available.



The basic details of a proxy voting can be announced in the MT 564 Corporate Action Notification. If not all the detailscan be included in the MT 564, eg, the agenda of the general meeting the MT 568 can be used and should refer to the MT564 in the linkages sequence.

MT 568 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

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 CORP N C Corporate Action Reference

2 M SEME N C Sender’s Reference



DEFINITION

This qualified generic field specifies:

CORP Corporate Action Reference

Reference assigned by the account servicer to unambiguously identify the CA event.

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 narrative.

NEWM New This is a new narrative.

REPE Replace with Enti-tlement

This message replaces a previously sent notification and includes an entitle-ment calculation or a revised entitlement calculation.

REPL Replacement This message replaces a previously sent notification that was designated as preliminary or complete, eg, processing status was PREU, PREC or COMP.

RMDR Reminder This message is a duplicate of a previously sent notification and serves as areminder to the account holder, eg, account servicer has not yet received instructions.

WITH Withdrawal This message voids a previously sent notification due to the withdrawal of theevent or offer.

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



NEWM New This is a new narrative.

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 This 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 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: Corporate Action Event Indicator

FORMAT

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

PRESENCE

Mandatory

QUALIFIER



1 M CAEV N F Corporate Action Event Indicator

DEFINITION


CAEV Corporate ActionEvent Indicator

Type of CA event to which the message relates.



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 becombined at the request of the security holder or based on market convention.

BIDS Repurchase Offer Issuer bid; Reduction of circulating shares; Reverse rights.Offer by issuingcompany to existing shareholders to repurchase the company’s own shares orother securities convertible into shares. Repurchase offer may include the distri-bution of renounceable or non-renounceable 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 holdersare awarded additional assets free of payment from the issuer in proportion totheir holding. A bonus issue is typically represented by shares, rights, orwarrants. Nominal value does not change. Holder may be offered choice 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 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 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 distributionswhich 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 need to respond with an instruction.

CONS Consent Solicitation of shareholders consent. Procedure aimed at obtaining consent ofholders to proposal by issuer or a third party 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.

CPNR Adjustment of Interest Rate

Announcement of the current coupon rate for a floating or adjustable rate secu-rity.



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 components that comprise a security - usually units comprised ofwarrants and bond or warrants and equity. Units may be broken up at the requestof 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 no longer complies with the listing requirements of a stock exchangeand 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 cash dividend is rolled over into additional shares in theissuing 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 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.

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 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 voluntary involving the exchange of outstanding security for a different security or securi-ties 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 specific amount of stock, cash, or commodity, at a predeterminedprice, during a predetermined period of time (which usually corresponds to thelife 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 proceedings consist of a distribution of cash,assets, or both. Debt may be paid in order of priority based on preferred claimsto assets specified by the security. Security holder may be able to choose form of liquidation distribution.

MCAL Full Call An 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 an outstanding securities as the result oftwo or more companies combining assets. Cash payments may accompany share exchange.

NAME Name Change The issuing company changes its 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 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.

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

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.

REDM Final Maturity Repayment in full of a debt security, investment trust or a preferred stock issue,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 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.

RHDI Rights Distribution The distribution of rights to shareholders, in proportion to their equity holding.

RHTS Rights Issue Subscription rights; Rights offer. Privilege granted to existing shareholders of acompany to subscribe to shares of a new issue against payment. Generally before securities are offered to the general public. Rights are often tradable in asecondary market.

SCOP Suspension of CorporateAction Privilege

Suspension of conversion of securities generally a couple of weeks before ameeting takes place.

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.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.Increase in a corporation’s number of outstanding shares of stock without anychange in the shareholder’s equity or the aggregate market value at the time ofthe split. Stock price and nominal value are reduced accordingly.

SPLR Reverse Stock Split Change in nominal value; Consolidation. Decrease in a corporation’s number of outstanding shares of stock without any change in the shareholder’s equity or the aggregate market value at the time of the split. Stock price and nominal value arereduced 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.Offer made to shareholders, normally by a third party, requesting them to sell(tender) their shares for a specified price usually at a premium over prevailingmarket price. Generally, the objective of a tender offer is to take control of thetarget company.

TREC Tax Reclaim Event related to tax reclaim activities.

XMET Extraordinary General Meeting

Extraordinary general meeting.

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).

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.

USAGE RULES

The code OTHR 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 securities holders.



5. 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 Date 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.

7. Field 22F: Indicator: Linkage Type Indicator

FORMAT


PRESENCE

Optional

QUALIFIER



1 O LINK N F Linkage Type Indicator

DEFINITION


LINK Linkage Type Indi-cator

When the message is to be executed relative to the transaction referenced inthe 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 or narrative 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.



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.

8. 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.


FORMAT


PRESENCE




QUALIFIER



1 M PREV N C1 C Previous Reference

or RELA N C Related Reference

DEFINITION


PREV Previous Reference Reference of the linked message which was previously sent.

RELA Related Reference Reference of the linked message which was previously received.



10. 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


DEFINITION


CODES


USECU Underlying Securities.

13. Field 97A: Account: Safekeeping Account

FORMAT

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



PRESENCE


QUALIFIER



1 M SAFE N A Safekeeping Account

DEFINITION


SAFE Safekeeping Account

Safekeeping account that holds the underlying securities affected by a CA event.

14. 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 Safekeep-ing

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.

ALLP All Places of Safekeeping. Used when there is a need to indicate that the message details apply to allplaces of safekeeping where the stock is held.

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.

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.


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

USAGE RULES

The Place of Safekeeping functionality is only to be used by global custodians that allow their clients to specify where the securities are to be held, eg, in an ICSD account versus an account at the local CSD.

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.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


FIA Financial Instrument Attributes.

17. Field 12a: Type of Financial Instrument: Classification Type



FORMAT

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

Option C :4!c//6!c (Qualifier) (CFI Code)

PRESENCE

Optional

QUALIFIER



1 O CLAS N A, C Classification Type

DEFINITION


CLAS Classification Type Type of related financial instrument.

USAGE RULES

When option C is used, 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.

18. 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).

19. 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 PUTT N A Put Date

8 O DDTE N A Dated Date

9 O CONV N A Conversion Date



DEFINITION


CALD Call Date Date on which issuer of bond has the right to pay the remaining principal of adebt 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 on which of next coupon payment of an interest-bearing security.

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

EXPI Expiry Date Termination date of a privilege which may be exercised, according to the termsof a securities issue.

FRNR Floating Rate NoteReset Date

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

ISSU Issue Date Date on which security was issued.

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

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



20. 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 interest bearing security

2. Current rate of a floating rate note.

NWFC Next Factor This field identifies the 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 On a floating rate note, the interest rate applicable to the next payment period.

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


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

Sign must be present when Rate is negative.

21. 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.

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.

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. A decimal comma is mandatory and is included in the maximumlength (Error code(s): T40, T43).


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES



23. Field 93a: Balance

FORMAT

Option B :4!c/[8c]/4!c/[N]15d (Qualifier) (Data Source Scheme) (Quantity Type Code)(Sign) (Balance)

Option C :4!c//4!c/4!c/[N]15d (Qualifier) (Quantity Type Code) (Balance Type Code)(Sign) (Balance)

PRESENCE

Optional



QUALIFIER



1 O ELIG N B Total eligible for Corporate Action

2 O BLOK N B, C Blocked

3 O BORR N B, C Borrowed

4 O COLI N B, C Collateral In

5 O COLO N B, C Collateral Out

6 O LOAN N B, C On Loan

7 O PEND R B, C Pending Delivery

8 O PENR R B, C Pending Receipt

9 O REGO N B, C Out for Registration

10 O SETT N B, C Settlement Position

11 O SPOS N B, C Street Position

12 O TRAD N B, C Trade Date Position

13 O TRAN N B, C In Transshipment

14 O NOMI N B, C In Nominee Name

DEFINITION


BLOK Blocked Balance of securities that are blocked or unavailable for sale.

BORR Borrowed Balance of securities, that have been borrowed.

COLI Collateral In Balance of securities, held for the purpose of collateralisation, and whichbelong to a third party.

COLO Collateral Out Balance of securities deposited with a third party, for the purpose of collateral-isation, but which belong to the safekeeping account indicated.

ELIG Total eligible for Corporate Action

Total balance of securities that are eligible for this CA event; entitlement calculation based on this balance.

LOAN On Loan Balance of securities loaned to a third party.



NOMI In Nominee Name Balance of securities that are registered in the name of a nominee.

PEND Pending Delivery Balance of securities that are pending delivery, eg, orders to sell securitieshave been executed but settlement 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.

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.

SETT Settlement Position Balance of securities representing only settled transactions; pending transac-tions not included in the indicated balance.

SPOS Street Position Balance of securities that remain registered in the street name, eg, the prior beneficial owner of securities.

TRAD Trade Date Position Balance of securities based on trade date, eg, includes all pending transactionsin addition to the balance of settled transactions.

TRAN In Transshipment Balance of securities that are in transshipment, eg, in the process of being transferred from one depository or agent to another.

CODES

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

ELIG Eligible Balance is eligible for this CA.

NELG Not Eligible Balance is not eligible for this CA.


The integer part of Balance 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, Balance must not be zero (Error code(s): T14).

USAGE RULES

Sign must be present when Balance is negative.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


USECU Underlying Securities.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


ADDINFO Additional Information.



26. Field 70a: Narrative

FORMAT

Option E :4!c//10*35x (Qualifier) (Narrative)Option F :4!c//8000z (Qualifier) (Narrative)

PRESENCE

Mandatory

QUALIFIER



1 M ADTX N E, F Additional Text

or REGI N E, F Registration Details

2 O INCO R E, F Information Conditions

3 O COMP R E, F Information to be complied with

4 O PACO R E Party Contact Narrative

5 O WEBB N E, F Web Site Address

DEFINITION


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

REGI Registration Details Details on the registration of securities.

INCO Information Condi-tions

Information conditional to the CA event, eg, an offer is subject to 50 pct acceptance, the offeror allows the securities holder to set some conditions.

COMP Information to becomplied with

Information conditional to the account owner and which is to be compliedwith, eg, not open to US/Canadian residents, QIB or SIL to be provided.

PACO Party Contact Narrative

Information on party contacts.

WEBB Web Site Address The web address where additional information on the event can be found. It isnot the general web site address of the company involved in the event.




Narrative for option F of this field may contain any character defined in the ’z’ SWIFT character set. This character setcontains the characters from both the SWIFT ’x’ and ’y’ character sets plus the characters ’@’ and ’#’. The followingcontains a complete list of all characters permitted in the ’z’ character set.

abcdefghijklmnopqrstuvwxyz

ABCDEFGHIJKLMNOPQRSTUVWXYZ

0123456789

. , - ( ) / + ’ = : ? @ # Cr Lf Space { ! " % & * ; < >

USAGE RULES

Extreme caution must be exercised when using this field because all characters can be in a continuous string, ie, there are’no number of characters per line’ limitations. The characters (Cr) and (Lf) may stand alone.

Moreover, usage of the character strings, (CrLf:) or (CrLf-) in this data element will signal the premature ’start of the nextfield’ or signal the ’end of message text’ respectively.

27. Field 95a: Party

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.

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




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES





MT 569 Triparty Collateral and Exposure Statement

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

MT 569 ScopeThis message is sent by a triparty agent to both the collateral giver and the collateral taker in the following circumstances:

after all collateral movements have been affected (after settlement) to show the end (fixed) positions or,after settlement but taking into account future collateral management instructions (forecasting the M-to-M); eg, when a substitution action creates an exposure, this report can indicate the necessary margin.

This message is sent to provide the details of the valuation of both the collateral and the exposure.

This message can be used to claim collateral.

MT 569 Format SpecificationsThe statement contains three sequences.

Sequence A General Information provides general information about the collateral transaction, ie, the function of themessage, the identification of the collateral transaction, the references of the linked messages, the identification of theparties, the safekeeping account, the reason for which collateral is needed (the exposure type) and the agent specific infor-mation.

Sequence B Summary contains the overall collateral position expressed in the reporting currency for all transactions donewith one counterparty, ie, the total of the exposure amount, of the posted collateral, of the margin amounts, of the accrued interest, of the fees or commissions and of the principals.

Sequence C contains the valuation of both the exposure and the collateral for all transactions. Sequence C is repeated oncefor each transaction currency and contains the totals of the collateral position for that currency. Subsequence C1 is repeatedonce for each transaction within the transaction currency. It contains the valuation details on a transaction level.

Example: the message contains three transactions, two of them in USD and the third in EUR. The reporting currency is EUR.

The message will contain the following (sub)sequences:

Sequence ASequence B (EUR)Sequence C (USD)Subsequence C1 (Tr.1)At least 2 occurrences of C1a (one for the exposure, one for the collateral) each one with an optional C1a1Subsequence C1(Tr.2)At least 2 occurrences of C1a (one for the exposure, one for the collateral) each one with an optional C1a1Sequence C (EUR)Subsequence C1 (Tr.3)At least 2 occurrences of C1a (one for the exposure, one for the collateral) each one with an optional C1a1

MT 569 Triparty Collateral and Exposure Statement









M 28E Page Number/ Continuation Indicator

5n/4!c 2

----->

M 20C SEME Reference (see qualifier description) :4!c//16x 3

-----|

O 98a PREP Date/Time Preparation Date/Time 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

-----|

M 97a SAFE Account Safekeeping Account A or B 7

O 70E COLL Narrative Collateral Narrative :4!c//10*35x 8

----->Repetitive Optional Subsequence A1 Linkages








End of Sequence A General InformationMandatory Sequence B Summary

M 16R Start of Block SUMM 14





----->

M 19A 4!c Amount (see qualifier description) :4!c//[N]3!a15d 15

-----|

O 92A MARG Rate Margin :4!c//[N]15d 16

O 25D GCST Status Global Currency Status :4!c/[8c]/4!c 17

M 98a VALN Date/Time Valuation Date/Time A or C 18

M 16S End of Block SUMM 19

End of Sequence B Summary-----> Repetitive Optional Sequence C Transaction Valuation Details

M 16R Start of Block TRANVAL 20

----->


-----|

O 92A MARG Rate Margin :4!c//[N]15d 22

----->Repetitive Mandatory Subsequence C1 Transaction Details

M 16R Start of Block TRANSDET 23

----->


-----|

M 98a TERM Date/Time Closing Date/Time A, B or C 25

----->


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

O 22F 4!c Indicator (see qualifier description) :4!c/[8c]/4!c 27

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





O 92A 4!c Rate (see qualifier description) :4!c//[N]15d 28

-----|

O 25D TRAN Status Transaction Status :4!c/[8c]/4!c 29

----->Repetitive Mandatory Subsequence C1a Valuation Details

M 16R Start of Block VALDET 30

----->

M 17B 4!c Flag (see qualifier description) :4!c//1!a 31

-----|

O 98a SETT Date/Time Settlement Date/Time A or C 32

----->


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

M 92a 4!c Rate (see qualifier description) A or B 34

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

O 99a 4!c Number (see qualifier description) A or B 35

-----|

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

:4!c/[8c]/4!c 36

Optional Subsequence C1a1 Securities Details

M 16R Start of Block SECDET 37

M 35B Identification of Financial Instrument

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

38

M 36B SECV Quantity of Finan-cial Instrument

Quantity of Securities Valued

:4!c//4!c/15d 39

O 25D SETT Status Settlement Status :4!c/[8c]/4!c 40





O 11A DENO Currency Currency of the Denomina-tion

:4!c//3!a 41

----->

O 94B 4!c Place (see qualifier description) :4!c/[8c]/4!c[/30x] 42

-----|

O 70C RATS Narrative Rating Narrative :4!c//4*35x 43

M 16S End of Block SECDET 44

End of Subsequence C1a1 Securities Details

M 16S End of Block VALDET 45

-----| End of Subsequence C1a Valuation Details

M 16S End of Block TRANSDET 46

-----| End of Subsequence C1 Transaction Details

M 16S End of Block TRANVAL 47

-----| End of Sequence C Transaction Valuation Details



In each occurrence of subsequence C1a, the presence of subsequence C1a1 depends on the value of field:17B::SECU//<Flag> as follows (Error code(s): E66):

In each occurrence of subsequence C1aif field :17B::SECU//1!a is...

In the same occurrence of subsequence C1athen subsequence C1a1 is...

Y Mandatory

N Not allowed

C2



In each occurrence of subsequence C1a, the presence of field :98a::SETT depends on the value of field :17B::COLL asfollows (Error code(s): E72):

In each occurrence of subsequence C1aif field :17B::COLL is...

In the same occurrence of subsequence C1athen field :98a::SETT is...

Y Mandatory

N Not allowed

C3

In each occurrence of subsequence C1a1, the presence of field :70C::RATS depends on the presence of field:94B::RATS as follows (Error code(s): E60):

In each occurrence of subsequence C1a1if field :94B::RATS is...

In the same occurrence of subsequence C1a1then field :70C::RATS is...

Present Mandatory

Not Present Not allowed

MT 569 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.



Tri-party 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





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 a statement.


FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION




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



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

FORMAT


PRESENCE

Optional

QUALIFIER



1 O PREP N A or C Preparation Date/Time

DEFINITION


PREP Preparation Date/Time

The date/time at which the message was prepared.



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 STBA N F Statement Basis 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

DEFINITION


STBA Statement Basis Indi-cator

The type of information on which the statement is based.

COLA Exposure Type Indi-cator

The underlying business area/type of trade causing the exposure.

REPR CollateralReceive/Provide Indicator

Whether the client is the collateral taker or giver.

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

CODES

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

EOSP End of Settlement Positions

The Mark-to-Market report is sent after settlement.

FUTM Future mark-to-market

The mark-to-market report takes into account collateral management actionswhich are still pending execution.

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 agreement.

EXTD Exchange Traded Derivatives

Trading of exchanged traded derivatives in general.

OTCD OTC Derivatives OTC Derivatives trading.

REPO Repurchase Agree-ment

Repo trading.

SECL Secured Loan Secured loan.

SLEB Securities Lendingand Borrowing

Securities lending and borrowing.

CODES

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

RECE Collateral Taker The client is the collateral taker.

PROV Collateral Giver The client is the collateral giver.

CODES

If Qualifier is PRSS, the Data Source Scheme allocated to the triparty agent should be used. Indicator must then be one ofthe codes published by the agent:

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

CEDE Cedel

ECLR Euroclear

DAKV Deutsche Börse Clearing

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 receiving the statement.

CLPA Party A’s client The party instructing party A.

PTYB Party B The counterparty of party A.

TRAG Triparty Agent The Sender of the statement.

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




7. 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 or B Safekeeping Account

DEFINITION


SAFE Safekeeping Account Party A’s safekeeping account.

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

CODES

In option B, if 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.

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

PHYS Physical Account is used for physical domestic safekeeping.

SHOR Short Sale Account is used for short sale orders.

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 Narrative

FORMAT

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



PRESENCE

Optional

QUALIFIER



1 O COLL N E Collateral Narrative

DEFINITION


COLL Collateral Narrative This field specifies additional information on the statement in narrative form.


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


RELA Related Reference Reference assigned by the client.







FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK Linkages


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


GENL General Information




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


SUMM Summary

15. Field 19A: Amount

FORMAT

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

PRESENCE

Mandatory

QUALIFIER



1 M COVA N A Value of Collateral Held

2 M TEXA N A Total Exposure Amount

3 O MARG N A Margin Amount

4 O TACR N A Total Accrued Interest Amount

5 O TCHA N A Total Fees/Commissions

6 O TPRI N A Total of Principals

7 O TPIN N A Total Pending Collateral In




8 O TPOU N A Total Pending Collateral Out

DEFINITION


COVA Value of Collateral Held

Total value of posted collateral (post-haircut) expressed in the reporting currency.

TEXA Total Exposure Amount

Total exposure amount between the giver and taker expressed in the report-ing currency.

MARG Margin Amount The difference between the total exposure and the total collateral value.

TACR Total Accrued Inter-est Amount

Total accrued interest amount in the reporting currency.

TCHA Total Fees/Commis-sions

Total fees/commissions in the reporting currency.

TPRI Total of Principals Total of principals in the reporting currency.

TPIN Total of Pending Collateral In

Value of incoming collateral, to be settled in the reporting currency.

TPOU Total of Pending Collateral Out

Value of outgoing collateral, to be settled in the reporting currency.


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

When qualifier is COVA, Amount must be equal to the sum of the collateral value of each piece of collateral as detailed inthe message.

When qualifier is TACR, Amount must be equal to the sum of all accrued interests for all transactions.

When qualifier is TPRI, Amount must be equal to the sum of all principals for all transactions.



16. Field 92A: Rate: Margin Percentage

FORMAT


PRESENCE

Optional

QUALIFIER



1 O MARG N A Margin

DEFINITION


MARG Margin The difference between the total exposure and the total collateral valueexpressed as a percentage


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).

17. Field 25D: Status: Global Currency Status

FORMAT

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

PRESENCE

Optional

QUALIFIER





1 O GCST N D Global Currency Status

DEFINITION


GCST Global Currency Status

Result after comparing the total exposure and the total collateral value of all transactions covered in the message.

CODES

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

EXCS Excess There is an excess of collateral.

DEFI Deficit There is a shortage of collateral.

FLAT Flat The collateral covers the exposure and there is no excess.

18. Field 98a: Date/Time: Exposure and Collateral Valuation Date/Time

FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M VALN N A or C Valuation Date/Time

DEFINITION


VALN Valuation Date/Time Valuation date/time of both the collateral and the exposure.







FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


SUMM Summary


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


TRANVAL Transaction Valuation Details




FORMAT


PRESENCE


QUALIFIER




2 M TEXA N A Total Exposure Amount






DEFINITION



Total value of posted collateral (post-haircut) in the transaction currency.

TEXA Total Exposure Amount

Total exposure amount between the giver and taker expressed in the transac-tion currency.

MARG Margin Amount The difference between the total exposure and the total collateral value inthe transaction currency.


Total accrued interest in the transaction currency.

TPRI Total of Principals Total of principals in the transaction currency.


Value of incoming collateral, to be settled in the transaction currency.




Value of outgoing collateral, to be settled in the transaction currency.





USAGE RULES

When qualifier is COVA, Amount must be equal to the sum of the collateral value of each piece of collateral in the transac-tion currency.

When qualifier is TACR, Amount must be equal to the sum of all accrued interests for all transactions in the transaction currency.

When qualifier is TPRI, Amount must be equal to the sum of all principals for all transactions in the transaction currency.

When there is only one transaction in the transaction currency, these amounts are equal to the respective amounts at the transaction details level.

22. Field 92A: Rate: Margin Percentage

FORMAT


PRESENCE

Optional

QUALIFIER



1 O MARG N A Margin

DEFINITION


MARG Margin The difference between the total exposure and the total collateral value inthe transaction currency expressed as a percentage.







FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


TRANSDET Transaction Details


FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M SCTR N C Sender’s Collateral Transaction Reference

2 O RCTR N C Receiver’s Collateral Transaction Reference



DEFINITION


SCTR Sender’s Collateral Transaction Refer-ence

Unique reference identifying the collateral management transaction from theSender’s, ie, the triparty agent’s, point of view.

RCTR Receiver’s Collateral Transaction Refer-ence

Unique reference identifying the collateral management transaction from theReceiver’s, ie, the client’s, point of view.



25. 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

Mandatory

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

If Data Source Scheme is not present, Date Code must contain the following code:

OPEN Open Ended There is no termination date defined.







FORMAT


PRESENCE

Mandatory

QUALIFIER




2 M TRAA N A Transaction Amount




6 O TRTE N A Termination Transaction Amount



DEFINITION



Total value of posted collateral (post-haircut) for the transaction.

TRAA Transaction Amount Transaction amount.

MARG Margin Amount The difference between the total exposure and the total collateral value forthe transaction.


Total accrued interest on the transaction amount.



TPRI Total of Principals Total of principals for the transaction.

TRTE Termination Transac-tion Amount

Termination transaction amount.


Value of incoming collateral, to be settled for the transaction.


Value of outgoing collateral, to be settled for the transaction.





USAGE RULES

When qualifier is COVA, Amount must be equal to the sum of the collateral value of each piece of collateral for the transac-tion.

When qualifier is TACR, Amount must be equal to the sum of all accrued interests for the transaction.

When qualifier is TPRI, Amount must be equal to the sum of all principals for the transaction.

27. Field 22F: Indicator

FORMAT


PRESENCE

Optional

QUALIFIER



1 O MICO N F Method of Interest Computation Indicator

2 O AUTA N F Automatic Allocation Indicator



DEFINITION


MICO Method of Interest Computation Indica-tor

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

AUTA Automatic Allocation Indicator

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

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

CODES

If Qualifier is AUTA, the Data Source Scheme allocated to the triparty agent should be used. Indicator must then be one ofthe codes published by the agent.

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

CEDE Cedel

ECLR Euroclear

DAKV Deutsche Börse Clearing

28. Field 92A: Rate



FORMAT


PRESENCE

Optional

QUALIFIER



1 O PRIC N A Pricing Rate

2 O MARG N A Margin

DEFINITION


MARG Margin The difference between the total exposure and the total collateral value ofthe transaction expressed as a percentage.

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




29. Field 25D: Status: Transaction Status

FORMAT


PRESENCE

Optional



QUALIFIER



1 O TRAN N D Transaction Status

DEFINITION


TRAN Transaction Status The result after comparing the exposure and the collateral value for the transaction.

CODES


DEFI Deficit There is an excess of collateral.

EXCS Excess There is a shortage of collateral.

FLAT Flat The collateral covers the exposure and there is no excess.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


VALDET Valuation Details



31. Field 17B: Flag

FORMAT

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

PRESENCE

Mandatory

QUALIFIER



1 M COLL N B Collateral Flag

2 M SECU N B Securities Flag

DEFINITION


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

SECU Securities Flag Whether the exposure/collateral specified is securities or not.

CODES

If Qualifier is COLL, Flag must contain one of the following codes (Error code(s): T36):

N No The financial instrument or cash is not part of the collateral, it is part of thedeal transaction.

Y Yes The financial instrument or cash is part of the collateral.

CODES

If Qualifier is SECU, Flag must contain one of the following codes (Error code(s): T36):

N No The exposure/collateral specified is cash.

Y Yes The exposure/collateral specified is securities.



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

FORMAT


PRESENCE

Conditional (C2)

QUALIFIER



1 O SETT N A or C Settlement Date/Time

DEFINITION


SETT Settlement Date/Time Settlement Date/Time of the Collateral.





FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M LICO N A Liability/Collateral in Transaction Currency




2 O RELC N A Liability/Collateral in Reporting Currency

3 M MKTP N A Market Value Amount Post Valuation Factor

4 M MKTB N A Market Value Amount Before Valuation Factor

5 O ACRU N A Accrued Interest Amount

6 O CLPR N A Clean Price Amount

DEFINITION


LICO Liability/CollateralCurrency and Amount

The amount of the liability/collateral in the deal/collateral currency.

RELC Liability/Collateral in Reporting Currency

The amount of the liability/collateral in the reporting currency.

MKTP Market Value Post Valuation Factor

Actual market value post valuation factor expressed in the transaction currency.For cash it is the value post haircut.

MKTB Market Value Before Valuation Factor

Actual market value before valuation factor expressed in the transaction currency.For cash it is the value before haircut.

ACRU Accrued Interest Amount

The accrued interest on the value of the collateral.

CLPR Clean Price Amount Price amount excluding the accrued interest.





USAGE RULES

The clean price amount (qualifier CLPR) must not be used for cash.



34. Field 92a: Rate

FORMAT

Option A :4!c//[N]15d (Qualifier) (Sign) (Rate)Option B :4!c//3!a/3!a/15d (Qualifier) (First Currency Code) (Second Currency Code)

(Rate)

PRESENCE

Mandatory

QUALIFIER



1 M EXCH N B Exchange Rate

2 M VAFC N A Valuation Factor

DEFINITION


EXCH Exchange Rate Exchange rate between the transaction currency and the reporting currency.

VAFC Valuation Factor The adjustment applied on the liability/collateral to calculate the position.



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.

When the amount in the reporting currency is not present or when the reporting currency is the same as the transactioncurrency, First Currency Code and Second Currency Code are the same and Rate is equal to 1.



35. Field 99a: Number

FORMAT

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

PRESENCE

Optional

QUALIFIER



1 O DAAC N A Number of Days Accrued

2 O QAGE N B Quotation Age

DEFINITION


DAAC Number of Days Accrued

Number of days used for interest calculation.

QAGE Quotation Age Number of days since the last pricing update.


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

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

FORMAT


PRESENCE

Optional



QUALIFIER



1 O MICO N F Method of Interest Computation

DEFINITION


MICO Method of Interest Computation Indica-tor


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 R 16c

PRESENCE

Mandatory in a conditional (C1) subsequence



DEFINITION


CODES


SECDET Securities Details


FORMAT

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


PRESENCE


DEFINITION





USAGE RULES






It is strongly recommended that an ISIN be used.



39. Field 36B: Quantity of Financial Instrument: Quantity of Securities Valued

FORMAT


PRESENCE


QUALIFIER



1 M SECV N B Quantity of Securities Valued

DEFINITION


SECV Quantity of Securities Valued

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.

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


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).

40. Field 25D: Status: Settlement Status



FORMAT


PRESENCE

Optional in a conditional (C1) subsequence

QUALIFIER



1 O SETT N D Settlement Status

DEFINITION


SETT Settlement Status

CODES


SETT Settled The financial instrument is not pending, ie, it was settled.

PEND Pending Settlement The financial instrument is pending settlement.

41. Field 11A: Currency: Currency of the Denomination

FORMAT


PRESENCE

Optional in a conditional (C1) subsequence

QUALIFIER





1 O DENO N A Currency of the Denomination

DEFINITION


DENO Currency of the Denomination

The denomination currency of the financial instrument.



42. Field 94B: Place

FORMAT

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

PRESENCE

Optional

QUALIFIER



1 O PRIC N B Source of Price

2 O RATS N B Source of Rating

DEFINITION


PRIC Source of Price The pricing source of the valuation.

RATS Source of Rating The rating source of the security.



CODES

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

LMAR Local Market

THEO Theoretical

VEND Vendor Source

USAGE RULES

The identification of the source is done in the narrative.

43. Field 70C: Narrative: Rating Narrative

FORMAT

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

PRESENCE

Conditional (C3)

QUALIFIER



1 O RATS N C Rating Narrative

DEFINITION


RATS Rating Narrative The rating of the security.


FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES


SECDET Securities Details


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


VALDET Valuation Details


FORMAT

Option S 16c

PRESENCE

Mandatory



DEFINITION


CODES


TRANSDET Transaction Details


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


TRANVAL Transaction Valuation Details



MT 574 (IRSLST IRSLT) IRS 1441 NRA

MT 574 (IRSLST IRSLT) ScopeThe appropriate format validation of the IRS Beneficial Owners’ List of the MT 574 IRS 1441 NRA is triggered by the codeIRSLST in field 119 ({3:{119:IRSLST}}) of the user header of the message (block 3).

IRS Beneficial Owners’ List : Scope

This message is sent by a Non-Qualified Intermediary (NQI) to its Withholding Agent or by a Qualifier Intermediary to itsUS Custodian at the beginning of the year or prior to a payment of a reportable amount.

This message is used as an income report to provide owner or pooled income information for a period of time arrangedbetween the intermediary and the withholding agent.


request the cancellation of a previously sent IRS Beneficial Owners’ List.replace a previously sent IRS Beneficial Owners’ List if a change in circumstances makes any information on the IRS Beneficial Owners’ List you have submitted incorrect.

MT 574 (IRSLST IRSLT) Format SpecificationsIMPORTANT To trigger the format validation of the IRS Beneficial Owners’ List of the MT 574 IRS 1441 NRA the userheader of the message (block 3) is mandatory and must contain the code IRSLST in field 119 ({3:{119:IRSLST}}).

MT 574 IRS Beneficial Owners’ List





M 28E Page Number/ Continua-tion Indicator

5n/4!c 2

----->






-----|


M 98a PREP Date/Time Preparation Date A or C 5








O 97A SAFE Account Safekeeping Account :4!c//35x 10

M 17B INRE Flag Income Report Flag :4!c//1!a 11


End of Sequence A General Information

----->Repetitive Mandatory Sequence B Beneficial Owner Details

M 16R Start of Block BENODET 13


----->

M 22F 4!c Indicator (see qualifier description) :4!c/[8c]/4!c 15

-----|----->Repetitive Mandatory Subsequence B1 Address

M 16R Start of Block ADDRESS 16


----->

M 95a 4!c Party (see qualifier description) S or T 18

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





M 94a 4!c Place (see qualifier description) C, D or G 19

-----|

O 13B POST Number Identifica-tion

Postal Code :4!c/[8c]/30x 20

M 16S End of Block ADDRESS 21

-----| End of Subsequence B1 Address

-----> Repetitive Optional Subsequence B2 Income Report

M 16R Start of Block INCOME 22

----->


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

M 92A 4!c Rate (see qualifier description) :4!c//[N]15d 24

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


-----|

M 16S End of Block INCOME 26

-----| End of Subsequence B2 Income Report

M 16S End of Block BENODET 27

-----| End of Sequence B Beneficial Owner Details

Optional Sequence C Additional Information

M 16R Start of Block ADDINFO 28

O 70E ADTX Narrative Additional Text :4!c//10*35x 29

M 16S End of Block ADDINFO 30





MT 574 (IRSLST IRSLT) Network Validated RulesThere are no network validated rules for this message type.

MT 574 (IRSLST IRSLT) Usage RulesThere are no usage rules for this message type.

MT 574 (IRSLST) Field Specifications


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

DEFINITION


CODES






ONLY Only Page This is the only page of the statement.


FORMAT


PRESENCE

Mandatory

QUALIFIER




2 O CORP N C Corporate Action Reference

DEFINITION


CORP Corporate Action Reference

Reference assigned by the account servicer to unambiguously identify a CA event.





FORMAT




PRESENCE

Mandatory

DEFINITION


CODES

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

CANC Cancellation This is a request to cancel a previously sent Beneficial Owners’ List.

NEWM New This is a new message.

REPL Replacement This message replaces a previously sent Beneficial Owners’ List.

CODES


CODU Copy Duplicate This message is being sent for information purposes and the message is a duplicate of a message previously sent.

COPY Copy This message is being sent for information purposes.



FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M PREP N A, C Preparation Date



DEFINITION


PREP Preparation Date Date at which the message was prepared.





FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION


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

USAGE RULES



FORMAT


PRESENCE


QUALIFIER



1 M PREV N C Previous Reference


DEFINITION









FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER



1 O SAFE N A Safekeeping Account

DEFINITION


SAFE Safekeeping account

Safekeeping account for which the beneficial owners’ list is applicable.



USAGE RULES

Qualifier SAFE in Sequence A General Information must be used to indicate a pool safekeeping account, whereas qualifierSAFE in Sequence B Beneficial Owners’ Details must be used to indicate an individual account or a sub-account regroupinga certain number of individual beneficial owners.

11. Field 17B: Flag: Income Report Flag

FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M INRE N B Income Report Flag

DEFINITION


INRE Income Report Flag Flag indicating whether the message is an income report.

CODES

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

N No This message represents a beneficial owner list.

Y Yes This message represents an income report.


FORMAT

Option S 16c



PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


BENODET Beneficial Owner Details.


FORMAT


PRESENCE

Optional



QUALIFIER




DEFINITION



Safekeeping account for which the beneficial owners’ details are applicable.

USAGE RULES

Qualifier SAFE in Sequence A General Information must be used to indicate a pool safekeeping account, whereas qualifierSAFE in Sequence B Beneficial Owners’ Details must be used to indicate an individual account or a sub-account regroupinga certain number of individual beneficial owners.


FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M RECT N F Recipient Type

2 M ACCL N F Account Classification

3 M DOCT N F Documentation Type



DEFINITION


ACCL Account Classifica-tion

Indicates the classification of the beneficial owner.

DOCT Documentation Type

Indicates the type of documentation for every person from whom documenta-tion has been received by the nonqualified intermediary to the withholding agent.

RECT Recipient Type Indicates the type of recipient based on recipient codes used for filing Forms1042-S if the foreign person is a recipient as defined in section1.1461-1(c)(1)(ii) of the Treasury Regulations.

CODES

If Qualifier is ACCL and Data Source Scheme is IRSX, Indicator must contain one of the following codes:

FBEN Foreign Person - Beneficial Owner.

FBRA Foreign Person - U.S. Branch.

FELT Foreign Person - Flow Through Entity.

FIMY Foreign Person - Intermediary.

USEX U.S. Exempt Recipient.

USNX U.S. Nonexempt Recipient.

CODES

If Qualifier is DOCT and Data Source Scheme is IRSX, Indicator must contain one of the following codes:

W8BE Form W8-BEN. Certificate of Foreign Status of Beneficial Owner for United States Tax Withholding.

W8IM Form W8-IMY. Certificate of Foreign Intermediary, Foreign Partnership, or Certain U.S. Branchesfor United States Tax Withholding.

W8EC Form W8-ECI. Certificate of Foreign Person’s Claim for Exemption From Withholding on Income Effectively Connected With the Conduct of a Trade or Business in the United States.

W8EX Form W8-EXP. Certificate of Foreign Government or Other Foreign Organization for United StatesTax Withholding.

W9US Request for Taxpayer Identification Number and Certification.

OTHE Other Document.



CODES

If Qualifier is RECT and Data Source Scheme is IRSX, Indicator must contain one of the following codes:

0001 Individual.

0002 Corporation.

0003 Partnership other than withholding foreign partnership.

0004 Withholding foreign partnership or withholding foreign trust.

0005 Trust.

0006 Government or international organization.

0007 Tax-exempt organization (IRS section 501 (a)).

0008 Private foundation.

0009 Artist or Athlete.

0010 Estate.

0011 U.S branch treated as U.S. person.

0012 Qualified Intermediary.

0013 Private arrangement intermediary.

0014 Qualified Intermediary withholding rate pool.

0015 Qualified Intermediary withholding rate pool-exempt organizations.

0020 Unknown recipient.


FORMAT

Option R 16c

PRESENCE

Mandatory



DEFINITION


CODES


ADDRESS Address.

17. Field 17B: Flag

FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M PERM N B Permanent Address

or MAIL N B Mailing Address

DEFINITION


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

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

CODES


Y Yes.




FORMAT

Option S :4!c/[8c]/4!c/2!a/30x (Qualifier) (Data Source Scheme) (Type of ID) (CountryCode) (Alternate ID)

Option T :4!c//2*35x (Qualifier) (Name)

PRESENCE

Mandatory

QUALIFIER



1 M OWND N T Beneficial Owner

or BIMY N T Beneficial Owners’ Intermediary

2 O ALTE R S Alternate Identification

DEFINITION


ALTE Alternate Identifica-tion

Alternate identification for the party specified in this sequence.

BIMY Beneficial Owners’ Intermediary

Identification of the beneficial owners’ intermediary.

OWND Beneficial Owner Identification of the beneficial owner.

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

e.g.

:95S::ALTE/ /SSNX/US/12345:95S::ALTE/ /FTIN/FR/67890

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



CODES

Type of ID must contain one of the following codes:

EINX Employer Identification Number.

FTIN Foreign Tax Identification Number.

ITIN IRS Individual Taxpayer Identification Number.

QEIN Qualified Intermediary’s Employer Identification Number.

SSNX Social Security Number.


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

19. 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

Mandatory

QUALIFIER



1 M ADDR N G Address

2 M CITY N D City

3 M LOCA N D Location

4 O RESI N C Country of Residence

5 O COUN N C Country of Incorporation or Organisation



DEFINITION


ADDR Address Permanent residence address.

CITY City City or town.

COUN Country of Incorpo-ration or Organisa-tion

Country of incorporation for corporations. Country of organisation underwhose laws you are created, organised, or governed.This is not applicable for individuals.

LOCA Location Location, State or Province identification.

RESI Country of Resi-dence

Country of residence.



20. Field 13B: Number Identification: Postal Code

FORMAT

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

PRESENCE

Optional

QUALIFIER



1 O POST N B Postal Code

DEFINITION


POST Postal code or zip code.




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


ADDRESS Address.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


INCOME Income Report.


FORMAT




PRESENCE


QUALIFIER



1 M ITYP N F Type of Income

2 O ETYP N F Type of Exemption

DEFINITION


ETYP Type of Exemption Indicates the basis for the reduced rate of withholding.

ITYP Type of Income Indicates the type of income based on the codes used for filing Forms 1042-Sor 1099.

CODES

If Qualifier is ETYP and Data Source Scheme is IRSX, Indicator must contain one of the following codes:

0001 Income effectively connected with a U.S. trade or business.

0002 Exempt under an Internal Revenue Code section (income other than portfolio interest).

0003 Income is not from U.S. sources.

0004 Exempt under tax treaty.

0005 Portfolio interest exempt under an Internal Revenue Code section.

0006 Qualified Intermediary that assumes primary withholding responsibility.

0007 Withholding foreign partnership.

0008 U.S. branch treated as a U.S. person.

0009 Qualified Intermediary represents income is exempt.



CODES

If Qualifier is ITYP and Data Source Scheme is IRSX, Indicator must contain one of the following codes:

0001 Interest paid by U.S. obligors - general.

0002 Interest on real property mortgages.

0003 Interest paid to controlling foreign corporations.

0004 Interest paid by foreign corporations.

0005 Interest on tax-free covenant bonds.

0029 Deposit interest.

0030 Original issue discount (OID).

0031 Short OID.

0006 Dividends paid by U.S. corporations - general

0007 Dividends paid by U.S. subsidiaries to foreign parent corporations (including consent dividends).

0008 Dividends paid by foreign corporations.

0009 Capital gains.

0010 Industrial royalties.

0011 Motion picture or television copyright royalties.

0012 Other royalties (eg, copyright, recording, publishing).

0013 Real property income and natural resources royalties.

0014 Pensions, annuities, alimony, and/or insurance premiums.

0015 Scholarship or fellowship grants.

0016 Compensation for independent personal services.

0017 Compensation for dependent personal services.

0018 Compensation for teaching.

0019 Compensation during studying and training.

0020 Earnings as an artist or athlete.

0024 Real estate investment trust (REI) distributions of capital gains.

0025 Trust distributions subject to IRC section 1445.



0026 Unsevered growing crops and timber distributions by a trust subject to IRC section 1445.

0027 Publicly traded partnership distributions subject to IRC section 1445.

0028 Gambling winnings.

0032 Notional principal contract income.

0050 Other income.

24. Field 92A: Rate

FORMAT


PRESENCE


QUALIFIER



1 M TAXR N A Withholding Tax Rate

2 O WITF N A Withholding of Foreign Tax Rate

3 O WITL N A Withholding of Local Tax Rate

DEFINITION


TAXR Withholding tax Rate

Percentage of a cash distribution that will be withheld by a tax authority.

WITF Withholding ofForeign Tax

Rate of foreign tax withheld by foreign tax authority with jurisdiction in themarket where the issuer paid the income.

WITL Withholding ofLocal Tax

Rate of local tax withheld by local tax authority with jurisdiction in the countrywhere the beneficial owner resides.




FORMAT


PRESENCE


QUALIFIER



1 M GRSS N A Gross Amount

2 M NETT N A Net Cash Amount

3 M TAXR N A Withholding Tax Amount

4 O WITF N A Withholding of Foreign Tax Amount

5 O WITL N A Withholding of Local Tax Amount

DEFINITION


GRSS Gross Amount Cash amount before deductions and allowances have been made.

NETT Net Cash Amount Cash amount after deductions and allowances have been made.

TAXR Withholding Tax Amount

Cash amount withheld by a tax authority.

WITF Withholding ofForeign Tax

Cash amount withheld by foreign tax authority with jurisdiction in the marketwhere the issuer paid the income.

WITL Withholding ofLocal Tax

Cash amount withheld by local tax authority with jurisdiction in the countrywhere the beneficial owner resides.






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 S 16c

PRESENCE


DEFINITION


CODES


INCOME Income Report.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES



29. Field 70E: Narrative: Additional Text

FORMAT


PRESENCE

Optional

QUALIFIER



1 O ADTX N E Additional Text

DEFINITION


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




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 574 (W8BENO) IRS 1441 NRA

MT 574 (W8BENO) ScopeThe appropriate format validation of the IRS Form W8-BEN of the MT 574 IRS 1441 NRA is triggered by the codeW8BENO in field 119 ({3:{119:W8BENO}}) of the user header of the message (block 3).

Form W8-BEN: Scope

This message is sent once per year by every Non-Qualified Intermediary (NQI) to their Withholding Qualified Intermediary(QI) for each customer who owns a U.S. security. If a Form W8-BEN contains a tax identification number, it is validforever; if not, it is valid for a period of 3 years unless there is a change in information.

This message is used to certify the foreign status of a beneficial owner for United States Tax Withholding. Foreign personsare subject to U.S. tax at a 30% rate on income they receive from U.S. sources that consists of: interest (including certain original issue discount(OID)); dividends; rents; royalties; premiums; annuities; compensation for, or in expectation of,services performed; substitute payments in a securities lending transaction or other fixed or determinable annual or periodi-cal gains, profits or income.

If you receive certain types of income, you must provide Form W8-BEN to:

establish that you are a foreign person,claim that you are the beneficial owner of the income for which Form W8-BEN is being provided,if applicable, claim a reduced rate of, or exemption from, withholding as a resident of a foreign country with which theUnited States has an income tax treaty.

You may also be required to submit Form W8-BEN to claim an exception from domestic information reporting and backup withholding at a 31% rate, including for certain types of income that are not subject to foreign-person withholding.

You may also use Form W8-BEN to certify that income from a notional principal contract is not effectively connected withthe conduct of a trade or business in the United States.

Provide Form W8-BEN to the withholding agent or payer before income is paid or credited to you. Failure to provide aForm W8-BEN when requested may lead to withholding of a 30% or 31% amount from the payment.


request the cancellation of a previously sent Form W8-BEN,replace a previously sent Form W8-BEN if a change in circumstances makes any information on the Form W8-BENyou have submitted incorrect (you must notify the withholding agent or payer within 30 days of the change in circum-stances and you must file a new Form W8-BEN or other appropriate form).



MT 574 (W8BENO) Format SpecificationsIMPORTANT To trigger the format validation of the IRS Form W8-BEN of the MT 574 IRS 1441 NRA, the user headerof the message (block 3) is mandatory and must contain the code W8BENO in field 119 ({3:{119:W8BENO}}).

MT 574 Form W8-BEN






5n/4!c 2

M 20C SEME Reference Sender’s Reference :4!c//16x 3


M 98a PREP Date/Time Preparation Date A or C 5










-----> Repetitive Mandatory Sequence B Beneficial Owner Details

M 16R Start of Block BENODET 11


M 22F BENT Indicator Type of Beneficial Owner :4!c/[8c]/4!c 13

----->Repetitive Mandatory Subsequence B1 Address

M 16R Start of Block ADDRESS 14






----->

M 95a 4!c Party (see qualifier description) S or T 16

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

M 94a 4!c Place (see qualifier description) C, D or G 17

-----|

O 13B POST Number Identifica-tion

Postal Code :4!c/[8c]/30x 18

M 16S End of Block ADDRESS 19

-----| End of Subsequence B1 Address

Optional Subsequence B2 Claim of Tax Treaty Benefits

M 16R Start of Block TREATBENF 20

O 94C RESI Place Country of Residence :4!c//2!a 21

----->

O 17B 4!c Flag (see qualifier description) :4!c//1!a 22

-----|

O 70E COMP Narrative Information to beComplied With

:4!c//10*35x 23

M 16S End of Block TREATBENF 24

End of Subsequence B2 Claim of Tax Treaty Benefits

Mandatory Subsequence B3 Notional Principal Contracts

M 16R Start of Block NOPRINC 25

M 17B NPCC Flag Notional PrincipalContracts Flag

:4!c//1!a 26

M 16S End of Block NOPRINC 27

End of Subsequence B3 Notional Principal Contracts

Mandatory Subsequence B4 Certified Signature





M 16R Start of Block CERTSIGN 28

M 95Q CERT Party Certifying Party Signature :4!c//4*35x 29

M 16S End of Block CERTSIGN 30

End of Subsequence B4 Certified Signature

M 16S End of Block BENODET 31

-----| End of Sequence B Beneficial Owner Details



O 70E ADTX Narrative Additional Text :4!c//10*35x 33




MT 574 (W8BENO) Network Validated RulesThere are no network validated rules for this message type.

MT 574 (W8BENO) Usage RulesThere are no usage rules for this message type.

MT 574 (W8BENO) Field Specifications


FORMAT

Option R 16c

PRESENCE

Mandatory



DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

DEFINITION


CODES





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

FORMAT


PRESENCE

Mandatory



QUALIFIER




DEFINITION






FORMAT


PRESENCE

Mandatory

DEFINITION


CODES

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

CANC Cancellation This is a request to cancel a previously sent W8-BEN.

NEWM New This is a new message.

REPL Replacement This message replaces a previously sent W8-BEN.

CODES


CODU Copy Duplicate This message is being sent for information purposes and the message is a duplicate of a message previously sent.



COPY Copy This message is being sent for information purposes.



FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M PREP N A, C Preparation Date

DEFINITION


PREP Preparation Date Date at which the message was prepared.





FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


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

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



Safekeeping account for which the beneficial owner details are applicable.

13. Field 22F: Indicator: Type of Beneficial Owner

FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M BENT N F Type of Beneficial Owner



DEFINITION


BENT Type of Beneficial Owner

Indicates the type of beneficial owner under the U.S. tax principles.

CODES

If Qualifier is BENT and Data Source Scheme is IRSX, Indicator must contain one of the following codes:

CORR Corporation

DISR Disregarded Entity.

ESTA Estate

FOCT Foreign Central Bank of Issue.

FOGU Foreign Government.

INDV Individual.

INTL International Organisation.

PATN Partnership

TRUS Trust

TXEX Foreign tax-exempt Organisation.

USAGE RULES

If Indicator is ESTA or TRUS, you must indicate a Tax ID in field 95a Party.


FORMAT

Option R 16c

PRESENCE

Mandatory



DEFINITION


CODES


ADDRESS Address.

15. Field 17B: Flag

FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M PERM N B Permanent Address

or MAIL N B Mailing Address

DEFINITION


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

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

CODES


Y Yes.




FORMAT


Option T :4!c//2*35x (Qualifier) (Name)

PRESENCE

Mandatory

QUALIFIER



1 M OWND N T Beneficial Owner


DEFINITION




OWND Beneficial Owner Identification of the beneficial owner.

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

e.g.

:95S::ALTE/ /SSNX/US/12345:95S::ALTE/ /FTIN/FR/67890


CODES


EINX Employer Identification Number.

FTIN Foreign Tax Identification Number.



ITIN IRS Individual Taxpayer Identification Number.

SSNX Social Security Number.



USAGE RULES

If field 22F Type of Beneficial Owner is ESTA or TRUS, you must indicate a Type of Id.

17. 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

Mandatory

QUALIFIER



1 M ADDR N G Address

2 M CITY N D City

3 M LOCA N D Location


5 O COUN N C Country of Incorporation or Organisation

DEFINITION


ADDR Address Permanent residence address of the beneficial owner.

CITY City City or town of the beneficial owner.



COUN Country of Incorpo-ration or Organisa-tion

Country of incorporation for corporations. Country of organisation underwhose laws you are created, organised, or governed.This is not applicable for individuals.

LOCA Location Location, State or Province identification.


Country of residence of the beneficial owner.



18. Field 13B: Number Identification: Postal Code

FORMAT


PRESENCE

Optional

QUALIFIER



1 O POST N B Postal Code

DEFINITION


POST Postal code or zip code.


FORMAT

Option S 16c



PRESENCE

Mandatory

DEFINITION


CODES


ADDRESS Address.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


TREATBENF Claim of Tax Treaty Benefits.

21. Field 94C: Place: Country of Residence

FORMAT

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

PRESENCE

Optional



QUALIFIER




DEFINITION



Country where you claim to be a resident for income tax treaty purposes.



22. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER



1 O UTIN N B U.S. Tax Identification Flag

2 O BOTB N B Beneficial Owner Treaty Benefits

3 O BOBD N B Beneficial Owner Treaty Benefits for Dividends

4 O BORE N B Beneficial Owner Related Treaty Benefits



DEFINITION


BOBD Beneficial OwnerTreaty Benefits for Dividends

Flag indicating that the beneficial owner is not an individual, is claiming treaty benefits for dividends received from a foreign corporation or interest from aU.S. trade or business of a foreign corporation, and meets qualified resident status.

BORE Beneficial OwnerRelated Treaty Benefits

Flag indicating that the beneficial owner is related to the person obligated topay the income within the meaning of section 267(b) or 707(b), and will fileForm 8833 if the amount subject to withholding received during a calendaryear exceeds, in the aggregate, USD 500,000.

BOTB Beneficial OwnerTreaty Benefits

Flag indicating that the beneficial owner is not an individual, derives theincome for which the treaty benefits are claimed and, if applicable, meets the requirements of the treaty article dealing with limitation on benefits.

UTIN U.S. Tax Identifica-tion Flag

Flag indicating whether the U.S. Tax identification number has been stated inthis message.

CODES


N No.

Y Yes.

23. Field 70E: Narrative: Information to be Complied With

FORMAT


PRESENCE

Optional

QUALIFIER



1 O COMP N E Information to be Complied With



DEFINITION


COMP Information to beComplied With

Information regarding treaty benefits claims which are not covered in the previous structured fields and which can be indicated as special rates and conditions.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


TREATBENF Claim of Tax Treaty Benefits.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


NOPRINC Notional Principal Contracts.



26. Field 17B: Flag: Notional Principal Contracts Flag

FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M NPCC N B Notional Principal Contracts Flag

DEFINITION


NPCC Notional PrincipalContracts Flag

Flag indicating that the beneficial owner will provide a statement that identi-fies those notional principal contracts from which the income is not effectivelyconnected with the conduct of a trade or business in the US and that the benefi-cial owner agrees to update this statement as required.

CODES


N No.

Y Yes.


FORMAT

Option S 16c



PRESENCE

Mandatory

DEFINITION


CODES


NOPRINC Notional Principal Contracts.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


CERTSIGN Certified Signature.

29. Field 95Q: Party: Certifying Party Signature

FORMAT

Option Q :4!c//4*35x (Qualifier) (Signature)

PRESENCE

Mandatory



QUALIFIER



1 M CERT N Q Certifying Party Signature

DEFINITION


CERT Certifying Party Signature

See note

Note: A proposition has been made to the IRS as to how the certified signature will be constituted.A formal administrative decision still needs to be reached. Once an agreement is reached,you will find the necessary information on www.swift.com.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


CERTSIGN Certified Signature.




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT




PRESENCE

Optional

QUALIFIER



1 O ADTX N E Additional Text

DEFINITION


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


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 575 Report of Combined Activity

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

MT 575 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 intended to provide a summary of all cash and securities activity:

for a given safekeeping account linked to one cash account (maintaining separate cash sub-accounts by currency), orfor a given safekeeping account linked to multiple cash accounts (maintaining separate cash sub-accounts by currency), orfor a given cash account (maintaining separate cash sub-accounts by currency) linked to multiple safekeeping accounts.

The transaction activity contained in the report includes all transactions which have been settled or booked to the safekeep-ing account(s) for a specified period. Booked transactions are those that have been contractually posted (including those thatmay not have yet settled in the local market) and have affected the portfolios cash position. This report must not includepending transactions in the receivable or payable ledgers nor may it include settled transactions that have a future settlementdate; pending transactions are included in the MT 537 Statement of Pending Transactions.

The report lists all activities by currency. So called, ’free’ asset movement, eg, dividends in the form of securities, mustappear in the free asset movement sequence.

All currencies for which there was an activity must also be reported. When there are no activities to be reported, the activityflag, in sequence A must be used. In sequence B, a separate activity flag can be used per cash account (where multiple cashaccounts are linked to one safekeeping account).

The frequency of the report must be bilaterally agreed between the account servicer and the account owner.

The message may be used to respond to a request for statement, ie, the MT 549 Request for Statement/Status Advice.


MT 575 Report of Combined Activity





M 28E Page Number/Continua-tion Indicator

5n/4!c 2

O 13A STAT Number Identifi-cation

Statement Number :4!c//3!c 3








M 69a STAT Period Statement Period A or B 7

----->


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


O 13A LINK Number Identifi-cation





O 97a SAFE Account Safekeeping Account A or B 13

M 17B ACTI Flag Activity Flag :4!c//1!a 14


End of Sequence A General Information----->Repetitive Optional Sequence B Cash Account Activity

M 16R Start of Block CASHACCT 16

M 97A CASH Account Cash Account :4!c//35x 17

----->Repetitive Mandatory Subsequence B1 Activity Information Per Currency

M 16R Start of Block ACTCURR 18

M 11A ACCT Currency Currency of Account :4!c//3!a 19


----->

M 93D 4!c Balance (see qualifier description) :4!c//[N]15d 21





-----|----->Repetitive Optional Subsequence B1a Activity Information Per Transaction

M 16R Start of Block ACTINFO 22

----->Repetitive Mandatory Subsequence B1a1 Linkages






-----| End of Subsequence B1a1 LinkagesOptional Subsequence B1a2 Cash Only Movement Details

M 16R Start of Block CASHDET 27

M 19A PSTA Amount Posting Amount :4!c//[N]3!a15d 28

O 36B UNDL Quantity of Financial Instru-ment

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


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

30

----->

M 22a 4!c Indicator (see qualifier description) H or F 31

-----|

M 98a ESET Date/Time Effective Settlement Date/Time

A, B or C 32

O 70E TRDE Narrative Transaction Details Narra-tive

:4!c//10*35x 33

M 16S End of Block CASHDET 34

End of Subsequence B1a2 Cash Only Movement DetailsOptional Subsequence B1a3 Cash and Securities Movement Details

M 16R Start of Block CASHSECDET 35






----->


-----|

M 36B PSTA Quantity of Financial Instru-ment

Posting Quantity :4!c//4!c/15d 38

O 99A DAAC Number Count Number of Days Accrued :4!c//[N]3!n 39

M 35B Identification of the Financial Instrument

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

40

----->


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

M 98a 4!c Date/Time (see qualifier description) A, B or C 42

-----|

O 25D MOVE Status Code Movement Status :4!c/[8c]/4!c 43


:4!c//10*35x 44

M 16S End of Block CASHSECDET 45

End of Subsequence B1a3 Cash and Securities Movement Details----->Repetitive Optional Subsequence B1a4 Settlement Parties

M 16R Start of Block SETPRTY 46

M 95a 4!c Party (see qualifier description) C,P, R or Q 47


M 16S End of Block SETPRTY 49

-----| End of Subsequence B1a4 Settlement Parties

M 16S End of Block ACTINFO 50





-----| End of Subsequence B1a Activity Information Per Transaction

M 16S End of Block ACTCURR 51

-----| End of Subsequence B1 Activity Information Per Currency

M 16S End of Block CASHACCT 52

-----| End of Sequence B Cash Account Activity----->Repetitive Optional Sequence C Free Asset Activity

M 16R Start of Block FREEASS 53

----->Repetitive Mandatory Subsequence C1 Linkages






-----|End of Subsequence C1 LinkagesOptional Subsequence C2 Transaction Details

M 16R Start of Block TRANSDET 58


M 36B PSTA Quantity of Financial Instru-ment

Posting Quantity :4!c//4!c/15d 60



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

62

----->


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


-----|





O 25D MOVE Status Code Movement Status :4!c/[8c]/4!c 65


:4!c//10*35x 66

----->Repetitive Optional Subsequence C2a Settlement Parties


M 95a 4!c Party (see qualifier description) C, P, R or Q 68



-----|End of Subsequence C2a Settlement Parties

M 16S End of Block TRANSDET 71

End of Subsequence C2 Transaction Details

M 16S End of Block FREEASS 72

-----|End of Sequence C Free Asset ActivityOptional Sequence D Additional Information


----->

O 95a 4!c Party (see qualifier description) P, R or Q 74

-----|


End of Sequence D Additional Information



If the Activity Flag (field :17B::ACTI) in sequence A General Information indicates no information to be reported, ie,N, then sequence B Cash Account Activity and sequence C Free Asset Activity must not be present. Sequence B CashAccount Activity and Sequence C Free Asset Activity are otherwise optional (Error code(s): E66).



Sequence Aif field :17B::ACTI is...

Sequence B is... Sequence C is...

N Not allowed Not allowed

Y Optional Optional

C2

Within each occurrence of subsequence B1 Activity Information Per Currency, if the Activity Flag (field :17B::ACTI) indicates no information to be reported, ie, N, then subsequence B1a Activity Information Per Transaction within that subsequence B1 is not allowed. If field 17B::ACTI is equal to ’Y’, then subsequence B1a Activity Information Per Transaction is mandatory. (Error code(s): E95).

Subsequence B1if field :17B::ACTI is...

Subsequence B1a is...

N Not allowed

Y Mandatory (ie minimum once)

C3

Within subsequence B1a Activity Information per Transaction, subsequence B1a2 Cash Only Movement Details and subsequence B1a3 Cash and Securities Movement Details are mutually exclusive (Error code(s): E96).

If Subsequence B1a2 is... then Subsequence B1a3 is...

Present Not allowed

Not present Mandatory

C4

The following party fields cannot appear more than once in the same occurrence of subsequence B1a (Error code(s): E84):

Subsequence B1a4

:95a::BUYR

:95a::DEAG

:95a::DECU

:95a::DEI1

:95a::DEI2



Subsequence B1a4

: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

C5

If a qualifier from the list Deliverers is present in a subsequence B1a4, 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 subsequence B1a, the following scenarios must be validated:

If :95a::DEI9 is present in subseq B1a4, then :95a::DEI8 must be present in another subseq B1a4.If :95a::DEI8 is present in subseq B1a4, then :95a::DEI7 must be present in another subseq B1a4.If :95a::DEI7 is present in subseq B1a4, then :95a::DEI6 must be present in another subseq B1a4.If :95a::DEI6 is present in subseq B1a4, then :95a::DEI5 must be present in another subseq B1a4.If :95a::DEI5 is present in subseq B1a4, then :95a::DEI4 must be present in another subseq B1a4.



If :95a::DEI4 is present in subseq B1a4, then :95a::DEI3 must be present in another subseq B1a4.If :95a::DEI3 is present in subseq B1a4, then :95a::DEI2 must be present in another subseq B1a4.If :95a::DEI2 is present in subseq B1a4, then :95a::DEI1 must be present in another subseq B1a4.If :95a::DEI1 is present in subseq B1a4, then :95a::DECU must be present in another subseq B1a4.If :95a::DECU is present in subseq B1a4, then :95a::SELL must be present in another subseq B1a4.If a qualifier from the list Receivers is present in a subsequence B1a4, in a field :95a::4!c, then all the remaining qualifiers following this qualifier in the list Receivers (see below) must be present.In other words, in subsequence B1a, the following scenarios must be validated:If :95a::REI9 is present in subseq B1a4, then :95a::REI8 must be present in another subseq B1a4.If :95a::REI8 is present in subseq B1a4, then :95a::REI7 must be present in another subseq B1a4.If :95a::REI7 is present in subseq B1a4, then :95a::REI6 must be present in another subseq B1a4.If :95a::REI6 is present in subseq B1a4, then :95a::REI5 must be present in another subseq B1a4.If :95a::REI5 is present in subseq B1a4, then :95a::REI4 must be present in another subseq B1a4.If :95a::REI4 is present in subseq B1a4, then :95a::REI3 must be present in another subseq B1a4.If :95a::REI3 is present in subseq B1a4, then :95a::REI2 must be present in another subseq B1a4.If :95a::REI2 is present in subseq B1a4, then :95a::REI1 must be present in another subseq B1a4.If :95a::REI1 is present in subseq B1a4, then :95a::RECU must be present in another subseq B1a4.If :95a::RECU is present in subseq B1a4, then :95a::BUYR must be present in another subseq B1a4.

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)

C6

The following party fields cannot appear more than once in the same occurrence of subsequence C2 (Error code(s): E84):

Subsequence C2a

:95a::BUYR



Subsequence C2a

: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



C7

If a qualifier from the list Deliverers is present in a subsequence C2a, 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 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.
















C8

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

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


C9

In subsequence B1a4, if field :95a::PSET is present, then field :97a::SAFE is not allowed in the same sequence (Errorcode(s): E52).

Subsequence B1a4if field :95a::PSET is...

Subsequence B1a4then field :97a::SAFE is...

Present Not allowed within the same occurrence

Not present Optional

C10

In subsequence C2a, if field :95a::PSET is present, then field :97a::SAFE is not allowed in the same sequence (Errorcode(s): E53).

Subsequence C2aif field :95a::PSET is...

Subsequence C2athen field :97a::SAFE is...





MT 575 Usage RulesThis report is used by the account servicer to report on all settled or booked transactions including affected cash andfree movements.In responding to a request for statement, the MT 549, and where the report is being sent outside the agreed onfrequency, the linkage sequence must contain the reference to the MT 549 previously sent by the account owner.Where the statement period contains only free asset movements, the opening and closing cash balances will be the same.Where the report covers a single day’s activities, the to and from dates in the statement period will be identical.Where there is no activity in a currency, the opening and closing balances must be present and be equal. Where there isno activity in the account for the period for all currencies, each currency must be reported as having an opening andclosing balance of the same amount.Where a ’free’ transaction is listed, the free asset activity sequence must be used. The following types of transactionsmust be identified in the following sequences:

Types of transaction: Sequence:

Deliver Versus Payment Cash and Securities Movement Details sequence

Receive Versus Payment Cash and Securities Movement Details sequence

Free Asset Delivery Free Asset Movement sequence

Free Asset Receipt Free Asset Movement sequence

Securities Income (corporate action-trans-actions) cash and securities involved

Cash and Securities Movement Details sequence

Securities Income (corporate action-trans-actions) no cash involved

Free Asset Movement sequence

Securities Income (corporate action-trans-actions) only cash involved

Cash Only Movement Details sequence

Cash Credit Cash Only Movement Details sequence

Cash Debit Cash Only Movement Details sequence

The specification of the cash and safekeeping accounts is linked to combination accounts.

Where the report is sent for a given safekeeping account linked to one cash account (maintaining separate cashsub-accounts by currency), the safekeeping account must be specified in the general information sequence and not inthe cash and securities movement details sequence nor in the Free Asset Movement sequence. The cash account activ-ity sequence must appear only once.

Where the report is sent for a given safekeeping account linked to multiple cash accounts (maintaining separate cashsub-accounts by currency), the safekeeping account must be specified in the sequence General Information and not inthe cash and securities movement details sequence nor in the free asset movement sequence. For each cash account an separate sequence Cash Account Activity must be used.

Where the report is sent for a given cash account (maintaining separate cash sub-accounts by currency) linked to multi-ple safekeeping accounts, the safekeeping account field must not be used in the sequence General Information but inthe safekeeping account must be specified in each occurrence of the Cash and securities movement details sequenceand in the free asset movement sequence. The cash account activity sequence must appear only once.





FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

DEFINITION


CODES







3. Field 13A: Number Identification: Statement Number

FORMAT


PRESENCE

Optional

QUALIFIER



1 O STAT N A Statement Number

DEFINITION


STAT Statement Number This is the sequential number of the statement.


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


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

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.


FORMAT


PRESENCE

Optional

QUALIFIER



1 O PREP N A, C Preparation Date/Time

DEFINITION



Date/time at which message was prepared.




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



1 O SFRE N F Statement Frequency Indicator

2 O CODE N F Complete/Updates Indicator



DEFINITION


CODE Complete/Updates Indicator

Whether the report is complete or contains changes only.

SFRE StatementFrequency Indicator

Frequency of the report.

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).


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

Optional

QUALIFIER



1 O SAFE N A, B Safekeeping Account

DEFINITION



Safekeeping account that holds the securities.


CODES

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









FUNG Fungibility The securities held in the account are fungible.

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

14. Field 17B: Flag: Activity Flag

FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M ACTI N B Activity Flag

DEFINITION


ACTI Activity Flag Whether information, eg, holdings or transactions, is reported in this statement.

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


CASHACCT Cash Account Activity.

17. Field 97A: Account: Cash Account

FORMAT




PRESENCE


QUALIFIER



1 M CASH N A Cash Account

DEFINITION


CASH Cash Account Account from/to which a payment is to be/has been done.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


ACTCURR Activity Information Per Currency.

19. Field 11A: Currency: Currency of Account

FORMAT




PRESENCE

Mandatory

QUALIFIER



1 M ACCT N A Currency of Account

DEFINITION


ACCT Currency of Account

Currency of account.



20. Field 17B :Flag: Activity Flag

FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION





CODES


N No.

Y Yes.

21. Field 93D: Balance

FORMAT

Option D :4!c//[N]15d (Qualifier) (Sign) (Balance)

PRESENCE

Mandatory

QUALIFIER



1 M FIOP N D First Opening Balance

or INOP N D Intermediary Opening Balance

2 M FICL N D Final Closing Balance

or INCL N D Intermediary Closing Balance

DEFINITION


FICL Final Closing Balance

This is the closing balance of the statement (may consist of several pages).

FIOP First Opening Balance

This is the opening balance of the statement (may consist of 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).

INOP IntermediaryOpening Balance

Opening balance of this page only. Must be the intermediary closing balanceof the previous page (part of the same statement).




The integer part of Balance 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, Balance must not be zero (Error code(s): T14).

USAGE RULES

Sign must be present when Balance is negative.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


ACTINFO Activity Information Per Transaction.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages.




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION




FORMAT


PRESENCE

Mandatory

QUALIFIER





or ASRF N C Account Servicer Reference

or COMM N C Common Reference




or POOL N C Pool Reference

or TRRF N C Deal Reference

DEFINITION




ASRF Account Servicer Reference

Reference assigned to the reported transaction by the account servicer.

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.

POOL Pool Reference Collective reference identifying a set of messages.

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.




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages.




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


CASHDET Cash Only Movement Details.

28. Field 19A: Amount: Posting Amount

FORMAT


PRESENCE


QUALIFIER



1 M PSTA N A Posting Amount

DEFINITION


PSTA Posting Amount Amount which has been/is to be credited or debited.




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).



USAGE RULES


29. Field 36B: Quantity of Financial Instrument: Underlying Quantity

FORMAT


PRESENCE

Optional

QUALIFIER



1 O UNDL N B Underlying Quantity

DEFINITION


UNDL Underlying Quan-tity

Quantity of securities on which the posting amount is based.

CODES










FORMAT



PRESENCE

Optional

DEFINITION





USAGE RULES








FORMAT

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



PRESENCE


QUALIFIER



1 M TRAN N F Transaction Indicator

2 M CRDB N H Credit/Debit Indicator

3 O CAEV N F Corporate Action Event Indicator

or CASH N F Type of Cash Activity

DEFINITION



Type of CA event to which the movement of securities relates.

CASH Type of Cash Activ-ity

Type of activity to which the movement of cash relates.

CRDB Credit/Debit Indica-tor

Whether the amount is debited or credited.

TRAN Transaction Indica-tor

Type of activity to which this transaction relates.

CODES

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

CRED Credit.

DEBT Debit.

CODES


ACTV Trading status: Active Trading in the security has commenced or security has been re-activated after a suspension in trading.




BIDS Repurchase Offer Issuer bid; Reduction of circulating shares; Reverse rights.Offer by IssuingCompany to existing shareholders to repurchase the company’s own shares orother securities convertible into shares. Repurchase offer may include the distri-bution of renounceable or non-renounceable 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.


BRUP Bankruptcy Legal status of a company unable to pay creditors. Bankruptcy usually involvesa formal court ruling. Securities may become valueless.



Distribution of profits resulting from the sale of securities. Shareholders ofMutual Funds, Unit Trusts, or Sicavs are recipients of capital gains distributionswhich are often reinvested in additional shares of the fund.














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.


DRIP Dividend Reinvestment Dividend payment where cash dividend is rolled over into additional shares inthe issuing company.


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.




DVSE Stock Dividend 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.






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.





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.


MEET Annual General Meeting Annual general meeting.




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).



OTHR OTHE




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.






PPMT Instalment Call Increase of share capital through additional payment on face value of partly-paidshares, with part payments in several instalments.




REDM Final Maturity Repayment in full of a debt security, an investment trust or a preferred stockissue, at stated maturity.


REMK Remarketing Agreement After the collapse of the perpetual floating rate note, the bond issuers negotiatean interest rate with bondholders. 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.Privilege granted to existing shareholders of a company to subscribe to shares ofa new issue against payment. Generally before securities are offered to thegeneral 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 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 company’s number of outstanding shares of stock without anychange in the shareholder’s equity or the aggregate market value at the time ofthe split. Stock price and nominal value are reduced accordingly.

SPLR Reverse Stock Split Change in nominal value; Consolidation. The decrease in a company’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 increased accordingly.



TEND Tender Acquisition; Take-over; Offre publique de retrait (FR); Purchase offer; Buy-back.An offer made to shareholders, normally by a third party, requesting them to sell(tender) their shares for a specified price usually at a premium over prevailingmarket prices. Generally, the objective of a tender offer is to take control of thetarget company.




CODES

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

CASH Clean Cash Activity.

CORP Corporate Action Activity.

CODES

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

CCFA Client Cash Flow (contribution or withdrawal).

CHAR Charges/Fees.

CHKA Cheques.



CLLE Collections.

CLRA Cash Letter/Cheques Remittance.

DCRE Documentary Credit.

ECKA Eurocheques.

FEXA Foreign Exchange.

FMVA Futures Margin Variation.

IMFA Investment Management Fees.

INTA Cash Interest. Interest on long cash balance.

STAM Stamp Duty.

TAXA Tax Reclaim.

TCFA Trust/Custody Fees.

TCKA Travellers Cheques.

VDAA Value Date Adjustment.

WITH Withholding Tax.

USAGE RULES




32. Field 98a: Date/Time: Effective Settlement 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 ESET N A, B, C Effective Settlement Date/Time

DEFINITION


ESET Effective Settlement Date/Time

Date/time on which the settlement effectively took place.

CODES

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

OPEN Open-dated Date has not been established.

UKWN Unknown date Date is unknown by the Sender.




33. Field 70E: Narrative: Transaction Details Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O TRDE N E Transaction Details Narrative



DEFINITION


TRDE Transaction Details Narrative

Details of the transaction not included within structured fields of the message.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


CASHDET Cash Only Movement Details.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


CASHSECDET Cash and Securities Movement Details.




FORMAT


(Account Number)

PRESENCE

Optional

QUALIFIER




DEFINITION





CODES













FORMAT


PRESENCE


QUALIFIER





3 O DEAL N A Trade Amount

DEFINITION



The interest amount that has been accrued in between coupon payment periods

DEAL Trade Amount Price multiplied by quantity.

PSTA Posting Amount Amount which has been/is to be credited or debited.





USAGE RULES




38. Field 36B: Quantity of Financial Instrument: Posting Quantity

FORMAT


PRESENCE


QUALIFIER



1 M PSTA N B Posting Quantity

DEFINITION


PSTA Posting Quantity Quantity which will be or was credited or debited.

CODES







39. Field 99A: Number Count: Number of Days Accrued

FORMAT

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



PRESENCE

Optional

QUALIFIER




DEFINITION



Number of days used for calculating the accrued interest amount.


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

USAGE RULES

Sign must be present when Number is negative.


FORMAT



PRESENCE


DEFINITION







USAGE RULES








FORMAT


PRESENCE


QUALIFIER




2 M REDE N H Receive/Deliver Indicator


or SETR N F Type of Settlement Transaction

4 O STCO R F Settlement Transaction Condition

5 O TRCA N F Party Capacity Indicator

6 O STAM N F Stamp Duty Indicator

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

8 O REGT N F Registration Override Indicator




9 O BENE N F Beneficial Ownership Override Indicator

10 O CASY N F Cash Settlement System Override Indicator

11 O TCPI N F Tax Capacity Party Indicator

12 O REPT N F Repurchase Type Indicator

13 O MACL N F Market Side Indicator

14 O BLOC N F Block Trade Indicator

15 O REST N F Restrictions

16 O SETS N F Settlement System Indicator

DEFINITION



Type of CA event to which the movement of securities relates.

REDE Receive/Deliver Indicator

Whether a delivery or receipt of securities.

SETR Type of Settlement Transaction

Type of settlement transaction contained in the settlement details of the message.



STCO Settlement Transac-tion Condition

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

TRCA Party Capacity Indi-cator

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

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.

REST Restrictions Restrictions governing the transfer of ownership of security.

SETS Settlement System Indicator

Indicates whether the settlement transaction is to be settled through the defaultor the alternate settlement system.

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-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).

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.

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

REDM Redemption (Funds) Redemption of Funds (Funds Industry ONLY).

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).

SYND Syndicated Issue of securities (bonds, warrants, equities...) through a syndicate of under-writers and a Lead Manager.

TRAD Trade The transaction relates to the settlement of a trade (default, most common settlement).

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.

RECE Receive.

CODES

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

ACTV Trading Status: Active Trading in the security has commenced or security has been re-activated after a suspension in trading.




BIDS Repurchase Offer Issuer bid; Reduction of Circulating shares; Reverse rights.Offer by issuingcompany to existing shareholders to repurchase the company’s own shares orother securities convertible into shares. Repurchase offer may include the distri-bution of renounceable or non-renounceable rights. Objective of this offer is a reduction in the number of outstanding shares.



BRUP Bankruptcy Legal status of a company unable to pay creditors. Bankruptcy usually involvesa formal court ruling. Securities may become valueless.



Distribution of profits resulting from the sale of securities. Shareholders ofmutual funds, unit trusts, or Sicavs are recipients of capital gains distributionswhich are often reinvested in additional shares of the fund.














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.


MEET General Meeting All activities related to a meeting, eg, announcement of a meeting of stockhold-ers for the purpose of electing directors, voting on corporate resolutions, the disclosure of the year’s financial results. Voting results of the resolutions.







OTHR OTHE


















RHTS Rights Issue Subscription rights, Rights offer.Privilege granted to existing shareholders of a company to subscribe to shares ofa new issue against payment. Generally before securities are offered to thegeneral 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 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.The increase in a company’s number of outstanding shares of stock without anychange in the shareholder’s equity or the aggregate market value at the time ofthe split. Stock price and nominal value are reduced accordingly.








CODES


BOLE Borrowing/Lending Activity.

COLL Collateral Activity.

CORP Corporate Action Activity

SETT Settlement and Clearing Activity

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.

UNEX Unexposed Delivery cannot be effected until cash is received.

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 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

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 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 CHAPS (UK)

GROS Gross settlement system

NETS Net settlement system

USCH CHIPS (US)

USFW Fedwire (US)

ZENG Zengin (domestic remittance) (JP)

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 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

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 Data Source Scheme is not present and Qualifier is REPT, Indicator must contain one of the following 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.

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






Use of BLOC (Block Trade) is subject to bilateral agreement between the receiver and sender of the concerned messages.

The use of settlement transaction type codes CONV, ISSU, REAL, RELE, NETT, NYSN, MKUP, MKDW, SYND isgoverned by the existence of a bilateral agreement.

42. Field 98a: Date/Time

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




SETT Settlement Date/Time

Date/time on which settlement was to take place.

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.




43. Field 25D: Status Code: Movement Status

FORMAT


PRESENCE

Optional

QUALIFIER



1 O MOVE N D Movement Status

DEFINITION


MOVE Movement Status Status of the movement.



CODES

Status Code must contain the following code:

REVE Reversal Specifies that reported movement is a reversal of a previously reported move-ment.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





FORMAT

Option S 16c

PRESENCE




DEFINITION


CODES


CASHSECDET Cash and Securities Movement Details.


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)

PRESENCE


QUALIFIER





1 M BUYR N C4, C5 P, Q, R Buyer

or DEAG N C4 P, Q, R Delivering Agent

or DECU N C4, C5 P, Q, R Deliverer’s Custodian

or DEI1 N C4, C5 P, Q, R Deliverer’s Intermediary 1








or DEI9 N C4 P, Q, R Deliverer’s Intermediary 9

or PSET N C4 C, P, Q Q, R

Place of Settlement

or REAG N C4 P, Q, R Receiving Agent

or RECU N C4, C5 P, Q, R Receiver’s Custodian

or REI1 N C4, C5 P, Q, R Receiver’s Intermediary 1








or REI9 N C4 P, Q, R Receiver’s Intermediary 9

or SELL N 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.





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 (C9)

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


ACTINFO Activity Information Per Transaction.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


ACTCURR Activity Information Per Currency.


FORMAT

Option S 16c

PRESENCE


DEFINITION




CODES


CASHACCT Cash Account Activity.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


FREEASS Free Asset Activity.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages.




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES

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


FORMAT


PRESENCE

Mandatory

QUALIFIER












DEFINITION





Reference assigned to the transaction reported 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


(Account Number)

PRESENCE

Optional

QUALIFIER






DEFINITION





CODES










60. 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





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

USAGE RULES



FORMAT



PRESENCE


DEFINITION





USAGE RULES










FORMAT


PRESENCE


QUALIFIER




2 O REDE N H Receive/Deliver Indicator


or SETR N F Type of Settlement Transaction










13 O BLOC N F Block Trade Indicator





DEFINITION



Type of CA event to which the movement relates.











STAM Stamp Duty Exemp-tion Indicator














BLOC Block Trade Indica-tor

Indicates whether the settlement instruction is a block parent or children.






CODES









OWNE External Account Transfer






























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














CODES


DELI Deliver.

RECE Receive.

CODES


ACTV Trading status: Active Trading in the security has commenced or security has been re-activated after a suspension in trading.


BIDS Repurchase Offer Issuer bid; Reduction of circulating shares; Reverse rights. Offer by issuingcompany to existing shareholders to repurchase the company’s own shares orother securities convertible into shares. Repurchase offer may include the distri-bution of renounceable or non-renounceable rights. Objective of this offer is a reduction in the number of outstanding shares.



BRUP Bankruptcy Legal status of a company unable to pay creditors. Bankruptcy usually involves aformal court ruling. Securities may become valueless.



Distribution of profits resulting from the sale of securities.Shareholders of mutual funds, unit trusts, or sicavs are recipients of capital gains distributions which are often reinvested in additional shares of the fund.




CLSA Class Action Class action filing; Proposed settlement. Situation where interested parties seek restitution for financial loss. Security holder may be offered the opportunity tojoin a class action proceeding and would 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.




















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 outstanding security for a different security or securities and/or cash.








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.




MEET General Meeting All activities related to a meeting, eg, announcement of a meeting of stockhold-ers for the purpose of electing directors, voting on corporate resolutions, the disclosure of the year’s financial results. Voting results of the resolutions.







OTHR OTHE


















RHTS Rights Issue Subscription rights, Rights offer. Privilege granted to existing shareholders of acompany to subscribe to shares of a new issue against payment. Generally before securities are offered to the general public. Rights are often tradable in asecondary market.






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 company’s number of outstanding shares of stock without any change in the shareholder’s equity or the aggregate market value at the time of the split. Stock price and nominal value arereduced accordingly.










CODES


BOLE Borrowing/Lending Activity.

COLL Collateral Activity.

CORP Corporate Action Activity.

SETT Settlement and Clearing Activity.

CODES



EXPI Expired For derivatives, an option or future which is expired.
















SPST Split Settlement When cash and securities settle in different locations.




CODES





CODES


CODES






CODES








CODES






CODES




CODES




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


CADJ Swap/Substitution Relates to a repo SWAP/Substitution.







CODES




USAGE RULES






Use of BLOC (Block Trade) is subject to bilateral agreement between the receiver and sender of the concerned messages.



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


DEFINITION





Date/time on which settlement was to take place.


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.


Settlement was done when the security was issued or distributed.

WISS Issued Settlement was done when the security was issued.

CODES






65. Field 25D: Status Code: Movement Status

FORMAT


PRESENCE

Optional

QUALIFIER



1 O MOVE N D Movement Status

DEFINITION


MOVE Movement Status Status of the movement.



CODES

Status Code must contain the following code:

REVE Reversal The reported movement is a reversal of a previously reported movement.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





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




or DEAG N C6 P, Q, R Delivering Agent















Place of Settlement

or REAG N C6 P, Q, R Receiving Agent












DEFINITION


BUYR Buyer.


























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.






USAGE RULES





FORMAT


(Account Number)

PRESENCE

Conditional (C10)

QUALIFIER




DEFINITION





CODES













FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


TRANSDET Transaction Details.


FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES


FREEASS Free Asset Activity.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional



QUALIFIER





DEFINITION



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.


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 show the original receiver.






FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 576 Statement of Open Orders

MT 576 ScopeThis message is sent by an executing party, eg, a broker-dealer, which has accepted one or several orders to buy or sell financial instruments, to an instructing party, eg, a client, or its authorised agent. Where permitted, it may also be sent by apoint of execution, eg, an exchange, to list open orders.

This message identifies, as at a specific date, orders which have not yet been legally agreed or fully executed. It may includeall open orders or selected open orders by financial instrument in all or selected safekeeping accounts or sub-accounts.


MT 576 Statement of Open Orders






5n/4!c 2

O 13A STAT Number Identifica-tion

Statement Number :4!c//3!c 3



----->

M 98a 4!c Date/Time (see qualifier description) A or C 6

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

M 16R Start of Block LINK1 7

M 13A LINK Number Identifica-tion



M 16S End of Block LINK1 10

-----| End of Optional Subsequence A1 Linkages









-----> Repetitive Optional Sequence B Financial Instrument

M 16R Start of Block FIN 14

M 35B Identification of Financial Instrument

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

15


M 16R Start of Block FIA 16

----->


-----|

----->

O 12a 4!c Type of Financial Instrument

(see qualifier description) A, C or B 18

-----|


:4!c//3!a 19

----->

O 98A 4!c Date/Time (see qualifier description) :4!c//8!n 20

-----|

----->


-----|

----->

O 13a 4!c Number Identifica-tion

(see qualifier description) A or B 22

-----|

----->






-----|

----->

O 90a 4!c Price (see qualifier description) A or B 24

-----|

----->


(see qualifier description) :4!c//4!c/15d 25

-----|

O 70E FIAN Narrative Financial InstrumentAttribute Narrative

:4!c//10*35x 26

M 16S End of Block FIA 27

End of Optional Subsequence B1 Financial Instrument Attributes

-----> Repetitive Optional Subsequence B2 Order Details

M 16R Start of Block ORDER 28

O 98a ORDR Date/Time Date/Time of Order A or C 29

----->

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


-----|

O 11A 4!c Currency (see qualifier description) :4!c//3!a 31

-----> Repetitive Optional Subsequence B2a Linkages










-----| End of Optional Subsequence B2a Linkages

-----> Repetitive Optional Subsequence B2b Price

M 16R Start of Block PRIC 36

M 90a 4!c Price (see qualifier description) A or B 37

O 22F PRIC Indicator Type of Price :4!c/[8c]/4!c 38

M 16S End of Block PRIC 39

-----| End of Optional Subsequence B2b Price

----->


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

-----|

O 98a 4!c EXPI Date/Time (see qualifier description) Expiry Date

A or C 41

-----|-----> Repetitive Optional Subsequence B2c Trading Parties

M 16R Start of Block TRADPRTY 42

----->

M 95a 4!c Party (see qualifier description) P, Q, R or S 43

-----|


O 98a PROC Date/Time Processing Date/Time A or C 45

O 20C PROC Reference Processing Reference :4!c//16x 46

----->

O 70a 4!c Narrative (see qualifier description) C, D or E 47

-----|

O 22F TRCA Indicator Party Capacity Indicator :4!c/[8c]/4!c 48





M 16S End of Block TRADPRTY 49

-----| End of Optional Subsequence B2c Trading Parties

M 16S End of Block ORDER 50

-----| End of Optional Subsequence B2 Order Details

M 16S End of Block FIN 51



If the Activity Flag (field :17B::ACTI) in sequence A General Information indicates no pending transactions, ie, N,then sequence B Financial Instrument must not be present (Error code(s): E66).

Sequence AIf field :17B::ACTI is ...

Sequence B is...

N Not allowed

Y Mandatory

C2

The Safekeeping Account (field :97a::SAFE) must be identified in sequence A General Information, or in all occur-rences of subsequence B2c Trading Parties, but not in both (Error code(s): E67).

Sequence A if field:97a::SAFE is...

then subsequence B2c is... and in all occurrences of subse-quence B2c field :97a::SAFE

is...

Present Optional Not allowed

Not present Mandatory (ie, minimum one occurrence of subsequence B2c)

Mandatory in all occurrences of subsequence B2c

C3





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

:20C::PREV is...


Mandatory (note: it does not needto be present in all occurrences of A1)


MT 576 Usage RulesWhen a broker is identified as a confirming party, the party capacity (:22F::TRCA) must be specified.When the statement is sent for a date on which no orders are open, this must be specified in the activity flag.Since a SWIFT statement message as sent, is restricted to maximum input message length of 10,000 characters, it is possible that several messages may be needed to accommodate all the information.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

DEFINITION


CODES


LAST This is the last page of a statement with more than one page.

MORE This is a page of a statement which contains additional pages.

ONLY This is the only page of the statement.

3. Field 13A: Number Identification: Statement Number

FORMAT

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

PRESENCE

Optional

QUALIFIER



1 O STAT N A Statement Number

DEFINITION


STAT Statement number; the sequential number of the statement.




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 statement.

NEWM This is a new statement.



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 statement, function is CANC. The reference in the linkage sequence of this sequence mustcontain the Sender’s reference of the message to be cancelled. 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.


FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M STAT N A or C Statement Date/Time


DEFINITION


PREP Date/time at which the message was prepared.

STAT Date/time on which the statement is based (the statement reflects the situation at that date/time).






USAGE RULES

Preparation Date/Time is provided for information only and is not binding on the parties, unless it has been assigned by athird party system.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK1 Linkages.


FORMAT


PRESENCE


QUALIFIER



1 M LINK N A Linked Transaction



DEFINITION


LINK Type of transaction which is linked to this transaction.

USAGE RULES



FORMAT


PRESENCE


QUALIFIER




or PREV N C3 C Previous Reference

DEFINITION


RELA Reference of the linked message which was previously received.

PREV Reference of the linked message which was previously sent.






FORMAT

Option S 16c

PRESENCE

Mandatory in an optional sequence.

DEFINITION


CODES


LINK1 Linkages.


FORMAT


(Account Number)

PRESENCE

Optional

QUALIFIER



1 O SAFE N A or B Safekeeping Account

DEFINITION


SAFE Safekeeping account that holds the securities.



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.


FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION


ACTI Whether information, eg, holdings or transactions, is reported in this statement.



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


FIN Financial Instrument.



15. Field 35B: Identification of Financial Instrument

FORMAT



PRESENCE

Mandatory in a conditional sequence (C1)

DEFINITION





USAGE RULES








FORMAT

Option R 16c

PRESENCE




DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER




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 7 O PADI N F Payment Direction Indicator

7 8 O CFRE N F Variable Rate Change Frequency

DEFINITION


FORM Form of securities is registered or bearer.

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



PAYS Payment status indicator; amount paid for the share.

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.

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.

A006 Actual/Actual or 1/1.

A007 30E/360 or Eurobond basis.

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:

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:

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:

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:

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:

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:

PAYD The direction of the payment is down.

PAYU The direction of the payment is up.



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 eventually moved to another sequence.

18. Field 12a: Type of Financial Instrument

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




2 O OPST N B Option Style

3 O OPTI N B Option Type



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.




FORMAT


PRESENCE

Optional

QUALIFIER















10 O FCOU N A First Coupon Date

11 O NWFC N A Next Factor Date

DEFINITION


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.

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

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

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

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

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.

ISSU Issue date; date the security was issued.

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

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

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



21. Field 92A: Rate

FORMAT




PRESENCE

Optional

QUALIFIER








DEFINITION


CUFC Current factor expressed as a decimal between 0 and 1 defining the outstanding principal of the bond(for asset 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;


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

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

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






USAGE RULES


22. 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 of the next coupon attached to the related financial instrument.

LOTS Number identifying the lot of the security issue

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

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

23. Field 17B: Flag

FORMAT




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

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

COVE Covered flag.

FRNF Whether interest rate of a bond is reset periodically.

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

PUTT Whether security is putable (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.

CODES


N No.

Y Yes.



24. 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 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).

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).

CODES

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

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

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


FORMAT


PRESENCE

Optional

QUALIFIER











DEFINITION


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

MILT Minimum multiple lot necessary to exercise warrants.

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

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


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.

CODES





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



FORMAT


PRESENCE

Optional

QUALIFIER



1 O FIAN N E Financial Instrument Attribute Narrative

DEFINITION


FIAN Additional information about the financial instrument.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


ORDER Order Details.

29. Field 98a: Date/Time: Date/Time of Order

FORMAT


PRESENCE

Optional

QUALIFIER



1 O ORDR N A or C Date/Time of Order

DEFINITION


ORDR Date/time on which the order was placed by the instructing party with the executing party.







FORMAT


PRESENCE


QUALIFIER



1 M ORDR N B Quantity of Financial Instrument Ordered

2 O REMA N B Quantity of Financial Instrument Remaining on Order

DEFINITION


ORDR Quantity of financial instrument ordered.

REMA Quantity of the order which remains on order.

CODES









31. 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




DEFINITION


CODES


LINK2 Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



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 ISSU N C Issuer Reference

DEFINITION




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.

ISSU Reference that an issuer attributes to a fund (funds industry).





USAGE RULES

This field indicates the Sender’s reference of the message being reported on. When reporting on a message sent by thereceiver of the statement, Qualifier is RELA.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK2 Linkages.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


PRIC Price.




FORMAT


PRESENCE


QUALIFIER



1 M DEAL N A or B Deal Price

or STOP N A or B Stop Price

or LIMI N A or B Limit Price

DEFINITION


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

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

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

CODES

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



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.




CODES

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







USAGE RULES


38. Field 22F: Indicator: Type of Price

FORMAT


PRESENCE

Optional

QUALIFIER



1 O PRIC N F Type of Price

DEFINITION


PRIC Type of price identified in field 90a Price.



CODES

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

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, ie, 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.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


PRIC Price.


FORMAT




PRESENCE


QUALIFIER



1 M BUSE N H Buy/Sell Indicator

2 O TOOR N F Type of Order

3 O TILI N F Time Limit

4 O TRTR N F Trade Transaction Type

5 O TTCO R F Trade Transaction Condition Indicator

6 O COST N F Commission Type

7 M PAYM N H Payment Indicator


DEFINITION


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

TOOR Type of order.

TILI Time limit.

TRTR Transaction type prior to the settlement process.

TTCO Conditions under which the order/trade is to be/was executed.

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

PAYM Whether the transaction is free or against payment.




CODES

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

BUYI Buy.

CROF Cross from (Funds Industry).

CROT Cross to (Funds Industry).

DIVR Reinvestment of dividend order (Funds Industry. Not to be used for corporate actions).

IPOO IPO order.

REDM Redemption of funds.

SELL Sell.

SUBS Subscription to funds.

SWIF Switch from. (Change an investment from one sub-fund to another sub-fund).

SWIT Switch to. (Change an investment from one sub-fund to another sub-fund).

BUYI Buy.

SELL Sell.

CODES

If Data Source Scheme is not present and Qualifier is TOOR, Indicator must contain one of the following codes (for orders to buy or sell):

ALNO All or none (A round-lot market or limit-price order which must be executed in its entirety or not atall; unlike FIKI, these orders are not cancelled if not executed as soon as received).

CARE Carefully (An order which is not to be executed as a whole if the executing broker judges that it maydisturb the price).

COMB Combination order (An order which is linked to another order to buy or sell and must be executed as aunit, both or none, or cancelled as a unit. The linkage sequence must be completed with a reference tothe linked order).

DISC Discretionary (An order where the executing broker or investment manager decides on the quantity or price).

DNIN Do not increase (A limit order to buy or a stop order to sell or a stop limit order which is not to beincreased in shares on the ex-dividend date as a result of a stock dividend or distribution).



DNRE Do not reduce (A limit order to buy or a stop order to sell, or a stop-limit order to sell which is not tobe reduced in price by the amount of an ordinary cash dividend. A DNRE applies only to ordinarystock dividends; it should be reduced for other distributions - eg, when a stock goes ’ex’ stock divi-dend or rights).

ICEB Iceberg order. Type of limit order whose overall quantity is not transparent to the market. Rather, onlya client-defined part of the order is shown to the market (the ’tip of the iceberg’). Upon execution ofthe first ’tip’ (i.e. partial execution to the client while for the market it does not appear to be a’partial’) the system releases the next ’tip’ of the same size to the market until the ’iceberg’ has beenmelted down successfully. Different from a usual care order.

LIWI Limit with (An order to be executed at a limit price, with a round-lot (or board-lot) sales; valid onlyfor odd lot orders.).

LIWO Limit without (An order to be executed at a limit price, without a round-lot (or board-lot) sales; validonly for odd lot orders.).

LMTO Limit order (An order to buy at the indicated price limit or lower or an order to sell at the indicatedlimit price or higher).

MAKT At market (An order to buy or sell a specified amount of a financial instrument at the quoted marketprice or better).

MANH Market not held (An order to buy or sell a stated amount of a financial instrument at the quotedmarket price or better with some discretion on the price limit).

MTLO Market to Limit Order. Type of order that couples the high possibility of execution (Market Order)with a protection against unwanted price fluctuations (Limit Order).

MUTO Market until touched (An order which becomes a market order once the market price is reached).

NOHE Not held (An order which may be executed in partials or outside the hours of the exchange or otherexchange rules).

ORLI Order lie (An order which is related to another order where the second part may be cancelled withoutcancelling the first. In this case, the second order is identified as the second part. Normally the sellorder must be executed before the buy order. The linkage sequence must be completed with a refer-ence to the linked order).

STLI Stop limit (A stop order to buy which becomes a limit order at the limit price when the financial instrument trades at or above the stop price after the order is submitted. A stop order to sell whichbecomes a limit order at the limit price when the financial instrument trades at or below the stop priceafter the order is submitted).

STOP Stop order (An order to buy which becomes a market order when the financial instrument trades at orabove the stop price after the order is submitted or an order to sell which becomes a market orderwhen the financial instrument trades at or below the stop price after the order is submitted).

CODES

If Data Source Scheme is not present and Qualifier is TOOR, Indicator must contain one of the following codes (for orders to buy only):

BCSE Buy contra short exempt.



BCSH Buy contra short.

BMIN Buy minus (An order to buy at a price lower than the current market price. This is an order to buy astated amount of a financial instrument provided that its price is not higher than the last sale if the lastsale was a minus or zero minus tick, not higher than the last sale minus the minimum fractionalchange in the stock if the last sale was a plus or zero plus tick. The price limit indicates the highestprice at which the order can be executed).

CODES

If Data Source Scheme is not present and Qualifier is TOOR, Indicator must contain one of the following codes (for orders to sell only):

SLOS Stop loss (An order to sell that sets the sell price below the market price).

SPLU Sell plus (An order to sell a stated amount provided that the price is not lower than the last sale priceif the last sale was a plus or zero plus tick and not lower than the last sale minus the minimum frac-tional change in the financial instrument if the last sale was a minus or zero minus tick).

SSEX Sell short exempt (An order to sell short which is exempt from short-sale rules).

SSHO Sell short (An order to sell that the seller does not own; a sale effected by delivering a financial instru-ment borrowed by or for the account of the seller).

CODES

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

CLOS At the closing (An order to buy or sell at the closing price or an odd lot order to buy or sell to be filledat the closing of the round lot offer, plus a differential for a buy order or minus the differential on asell order).

FIKI Fill or kill (A market or limit order that is to be executed in its entirety as soon as it is submitted; ifnot so executed, the order is to be cancelled).

GDAY Good for the day (An order that, if not executed, expires at the end of the trading day on which theorder is entered).

GTCA Good until cancelled (An order that remains in effect until it is either executed or cancelled).

GTHD Good Through Date (An order that if not executed, expires at the end of the specified expiry date).

GTMO Good for the month (An order that, if not executed, expires at the end of the month on which the orderis entered).

GTNM Good until the end of next month.

GTXO Good till crossed.

IOCA Immediate or cancel (A market or limit order to be executed in whole or in part as soon as it is submitted; any portion not so executed is to be cancelled).



OPEN At the opening (A round lot order to be executed at the opening of the market).

CODES

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

BLKO Block order.

CBNS Trade executed cum bonus.

CCPN Trade executed cum coupon.

CDIV Trade executed cum dividend.

CLEN Clean - do not pay government tax on the accrued interest on the bond, and consequently price is higher.

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.

DIRT Dirty - must pay government tax on accrued interest on the bond, and consequently the bond price is lower.

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.

FORW Order is based on forward price.

FRAC Fractional parts allowed.

GTDL Trade to be settled with guaranteed delivery.

HIST Order is based on historic price.

NCRS No cross trade allowed.

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.

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

When Qualifier is TRTR and 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.

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.

PERU Commission basis is per unit of financial instrument.

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.

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

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




41. Field 98a: Date/Time: Expiry Date/Time

FORMAT


PRESENCE

Optional

QUALIFIER



1 O EXPI N A or C Expiry Date/Time

2 O NAVD N A or C Net Asset Value Calculation Dates

1 O EXPI N A or C Expiry Date/Time

DEFINITION


EXPI Date/time at which the order is to expire.

NAVD Date/time on which the net asset value is calculated (funds industry).

EXPI Date/time at which the order is to expire.







FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


TRADPRTY Trading 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)

PRESENCE


QUALIFIER



1 M INVE N P, R or Q Investor

or BUYR N P, R or Q Buyer




or CLBR N P, R or Q Clearing Broker

or SELL N P, R or Q Seller

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

2 O ALTE N S Alternate ID

DEFINITION


INVE Investor.

BUYR Buyer.

CLBR Clearing broker.

SELL Seller.

STBR Step-in broker.

INBR Introducing broker.

BRCR Broker of credit.

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.


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

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.





FORMAT


(Account Number)

PRESENCE

Conditional (C2)

QUALIFIER




DEFINITION


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



CODES










45. 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.






46. 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 ofthe transaction at this party.




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



1 O PACO N C Party Contact Narrative

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.

48. Field 22F: Indicator: Party Capacity Indicator

FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


TRCA Role of the broker in the transaction.



CODES

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


DEFINITION


CODES


TRADPRTY Trading Parties.


FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES


ORDER Order Details.


FORMAT

Option S 16c

PRESENCE

Mandatory in a conditional sequence (C1)

DEFINITION


CODES


FIN Financial Instrument.



MT 577 Statement of Numbers

MT 577 ScopeThis message type is sent by a custodian to a financial institution for which it holds securities.

It is used to provide certificate numbers of securities.

This is a stand alone message and does not supplement any other message.


MT 577 Statement of Numbers

Status Tag Field Name Content/Options No.

M 28 Page Number/Continuation Indicator 5n[/2n] 1

M 20 Transaction Reference Number 16x 2

O 21 Related Reference 16x 3

O 83a Safekeeping Account A, C or D 4

M 67A Statement Period 6!n[/6!n] 5

O 35A Quantity of Securities 3!a15d 6

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

7

M 35F Certificate Number(s) 35*50x 8

O 72 Sender to Receiver Information 6*35x 9


MT 577 Network Validated RulesThere are no network validated rules for this message type.

MT 577 Usage RulesWhen the Sender is providing a statement of numbers for more than one type of security, more than one MT 577 mustbe sent.




1. Field 28: Page Number/Continuation Indicator

FORMAT

5n[/2n] (Page Number) (Indicator)

PRESENCE

Mandatory

DEFINITION

This field indicates the page number and whether it is the last page of the statement or the statement will continue.

CODES

Indicator must contain one of the following codes:

0 The statement is to continue.

99 This is the last page of the statement.

USAGE RULES

Page Number indicates the page number within the statement.

2. 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).



3. Field 21: Related Reference

FORMAT

16x

PRESENCE

Optional

DEFINITION

This field specifies a related reference.



USAGE RULES

When this message is sent in response to an MT 549 MT 570 Request for Statement/Status Advice, Statement, this fieldmust contain the contents of field 20 Transaction Reference Number of the related request.

4. Field 83a: Safekeeping Account

FORMAT

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

(Party Identifier)(BIC/BEI)

Option C /34x (Account)Option D [/1!a][/34x]

4*35x(Party Identifier)(Name & Address)

PRESENCE

Optional

DEFINITION

This field specifies the safekeeping account, serviced by the Sender for the Receiver or the Receiver’s customer, to whichthe statement relates.




5. Field 67A: Statement Period



FORMAT

Option A 6!n[/6!n] (Date 1) (Date 2)

PRESENCE

Mandatory

DEFINITION

This field specifies that the statement reflects the situation as at the close of business of the date specified.


Date 1 must be a valid date expressed as YYMMDD (Error code(s): T50).

Date 2 must not appear in this message (Error code(s): C37).

6. Field 35A: Quantity of Securities

FORMAT

Option A 3!a15d (Type) (Quantity)

PRESENCE

Optional

DEFINITION

This field specifies the quantity of securities to which the certificates relate.

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



7. Field 35B: Identification of Securities

FORMAT



PRESENCE

Mandatory

DEFINITION

This field provides the identification of the securities.




USAGE RULES









8. Field 35F: Certificate Number(s)

FORMAT

Option F 35*50x (Narrative)

PRESENCE

Mandatory

DEFINITION

This field is used to specify the certificate numbers of the related securities.

USAGE RULES

This field is used to specify certificate numbers in the format specified by ISO Standard 8532 or an alternative format bilat-erally agreed between the Sender and the Receiver.

If there is insufficient space to list all certificate numbers, an MT 579 Certificate Numbers may be used in addition to thisfield. When the MT 579 is used, the code /MSG579/ must appear in field 72.

Contrary to ISO Standard 8532, the semi-colon ’;’ must not be used to indicate the end of the contents of this field. The endof the field is indicated by carriage return line feed followed by a colon, ie, ’CrLf:’.

Also contrary to ISO Standard 8532, the colon ’:’ must never be used as the first character in a line.

9. 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 to the Receiver.

CODES

The following code may be used in this field:

MSG579 An MT 579 Certificate Numbers is being sent in addition to this message.

USAGE RULES

When an MT 579 Certificate Numbers is needed to provide certificate numbers in addition to those provided in field 35F,MSG579 must be specified in this field.

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.

The structured format may be used for bilaterally agreed codes.



MT 578 Settlement Allegement


This message is used to advise the account owner that a counterparty has alleged an instruction against account owner’saccount at the account servicer and the account servicer could not find the corresponding instruction of the account owner(the function of the message is NEWM).


MT 578 Settlement Allegement

















End of Sequence A General InformationMandatory Sequence B Trade Details

M 16R Start of Block TRADDET 11





O 94B TRAD Place Place of Trade :4!c/[8c]/4!c[/30x] 12

----->


-----|

O 90a DEAL Price Deal Price A or B 14



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

16



----->


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



-----|


:4!c//3!a 20

----->

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

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






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


(see qualifier description) A, B or K A or B 23

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


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


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



-----|


:4!c//10*35x 27




-----|

M 16S End of Block TRADDET 30

End of Sequence B Trade DetailsMandatory Sequence C Financial Instrument/Account

M 16R Start of Block FIAC 31

M 36B SETT Quantity of Finan-cial Instrument

Quantity of Financial Instrument to be Settled

:4!c//4!c/15d 32





O 70D DENC Narrative Denomination Choice :4!c//6*35x 33

----->

O 13B CERT Number Identifica-tion

Certificate Number :4!c/[8c]/30x 34

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

M 97a 4!c Account (see qualifier description) B or A 35

-----|

M 16S End of Block FIAC 36

End of Sequence C Financial Instrument/AccountOptional Sequence D Repo Details

M 16R Start of Block REPO 37

O 98a TERM Date/Time Closing Date/Time A, B or C 38

----->


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

O 20C 4!c Reference (see qualifier description) :4!c//16x 40

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

O 92a 4!c Rate (see qualifier description) C or A 41

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

O 99B 4!c Number Count (see qualifier description) :4!c//3!n 42





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

O 19A 4!c Amount (see qualifier description) :4!c//[N]3!a15d 43

-----|

O 70C REPO Narrative Repurchase Narrative :4!c//4*35x 44

M 16S End of Block REPO 45

End of Sequence D Repo DetailsMandatory Sequence E Settlement Details

M 16R Start of Block SETDET 46

----->


-----|

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


-----|----->Repetitive Mandatory Subsequence E1 Settlement Parties

M 16R Start of Block SETPRTY 48 49

----->

M 95a 4!c Party (see qualifier description) C, S, P, R or Q 49 50

-----|

O 97a SAFE Account Safekeeping Account A or B 50 51





O 98a PROC Date/Time Processing Date/Time A or C 51 52

O 20C PROC Reference Processing Reference :4!c//16x 52 53

----->

O 70a 4!c Narrative (see qualifier description) E, C or D 53 54

-----|

M 16S End of Block SETPRTY 54 55

-----| End of Subsequence E1 Settlement Parties----->Repetitive Optional Subsequence E2 Cash Parties

M 16R Start of Block CSHPRTY 55 56

----->

M 95a 4!c Party (see qualifier description) S, P, R or Q 56 57

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

O 97A 4!c Account (see qualifier description) :4!c//35x 57 58

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

O 70a 4!c Narrative (see qualifier description) E, C or D 58 59

-----|





M 16S End of Block CSHPRTY 59 60

-----| End of Subsequence E2 Cash Parties----->Repetitive Optional Subsequence E3 Amounts

M 16R Start of Block AMT 60 61

----->


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


-----|

O 98a VALU Date/Time Value Date/Time A or C 63

O 92B EXCH Rate Exchange Rate :4!c//3!a/3!a/15d 64

M 16S End of Block AMT 65

-----| End of Subsequence E3 Amounts

M 16S End of Block SETDET 66

End of Sequence E Settlement DetailsOptional Sequence F Additional Information


----->

O 95a 4!c Party (see qualifier description) C, P, Q, R or S 68

-----|






End of Sequence F Additional Information



The following amount fields cannot appear in more than one occurrence of subsequence E3 Amounts (Error code(s): E87):

Subsequence E3

:19A::ACRU

: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



Subsequence E3

:19A::STEX

:19A::TRAN

:19A::TRAX

:19A::VATA

:19A::WITH

:19A::COAX

:19A::ACCA

:19A::ANTO

C2

If the alleged instruction is against payment (:22H::PAYM//APMT in sequence B) then it is mandatory to specify a settlement amount: one occurrence of subsequence E3 Amounts must contain amount field :19A::SETT (Error code(s): E83).

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

then subsequence E3 is... and in one occurrence of subse-quence E3 :19A::SETT is...

APMT Mandatory Mandatory

Not equals APMT Optional Optional

C3

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. Thischeck applies within each occurrence of subsequence E3 (Error code(s): E62).

Subsequence E3if field :92B::EXCH is...

Subsequence E3then field :19A::RESU is...

Present Mandatory

Not present Not allowed

C4

The following party fields cannot appear more than once in a message (Error code(s): E84):



Subsequence E1 Subsequence E2

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

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

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

: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



C5

If the alleged instruction is a Delivery (:22H::REDE//DELI in sequence B) then it is mandatory to specify a deliveringagent: one occurrence of subsequence E1 Settlement Parties must contain party field :95a::DEAG (Error code(s): E85).

If the alleged instruction is a Receipt (:22H::REDE//RECE in sequence B) then it is mandatory to specify a receivingagent: one occurrence of subsequence E1 Settlement Parties must contain party field :95a::REAG (Error code(s): E85).

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

Then in one occurrence of subsequence E1 field:95a::DEAG is...

DELI Mandatory


Then in one occurrence of subsequence E1 field:95a::REAG is...

RECE Mandatory

C6

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.

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

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.















C7

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 subsequence A1 is...

CANC Mandatory Mandatory


C8

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...





MT 578 Usage RulesThis message should not be used to report postings, eg, free receipts requiring no instruction, to the account owner’s account.When the account owner receives a settlement allegement, he must send the matching settlement instruction if he wants settlement to occur.Where the account owner finds the settlement allegement incorrect, eg, his counterparty made a mistake or the instruc-tion is not his, the settlement allegement should be ignored.



FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER






DEFINITION






FORMAT


PRESENCE

Mandatory

DEFINITION


CODES


CANC Cancellation This is to cancel a previously sent allegement.

NEWM New This is a new allegement.

REMO Removal This is to acknowledge that a previously sent allegement is no longer outstand-ing.

CODES







USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION








FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION




CODES



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





USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES



FORMAT




PRESENCE


QUALIFIER








or COLR N C Collateral Reference

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.

12. Field 94B: Place: Place of Trade

FORMAT


PRESENCE

Optional

QUALIFIER



1 O TRAD N B Place of Trade

DEFINITION

This qualified generic field specifies:Place of Tr( )TjET118.37 1 1 scn327.642330.851 318 m277.059 31223.37660230 10 58 325.4996 Tm0 0 0 snamwhichst coo0 0 wad sPlacdde Details.

CODESData Sou Tfnot present, cheme) (This field musonnd the contain the folld specifies:

Qualifier

Qualifier

SECM Secondary market Place of trade is the secondary market.

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



1 M SETT N A, B, C Settlement Date/Time


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

DEFINITION



Date/time at which the securities are to be exchanged


ADEL Late Delivery Date/Time

For pool trade that results from the original TBA’s, date greater than the settle-ment date stated in the trade.



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

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.

14. Field 90a: Price: Deal Price

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


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


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.




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


FORM Form of Securities Registered or bearer form of securities.

MICO Method of Interest Computa-tion

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

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.


PADI Payment Direction Indicator The direction of capital repayment for asset backed securities.



CFRE Variable Rate Change Frequency

The frequency of changes to the variable rate of a fixed income instru-ment.

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.



A008 Actual/M.

A009 Actual/365L.

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









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 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 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




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 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






DEFINITION



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




FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION






21. Field 98A: Date

FORMAT


PRESENCE

Optional

QUALIFIER













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.


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

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




ISSU Issue Date Date security was issued.

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


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

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



22. 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








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 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




PRESENCE

Optional

QUALIFIER










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.

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.

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



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).

2. Price at which the bond is converted, represented either as an actualamount (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






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 Instru-ment Attribute Narrative

Additional information about the financial instrument.


FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES


FIA Financial Instrument Attributes


FORMAT


PRESENCE

Mandatory

QUALIFIER



1 O RPOR N F Reporting Indicator



4 O PROC N F Processing Indicator

5 O PRIR N F Priority Indicator


DEFINITION


PAYM Payment Indicator Whether settlement is free or against payment.





RPOR Reporting Indicator Whether trade is to be reported to other parties.

PROC Processing Indicator Additional information relative to the processing of the trade.

PRIR Priority Indicator Execution priority of the instruction.

TTCO Trade Transaction Condition Indicator

The conditions under which the order/trade was executed.

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 Party sequence.

CODES


DELI Deliver.

RECE Receive.

CODES

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

APMT Against Payment.

FREE Free of Payment.

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 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


BCRO Result of option when set (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.





FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


TRADDET Trade Details.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


FIAC Financial Instrument/Account.

32. 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 toBe Settled

Total quantity of financial instrument to be settled.

CODES







33. Field 70D: Narrative: Denomination Choice

FORMAT

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

PRESENCE

Optional



QUALIFIER



1 O DENC N D Denomination Choice

DEFINITION


DENC Denomination Choice

Denomination of securities to be received/delivered.

34. Field 13B: Number Identification: Certificate Number

FORMAT


PRESENCE

Optional

QUALIFIER



1 O CERT R B Certificate Number

DEFINITION


CERT Certificate Number 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.



35. Field 97a: Account

FORMAT


(Account Number)

PRESENCE

Mandatory

QUALIFIER



1 M SAFE N A, B Safekeeping Account

2 O CASH N A Cash Account

DEFINITION


CASH Cash Account Account from/to which a payment is alleged against.


Safekeeping account against which the allegement is made.


CODES

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












FORMAT

Option S 16c

PRESENCE

Mandatory

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 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



1 O RERT N F Repurchase Rate Type



DEFINITION


MICO Method of Interest Computation


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.









FORMAT


PRESENCE

Optional

QUALIFIER



1 O SECO N C Second Leg Reference

2 O REPO N C Repo Reference



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).



41. 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


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.

VASU Variable Rate Support

Index or support rate used together with the spread to calculate the repurchase rate.



Rate Name specifies the reference rate or basis rate on which a variable rate is based.




USAGE RULES


42. 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 Total Number of Collateral Instruc-tions

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


5 O DEAL N A Deal Amount

DEFINITION



Accrued Interest Amount (for second leg).

DEAL Deal Amount Deal Amount (for second leg).

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 repo.

REPP RepurchasePremium Amount

Difference between the cash movement of the first part and the second part ofthe repurchase agreement.


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).





USAGE RULES


44. Field 70C: Narrative: Repurchase Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O REPO N C Repurchase Narrative

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


SETDET Settlement Details.


FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M SETR N F Type of Settlement Transaction















DEFINITION








STAM Stamp Duty Indica-tor





















CODES

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








OWNE External Account Transfer






























PREA Pre-advice The transaction is a pre-advice, i.e. for matching purposes only.






OWNE External OwnAccount Transfer















CODES






















CODES





CODES

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

CODES






CODES








CODES






CODES




CHEC Cheque


GBSC UK Domestic



USCH CHIPS (US)

USFW Fedwire (US)




CODES




CODES




CODES


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


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

CODES




USAGE RULES

The code PREA with the Qualifier SETR is to be used only in communications between (I)CSDs and their participants.

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.

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.



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.


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.




FORMAT

Option R 16c

PRESENCE

Mandatory

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)Option S :4!c/[8c]/4!c/2!a/30x (Qualifier) (Data Source Scheme) (Type of ID) (Country


PRESENCE

Mandatory

QUALIFIER




or DEAG N C4, C5 P, Q, R Delivering Agent















Place of Settlement

or REAG N C4, C5 P, Q, R Receiving Agent












2 O ALTE N S Alternate Identification

DEFINITION


ALTE Alternate Identification.

BUYR Buyer.












DEI8 Deliverer’s Intermediary 8..














SELL Seller.

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.

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




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.


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

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 (C8)

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



1 O DECL N E Declaration Details

2 O REGI N D Registration Details



DEFINITION


DECL Declaration Details Declaration details relative to the party.

PACO Party Contact Narrative Narrative of the contact unit or person responsible for the transaction atthe party defined within the party block.

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

REGI Registration Details Narrative information on the registration of securities.




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


CSHPRTY Cash 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 S :4!c/[8c]/4!c/2!a/30x (Qualifier) (Data Source Scheme) (Type of ID) (Country




Option Q :4!c//4*35x (Qualifier) (Name & Address)

PRESENCE


QUALIFIER



1 M ACCW N C4 P, Q, R Account With Institution

or BENM N C4 P, Q, R Beneficiary of Money

or PAYE N C4 P, Q, R Paying Institution


DEFINITION


ACCW Account With Insti-tution

Identifies the institution to which the payment has been made in favour of the beneficiary of money, if different from the Sender. This may be a branch or affiliate of the Sender, or of the intermediary, or of the beneficiary institution,or an entirely different financial institution.



BENM Beneficiary of Money

Identifies the party credited with the payment, when payment has been made toan institution different from the Sender and identified as account with institu-tion.

PAYE Paying Institution Specifies the party from whose account the payment needs to be done.








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).

57. 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 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.

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


DECL Declaration Details Declaration details relative to the party in the sequence.


Narrative of the contact unit or person responsible for the transaction at theparty defined in the party sequence.

PART Party Narrative Additional information for the party defined in the party sequence.



FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION




CODES


AMT Amount.

61. 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, C2 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 COAX N C1 A Consumption Tax

or ACCA N C1 A Accrued Capitalisation

or ANTO N C1 A Net Gain/Loss

2 O RESU N C3 A Resulting Amount

3 O OCMT N A Original Currency and Ordered Amount

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.


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.



OCMT Original Currency andOrdered Amount

Posting/Settlement amount in its original currency when conversionfrom/into euro has occurred.

OTHR Other Amount Other amount.

POST Postage Amount Postage Amount.

REGF Regulatory Amount Regulatory fees, eg, Securities and Exchanges fees.

RESU Resulting Amount A cash amount resulting from a foreign exchange conversion.

SETT Settlement Amount The total amount of money paid/to be paid or received in exchange forthe securities.

SHIP Shipping Amount Shipping, including insurance, etc...

SPCN Special Concessions Amount

The amount of commission, drawdown or other reduction from or in addition 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 distribution that will be withheld by a tax authority.

COAX Consumption Tax Consumption Tax. It is used in the UK market.

ACCA Accrued Capitalisation Accrued Capitalisation.

ANTO Net gain/loss 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.







USAGE RULES


63. Field 98a: Date/Time: Value Date/Time

FORMAT


PRESENCE

Optional

QUALIFIER



1 O VALU N A, C Value Date/Time

DEFINITION


VALU Value Date/Time Date/time on which the value is calculated.




64. 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 Exchange rate between the amount and the resulting amount.




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




FORMAT





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

PRESENCE

Optional

QUALIFIER



1 O INVE N C, P, Q, R Investor



4 O EXCH N P, Q, R Stock Exchange

5 O TRRE N P, Q, R Trade Regulator


7 O TRAG N P, Q, R Triparty Agent

DEFINITION



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.


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.

INVE Investor Party identified as the investor.

EXCH Stock Exchange Stock exchange.

TRRE Trade Regulator Trade regulator.



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.

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.


FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES





MT 579 Certificate Numbers

MT 579 ScopeThis message type is sent by a custodian to a financial institution for which it holds securities.

It is used only to replace or supplement the certificate numbers field (field 35E or 35F) in a primary message and thereforecan be sent only on the same day as that primary message.


MT 579 Certificate Numbers


M 28 Page Number/Continuation Indicator 5n[/2n] 1


M 21 Related Reference 16x 3

M 35F Certificate Number(s) 35*50x 4



MT 579 Usage RulesWhen the MT 579 is used, the code /MSG579/ must be specified in field 72 of the primary message.More than one MT 579 may be sent relating to the same primary message.


1. Field 28: Page Number/Continuation Indicator

FORMAT

5n[/2n] (Page Number) (Indicator)

PRESENCE

Mandatory



DEFINITION

This field indicates the page number and whether it is the last page of the statement or the statement will continue.

CODES

Indicator must contain one of the folowing codes:

0 The statement is to continue.

99 This is the last page of the statement.

USAGE RULES

Page Number indicates the page number within the statement.


FORMAT

16x

PRESENCE

Mandatory

DEFINITION





FORMAT

16x

PRESENCE

Mandatory

DEFINITION

This field specifies a related reference.





USAGE RULES

This field must contain the contents of field 20 Transaction Reference Number of the related message, ie, the message supplemented by this message.

4. Field 35F: Certificate Number(s)

FORMAT

Option F 35*50x (Narrative)

PRESENCE

Mandatory

DEFINITION

This field is used to specify the certificate numbers.

USAGE RULES

This field is used to specify certificate numbers in addition or in lieu of field 35E contained in a primary message in theformat specified by ISO Standard 8532 or an alternative format bilaterally agreed between the Sender and the Receiver.

Contrary to ISO Standard 8532, the semi-colon ’;’ must not be used to indicate the end of the contents of this field. The endof the field is indicated by carriage return line feed followed by a colon, ie, ’CrLf:’.

Also contrary to ISO Standard 8532, the colon ’:’ must never be used as the first character in a line.



MT 581 Collateral Adjustment Message

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

MT 581 ScopeThis message type is sent from one financial institution to another, both of which are involved in a securities transaction forwhich collateral has been provided, eg, a securities loan.

It is used to claim or notify an increase or decrease to the collateral amount resulting from a change in the value of the exist-ing collateral amount relative to the securities on loan.


MT 581 Collateral Adjustment Message



M 21 Related Reference 16x 2

M 23 Further Identification 16x 3

O 30 Date of Adjustment 6!n 4

M 35H Adjustment to the Collateral [N]3!a15d 5

O 35B Identification of Securities Used as Collateral [ISIN1!e12!c][4*35x]

6

M 80C Reason for Collateral Adjustment 6*35x 7

O 34B Outstanding Collateral Value 3!a15d 8

O 72 Sender to Receiver Information 6*35x 9



MT 581 Usage RulesThis message must not be used to instruct a financial institution to transfer collateral.This message must be used only in relation to the amount of the collateral and not the terms and conditions of the collateral such as the expiry date of a letter of credit or guarantee used as collateral.In the case where the collateral is in the form of securities, subfield 2 of field 35H must contain one of the codes indi-


SWIFTStandards - Category 5 Volume 4MT

cating the type of security, and field 35B must be present to identify the security being used as collateral.In the case where the collateral is in the form of a letter of credit, guarantee or cash, subfield 2 of field 35H mustcontain an ISO 4217 currency code and field 35B must not be present.



FORMAT

16x

PRESENCE

Mandatory

DEFINITION





FORMAT

16x

PRESENCE

Mandatory

DEFINITION

This field specifies the related reference.



USAGE RULES

This field contains the reference number assigned by the Receiver to the related securities loan, eg, the contents of field 20 Transaction Reference Number of the MT 516 Securities Loan Confirmation received or the contents of field 20 Transac-tion Reference Number of the previous MT 581 received.

If the Receiver’s reference is not known, NONREF must be used in this field.


MTSWIFTStandards - Category 5 Volume 4

3. Field 23: Further Identification

FORMAT

16x

PRESENCE

Mandatory

DEFINITION

This field indicates whether this message is a claim for a collateral adjustment or an advice of an adjustment made to the collateral amount.

CODES

One of the following codes must be used:

CLAIM Claim for adjustment to the collateral amount by the borrower or its agent to the lender or by thelender or its agent to the borrower.

ADVICE Advice of an adjustment to the collateral amount by the lender or its agent to the borrower or theborrower or its agent to the lender.

4. Field 30: Date of Adjustment

FORMAT

6!n (Date)

PRESENCE

Optional

DEFINITION

This field specifies the date on which the adjustment is to be made, ie, field 23 contains the code CLAIM, or has been made,ie, field 23 contains the code ADVICE.


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

5. Field 35H: Adjustment to the Collateral

FORMAT

Option H [N]3!a15d (Sign) (Currency) (Quantity)



PRESENCE

Mandatory

DEFINITION

This field contains the currency or type of security and the amount of the collateral adjustment being claimed, advised orrequested for amendment.

CODES

Type must contain one of the following codes:


CER Representative Certificates

CPN Coupons


MSC Miscellaneous


OPS Option shares


PRS Premium shares

RTE Rentes

RTS Rights

SHS Shares


WTS Warrants



Currency must be a valid ISO 4217 currency code or type of security using one of the Type codes (Error code(s): T37).




USAGE RULES


6. Field 35B: Identification of Securities Used as Collateral

FORMAT



PRESENCE

Optional

DEFINITION

This field identifies the securities used as collateral for which this message requests or acknowledges an adjustment.




USAGE RULES







This field must be present if Currency in field 35H contains a code identifying a type of security. This field must not bepresent if Currency in field 35H contains an ISO currency code.

7. Field 80C: Reason for Collateral Adjustment

FORMAT

Option C 6*35x (Narrative)



PRESENCE

Mandatory

DEFINITION

This field identifies the reasons for the adjustment to the collateral amount being claimed or confirmed.

CODES

One of the following codes may be used, between slashes:

LOANVALU Change in the value of the securities on loan

COLLVALU Change in the value of the collateral

AMNTLOAN Change in the amount of the collateral required resulting from a partial or final return by the borroweror a partial or final recall by the lender

OTHEREAS Change due to other reasons.

USAGE RULES

Further details may be included following the code, eg, information on the source of the price information used.

8. Field 34B: Outstanding Collateral Value

FORMAT

Option B 3!a15d (Currency) (Amount)

PRESENCE

Optional

DEFINITION

This field is used to indicate the total collateral value after adjustment that would exist in the case of a claim, ie, field 23contains the code CLAIM, or that exists in the case of an advice, ie, field 23 contains the code ADVICE.


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


9. 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 claim or notice of the adjustment to the collateral amount.

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 582 Reimbursement Claim Or Advice

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

MT 582 ScopeThis message type is sent by a financial institution to another financial institution both of which are involved in a securities transaction.

It is used to claim reimbursement of funds paid by the Sender on behalf of the Receiver and/or securities received by theReceiver and which are due to the Sender.

The message may also be used to advise the Receiver that funds and/or securities have been or will be remitted by theSender in favour of the Receiver.


MT 582 Reimbursement Claim or Advice


Mandatory Sequence A Identification of the Transaction


O 21 Related Reference 16x 2

M 23 Further Identification 16x 3

M 35A Quantity of Securities 3!a15d 4


5

O 79 Narrative 35*50x 6

Optional Sequence B Funds Claimed or Advised

O 32G Gross Amount Claimed/Received 3!a15d 7

O 71B Charges 6*35x 8

O 36 Exchange Rate 12d 9

M 34A Net Amount Claimed/Paid 6!n3!a15d 10

O 53a Account for Payment A, C or D 11

O 56a Intermediary A or D 12




O 57a Account With Institution A, B or D 13

Optional Sequence C Securities Claimed or Advised

M 35S Quantity of Securities Claimed or Advised 3!a15d 14


15

O 83a Safekeeping Account A, C or D 16

O 87a Deliverer or Receiver of Securities A, B or D 17



If field 56a is present, field 57a must also be present (Error code(s): C81).

C2

Either field 53a or field 57a, but not both, may be present (Error code(s): C14).

MT 582 Usage RulesThis message may be used to request immediate cash settlement or cash settlement on a specific future date. If themessage is used to claim immediate settlement, field 53a or 57a should be present.

Similarly, if the message is used to request immediate securities settlement, field 83a or 87a should be present.

The message may also be used in response to a claim, as a confirmation of the reimbursement paid, using the codeADVICE in field 23 and the contents of the field 20 of the previous message in field 21.This message must not be used to claim or advise collateral adjustments. In this case, the MT 581 Collateral Adjust-ment Message should be used.



FORMAT

16x



PRESENCE

Mandatory

DEFINITION





FORMAT

16x

PRESENCE

Optional

DEFINITION

This field identifies the transaction to which this claim/advice relates.



USAGE RULES

This reference should normally be a reference which is meaningful to the Receiver.

When the message is used to claim funds or securities following an instruction, eg, the MT 565 Corporate Action MT 553 Instruction, to a Custodian or 561, this field must contain the contents of field 20C 20 of the related instruction.

When the message is used to advise the payment of funds or securities previously claimed in an MT 582 ReimbursementClaim or Advice, this field must contain the contents of field 20 of the related message.

3. Field 23: Further Identification

FORMAT

16x

PRESENCE

Mandatory



DEFINITION


CODES

One of the following codes must be used in this field:

CLAIM The Sender requests the Receiver to reimburse the funds or securities specified in sequence B or C, or both.

ADVICE The Sender advises the Receiver that the funds or securities specified in sequence B or C, or both,have been or will be remitted.

4. Field 35A: Quantity of Securities

FORMAT

Option A 3!a15d (Type) (Quantity)

PRESENCE

Mandatory

DEFINITION

This field specifies the quantity of the underlying securities to which the claim or advice relates.

CODES




CPN Coupons


MSC Miscellaneous


OPS Option shares


PRS Premium shares

RTE Rentes



RTS Rights

SHS Shares


WTS Warrants




FORMAT



PRESENCE

Mandatory

DEFINITION

This field provides the identification of the underlying securities to which the claim or advice relates.




USAGE RULES









6. Field 79: Narrative

FORMAT

35*50x (Narrative)

PRESENCE

Optional

DEFINITION

This field may be used to provide further information on the reimbursement claimed or advised.

USAGE RULES

This field may include ERI, as specified in the chapter entitled "Euro - Impact on SWIFT Message Standards".

7. Field 32G: Gross Amount Claimed/Received

FORMAT

Option G 3!a15d (Currency) (Amount)

PRESENCE

Optional

DEFINITION

This field contains the currency and gross amount claimed or received by the Sender.




8. Field 71B: Charges

FORMAT

Option B 6*35x (Narrative)

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

Line 1 /8a/[3!a13d][additional information] (Code) (Currency) (Amount) (Narra-tive)

Lines 2-6 [//continuation of additional information]



PRESENCE

Optional

DEFINITION

This field is used to identify separate charges claimed by the Sender.

CODES

Code may contain one or more of the following codes, followed, where relevant, by the currency and amount:

BROK Brokerage.

CHGS Charges.

COMM Commission.

MISC Miscellaneous.

FEES Fees.

POST Postage.

SHIN Shipping including insurance, etc.

STAMP Stamp duty.

TTAX Transaction tax.

VATX Value added tax.

WITX Withholding tax.

USAGE RULES

If Currency is present, the number of digits following the decimal comma in Amount will not be validated against themaximum allowed for the specified currency.

Any code used in this field must be between slashes and must appear at the beginning of a line.

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

9. Field 36: Exchange Rate

FORMAT

12d (Rate)



PRESENCE

Optional

DEFINITION

This field specifies the rate of exchange between the currencies of the gross amount claimed/received, ie, field 32G, and thenet amount claimed/paid, ie, field 34A.



10. Field 34A: Net Amount Claimed/Paid

FORMAT

Option A 6!n3!a15d (Date) (Currency) (Amount)

PRESENCE


DEFINITION

This field specifies the value date, currency and amount, adjusted for charges, if relevant, which is being claimed or advised.


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



11. Field 53a: Account For Payment

FORMAT

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




PRESENCE

Conditional (C2)



DEFINITION

This field identifies the name and/or account which has been or will be credited or debited.




USAGE RULES

This field is used when there is a direct account relationship between the Sender and the Receiver which is to be used for the reimbursement of funds.

12. Field 56a: Intermediary

FORMAT

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

(Party Identifier)(BIC)

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

(Party Identifier)(Name & Address)

PRESENCE

Optional

DEFINITION

This field identifies the financial institution through which the account with institution has or will be paid the net amount claimed.


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

The BIC must not be a BEI, ie, must not be of subtype BEID, MCCO, TESP or TRCO (Error code(s): C05).

13. Field 57a: Account With Institution

FORMAT

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

(Party Identifier)(BIC)

Option B [/1!a][/34x][35x]

(Party Identifier)(Location)

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




PRESENCE

Conditional (C1 and C2)

DEFINITION

This field identifies the financial institution, other than the Sender or Receiver, at which the beneficiary of money has beenor is to be credited with the amount claimed.

CODES

Optional Party Identifier may be used to specify a code by which the institution is identified in the local, ie, Receiver’s, clearing system.

In this case, the following codes may be used preceded by a double slash (’//’):

with option A:

AT 5!n Austrian Bankleitzahl

AU 6!n Australian Bank State Branch (BSB) Code

CC 9!n Canadian Payments Association Payment Routing Number

BL 8!n German Bankleitzahl

ES 8..9n Spanish Domestic Interbanking Code

FW without 9 digit code Pay by Fedwire

GR 7!n HEBIC (Hellenic Bank Identification Code)

HK 3!n Bank Code of Hong Kong

IE 6!n Irish National Clearing Code (NSC)

IN 11!c Indian Financial System Code (IFSC)

IT 11..23x Italian Domestic Identification Code

PT 8!n Portuguese National Clearing Code

RT Pay by Real Time Gross Settlement

SC 6!n UK Domestic Branch Sort Code

CODES

with option D:

AT 5!n Austrian Bankleitzahl

AU 6!n Australian Bank State Branch (BSB) Code



BL 8!n German Bankleitzahl

CC 9!n Canadian Payments Association Payment Routing Number

CH 6!n CHIPS Universal Identifier

CP 4!n CHIPS Participant Identifier

ES 8..9n Spanish Domestic Interbanking Code

FW 9!n Fedwire Routing Number

GR 7!n HEBIC (Hellenic Bank Identification Code)

HK 3!n Bank Code of Hong Kong

IE 6!n Irish National Clearing Code (NSC)

IN 11!c Indian Financial System Code (IFSC)

IT 11..23x Italian Domestic Identification Code

PT 8!n Portuguese National Clearing Code

RT Pay by Real Time Gross Settlement

RU 9!n Russian Central Bank Identification Code

SC 6!n UK Domestic Branch Sort Code

SW 3..5n Swiss Clearing Code (BC code)

SW 6!n Swiss Clearing Code (SIC code)


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

The BIC must not be a BEI, ie, must not be of subtype BEID, MCCO, TESP or TRCO (Error code(s): C05).

USAGE RULES

When one of the codes //FW (with or without the 9-digit number), //AU, //CP or //RT is used, it should appear in field 57aof this message.

When it is necessary that an incoming SWIFT payment be made to the account with institution via a real-time gross settle-ment system (RTGS), the relevant code should appear in the optional Party Identifier of field 57a.

The code RT is binding for the Receiver. If it is used with option A, it must not be followed by any other information. If it isused with option D, it may be followed by another domestic clearing code.



14. Field 35S: Quantity of Securities Claimed or Advised

FORMAT

Option S 3!a15d (Type) (Quantity)

PRESENCE


DEFINITION

This field specifies the quantity of the securities claimed or advised.

CODES




CPN Coupons


MSC Miscellaneous


OPS Option shares


PRS Premium shares

RTE Rentes

RTS Rights

SHS Shares


WTS Warrants






FORMAT



PRESENCE


DEFINITION

This field provides the identification of the securities claimed or advised.




USAGE RULES







16. Field 83a: Safekeeping Account

FORMAT

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






PRESENCE

Optional

DEFINITION

This field identifies the safekeeping account which has been or will be credited or debited.




USAGE RULES

This field is used when there is a direct account relationship between the Sender and the Receiver and this account is to beused for the reimbursement of securities.

17. Field 87a: Receiver or Deliverer of Securities

FORMAT

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


Option B [/1!a][/34x][35x]

(Party Identifier)(Location)

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


PRESENCE

Optional

DEFINITION

This field specifies the party to which the securities claimed have been or will be received or from which the securitiesadvised have been or will be delivered when the party is other than the Sender or the Receiver.






MT 584 Statement of ETC Pending Trades

MT 584 ScopeThis message type is normally sent by an ETC service provider to an institution or broker. It may also be sent by an institu-tion to an executing broker to indicate allocations not yet matched, or by an executing broker to an institution to indicateclient-side trade confirmations not yet affirmed. It may also be sent between brokers to indicate unmatched market-sidetrade confirmations.

This message provides, as at a specified date, the details of transactions received but not yet matched or affirmed, for all orselected securities in all or selected safekeeping accounts/sub-accounts, for all or selected reasons why the transaction is pending.


MT 584 Statement of ETC Pending Trades






5n/4!c 2

O 13a 13A

STAT Number Identifica-tion

Statement Number A or J : 4!c//3!c 3



----->








-----| End of Optional Subsequence A1 Linkages








End of Sequence A General Information-----> Repetitive Optional Sequence B Financial Instrument

M 16R Start of Block FIN1 14


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

15


M 16R Start of Block FIA1 16

----->


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



-----|


:4!c//3!a 19

----->


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


-----|

----->



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






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


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



-----|


:4!c//10*35x 26

M 16S End of Block FIA1 27

End of Optional Subsequence B1 Financial Instrument Attributes-----> Repetitive Mandatory Subsequence B2 Status

M 16R Start of Block STAT1 28

O 20C MAST Reference Master Reference :4!c//16x 29

M 25D 4!c Status Code Status Code :4!c/[8c]/4!c 30

O 24B 4!c Reason Code (see qualifier description) :4!c/[8c]/4!c 31

-----> Repetitive Optional Subsequence B2a Linkages






-----| End of Optional Subsequence B2a Linkages-----> Repetitive Optional Subsequence B2b Trade Details

M 16R Start of Block TRADET1 36

----->


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






-----|

O 36B TRAD Quantity of Finan-cial Instrument

Quantity of Financial Instrument Traded

:4!c//4!c/15d 39

O 19A SETT Amount Settlement Amount :4!c//[N]3!a15d 40


-----> Repetitive Optional Subsequence B2b1 Confirmation Parties

M 16R Start of Block CONFPRTY1 42

----->

M 95a 4!c Party (see qualifier description) C, P, Q, R or S 43

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

O 97a 4!c Account (see qualifier description) A or B 44

-----|



----->


-----|


M 16S End of Block CONFPRTY1 49

-----| End of Optional Subsequence B2b1 Confirmation Parties-----> Repetitive Optional Subsequence B2b2 Amounts

M 16R Start of Block AMT1 50

----->


-----|





O 98a VALU Date/Time Value Date A or C 52


M 16S End of Block AMT1 54

-----| End of Optional Subsequence B2b2 Amounts

M 16S End of Block TRADET1 55

-----| End of Optional Subsequence B2b Trade Details

M 16S End of Block STAT1 56

-----| End of Mandatory Subsequence B2 Status

M 16S End of Block FIN1 57

-----| End of Optional Sequence B Financial Instrument-----> Repetitive Optional Sequence C Status

M 16R Start of Block STAT2 58


M 25D 4!c Status Code Status Code :4!c/[8c]/4!c 60

O 24B 4!c Reason Code (see qualifier description) :4!c/[8c]/4!c 61

-----> Repetitive Mandatory Subsequence C1 Financial Instrument

M 16R Start of Block FIN2 62


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

63

Optional Subsequence C1a Financial Instrument Attributes

M 16R Start of Block FIA2 64

----->


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







-----|


:4!c//3!a 67

----->


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


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



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


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


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



-----|


:4!c//10*35x 74

M 16S End of Block FIA2 75

End of Optional Subsequence C1a Financial Instrument Attributes-----> Repetitive Optional Subsequence C1b Linkages










-----| End of Optional Subsequence C1b Linkages-----> Repetitive Optional Subsequence C1c Trade Details

M 16R Start of Block TRADET2 80

----->


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


-----|

O 36B TRAD Quantity of Finan-cial Instrument

Quantity of Financial Instrument Traded

:4!c//4!c/15d 83

O 19A SETT Amount Settlement Amount :4!c//[N]3!a15d 84


-----> Repetitive Optional Subsequence C1c1 Confirmation Parties

M 16R Start of Block CONFPRTY2 86

----->

M 95a 4!c Party (see qualifier description) C, P, Q, R or S 87

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

O 97a 4!c Account (see qualifier description) A or B 88

-----|



----->






-----|


M 16S End of Block CONFPRTY2 93

-----| End of Optional Subsequence C1c1 Confirmation Parties-----> Repetitive Optional Subsequence C1c2 Amounts

M 16R Start of Block AMT2 94

----->


-----|

O 98a VALU Date/Time Value Date A or C 96


M 16S End of Block AMT2 98

-----| End of Optional Subsequence C1c2 Amounts

M 16S End of Block TRADET2 99

-----| End of Optional Subsequence C1c Trade Details

M 16S End of Block FIN2 100

-----| End of Mandatory Subsequence C1 Financial Instrument

M 16S End of Block STAT2 101

-----| End of Sequence C Status



If the Activity Flag (field :17B::ACTI) in sequence A General Information indicates no pending transactions, ie, N,then sequence B Financial Instrument and sequence C Status must not be present (Error code(s): E69).




Sequence B and C are...

N Not allowed

Y Conditional (C2)

C2

Sequence B Financial Instrument and sequence C Status are mutually exclusive and must not both be present in thesame message (Error code(s): E65).

Sequence B is... Sequence C is...

Present Not allowed


C3

The Safekeeping Account (field :97a::SAFE) must be identified in sequence A General Information or in all occur-rences of the confirmation parties subsequence in sequence B Financial Instrument or in all occurrences of the confir-mation parties subsequence in sequence C Status (Error code(s): E67).

As sequence A is mandatory and sequences B and C are optional and mutually exclusive, field 97a must be present ineither sequence A and not in any occurrence of sequence B or sequence C. Alternatively, if field 97a is not present insequence A, field 97a must be present in all occurrences of sequence B or sequence C.

Sequence A if field :97a::SAFE

is...

then SubsequenceB2b1 or C1c1 is...

then in Subsequence B2b1 or C1c1 field:97a::SAFE is...

Present If sequence B is presentthen Subsequence B2b1is optional

Not allowed in any occurrence of subsequence B2b1

If sequence C is presentthen Subsequence C1c1is optional

Not allowed in any occurrence of subsequence C1c1

Sequences B and C arenot present

Not applicable



Sequence A if field :97a::SAFE

is...

then SubsequenceB2b1 or C1c1 is...

then in Subsequence B2b1 or C1c1 field:97a::SAFE is...

Not present If sequence B is presentthen Sub sequenceB2b1 is mandatory

Mandatory in all occurrences of subsequence B2b1

If sequence C is presentthen Subsequence C1c1is mandatory

Mandatory in all occurrences of subsequence C1c1

If sequence B and C arenot present then (Errorcode(s): E67)

C4

The linkage subsequence B2a in sequence B Financial Instrument must be present when the Master Reference (field:20C::MAST) is not present in the status subsequence B2 (Error code(s): E68).

Subsequence B2if field:20C::MAST is...

Subsequence B2a is...

Not present Mandatory

Present Optional

C5

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 then the Resulting Amount is not allowed (Errorcode(s): E62).

Sequence B2b2 & C1c2if field :92B::EXCH is...

Sequence B2b2 & C1c2then field :19A::RESU is...

Present Mandatory


C6

Within each occurrence of subsequence B2b, if the Settlement Amount (:19A::SETT) is present in subsequence B2b, itmust not be present in any occurrence of subsequence B2b2 (Error code(s): E73).



Within each occurrence of subsequence B2bif field :19A::SETT is...

Then, for each occurrence of subsequence B2b2in the same subsequence B2b: field :19A::SETT

is...

Present Not allowed


C7

Within each occurrence of subsequence C1c, if the Settlement Amount (:19A::SETT) is present in subsequence C1c, itmust not be present in any occurrence of subsequence C1c2 (Error code(s): E73).

Within each occurrence of subsequence C1cif field :19A::SETT is...

Then, for each occurrence of subsequence C1c2in the same subsequence C1c: field :19A::SETT

is...

Present Not allowed


C8



Then subsequence A1 is... and in minimum one occurrence of subsequence A1

field :20C::PREV is...

CANC Mandatory, ie minimum one occur-rence of A1

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

not CANC Optional Optional

C9

Within each occurrence of subsequence B2, the qualifier in field 24B must be the same as the code word (Status Code)used with the appropriate qualifier in field 25D of the same occurrence of subsequence B2 (Error code(s): E37).

In each occurrence of Subseq. B2 Status

If field :24B:: is... then field :25D:: must be... (*)

:24B::NMAT :25D::MTCH//NMAT

:24B::NAFI :25D::AFFM//NAFI



In each occurrence of Subseq. B2 Status

If field :24B:: is... then field :25D:: must be... (*)

:24B::REJT :25D::IPRC//REJT

Not present n/a

(*) if the Data Source Scheme is present in field :25D:: then the conditional rule does not apply.

MT 584 Usage RulesWhen a broker is identified as a confirming party, the party capacity (:22F::TRCA) must be specified.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).When the statement is sent when there are no pending transactions, this must be specified in field 17B Activity Flag.When the statement is for one safekeeping account, this account should be specified in the general informationsequence. If the statement covers more than one safekeeping account, the account must be specified for every trade,within the confirmation parties sequence.Pending trades may be reported and grouped in order of financial instrument or in order of status. At a minimum, the reference for each transaction must be reported. The level of information reported for each trade should depend on the requirements of the receiver of the statement.When the same status occurs for the whole of the block trade, the master reference should be used in preference to reporting all of the individual allocations. The same guideline covers reporting on basket, index, list and program trades.Since a SWIFT message as sent, is restricted to the maximum input message length, it is possible that several messagesmay be needed to accommodate all the information.



FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT


PRESENCE

Mandatory

DEFINITION


CODES


LAST This is the last page of a statement with more than one page.

MORE This is a page of a statement which contains additional pages.

ONLY 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; the sequential number of the statement.


FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION


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




FORMAT


PRESENCE

Mandatory



DEFINITION


CODES


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

NEWM This is a new statement.

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 statement, function is CANC. The reference in the linkage sequence of the general informationsequence must contain the Sender’s reference of the message to be cancelled. A copy of at least the mandatory fields of themessage to be cancelled must be present; optional fields need not be present for SWIFT validation.


FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M STAT N A or C Statement Date/Time




DEFINITION


PREP Date/time at which the message was prepared.

STAT Date/time on which the statement is based (the statement reflects the situation at that date/time).




USAGE RULES

Preparation Date/Time is provided for information only and is not binding on the parties, unless it has been assigned by athird party system.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK1 Linkages.


FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES



FORMAT


PRESENCE


QUALIFIER




or PREV N C8 C Previous Reference

DEFINITION









FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK1 Linkages.


FORMAT


(Account Number)

PRESENCE

Optional

QUALIFIER






DEFINITION


SAFE Safekeeping account that holds the securities.

CODES











FORMAT


PRESENCE

Mandatory

QUALIFIER






DEFINITION


ACTI Whether information, eg, holdings or transactions, is reported in this sequence.

CODES


N No.

Y Yes.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE




DEFINITION


CODES


FIN1 Financial Instrument.


FORMAT



PRESENCE


DEFINITION





USAGE RULES










FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


FIA1 Financial Instrument Attributes.


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

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



CODES

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




CODES

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



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.


CODES




CODES









FORMAT



PRESENCE

Optional



QUALIFIER






DEFINITION



OPST Option style.

OPTI Option type.

CODES



ASIA Asian style.


CODES


CALL Call option.

PUTO Put option.

USAGE RULES






FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






FORMAT


PRESENCE

Optional

QUALIFIER

















DEFINITION











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






21. Field 92A: Rate

FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION













USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION








23. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION




COVE Covered flag.


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


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









CODES




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


CODES








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION







CODES





CODES








FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


STAT1 Status.

29. Field 20C: Reference: Master Reference

FORMAT


PRESENCE

Conditional (C4)

QUALIFIER



1 O MAST N C Master Reference

DEFINITION







USAGE RULES

This field is used when a block trade has all, or many, of its allocations with the same status.

30. Field 25D: Status Code

FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M IPRC N D Processing Status

or MTCH N D Matching Status

or AFFM N D Affirmation Status

DEFINITION

This qualified generic field specifies the status of (the) trade(s) concerning the financial instrument identified in thesequence. It specifies:

IPRC Processing status (rejected, cancelled, etc).

MTCH Matching status.

AFFM Affirmation status.

CODES

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

CAN1 The trade is pending cancellation; only one side has been input and a cancellation request has beensent (for matching system only).

CAN2 The trade is pending cancellation; both sides have been input, the trade has not yet been matched, andone side has sent a cancellation request (for matching system only).



CAN3 The trade is pending cancellation; both sides have been input, the trade is matched, and one side hassent a cancellation request (for matching system only).

CAND The trade has been cancelled as requested.

CANO The instruction has been cancelled by another party than the instructing party, e.g. market infrastruc-ture such as a Stock Exchange.

COSE The order is fully executed and the confirmation is sent.

DONE The order has been partially filled, and is done for the day, ie, no further executions will take place today.

DONF The order has been partially filled and will not be filled further.

EXCH The order has been received at the stock exchange.

EXSE The order is fully executed and the execution is sent.

INTE The order has been received at intermediary (if not stock exchange).

NOTC The instruction cannot be cancelled as it has already been matched and affirmed (for matching system only).

OPOD The order is open.

OVER The quantity of financial instrument of the block trade has been over-allocated.

PACK The trade has been acknowledged/accepted for further processing by the account servicer (technical receipt). processing.

PAFI The order has been partially filled, and the remaining securities are warehoused.

PART The order has been partially cancelled as requested.

REPR The instruction is in repair.

REJT The trade has been rejected for further processing.

SESE An MT 528 ETC Client-Side Settlement Instruction or MT 529 ETC Market-Side Settlement Instruc-tion has been sent to your custodian.

SUSP The instruction is pending because trading is suspended by the stock exchange.

UNDE The quantity of financial instrument of the block trade has been under-allocated.

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:

AFFI The confirmation has been affirmed.

NAFI The confirmation has not been affirmed.

31. Field 24B: Reason Code

FORMAT

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

PRESENCE

Optional

QUALIFIER



1 O REJT N C9 B Rejection Reason

or NMAT N C9 B Unmatched Reason

or NAFI N C9 B Unaffirmed Reason

DEFINITION

This qualified generic field specifies the reason why the instruction identified in the message has the status specified in field25D Status Code. It specifies:

REJT Reason related instruction has a processing status rejected.

NMAT Reason related instruction has a matching status unmatched.

NAFI Reason related instruction has an affirmation status unaffirmed.

CODES

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

BATC Unrecognised or invalid Processing Batch (i.e. daytime/realtime while only possible to settle inovernight batch).



BUSE Unrecognised or invalid type of order.

CADE Unrecognised or invalid repurchase call delay.

CAEV The transaction is rejected due to corporate action on the financial instrument instructed.

CASH Unrecognised or invalid cash account.

CASY Impossible standing arrangements override instruction for the cash settlement system.

CUTO The instruction is rejected. Cut-off time has been exceeded.

DDAT Unrecognised or invalid settlement date (i.e. date is not a settlement date for the instructed market, settlement date is too old...).

DDEA Unrecognised or invalid deal price.

DEPT Unrecognised or invalid Place of Settlement.

DMON Unrecognised or invalid settlement amount.

DQUA Unrecognised or invalid settlement quantity.

DSEC Unrecognised or invalid financial instrument identification (i.e. invalid ISIN, security not eligible atthe instructed market...).

DTRD Unrecognised or invalid trade date.

FORF Unrecognised or invalid forfeit repurchase amount.

ICAG Unrecognised or invalid receiving or delivering agent.

ICUS Unrecognised or invalid receiving or delivering custodian.

IEXE Unrecognised or invalid buyer or seller.

IIND Unrecognised, invalid or missing Common Reference.

INNA Unrecognised or invalid SLA agreed narrative information.

LATE The instruction has been rejected for further processing as your instruction is too late for the settle-ment date specified.

MINO The securities amount is lower than the minimum existing settlement amount for the instructed finan-cial instrument.

MUNO The securities amount is not a multiple of an existing settlement amount available for the instructed financial instrument.

NARR Other (see narrative reason).

NCRR Unrecognised or invalid settlement amount currency.

PHYS Physical settlement is impossible for the instructed financial instrument.



PLCE Unrecognised or invalid place of trade.

REFE The instruction has been rejected because the reference must be unique.

REPA Unrecognised or invalid repurchase amount.

REPO Unrecognised or invalid repurchase rate.

REPP Unrecognised or invalid repurchase premium amount.

TERM Unrecognised or invalid closing date/time.

RERT Unrecognised or invalid repurchase rate type.

RSPR Unrecognised or invalid repurchase spread rate.

RTGS Impossible standing arrangements override instruction. It is not possible to use the RTGS systeminstructed (NRTG or YRTG).

SAFE Unrecognised or invalid message sender’s safekeeping account.

SETR Unrecognised or invalid settlement transaction type (relates to the settlement transaction type codes available for sequence E field 22F, qualifier SETR).

ULNK The message was not recognised - unknown linked reference.

VASU Unrecognised or invalid variable rate support (repo).

CODES

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

CADE Repurchase call delay does not match.

CHAR Charges amount does not match.

CLAT The instruction has not been matched. Counterparty’s instruction was too late for matching.

CMIS No potential match has been found.

CPCA Your instruction is unmatched. Your counterparty has cancelled their instruction.

DDAT Settlement date does not match.

DDEA Deal price does not match.

DEAL Deal amount does not match.

DELN The instruction has not been matched; the counterparty expects a delivery from you, not a receipt, orvice versa.

DEPT The instruction has not been matched; the counterparty disagrees with the place of settlement.



DMON Settlement amount does not match.

DQUA Quantity of financial instrument does not match.

DSEC Financial instrument identification does not match (i.e. ISIN differs, Financial Instrument Attributes differs...).

DTRA The instruction has not been matched; the counterparty has been contacted or has contacted us. Coun-terparty does not recognise the transaction.

DTRD Trade date does not match.

EXEC Executing broker’s commission does not match.

FORF Forfeit repurchase amount does not match.

FRAP The instruction is unmatched because the wrong instruction was sent; your instruction is free, counter-party is against payment or vice versa.

ICAG The instruction has not been matched; incorrect delivering or receiving agent. (counterparty is incor-rect).

ICUS The instruction has not been matched; incorrect delivering or receiving custodian.

IEXE The instruction has not been matched; incorrect buyer (receiver) or seller (deliverer).

IIND The instruction has not been matched; the counterparty disagrees with the common reference (formarkets where a common reference is used as a matching criterion).

LATE The instruction has not been matched. Your instruction was too late for matching.

MCAN The corresponding matching record has been cancelled.


NCRR The instruction has not been matched; the counterparty disagrees with the currency of the settlement amount.

PHYS The instruction has not been matched. The counterparty is for physical settlement, your instruction isnot, or vice versa.

PLCE Place of trade does not match.

PODU The instruction has not been matched. It is a possible duplicate instruction.

REGD The instruction has not been matched; there are discrepancies in the registrations details linked to the transaction.

REPA Repurchase amount does not match.

REPO Repurchase rate does not match.

REPP Repurchase premium amount does not match.

TERM Closing date/time does not match.



RERT Repurchase rate type does not match.

RTGS The instruction has not been matched. The counterparty is for RTGS settlement system, you are fornon-RTGS, or vice versa.

RSPR Repurchase spread rate does not match.

SAFE Safekeeping Account does not match. The safekeeping account used as matching criteria on theinstructed market (buyer/seller’s account, direct client’s account at the receiving/delivering agent, receiving or delivering agent’s account at the CSD) does not match.

SETR Settlement transaction type does not match (relates to the settlement instruction type codes availablefor sequence E field 22F, qualifier SETR in the original instruction).

VASU Variable rate support does not match (repo).

CODES

If Data Source Scheme is not present and Qualifier is NAFI, Reason Code must contain the following code:

NAFF Counterparty has not affirmed.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK2 Linkages.




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES



FORMAT


PRESENCE


QUALIFIER
















DEFINITION








ASRF Reference assigned to the reported transaction by the account servicer.

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.

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.





USAGE RULES

This field indicates the Sender’s reference of the message being reported on. When reporting on a message sent by theReceiver of the statement, qualifier is RELA. When reporting on a message sent by the Sender of the statement, eg, anMT 515 Client Confirmation of Purchase or Sale, qualifier is PREV.


FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK2 Linkages.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


TRADET1 Trade Details.




FORMAT


PRESENCE


QUALIFIER



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

2 O 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.





FORMAT


PRESENCE


QUALIFIER





3 M PAYM N H Free/Against Payment Indicator



6 O RPOR R F Reporting Indicator


8 O SETG N F Settlement Instruction Generation Indicator



11 O SETR N F Type of Settlement Transaction













DEFINITION



REDE Whether this is an instruction to receive or deliver securities.

PAYM Whether the instruction relates to securities to be delivered free or against payment.

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.

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.

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.

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


CODES

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

BUYI Buy.

SELL Sell.

CODES


DELI This is an instruction to deliver securities.

RECE This is an instruction to receive securities.

CODES


APMT Securities are to be delivered against payment.

FREE Securities are to be delivered free.



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.



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.




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.

TRRE The trade details are to be reported to a regulatory organisation.

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 MT528 or 529.

NOGE This field specifies if the ETC service provider is not to generate an MT528 nor 529 where a previous agreement to do so exists.

CODES


BLKO Block order.

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

BTMI Bought minus indicator.







DIOR Directed order This is an order that the Receiver of the message is to execute the trade with a specificbroker, 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 MT513 Advice of Execution to the executing party to which this message is sent and which isacting as the clearing broker.




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.






CODES










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 Refers to the return of securities resulting from a decayed/rejected delivery without matching opera-tion.

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.






SECL The transaction is part of a securities lending operation..



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 instruc-tion on 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




CODES





USAGE RULES


39. Field 36B: Quantity of Financial Instrument Traded

FORMAT


PRESENCE

Optional

QUALIFIER



1 O TRAD N B Trade Quantity

DEFINITION


TRAD Quantity of the financial instrument traded.



CODES







40. Field 19A: Amount: Settlement Amount

FORMAT


PRESENCE

Optional

QUALIFIER



1 O SETT N A Settlement Amount

DEFINITION


SETT Settlement amount of the trade.







USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION







FORMAT

Option R 16c

PRESENCE




DEFINITION


CODES


CONFPRTY1 Confirmation Parties.


FORMAT


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

PRESENCE


QUALIFIER



1 M INVE N C, P, R or Q

Investor



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






or AFFM N P, R or Q Affirming Party





DEFINITION


INVE Investor.

BUYR Buyer.

SELL Seller.

ETC1 ETC service provider 1.






AFFM Affirming party.

ALTE Alternate ID.






CODES















FORMAT


(Account Number)

PRESENCE

Optional

QUALIFIER



1 O SAFE N C3 A or B Securities Safekeeping Account

2 O CASH N A Cash Payment Account

DEFINITION



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



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 to this party.




FORMAT


PRESENCE

Optional



QUALIFIER






DEFINITION






FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





CODES










FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES


AMT1 Amounts.


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 C6 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


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.

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




52. 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


AMT1 Amounts.




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


STAT1 Status.


FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


STAT2 Status.


FORMAT


PRESENCE




QUALIFIER



1 M MAST N C Master Reference





DEFINITION










FORMAT


PRESENCE


QUALIFIER





1 M IPRC N D Processing Status

or MTCH N D Matching Status

or AFFM N D Affirmation Status

DEFINITION

This qualified generic field specifies the status of (the) trade(s) concerning the financial instrument identified in the sequence.

IPRC Processing status (rejected, cancelled, etc).

MTCH Matching status.

AFFM Affirmation status.

CODES

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

CAN1 The trade is pending cancellation; only one side has been input and a cancellation request has beensent (for matching system only).

CAN2 The trade is pending cancellation; both sides have been input, the trade has not yet been matched, andone side has sent a cancellation request (for matching system only).

CAN3 The trade is pending cancellation; both sides have been input, the trade is matched, and one side hassent a cancellation request (for matching system only).

CAND The trade has been cancelled as requested.

CANO The instruction has been cancelled by another party than the instructing party, e.g. market infrastruc-ture such as a Stock Exchange.

COSE The order is fully executed and the confirmation is sent.

DONE The order has been partially filled, and is done for the day, ie, no further executions will take place today.

DONF The order has been partially filled and will not be filled further.

EXSE The order is fully executed and the execution is sent.

NOTC The instruction cannot be cancelled as it has already been matched and affirmed (for matching system only).

OPOD The order is open.



OVER The quantity of financial instrument of the block trade has been over-allocated.

PACK The trade has been acknowledged/accepted for further processing by the account servicer (technical receipt). processing.

PAFI The order has been partially filled, and the remaining securities are warehoused.

PART The order has been partially cancelled as requested.

REJT The trade has been rejected for further processing.

SESE An MT 528 ETC Client-Side Settlement Instruction or MT 529 ETC Market-Side Settlement Instruc-tion has been sent to your custodian.

UNDE The quantity of financial instrument of the block trade has been under-allocated.

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:

AFFI The confirmation has been affirmed.

NAFI The confirmation has not been affirmed.


FORMAT


PRESENCE

Optional

QUALIFIER





1 O REJT N C9 B Rejection Reason

or NMAT N C9 B Unmatched Reason

or NAFI N C9 B Unaffirmed Reason

DEFINITION

This qualified generic field specifies the reason why the instruction identified in the message has the status specified in field25D Status Code. It specifies:

REJT Reason the related instruction has a processing status rejected.

NMAT Reason the related instruction has a matching status unmatched.

NAFI Reason the related instruction has an affirmation status unaffirmed.

CODES

If Data Source Scheme is not present and Qualifier is REJT, Reason Code must contain the following code:

BATC Unrecognised or invalid Processing Batch (i.e. daytime/realtime while only possible to settle inovernight batch).

CADE Unrecognised or invalid repurchase call delay.

CAEV The transaction is rejected due to corporate action on the financial instrument instructed.

CASH Unrecognised or invalid cash account.

CASY Impossible standing arrangements override instruction for the cash settlement system.

DDAT Unrecognised or invalid settlement date (i.e. date is not a settlement date for the instructed market, settlement date is too old...).

DDEA Unrecognised or invalid deal price.

DEPT Unrecognised or invalid Place of Settlement.

DMON Unrecognised or invalid settlement amount.

DQUA Unrecognised or invalid settlement quantity.

DSEC Unrecognised or invalid financial instrument identification (i.e. invalid ISIN, security not eligible atthe instructed market...).

DTRD Unrecognised or invalid trade date.



FORF Unrecognised or invalid forfeit repurchase amount.

ICAG Unrecognised or invalid receiving or delivering agent.

ICUS Unrecognised or invalid receiving or delivering custodian.

IEXE Unrecognised or invalid buyer or seller.

IIND Unrecognised, invalid or missing Common Reference.

LATE The instruction has been rejected for further processing as your instruction is too late for the settle-ment date specified.

MINO The securities amount is lower than the minimum existing settlement amount for the instructed finan-cial instrument.

MUNO The securities amount is not a multiple of an existing settlement amount available for the instructed financial instrument.


NCRR Unrecognised or invalid settlement amount currency.

PHYS Physical settlement is impossible for the instructed financial instrument.

PLCE Unrecognised or invalid place of trade.

REFE The instruction has been rejected because the reference must be unique.

REPA Unrecognised or invalid repurchase amount.

REPO Unrecognised or invalid repurchase rate.

REPP Unrecognised or invalid repurchase premium amount.

TERM Unrecognised or invalid closing date/time.

RERT Unrecognised or invalid repurchase rate type.

RSPR Unrecognised or invalid repurchase spread rate.

RTGS Impossible standing arrangements override instruction. It is not possible to use the RTGS systeminstructed (NRTG or YRTG).

SAFE Unrecognised or invalid message sender’s safekeeping account.

SETR Unrecognised or invalid settlement transaction type (relates to the settlement transaction type codes available for sequence E field 22F, qualifier SETR).

ULNK The message was not recognised - unknown linked reference.

VASU Unrecognised or invalid variable rate support (repo).



CODES

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

CADE Repurchase call delay does not match.

CHAR Charges amount does not match.

CLAT The instruction has not been matched. Counterparty’s instruction was too late for matching.

CMIS No potential match has been found.

CPCA Your instruction is unmatched. Your counterparty has cancelled their instruction.

DDAT Settlement date does not match.

DDEA Deal price does not match.

DEAL Deal amount does not match.

DELN The instruction has not been matched; the counterparty expects a delivery from you, not a receipt, orvice versa.

DEPT The instruction has not been matched; the counterparty disagrees with the place of settlement.

DMON Settlement amount does not match.

DQUA Quantity of financial instrument does not match.

DSEC Financial instrument identification does not match (i.e. ISIN differs, Financial Instrument Attributes differs...).

DTRA The instruction has not been matched; the counterparty has been contacted or has contacted us. Coun-terparty does not recognise the transaction.

DTRD Trade date does not match.

EXEC Executing broker’s commission does not match.

FORF Forfeit repurchase amount does not match.

FRAP The instruction is unmatched because the wrong instruction was sent; your instruction is free, counter-party is against payment or vice versa.

ICAG The instruction has not been matched; incorrect delivering or receiving agent. (counterparty is incor-rect).

ICUS The instruction has not been matched; incorrect delivering or receiving custodian.

IEXE The instruction has not been matched; incorrect buyer (receiver) or seller (deliverer).

IIND The instruction has not been matched; the counterparty disagrees with the common reference (formarkets where a common reference is used as a matching criterion).



LATE The instruction has not been matched. Your instruction was too late for matching.

MCAN The corresponding matching record has been cancelled.


NCRR The instruction has not been matched; the counterparty disagrees with the currency of the settlement amount.

PHYS The instruction has not been matched. The counterparty is for physical settlement, your instruction isnot, or vice versa.

PLCE Place of trade does not match.

PODU The instruction has not been matched. It is a possible duplicate instruction.

REGD The instruction has not been matched; there are discrepancies in the registrations details linked to the transaction.

REPA Repurchase amount does not match.

REPO Repurchase rate does not match.

REPP Repurchase premium amount does not match.

TERM Closing date/time does not match.

RERT Repurchase rate type does not match.

RTGS The instruction has not been matched. The counterparty is for RTGS settlement system, you are fornon-RTGS, or vice versa.

RSPR Repurchase spread rate does not match.

SAFE Safekeeping Account does not match. The safekeeping account used as matching criteria on theinstructed market (buyer/seller’s account, direct client’s account at the receiving/delivering agent, receiving or delivering agent’s account at the CSD) does not match.

SETR Settlement transaction type does not match (relates to the settlement instruction type codes availablefor sequence E field 22F, qualifier SETR in the original instruction).

VASU Variable rate support does not match (repo).

CODES

If Data Source Scheme is not present and Qualifier is NAFI, Reason Code must contain the following code:

NAFF Counterparty has not affirmed.




FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT



PRESENCE

Mandatory

DEFINITION





USAGE RULES










FORMAT

Option R 16c

PRESENCE


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

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



CODES





CODES

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



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.


CODES




CODES







Note: The release 2002 business validation group would like to indicate that some of the codes availablein the field 22F of the FIA sequence B1 belong to another sequence (ex: restrictions). All the FIAfield 22F codes will be reviewed during the release 2003 enhancement process and eventuallymoved to another sequence.


FORMAT





PRESENCE

Optional

QUALIFIER






DEFINITION



OPST Option style.

OPTI Option type.

CODES



ASIA Asian style.


CODES


CALL Call option.

PUTO Put option.



USAGE RULES




FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION






FORMAT


PRESENCE

Optional



QUALIFIER














DEFINITION













FCOU First Coupon date.




69. Field 92A: Rate

FORMAT


PRESENCE

Optional

QUALIFIER








DEFINITION













USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER







DEFINITION








71. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION




COVE Covered flag.


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




ODDC Whether the financial instrument is an odd coupon.

CODES


N No.

Y Yes.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION









CODES

Percentage Type Code must contain one of the following values:



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


CODES

Amount Type Code must contain one of the following values:







USAGE RULES



FORMAT




PRESENCE

Optional

QUALIFIER








DEFINITION







CODES







CODES






FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION




FORMAT

Option S 16c

PRESENCE




DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


LINK3 Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



USAGE RULES



FORMAT


PRESENCE


QUALIFIER









DEFINITION




ASRF Reference assigned to the reported transaction by the account servicer.



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.

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.




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK3 Linkages.


FORMAT

Option R 16c

PRESENCE


DEFINITION




CODES




FORMAT


PRESENCE


QUALIFIER



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

2 O 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.





FORMAT


PRESENCE


QUALIFIER





3 M PAYM N H Free/Against Payment Indicator



6 O RPOR R F Reporting Indicator





8 O SETG N F Settlement Instruction Generation Indicator



11 O SETR N F Type of Settlement Transaction

12 O STCO R N F Settlement Transaction Condition









DEFINITION



REDE Whether this is an instruction to receive or deliver securities.

PAYM Whether the instruction relates to securities to be delivered free or against payment.

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.

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.

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.

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


CODES

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

BUYI Buy.

SELL Sell.

CODES


DELI This is an instruction to deliver securities.

RECE This is an instruction to receive securities.



CODES


APMT Securities are to be delivered against payment.

FREE Securities are to be delivered free.

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.



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.




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.

TRRE The trade details are to be reported to a regulatory organisation.



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 MT528 or 529.

NOGE This field specifies if the ETC service provider is not to generate an MT528 nor 529 where a previous agreement to do so exists.

CODES


BLKO Block order.

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

BTMI Bought minus indicator.







DIOR Directed order. This is an order that the Receiver of the message is to execute the trade with a specificbroker, 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 MT513 Advice of Execution to the executing party to which this message is sent and which isacting as the clearing broker.




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.






CODES










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.





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.

REPU The transaction relates to a repo or reverse repo.

RODE Refers to the return of securities resulting from a decayed/rejected delivery without matching opera-tion.


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.


TRPO Relates to a triparty repo.

















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 instruc-tion on 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




CODES





USAGE RULES


83. Field 36B: Quantity of Financial Instrument Traded

FORMAT


PRESENCE

Optional

QUALIFIER



1 O TRAD N B Trade Quantity

DEFINITION


TRAD Quantity of the financial instrument traded.



CODES







84. Field 19A: Amount: Settlement Amount

FORMAT


PRESENCE

Optional

QUALIFIER



1 O SETT N A Settlement Amount

DEFINITION


SETT Settlement amount of the trade.







USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION







FORMAT

Option R 16c

PRESENCE




DEFINITION


CODES




FORMAT



PRESENCE


QUALIFIER



1 M INVE N C, P, R or Q

Investor









or AFFM N P, R or Q Affirming Party





DEFINITION


INVE Investor.

BUYR Buyer.

SELL Seller.







AFFM Affirming party.

ALTE Alternate ID.






CODES















FORMAT


(Account Number)

PRESENCE

Optional

QUALIFIER



1 O SAFE N C3 A or B Securities Safekeeping Account

2 O CASH N A Cash Payment Account

DEFINITION



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



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 to this party.




FORMAT


PRESENCE

Optional



QUALIFIER






DEFINITION






FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





CODES










FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES


AMT2 Amounts.


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 C7 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


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 Actual cash amount posted to account.

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.

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




96. 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


AMT2 Amounts.




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES


STAT2 Status.



MT 586 Statement of Settlement Allegements


It is used to provide, as at a specified time, details of pending settlement allegements, for all or selected securities in a speci-fied safekeeping account.

This message may also be used to respond to a request for statement/status advice (ie, the MT 549) and to report that thereare pending settlement allegements.


MT 586 Statement of Settlement Allegements






5n/4!c 2

O 13a 13A

STAT Number Identifi-cation

Statement Number A or J : 4!c//3!c 3



----->


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













M 97a SAFE Account Safekeeping Account A or B 12



End of Sequence A General Information-----> Repetitive Optional Sequence B Allegement Details

M 16R Start of Block ALLDET 15

Optional Subsequence B1 Linkages






End of Subsequence B1 Linkages

O 25D ALLE Status Allegement Status :4!c/[8c]/4!c 20

O 94B TRAD Place Place of Trade :4!c/[8c]/4!c[/30x] 21 20

----->

M 98a 4!c Date/Time (see qualifier description) A, B or C 22 21

-----|

O 90a DEAL Price Deal Price A or B 23 22

O 99A DAAC Number Count Number of Days Accrued :4!c//[N]3!n 24 23


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

25 24






M 16R Start of Block FIA 26 25

----->

O 22F 4!c Indicator (see qualifier description) :4!c/[8c]/4!c 27 26

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


(see qualifier description) A, B or C 28 27

-----|


:4!c//3!a 29 28

----->

O 98A 4!c Date (see qualifier description) :4!c//8!n 30 29

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

O 92A 4!c Rate (see qualifier description) :4!c//[N]15d 31 30

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

O 13a 4!c Number Identifi-cation

(see qualifier description) A, B or K A or B 32 31

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

O 17B 4!c Flag (see qualifier description) :4!c//1!a 33 32

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

O 90a 4!c Price (see qualifier description) A or B 34 33

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





O 36B 4!c Quantity of Financial Instru-ment

(see qualifier description) :4!c//4!c/15d 35 34

-----|


:4!c//10*35x 36 35

M 16S End of Block FIA 37 36


M 22a 4!c Indicator (see qualifier description) F or H 38 37

-----|Mandatory Subsequence B3 Financial Instrument/Account

M 16R Start of Block FIAC 39 38

M 36B SETT Quantity of Financial Instru-ment

Quantity of Financial Instrument to be Settled

:4!c//4!c/15d 40 39

O 70D DENC Narrative Denomination Choice :4!c//6*35x 41 40

----->

O 13B CERT Number Identifi-cation

Certificate Number :4!c/[8c]/30x 42 41

-----|

O 97A CASH Account Cash Account :4!c//35x 43 42

M 16S End of Block FIAC 44 43

End of Subsequence B3 Financial Instrument/AccountOptional Subsequence B4 Repo Details

M 16R Start of Block REPO 45 44

O 98a TERM Date/Time Closing Date/Time A, B or C 46 45





----->

O 22F 4!c Indicator (see qualifier description) :4!c/[8c]/4!c 47 46

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

O 20C 4!c Reference (see qualifier description) :4!c//16x 48 47

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

O 92a 4!c Rate (see qualifier description) C or A 49 48

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

O 99B 4!c Number Count (see qualifier description) :4!c//3!n 50 49

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

O 19A 4!c Amount (see qualifier description) :4!c//[N]3!a15d 51 50

-----|

O 70C REPO Narrative Repurchase Narrative :4!c//4*35x 52 51

M 16S End of Block REPO 53 52

End of Subsequence B4 Repo DetailsMandatory Subsequence B5 Settlement Details

M 16R Start of Block SETDET 54 53

----->

M 22F 4!c Indicator (see qualifier description) :4!c/[8c]/4!c 55 54

-----|

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






-----|-----> Repetitive Mandatory Subsequence B5a Settlement Parties


----->

M 95a 4!c Party (see qualifier description) C, S, P, R or Q 57

-----|




----->

O 70a 4!c Narrative (see qualifier description) E, C or D 61

-----|


-----| End of Subsequence B5a Settlement Parties-----> Repetitive Optional Subsequence B5b Cash Parties

M 16R Start of Block CSHPRTY 63

----->

M 95a 4!c Party (see qualifier description) S, P, R or Q 64

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

O 97A 4!c Account (see qualifier description) :4!c//35x 65

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

O 70a 4!c Narrative (see qualifier description) E, C or D 66

-----|

M 16S End of Block CSHPRTY 67





-----| End of Subsequence B5b Cash Parties-----> Repetitive Optional Subsequence B5c Amounts

M 16R Start of Block AMT 68

----->


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

M 19A 4!c Amount (see qualifier description) :4!c//[N]3!a15d 70 69

-----|

O 98a VALU Date/Time Value Date/Time A or C 71 70

O 92B EXCH Rate Exchange Rate :4!c//3!a/3!a/15d 72 71

M 16S End of Block AMT 73 72

-----| End of Subsequence B5c Amounts

M 16S End of Block SETDET 74 73

End of Subsequence B5 Settlement Details

M 16S End of Block ALLDET 75 74

-----| End of Sequence B Allegement DetailsOptional Sequence C Additional Information

M 16R Start of Block ADDINFO 76 75

----->

O 95a 4!c Party (see qualifier description) C, P, Q, R or S 77 76

-----|

M 16S End of Block ADDINFO 78 77








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 B is...

N Not allowed

Y Mandatory

C2

If the instruction is against payment (:22H::PAYM//APMT) then it is mandatory to specify a Settlement Amount (field:19A::SETT). This rule applies to sequence B (Error code(s): E83).

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

Then subsequence B5c is... And in one occurrence of subse-quence B5c field :19A::SETT

APMT Mandatory Mandatory

Not equals APMT Optional Optional

C3

Within each occurrence of sequence B the following amount fields cannot appear in more than one occurrence of theamounts subsequence B5c (Error code(s): E87):

Subsequence B5c

:19A::ACRU

:19A::CHAR

:19A::COUN

:19A::DEAL



Subsequence B5c

: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

:19A::ANTO

C4

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. Thischeck applies within each occurrence of subsequence B5c (Error code(s): E62).



Subsequence B5cif field :92B::EXCH is...

Subsequence B5cthen field :19A::RESU is...

Present Mandatory


C5

The following party fields cannot appear more than once in the same occurrence of sequence B (Error code(s): E84):

Subsequence B5a Subsequence B5b

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

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

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

: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



Subsequence B5a Subsequence B5b

:95a::REI6

:95a::REI7

:95a::REI8

:95a::REI9

:95a::SELL

C6

Within each occurrence of sequence B, if the allegement is a delivery (:22H::REDE//DELI in sequence B), then it is mandatory to specify a delivering agent: one occurrence of sequence B5a Settlement Parties must contain party field:95a::DEAG (Error code(s): E85).

Within each occurrence of sequence B, if the allegement is a receipt (:22H::REDE//RECE in sequence B), then it is mandatory to specify a Receiving Agent: One occurrence of sequence B5a Settlement Parties must contain party field:95a::REAG (Error code(s): E85).


then in the same occurrence of seq. B, in one occurrence of seq. B5a field :95a::DEAG

DELI Must be present


then in the same occurrence of seq. B, in one occurrence of seq. B5a field :95a::REAG

RECE Must be present

C7

If a qualifier from the list deliverers is present in a subsequence B5a, 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 subsequence B5, the following scenarios must be validated:

If :95a::DEI9 is present in subseq B5a, then :95a::DEI8 must be present in another subseq B5a.If :95a::DEI8 is present in subseq B5a, then :95a::DEI7 must be present in another subseq B5a.If :95a::DEI7 is present in subseq B5a, then :95a::DEI6 must be present in another subseq B5a.If :95a::DEI6 is present in subseq B5a, then :95a::DEI5 must be present in another subseq B5a.If :95a::DEI5 is present in subseq B5a, then :95a::DEI4 must be present in another subseq B5a.If :95a::DEI4 is present in subseq B5a, then :95a::DEI3 must be present in another subseq B5a.If :95a::DEI3 is present in subseq B5a, then :95a::DEI2 must be present in another subseq B5a.If :95a::DEI2 is present in subseq B5a, then :95a::DEI1 must be present in another subseq B5a.If :95a::DEI1 is present in subseq B5a, then :95a::DECU must be present in another subseq B5a.If :95a::DECU is present in subseq B5a, then :95a::SELL must be present in another subseq B5a.



If a qualifier from the list receivers is present in a subsequence B5a, 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 B5, the following scenarios must be validated:

If :95a::REI9 is present in subseq B5a, then :95a::REI8 must be present in another subseq B5a.If :95a::REI8 is present in subseq B5a, then :95a::REI7 must be present in another subseq B5a.If :95a::REI7 is present in subseq B5a, then :95a::REI6 must be present in another subseq B5a.If :95a::REI6 is present in subseq B5a, then :95a::REI5 must be present in another subseq B5a.If :95a::REI5 is present in subseq B5a, then :95a::REI4 must be present in another subseq B5a.If :95a::REI4 is present in subseq B5a, then :95a::REI3 must be present in another subseq B5a.If :95a::REI3 is present in subseq B5a, then :95a::REI2 must be present in another subseq B5a.If :95a::REI2 is present in subseq B5a, then :95a::REI1 must be present in another subseq B5a.If :95a::REI1 is present in subseq B5a, then :95a::RECU must be present in another subseq B5a.If :95a::RECU is present in subseq B5a, then :95a::BUYR must be present in another subseq B5a.













C8



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



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




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



C9

In subsequence B5a, if field :95a::PSET is present, then field :97a::SAFE is not allowed in the same sequence (Errorcode(s): E52).

Subsequence B5aif field :95a::PSET is...

Subsequence B5athen field :97a::SAFE is...



MT 586 Usage RulesThe 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 latest statement sent.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





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




STAT Statement Date/Time

Date/time on which the statement is based (reflecting situation at that date).





FORMAT


PRESENCE

Optional

QUALIFIER



1 O SFRE N F Statement Frequency Indicator

2 O CODE N F Complete/Updates Indicator



DEFINITION


CODE Complete/Updates Indicator

Whether the report is complete or contains changes only.

SFRE StatementFrequency Indicator

Frequency of the report.

CODES

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

ADHO Ad-Hoc Statement is being sent as part of a requested report (on special request by the Receiver).

DAIL Daily Statement is part of a daily report (once per day, end-of-day report).

INDA Intra-Day Statement is part of an intra-day report (multiple reports during the day).

MNTH Monthly Statement is part of a monthly report (once per month).

WEEK Weekly 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 Statement gives complete information (including information (positions, instruction statuses) which is unchanged).

DELT Delta Statement contains changes which have not yet been reported (delta report, ie,changes only).


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



1 M SAFE N A, B Safekeeping Account

DEFINITION



Safekeeping account against which the allegement is done.


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


ALLDET Allegement Details.


FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



USAGE RULES





FORMAT


PRESENCE


QUALIFIER









or COLR N C Collateral Reference

DEFINITION








Reference assigned to the reported transaction by the account servicer.

COLR Collateral Reference Reference identifying a collateral transaction linked to the settlement transac-tion.






FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


LINK Linkages.

20. Field 25D: Status: Allegement Status

FORMAT


PRESENCE

Optional

QUALIFIER



1 O ALLE N D Allegement Status

DEFINITION


ALLE Allegement Status This is the status of the allegement reported in a delta statement of allege-ments.



CODES

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

REMO Removed The allegement has been removed since the previous delta statement.

CAND Cancelled The allegement has been cancelled since the previous delta statement.

USAGE RULES

Unless differently bilaterally agreed, field 25D Allegement Status is only to be used for DELTA (field 22F::CODE//DELT) statements. In a complete statement (field 22F::CODE//COMP), a removed or cancelled allegement will no longer be reported.

21. Field 94B: Place: Place of Trade

FORMAT


PRESENCE

Optional

QUALIFIER



1 O TRAD N B Place of Trade

DEFINITION


TRAD Place of Trade Place at which the order was traded.

CODES

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.

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


QUALIFIER



1 M SETT N A, B, C Settlement Date/Time


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

DEFINITION



Date/time at which the securities are to be exchanged.


ADEL Late Delivery Date/Time

For TBA’s, date greater than the settlement date stated in the trade.



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

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





USAGE RULES

ADEL, Late delivery date is used for TBA’s. It is a date greater than the settlement date stated in the trade, for poolsdesigned as settling late.

23. Field 90a: Price: Deal Price

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








USAGE RULES





FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





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

USAGE RULES



FORMAT



PRESENCE




DEFINITION





USAGE RULES








FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES






FORMAT


PRESENCE

Optional

QUALIFIER











DEFINITION


FORM Form of Securities Registered or bearer form of securities.


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

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.


PADI Payment Direction Indica-tor

The direction of capital repayment for asset backed securities.



CFRE Variable Rate Change Frequency

The frequency of changes to the variable rate of a fixed income instru-ment.

CODES


A001 31/360.

A002 31/365.

A003 31/Actual.

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

BEAR Bearer Security.

REGD Registered Security.

CODES









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 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 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






CODES









FORMAT



PRESENCE

Optional

QUALIFIER








DEFINITION



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




FORMAT


PRESENCE

Optional



QUALIFIER




DEFINITION






30. Field 98A: Date

FORMAT


PRESENCE

Optional

QUALIFIER

















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.



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



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




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

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





31. 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










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 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.



33. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER










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.

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.



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

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 as an amount (option B) or as a percentage (option A).

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

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



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

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

CODES






CODES








USAGE RULES



FORMAT




PRESENCE

Optional

QUALIFIER








DEFINITION











CODES







CODES






FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION


FIAN Financial Instru-ment Attribute Narrative

Additional information about the financial instrument.




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE


QUALIFIER



1 O RPOR N F Reporting Indicator








DEFINITION


PAYM Payment Indicator Whether settlement is free or against payment.



RPOR Reporting Indicator Whether trade is to be reported to other parties.

PROC Processing Indicator Additional information relative to the processing of the trade.

PRIR Priority Indicator Execution priority of the instruction.

TTCO Trade Transaction Condition Indicator

The conditions under which the order/trade was executed.

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


DELI Deliver.

RECE Receive.

CODES


APMT Against Payment.

FREE Free of Payment.



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


CODES


BCRO Result of option when set (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.





FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES



40. 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

Total quantity of financial instrument to be settled.

CODES







41. 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.



42. Field 13B: Number Identification: Certificate Number

FORMAT


PRESENCE

Optional

QUALIFIER



1 O CERT R B Certificate Number

DEFINITION


CERT Certificate Number 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.

43. Field 97A: Account: Cash Account

FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION


CASH Cash Account Account from/to which a payment is to be/has been done.


FORMAT

Option S 16c

PRESENCE

Mandatory

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 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



1 O RERT N F Repurchase Rate Type



DEFINITION




RERT Repurchase Rate Type

Whether the rate is fixed or variable.



CODES


A001 31/360.

A002 31/365.

A003 31/Actual.

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.









FORMAT




PRESENCE

Optional

QUALIFIER



1 O SECO N C Second Leg Reference

2 O REPO N C Repo Reference

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).



49. 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


REPO Repurchase Rate Rate to be used to calculate the repurchase amount.

RSPR Repurchase Spread Interest Rate

Margin over or under an index that determines the repurchase rate.

VASU Variable Rate Support

Index or support rate used together with the spread to calculate the repurchase rate.

Rate Name specifies the reference rate or basis rate on which a variable rate is based.




USAGE RULES


50. 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 Total Number of Collateral Instruc-tions

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


5 O DEAL N A Deal Amount

DEFINITION


ACRU Accrued Interest Amount Accrued Interest Amount (for second leg).

DEAL Deal Amount Deal Amount (for second leg).

FORF Forfeit Repurchase Amount

Fixed amount which has to be paid (instead of interest) in case of a recall(or at the closing date instead of an interest). recall.

REPA Repurchase Amount Cash amount to be settled in the second part of the repo.

REPP Repurchase Premium Amount

Difference between the cash movement of the first part and the secondpart of the repurchase agreement.







USAGE RULES


52. Field 70C: Narrative: Repurchase Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O REPO N C Repurchase Narrative

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



55. Field 22F: Indicator: Type of Settlement Transaction

FORMAT


PRESENCE

Mandatory



QUALIFIER



1 M SETR N F Type of Settlement Transaction












DEFINITION








STAM Stamp Duty Indica-tor





















CODES









OWNE External Account Transfer.











OWNE External OwnAccount Transfer.













CODES






















CODES





CODES

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

CODES








CODES






CODES






CODES




CHEC Cheque


GBSC UK Domestic





USCH CHIPS (US)

USFW Fedwire (US)


CODES




CODES




CODES







CODES






USAGE RULES

The Qualifier SETR is to be used with code PREA (Preadvice) only in communications between CSD/ICSD and their participants.


The Qualifier SETR is to be used with code PREA (Preadvice) only in communications between CSD/ICSD and their participants.

55. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION




CODES


N No.

Y Yes.




FORMAT

Option R 16c

PRESENCE

Mandatory

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)Option S :4!c/[8c]/4!c/2!a/30x (Qualifier) (Data Source Scheme) (Type of ID) (Country


PRESENCE

Mandatory

QUALIFIER




or DEAG N C5, C6 P, Q, R Delivering Agent















Place of Settlement

or REAG N C5, C6 P, Q, R Receiving Agent













DEFINITION





BUYR Buyer.
























SELL Seller.



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.





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

CODES


















USAGE RULES





FORMAT


(Account Number)

PRESENCE

Conditional (C9)

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


PRESENCE

Optional

QUALIFIER







DEFINITION


DECL Declaration Details Declaration details relative to the party.




Narrative of the contact unit or person responsible for the transaction at theparty 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 C5 P, Q, R Account With Institution

or BENM N C5 P, Q, R Beneficiary of Money

or PAYE N C5 P, Q, R Paying Institution


DEFINITION








PAYE Paying Institution Specifies the party from whose account the payment needs to be done.








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).


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.






FORMAT


PRESENCE

Optional

QUALIFIER










DEFINITION


DECL Declaration Details Declaration details relative to the party in the sequence.


Narrative of the contact unit or person responsible for the transaction at theparty defined in the party sequence.

PART Party Narrative Additional information for the party defined in the party sequence.



FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


AMT Amount.

69. Field 17B: Flag

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION






CODES


N No.

Y Yes.

USAGE RULES

Flag is only to be used in a sequence B5c 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 C3 A Accrued Interest Amount

or CHAR N C3 A Charges/Fees

or COUN N C3 A Country, National Federal Tax

or DEAL N C3 A Trade Amount

or EXEC N C3 A Executing Broker’s Amount

or ISDI N C3 A Issue Discount/Allowance

or LEVY N C3 A Payment Levy Tax

or LOCL N C3 A Local Tax

or LOCO N C3 A Local Broker’s Commission

or MARG N C3 A Margin

or OTHR N C3 A Other Amount




or POST N C3 A Postage Amount

or REGF N C3 A Regulatory Amount

or SETT N C2, C3 A Settlement Amount

or SHIP N C3 A Shipping Amount

or SPCN N C3 A Special Concessions Amount

or STAM N C3 A Stamp Duty

or STEX N C3 A Stock Exchange Tax

or TRAN N C3 A Transfer Tax

or TRAX N C3 A Transaction Tax

or VATA N C3 A Value Added Tax

or WITH N C3 A Withholding Tax

or COAX N C3 A Consumption Tax

or ACCA N C3 A Accrued Capitalisation

or ANTO N C3 A Net Gain/Loss



DEFINITION


ACRU Accrued Interest Amount The interest amount that has been accrued in between couponpayment periods.


COUN Country, National Federal Tax Country, national, or federal tax.


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 Commission Local broker’s commission.

MARG Margin Margin amount.

OCMT Original Currency and Ordered Amount

Posting/Settlement amount in its original currency when conver-sion from/into euro has occurred.


POST Postage Amount Postage Amount.



SETT Settlement Amount The total amount of money paid/to be paid or received inexchange for the securities.

SHIP Shipping Amount Shipping, including insurance, etc.

SPCN Special Concessions Amount The amount of commission, drawdown or other reduction fromor in addition to the deal price.



TRAN Transfer Tax Transfer tax.



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.

ACCA Accrued Capitalisation Accrued Capitalisation.

ANTO Net gain/loss The net gain/loss amount which is paid/received when instruc-tions are paired off. Netting is also done in the settlement of other financial instruments, eg, TBA’s.







USAGE RULES


71. Field 98a: Date/Time: Value Date/Time

FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION


EXCH Exchange Rate Exchange rate between the Amount and the Resulting Amount.




USAGE RULES



FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


AMT Amount.




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


ALLDET Allegement Details.


FORMAT

Option R 16c



PRESENCE


DEFINITION


CODES




FORMAT



PRESENCE

Optional

QUALIFIER



1 O INVE N C, P, Q, R Investor



4 O EXCH N P, Q, R Stock Exchange

5 O TRRE N P, Q, R Trade Regulator


7 O TRAG N P, Q, R Triparty Agent



DEFINITION






INVE Investor Party identified as the investor.

EXCH Stock Exchange Stock exchange.

TRRE Trade Regulator Trade regulator.



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

Option S 16c

PRESENCE


DEFINITION


CODES


ADDINFO Additional Information



MT 587 Depositary Receipt Instruction

MT 587 ScopeThis message is sent by an instructing party, eg, a broker-dealer, to a depositary bank or its authorised representative. It mayalso be sent by an owner of a depositary receipt to its custodian.

It is used to instruct the issuance or release of a depositary receipt from/to ordinary shares, or to instruct the conversion fromone type of depositary receipt to another. It may also be used to:

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


MT 587 Depositary Receipt Instruction







----->

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

H or F 4

-----|


(see qualifier descrip-tion)

B, A or C 5


O 17B PRER Flag Pre-Release Flag :4!c//1!a 7










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

:4!c//16x 11





Mandatory Sequence B Details of Depositary Receipt

M 16R Start of Block DRDETL 14


----->

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

A or C 16

-----|

-----> Repetitive Mandatory Subsequence B1 Details of Financial Instrument

M 16R Start of Block FIDETL 17


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

18

Optional Subsequence B1a Financial Instrument Attributes




B, A or C 20


:4!c//3!a 21

----->

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

:4!c//8!n 22

-----|

----->





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

:4!c//[N]15d 23

-----|

----->



:4!c//4!c/15d 24

-----|


End of Subsequence B1a Financial Instrument Attributes

O 36B QSEC Quantity of Finan-cial Instrument

Quantity of Securities :4!c//4!c/15d 26

O 92D CONV Rate Conversion Ratio :4!c//15d/15d 27

M 16S End of Block FIDETL 28

-----| End of Subsequence B1 Details of Financial Instrument

M 16S End of Block DRDETL 29

End of Sequence B Details of Depositary Receipt

-----> Repetitive Mandatory Sequence C Depositary Receipt Parties

M 16R Start of Block DRPRTY 30

----->

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

P, R, Q or S 31

-----|

----->

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

:4!c//35x 32

-----|

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

:4!c//10*35x 33

M 16S End of Block DRPRTY 34





-----| End of Sequence C Depositary Receipt Parties

Optional Sequence D Legal Restrictions/Additional Information


----->


:4!c//10*35x 36

-----|

----->

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

P, R or Q 37

-----|

----->

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

:4!c//[N]3!a15d 38

-----|


End of Sequence D Legal Restrictions/Additional Information



If the depositary receipt type (Field :22H::DERE) specifies a program conversion, then Conversion To (Field:22F::CNVT) and Conversion From (Field :22F::CNVF) must be specified and the Type of Financial Instrument (Field12a) must not be present.

If the depositary receipt type (Field 22H::DERE) does not specify a program conversion, then the Type of Financial Instrument (Field 12a) must be present.

These checks apply to sequence A (Error code(s): E97).



Sequence Aif in field :22H::DERE

Indicator is...

Sequence Athen field

:22F::CNVT is...


:22F::CNVF is...

Sequence Athen field 12a is...

CONV Mandatory Mandatory Not allowed

CONV Optional Optional Mandatory

C2

The following date/time fields cannot appear more than once in sequence B (Error code(s): E63):

Sequence B

:98a::ISSU

:98a::RELD

C3



Then subsequence A1 is...

and in minimum one occurrence of subse-quence A1 field :20C::PREV is...

CANC Mandatory, ieminimum one occur-rence of A1

Mandatory (note: it does not need to be presentin all occurrences of A1)

not CANC Optional Optional

MT 587 Usage RulesThis message must not be used for instruction(s) concerning a corporate action event related to a depositary receipt.The MT 565 Corporate Action Instruction should be used for this purpose.When the MT 587 is sent to request a cancellation of a previously sent instruction, field 23G must contain the functionto cancel, the Linkage Subsequence must contain the reference of the instruction to be cancelled, and the rest of themessage must contain a copy of at least the mandatory fields of the instruction to be cancelled.The Receiver of a request for cancellation must advise the requesting party that the request has been accepted or deniedusing a MT 589 Depositary Receipt Status and Processing 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


CODU Copy Duplicate This message is being sent as a copy, for information purposes and themessage is a duplicate of a message previously sent.

COPY Copy This message is being sent as a copy, for information purposes.


USAGE RULES





FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M DERE N H Depositary Receipt Type

2 O CNVF N C1 F Conversion From Indicator

3 O CNVT N C1 F Conversion To Indicator


DEFINITION


CNVF Conversion From Indicator

Type of depositary receipt from which the conversion will take place.

CNVT Conversion To Indi-cator

Type of depositary receipt to which the conversion will take place.

DERE Depositary Receipt Type

Whether depositary receipt is an issue, release or conversion.

PRIR Priority Indicator Execution priority of depositary receipt.

CODES


CODES

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

CONV Program Conver-sion

This is a program conversion, ie, between two types of depositary receipts.



ISSU Issue This is an issue of a depositary receipt

RELE Release This is a release of a depositary receipt.

RELS Release with Sale This is a release of a depositary receipt, with a sale of the underlying ordinary shares.

CODES

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

AMDR American Deposi-tary Receipt

This is a conversion to/from an American depositary receipt.

EUDR European Deposi-tary Receipt

The financial instrument is a European depositary receipt (EDR) and repre-sents ownership of shares in a non-European Union company, quoted andtraded in euro on a European stock exchange.

GLDR Global Depositary Receipt

This is a conversion to/ from a global depositary receipt.

INDR International Depositary Receipt

This is a conversion to/from an international depositary receipt.

RADR Restricted American Depositary Receipt(Rule 144A)

This is a conversion to/from an restricted American depositary receipt.


FORMAT



PRESENCE

Conditional (C1)

QUALIFIER







or DRTY N B Depositary Receipt Type

DEFINITION



DRTY Depositary Receipt Type

Type of related depositary receipt.

CODES

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


The financial instrument is an American depositary receipt (ADR).




The financial instrument is a global depositary receipt (GDR).


The financial instrument is an international depositary receipt (IDR).


The financial instrument is a restricted American depositary receipt (RADR).

USAGE RULES




FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION







7. Field 17B: Flag: Pre-Release Flag

FORMAT


PRESENCE

Optional

QUALIFIER



1 O PRER N B Pre-Release Flag

DEFINITION


PRER Pre-Release Flag Whether the message contains a pre-release of a depositary receipt.



CODES


N No.

Y Yes.


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


DRDETL Depositary Receipt Details


FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





FORMAT




PRESENCE

Mandatory

QUALIFIER



1 M ISSU N C2 A, C Issue Date/Time

or RELD N C2 A, C Release Date/Time

2 O ISSU N C2 A, C Issue Date/Time


DEFINITION


ISSU Issue Date/Time Date/time security was issued.

RELD Release Date/Time Release date/time of new securities or funds.





FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION




CODES


FIDETL Details of Financial Instrument


FORMAT



PRESENCE

Mandatory

DEFINITION





USAGE RULES










FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


FIA Financial Instrument Attributes


FORMAT



PRESENCE

Optional

QUALIFIER





DEFINITION







CODES

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








The financial instrument is an International Depositary Receipt (IDR).



USAGE RULES




FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER








6 O OPTI N A Option Date

DEFINITION










OPTI Option Date Option date of the related financial instrument.



23. Field 92A: Rate

FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION


INTR Interest Rate 1. The ratio of the amount of interest paid during a certain period of time tothe principal amount of interest bearing security.








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION










CODES








FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES



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

FORMAT


PRESENCE

Optional



QUALIFIER



1 O QSEC N B Quantity of Securities

DEFINITION


QSEC Quantity of Securi-ties

Quantity of securities.

CODES







27. Field 92D: Rate: Conversion Ratio

FORMAT

Option D :4!c//15d/15d (Qualifier) (Quantity) (Quantity)

PRESENCE

Optional

QUALIFIER



1 O CONV N D Conversion Ratio



DEFINITION


CONV Conversion Ratio Ratio to be used in converting the ordinary shares to the depositary receipt shares.




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


FIDETL Details of Financial Instrument


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION




CODES


DRDETL Depositary Receipt Details


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


DRPRTY Depositary Receipt Parties


FORMAT



PRESENCE

Mandatory

QUALIFIER



1 M BENE N P, Q, R Beneficiary




or DEBA N P, Q, R Depositary Bank

or DRCU N P, Q, R Depositary Bank’s Custodian

or DRDE N P, Q, R Depositary Receipt Deliverer

or DRRE N P, Q, R Depositary Receipt Receiver

or INST N P, Q, R Instructing Party

or ORCU N P, Q, R Ordinary’s Custodian

or ORDE N P, Q, R Ordinary’s Deliverer

or ORRE N P, Q, R Ordinary’s Receiver


DEFINITION



BENE Beneficiary.

DEBA Depositary Bank.

DRCU Depositary Bank’s Custodian.

DRDE Depositary Receipt Deliverer.

DRRE Depositary Receipt Receiver.

INST Instructing Party.

ORCU Ordinary’s Custodian.

ORDE Ordinary’s Deliverer.

ORRE Ordinary’s Receiver.








CODES

















FORMAT


PRESENCE

Optional

QUALIFIER











DEFINITION


CASH Cash Account Account from/to which a payment is to be/has been done and which is held bythe party specified in this sequence.







33. Field 70E: Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O PACO N E Party Contact Narrative

or PART N E Party Narrative



DEFINITION






FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES






FORMAT


PRESENCE

Optional

QUALIFIER



1 O ADTX R E Additional Text

2 O LEGL R E Legal Restrictions

3 O PACO R E Party Contact Narrative

4 O PART R E Party Narrative

5 O PREL R E Pre-Release Details

6 O REGI R E Registration Details

7 O AMNT R E Amount Description

8 O DECL R E Declaration Details

DEFINITION


ADTX Additional Text Additional information about the depositary receipt.

AMNT Amount Description Additional information about the amount specified in the cash amounts.

DECL Declaration Details Certification details for the depositary receipts.

LEGL Legal Restrictions Legal restrictions with respect to the depositary receipt.




PREL Pre-Release Details Information about the pre-release.





FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION













FORMAT


PRESENCE

Optional

QUALIFIER



1 O CHAR N A Charges/Fees


DEFINITION


CHAR Charges/Fees Charges/fees applied to the transaction.

OCMT Original Currencyand Ordered Amount

Original currency and ordered amount.





USAGE RULES





FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 588 Depositary Receipt Confirmation

MT 588 ScopeThis message is sent by a depositary bank or its authorised representative to an instructing party, eg, a broker-dealer. It mayalso be sent by a custodian to an owner of a depositary receipt.

It is used to confirm the issuance or release of a depositary receipt from/to ordinary shares, or to confirm the conversionfrom one type of depositary receipt to another, and to provide details concerning cash movements associated with the processing of the depositary receipt. It may also be used to:

reverse a previously sent depositary receipt confirmationre-send a depositary receipt confirmation previously sentprovide a third party with a copy of the message (be it the depositary receipt confirmation or reversal of a previouslysent depositary receipt confirmation) being sent.


MT 588 Depositary Receipt Confirmation







----->


-----|


(see qualifier description) B, A or C 5


M 17B PRER Flag Pre-Release Flag :4!c//1!a 7















Mandatory Sequence B Details of Depositary Receipt



----->


-----|

-----> Repetitive Mandatory Subsequence B1 Details of Financial Instrument



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

18

Optional Subsequence B1a Financial Instrument Attributes





:4!c//3!a 21

----->


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


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







-----|


End of Subsequence B1a Financial Instrument Attributes

O 36B QSEC Quantity of Finan-cial Instrument


O 92D CONV Rate Conversion Ratio :4!c//15d/15d 27


-----| End of Subsequence B1 Details of Financial Instrument


End of Sequence B Details of Depositary Receipt-----> Repetitive Optional Sequence C Pre-Release Details

M 16R Start of Block PREDET 30


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

31

Optional Subsequence C1 Financial Instrument Attributes





:4!c//3!a 34

----->


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


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







-----|


End of Subsequence C1 Financial Instrument Attributes

O 36B PREQ Quantity of Finan-cial Instrument

Pre-Release Quantity :4!c//4!c/15d 39

O 70E PREL Narrative Pre-Release Narrative :4!c//10*35x 40

-----> Repetitive Optional Subsequence C2 Pre-Release Amounts

M 16R Start of Block AMT 41

----->


-----|


M 16S End of Block AMT 44

-----| End of Subsequence C2 Pre-Release Amounts

M 16S End of Block PREDET 45

-----| End of Sequence C Pre-Release Details-----> Repetitive Mandatory Sequence D Depositary Receipt Parties


----->

M 95a 4!c Party (see qualifier description) P, R, Q or S 47

-----|


O 70E 4!c Narrative (see qualifier description) :4!c//10*35x 49






-----| End of Sequence D Depositary Receipt Parties-----> Repetitive Optional Sequence E Cash Movements

M 16R Start of Block CASHMOVE 51

M 22H CRDB Indicator Credit/Debit Indicator :4!c//4!c 52

-----> Repetitive Optional Subsequence E1 Cash Parties

M 16R Start of Block CSHPRTY 53

----->

O 95a 4!c Party (see qualifier description) S, P, R or Q 54

-----|

O 97A 4!c Account (see qualifier description) :4!c//35x 55

----->


-----|

M 16S End of Block CSHPRTY 57

-----| End of Subsequence E1 Cash Parties----->


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

O 98a 4!c Date/Time (see qualifier description) A or C 59

-----|


M 16S End of Block CASHMOVE 61

-----| End of Sequence E Cash MovementsOptional Sequence F Legal Restrictions/Additional Information


----->






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

O 95a 4!c Party (see qualifier description) P, R or Q 64

-----|


End of Sequence F Legal Restrictions/Additional Information



If the depositary receipt type (field :22H::DERE) specifies a program conversion, Conversion To (field :22F::CNVT)and Conversion From (field :22F::CNVF) must be specified and the type of financial instrument (field 12a) must not be present.

If the depositary receipt type (field 22H::DERE) does not specify a program conversion, the type of financial instru-ment (field 12a) must be present.


Sequence Aif in field :22H::DERE Indica-

tor is...


:22F::CNVT is...


:22F::CNVF is...

Sequence Athen field 12a is ...


Not equal CONV Optional Optional Mandatory

C2

If an exchange rate is present (field :92B::EXCH), the corresponding resulting amount (field :19A::RESU) must bepresent in the same (sub)sequence. If the exchange rate is not present, the resulting amount is not allowed (Errorcode(s): E62).

These checks apply to (sub)sequences C2 and E.

Subsequence C2if field :92B::EXCH is...

Subsequence C2then field :19A::RESU is...

Present Mandatory



Subsequence C2if field :92B::EXCH is...

Subsequence C2then field :19A::RESU is...


Sequence Eif field :92B::EXCH is...

Sequence Ethen field :19A::RESU is...

Present Mandatory


C3

If the pre-release flag (field :17B::PRER) is set, sequence C Pre-Release Details must also be present. If the pre-releaseflag is not set, sequence C Pre-Release Details must not be present (Error code(s): E98).

Sequence Aif field :17B::PRER is...

Then sequence C is...

Y Mandatory

N Not allowed

C4

The following date/time fields cannot appear more than once in sequence B (Error code(s): E63):

Sequence B

:98a::ISSU

:98a::RELD

C5

If the message is a reversal, ie, Function of the Message (field 23G) is REVR, then subsequence A1 Linkages must bepresent 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).

Sequence Aif field :23G: is ...

Then subsequence A1 is ... and in minimum one occurrence of subsequenceA1 field :20C::PREV is ...

REVR Mandatory, ie minimum one occurrence of A1

Mandatory (note: it does not need to be present inall occurrences of A1)

not REVR Optional Optional



MT 588 Usage RulesThis message must not be used as a confirmation concerning a corporate action event related to a depositary receipt.The MT 566 Corporate Action Confirmation is to be used for this purpose.When the MT 588 is sent to reverse a previously sent confirmation, field 23G must contain the function to reverse, thelinkage subsequence must contain the reference of the confirmation which is being reversed, and the rest of themessage must contain details of the reversal.



FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER






DEFINITION






FORMAT


PRESENCE

Mandatory

DEFINITION


CODES


NEWM New New confirmation

REVR Reverse Reversal of a posting on a previously sent confirmation

CODES

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



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



USAGE RULES

To reverse a posting on a previously sent message, Function is REVR. The reference in the linkage sequence must containthe Sender’s reference of the message to be reversed.


FORMAT


PRESENCE

Mandatory

QUALIFIER






DEFINITION








CODES








ISSU Issue This is an issue of a depositary receipt.



CODES







This is a conversion to/from a global depositary receipt.




This is a conversion to/from a restricted American depositary receipt.


FORMAT

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

Description)Option C :4!c//6!c (Qualifier) (CFI Code)

PRESENCE

Conditional (C1)



QUALIFIER





DEFINITION





CODES

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









RADR Restricted American Depositary Receipt


USAGE RULES






FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



Date/time at which the message was prepared.




7. Field 17B: Flag: Pre-Release Flag

FORMAT


PRESENCE

Mandatory

QUALIFIER





1 M PRER N B Pre-Release Flag

DEFINITION


PRER Pre-Release Flag Whether this confirmation applies to a pre-release request.

CODES


N No

Y Yes


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








USAGE RULES

If field 23G Function of the Message is REVR, Reference must contain the Sender’s reference of the message to be reversed.


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


DRDETL Depositary Receipt Details.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION





FORMAT


PRESENCE

Mandatory

QUALIFIER



1 M ISSU N C4 A, C Issue Date/Time


2 O ISSU N C4 A, C Issue Date/Time


3 O SETT N A, C Settlement Date/Time

DEFINITION


ISSU Issue Date/Time Date/time the security was issued.



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







FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


FIDETL Details of Financial Instrument.


FORMAT



PRESENCE

Mandatory

DEFINITION







USAGE RULES








FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT





PRESENCE

Optional

QUALIFIER





DEFINITION





CODES












USAGE RULES






FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION







FORMAT


PRESENCE

Optional

QUALIFIER











DEFINITION








OPTI Option Date Option date of the related financial 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.






USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER









DEFINITION








CODES








FORMAT

Option S 16c



PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER



1 O QSEC N B Quantity of Securities

DEFINITION




CODES









27. Field 92D: Rate: Conversion Ratio

FORMAT

Option D :4!c//15d/15d (Qualifier) (Quantity) (Quantity)

PRESENCE

Optional

QUALIFIER



1 O CONV N D Conversion Ratio

DEFINITION


CONV Conversion Ratio Ratio to be used in converting ordinary shares to depositary receipt shares.




FORMAT

Option S 16c



PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE




DEFINITION


CODES


PREDET Pre-Release Details.


FORMAT



PRESENCE

Optional

DEFINITION





USAGE RULES










FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT



PRESENCE

Optional

QUALIFIER







DEFINITION





CODES












USAGE RULES




FORMAT


PRESENCE

Optional



QUALIFIER




DEFINITION



Currency in which the security was issued.




FORMAT


PRESENCE

Optional

QUALIFIER











DEFINITION



EXPI Expiry Date Expiration date of a privilege which may be exercised, according to the termsof a securities issue.





OPTI Option Date Option date of related financial instrument.



36. 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.








USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION










CODES








FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES



39. Field 36B: Quantity of Financial Instrument: Pre-Release Quantity

FORMAT


PRESENCE

Optional



QUALIFIER



1 O PREQ N B Pre-Release Quantity

DEFINITION


PREQ Pre-Release Quan-tity

Pre-release quantity.

CODES







40. Field 70E: Narrative: Pre-Release Narrative

FORMAT


PRESENCE

Optional

QUALIFIER



1 O PREL N E Pre-Release Narrative



DEFINITION


PREL Pre-Release Narra-tive

Additional information about the pre-release details.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


AMT Pre-Release Amounts.


FORMAT


PRESENCE


QUALIFIER



1 M CHAR N A Charges/Fees

or PREC N A Pre-Release Cash Amount






DEFINITION


CHAR Charges/Fees Charges/fees applied to the transaction.


Posting/settlement amount in its original currency when conversion from/intoeuro has occurred.

PREC Pre-Release Cash Amount

Cash required in order to pre-release.






USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION







FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


AMT Pre-Release Amounts.


FORMAT

Option S 16c

PRESENCE


DEFINITION




CODES


PREDET Pre-Release Details.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


DRPRTY Depositary Receipt Parties.


FORMAT



PRESENCE

Mandatory

QUALIFIER
















DEFINITION


ALTE Alternate Identification

BENE Beneficiary

DEBA Depositary Bank

DRCU Depositary Bank’s Custodian

DRDE Depositary Receipt Deliverer

DRRE Depositary Receipt Receiver

INST Instructing Party

ORCU Ordinary’s Custodian

ORDE Ordinary’s Deliverer

ORRE Ordinary’s Receiver








CODES

















FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION





FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION






FORMAT

Option S 16c



PRESENCE

Mandatory

DEFINITION


CODES


DRPRTY Depositary Receipt Parties.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES


CASHMOVE Cash Movements.

52. Field 22H: Indicator: Credit/Debit Indicator

FORMAT

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

PRESENCE




QUALIFIER



1 M CRDB N H Credit/Debit Indicator

DEFINITION


CRDB Credit/Debit Indica-tor

Whether amount is a debit or credit.

CODES

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

CRED Credit

DEBT Debit


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES






FORMAT



PRESENCE

Optional

QUALIFIER



1 O ACCW N P, Q, R Account With Institution

or BENM N P, Q, R Beneficiary of Money


DEFINITION








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







CODES
















If qualifier ACCW is present, the BIC must not be a BEI, ie, must not be of subtype BEID, MCCO, TRCO or TESP orTRCO (Error code(s): C05).


FORMAT


PRESENCE

Optional

QUALIFIER







or CHAR N A Charges Account

or COMM N A Commission Account

or TAXE N A Tax Account

DEFINITION








FORMAT


PRESENCE

Optional

QUALIFIER




2 O PART N E Party Narrative



DEFINITION






FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE


QUALIFIER




2 O GRSS N A Gross Amount




3 O NETT N A Net Cash Amount



6 O CHAR N A Charges/Fees

7 O EXEC N A Executing Broker’s Amount

8 O LOCO N A Local Broker’s Commission

9 O OTHR N A Other Amount

10 O REGF N A Regulatory Amount

11 O SPCN N A Special Concessions Amount

12 O STAM N A Stamp Duty

13 O STEX N A Stock Exchange Tax

14 O TRAX N A Transaction Tax

15 O VATA N A Value Added Tax

DEFINITION



EXEC Executing Broker’s Amount

Executing broker’s commission.

GRSS Gross Amount Cash amount before deductions and allowances have been made.

LOCO Local Broker’s Commission

Local broker’s commission.

NETT Net Cash Amount Cash amount after deductions and allowances have been made.


Posting/settlement amount in its original currency when conversion from/intoeuro has occurred.


PSTA Posting Amount Amount that has been/is to be credited or debited.





SPCN Special Concessions Amount

The amount of commission, drawdown or other reduction from or in additionto the deal price.









USAGE RULES



FORMAT


PRESENCE

Optional

QUALIFIER




2 O POST N A, C Posting Date/Time



DEFINITION


POST Posting Date/Time Date/time securities are posted to the safekeeping account.






FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION









FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES


CASHMOVE Cash Movements.


FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT




PRESENCE

Optional

QUALIFIER




2 O LEGL R E Legal Restrictions


4 O PART N E Party Narrative

5 O REGI R E Registration Details

6 O AMNT R E Amount Description

7 O DECL R E Declaration Details

DEFINITION


ADTX Additional Text Additional text not included within structured fields in this message.

AMNT Amount Description Additional information about the amount specified in the cash amounts.

DECL Declaration Details Details certifying beneficial ownership of securities.

LEGL Legal Restrictions Explanation of legal restrictions.






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

Option S 16c

PRESENCE


DEFINITION




CODES





MT 589 Depositary Receipt Status and Processing Advice

MT 589 ScopeThis message type is sent by a depositary bank or its authorised representative to an instructing party, eg, broker-dealer. Itmay also be sent by a custodian to the owner of a depositary receipt.

It is used to advise the status, or the change in status, of a depositary receipt transaction previously instructed by or executedon behalf of the Receiver.

It may also be used to:

reply to a request to cancel a depositary receipt instructionreply to a request for status of a depositary receipt transactionre-send a depositary receipt status and processing advice previously sentprovide a third party with a copy of the message being sent.


MT 589 Depositary Receipt Status and Processing Advice







----->

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

H or F 4

-----|



A, B or C 5


-----> Repetitive Mandatory Subsequence A1 Linkages




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

:4!c//16x 9






-----| End of Subsequence A1 Linkages-----> Repetitive Mandatory Subsequence A2 Status

M 16R Start of Block STAT 11

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

:4!c/[8c]/4!c 12

-----> Repetitive Optional Subsequence A2a Reason

M 16R Start of Block REAS 13

M 24B 4!c Reason Code (see qualifier descrip-tion)

:4!c/[8c]/4!c 14

O 70D REAS Narrative Reason Narrative :4!c//6*35x 15

M 16S End of Block REAS 16

-----| End of Subsequence A2a Reason

M 16S End of Block STAT 17

-----| End of Subsequence A2 Status


End of Sequence A General InformationOptional Sequence B Depositary Receipt Details


----->

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

A or C 20

-----|


----->Repetitive Optional Subsequence B1 Details of Financial Instrument



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

23







A, B or C 24

M 36B QSEC Quantity of Finan-cial Instrument



-----| End of Subsequence B1 Details of Financial Instrument----->Repetitive Optional Subsequence B2 Depositary Receipt Parties


----->

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

P, R, Q or S 28

-----|

----->

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

:4!c//35x 29

-----|


:4!c//10*35x 30


-----| End of Subsequence B2 Depositary Receipt Parties


End of Sequence B Depositary Receipt Details



----->

O 70E ADDT Narrative Additional Text :4!c//10*35x 34

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

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

P, R or Q 35





-----|





If the depositary receipt type (field :22H::DERE) specifies a program conversion, Conversion To (field :22F::CNVT)and Conversion From (field :22F::CNVF) must be specified and the Type of Financial Instrument (field 12a) must notbe present.

If the depositary receipt type (field 22H::DERE) does not specify a program conversion, the Type of Financial Instru-ment (field 12a) must be present.


Sequence Aif in field :22H::DERE

Indicator is...


:22F::CNVT is...


:22F::CNVF is...

Sequence Athen field 12a is...


Not equal CONV Optional Optional Mandatory

MT 589 GuidelinesThis message must not be used as a status advice concerning a corporate action event related to a depositary receipt.The MT 567 Corporate Action Status and Processing Advice is to be used for this purpose.When the MT 589 is used to advise the status of the cancellation of an MT 587 Depositary Receipt Instruction, field23G Function of the Message must contain the function to reply to a cancellation request and the reference in thelinkage subsequence must contain the reference of the cancellation request.



FORMAT

Option R 16c



PRESENCE

Mandatory

DEFINITION


CODES




FORMAT


PRESENCE

Mandatory

QUALIFIER




DEFINITION








FORMAT


PRESENCE

Mandatory

DEFINITION


CODES


CAST CancellationRequest Status

Reply to a request to cancel a previously sent advice.

DRST Depositary Receipt Status

Reply to a request for status of a depositary receipt transaction.

INST Instruction Status Reply to a previously sent instruction message.

CODES

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



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


FORMAT


PRESENCE

Mandatory



QUALIFIER






DEFINITION








CODES




ISSU Issue This is an issue of a depositary receipt



CODES









This is a conversion to/from a global depositary receipt.




This is a conversion to/from a restricted American depositary receipt.


FORMAT



PRESENCE

Conditional (C1)

QUALIFIER





DEFINITION





CODES














USAGE RULES



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

FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION



Date/time at which the message was prepared.







FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages.


FORMAT


PRESENCE

Optional

QUALIFIER






DEFINITION



USAGE RULES



FORMAT


PRESENCE

Mandatory

QUALIFIER





DEFINITION









FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES


LINK Linkages.


FORMAT

Option R 16c

PRESENCE

Mandatory

DEFINITION


CODES


STAT Status.


FORMAT




PRESENCE

Mandatory

QUALIFIER



1 M CPRC N D Cancellation Processing Status

or DPRC N D Depositary Receipt Processing Status

or IPRC N D Instruction Processing Status

DEFINITION


CPRC Cancellation Processing Status

Status of a cancellation request initiated by an instructing party.

DPRC Depositary Receipt Processing Status

Status of a depositary receipt.

IPRC Instruction Process-ing Status

Status (pending, rejected, cancelled, etc) of an instruction.

CODES

If Qualifier is DPRC, Status Code must contain one of the following codes:

DRRE Depositary Receiptother status

See reason narrative field for further information.

NORE No Record Found We have no record of the transaction for which a status is requested.

PEND Pending The request for cancellation is pending. It is not known at this time whether cancellation can be effected.

CODES

When Qualifier is IPRC and Data Source Scheme is not present, Status Code must be one of the following codes:

CAND Cancelled The instruction has been cancelled.

CANP Pending Cancella-tion

A cancellation request from yourself for this instruction is pending waiting forfurther processing.



PACK Acknowledged/Accepted

The instruction has been acknowledged/accepted for further processing.

REJT Rejected The instruction has been rejected for further processing.

CODES

When Qualifier is CPRC and Data Source Scheme is not present, Status Code must be one of the following codes:

CAND Cancellation Completed

The cancellation request previously received from you has been completed.

CANP Pending Cancella-tion

The cancellation request previously received from you is pending. It is notknown at this time whether cancellation can be affected.

DEND Denied The request for cancellation previously received from you will not be executed.

PACK Accepted The cancellation request previously received from you has been accepted forfurther processing.

REJT Rejected The cancellation request previously received from you has been rejected forfurther processing.


FORMAT

Option R 16c

PRESENCE


DEFINITION

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

CODES


REAS Reason.




FORMAT


PRESENCE


QUALIFIER



1 M DRRE N B Depositary Receipt Other Reason

or PEND N B Pending Reason

or REJT N B Rejection Reason

DEFINITION


DRRE Depositary ReceiptOther Reason

Reason depositary receipt has a status of ’Other’.

PEND Pending Reason Reason related instruction/message has a pending processing status.

REJT Rejection Reason Reason related instruction has a rejected processing status.

CODES

When Qualifier is PEND and Data Source Scheme is not present, Reason Code must contain one of the following codes:

BYIY Buy-in Procedure A buy-in procedure has started on the market (on your behalf if your instruction is a receipt, by the counterparty if your instruction is a deliv-ery).

CAIS Awaiting Securities Awaiting securities from corporate action issue or other procedures, eg, conversion, dematerialisation, exchange, registration, stamping, splitting, etc.

DOCC Awaiting Documents/ Endorsements from Counterparty

Awaiting documents or endorsements from counterparty.



DOCY Awaiting Documents/ Endorsements from You

Awaiting documents or endorsements from you.

LACK Lack of Securities Insufficient securities to execute the instruction; instruction pending receiptof securities.

MCER Missing or Invalid Certification

Missing or invalid certification; instruction pending until receipt ofadequate certification.

MONY Insufficient Cash Insufficient cash in your account.

NARR Other See reason narrative.

NEWI New Issues The securities are new issues and not yet available/tradable.

NOFX No Foreign Exchange Instruction

A foreign exchange instruction from you is missing.

REFU Instruction Refused/Not Recognised

The instruction has been refused or not recognised and is represented auto-matically.

TAMM Trade Amended in Market

Trade is being amended in the market.

CODES

When Qualifier is REJT and Data Source Scheme is not present, Reason Code must contain one of the following codes:

IACT Incorrect activity type Incorrect activity type specified, eg, pre-release conversion.

ICOP Incorrect program conver-sion

Invalid or incorrect program conversion specified.

ICUS Incorrect Custodian Incorrect custodian specified for delivering ordinary shares.

MCRA Missing credit authorisa-tion

Missing credit authorisation (for pre-release transactions).

NARR Other Other (see reason narrative).

ULNK Unknown The message was not recognised (unknown linked reference).

CODES

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

NARR Narrative Reason See reason narrative.



USAGE RULES

The qualifier of the reason code should be in line with the code used for the status in field 25D,eg, :25D::IPRC//REJT:24B::REJT//PLCE

15. 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

Mandatory

DEFINITION


CODES


STAT Status.


FORMAT

Option S 16c

PRESENCE

Mandatory

DEFINITION


CODES






FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT


PRESENCE

Optional

QUALIFIER



1 O ISSU N A, C Issue Date/Time

2 O RELD N A, C Release Date/Time

DEFINITION


ISSU Issue Date/Time Date/time security was issued.








FORMAT


PRESENCE

Optional

QUALIFIER




DEFINITION





FORMAT

Option R 16c

PRESENCE


DEFINITION




CODES




FORMAT



PRESENCE


DEFINITION





USAGE RULES










FORMAT



PRESENCE

Optional

QUALIFIER





DEFINITION





CODES














USAGE RULES




FORMAT


PRESENCE


QUALIFIER



1 M QSEC N B Quantity of Securities

DEFINITION




CODES










FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT





PRESENCE


QUALIFIER













DEFINITION



BENE Beneficiary.

DEBA Depositary Bank.

DRCU Depositary Bank’s Custodian.

DRDE Depositary Receipt Deliverer.

DRRE Depositary Receipt Receiver.

INST Instructing Party.



ORCU Ordinary’s Custodian.

ORDE Ordinary’s Deliverer.

ORRE Ordinary’s Receiver.






CODES

















FORMAT




PRESENCE

Optional

QUALIFIER








DEFINITION










FORMAT




PRESENCE

Optional

QUALIFIER





DEFINITION






FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES






FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES




FORMAT

Option R 16c

PRESENCE


DEFINITION


CODES




FORMAT




PRESENCE

Optional

QUALIFIER




DEFINITION


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


FORMAT


PRESENCE

Optional

QUALIFIER





DEFINITION













FORMAT

Option S 16c

PRESENCE


DEFINITION


CODES





MT 590 Advice of Charges, Interest and Other Adjustments

Please refer to Category n - Common Group Messages, Chapter n90 Advice of Charges, Interest and Other Adjustments fordetails concerning this message type.



MT 591 Request for Payment of Charges, Interest and Other Expenses

Please refer to Category n - Common Group Messages, Chapter n91 Request for Payment of Charges, Interest and Other Expenses for details concerning this message type.



MT 592 Request for Cancellation

Please refer to Category n - Common Group Messages, Chapter n92 Request for Cancellation for details concerning thismessage type.



MT 595 Queries

Please refer to Category n - Common Group Messages, Chapter n95 Queries for details concerning this message type.



MT 596 Answers

Please refer to Category n - Common Group Messages, Chapter n96 Answers for details concerning this message type.



MT 598 Proprietary Message

Please refer to Category n - Common Group Messages, Chapter n98 Proprietary Message for details concerning thismessage type.



MT 599 Free Format Message

Please refer to Category n - Common Group Messages, Chapter n99 Free Format Message for details concerning thismessage type.



Table of Contents

....................... 2Legal Notices

....................... 3Overview

.................... 3Added Message Types

................... 3Removed Message Types

................... 3Modified Message Types

.................. 4MT 568 Corporate Action Narrative

...................... 4MT 568 Scope

................ 4MT 568 Format Specifications (updated)

.................. 6MT 568 Network Validated Rules

.................... 6MT 568 Usage Rules

................ 7MT 568 Field Specifications (updated)

.................. 71. Field 16R: Start of Block

................... 72. Field 20C: Reference

.............. 83. Field 23G: Function of the Message (updated)

.......... 94. Field 22F: Indicator: Corporate Action Event Indicator (updated)

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


.............. 167. Field 22F: Indicator: Linkage Type Indicator

............ 178. Field 13A: Number Identification: Linked Transaction


.................. 1810. Field 16S: End of Block



.............. 1913. Field 97A: Account: Safekeeping Account

............. 2014. Field 94a: Place: Place of Safekeeping (inserted)

............ 2115. Field 35B: Identification of the Financial Instrument


.......... 2217. Field 12a: Type of Financial Instrument: Classification Type

............. 2318. Field 11A: Currency: Currency of Denomination

................... 2419. Field 98A: Date/Time

.................... 2520. Field 92A: Rate

.............. 2621. Field 36B: Quantity of Financial Instrument


.................... 2823. Field 93a: Balance



................. 3226. Field 70a: Narrative (updated)

.................... 3327. Field 95a: Party


.............. 35MT 569 Triparty Collateral and Exposure Statement

...................... 35MT 569 Scope

.................. 35MT 569 Format Specifications

.................. 39MT 569 Network Validated Rules

.................... 40MT 569 Usage Rules

................... 41MT 569 Field Specifications


............. 422. Field 28E: Page Number/Continuation Indicator


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

.................... 435. Field 22a: Indicator

.................... 456. Field 95a: Party

............... 467. Field 97a: Account: Safekeeping Account

............... 478. Field 70E: Narrative: Collateral Narrative


............ 4810. Field 13A: Number Identification: Linked Transaction




iStandards Release Guide 2003 - Final edition - February 2003

Table Of ContentsSWIFTStandards - Category 5 Volume 4

................... 5114. Field 16R: Start of Block

..................... 5115. Field 19A: Amount

................. 5316. Field 92A: Rate: Margin Percentage

................ 5317. Field 25D: Status: Global Currency Status

.......... 5418. Field 98a: Date/Time: Exposure and Collateral Valuation Date/Time

.................... 5519. Field 16S: End of Block


..................... 5621. Field 19A: Amount

................. 5722. Field 92A: Rate: Margin Percentage


.................... 5824. Field 20C: Reference

................ 5925. Field 98a: Date/Time: Closing Date/Time

..................... 6026. Field 19A: Amount

..................... 6127. Field 22F: Indicator

...................... 6228. Field 92A: Rate

................. 6329. Field 25D: Status: Transaction Status


...................... 6531. Field 17B: Flag

............... 6632. Field 98a: Date/Time: Settlement Date/Time

..................... 6633. Field 19A: Amount

...................... 6834. Field 92a: Rate

..................... 6935. Field 99a: Number

........... 6936. Field 22F: Indicator: Method of Interest Computation Indicator


............. 7138. Field 35B: Identification of the Financial Instrument

........ 7239. Field 36B: Quantity of Financial Instrument: Quantity of Securities Valued

................. 7240. Field 25D: Status: Settlement Status

............. 7341. Field 11A: Currency: Currency of the Denomination

..................... 7442. Field 94B: Place

................. 7543. Field 70C: Narrative: Rating Narrative





................... 78MT 574 (IRSLST) IRS 1441 NRA

................... 78MT 574 (IRSLST) Scope (updated)

............... 78MT 574 (IRSLST) Format Specifications (updated)

.............. 81MT 574 (IRSLST) Network Validated Rules (updated)

................. 81MT 574 (IRSLST) Usage Rules (updated)

.................. 81MT 574 (IRSLST) Field Specifications

.................... 811. Field 16R: Start of Block

............... 812. Field 28E: Page Number/Continuation Indicator

..................... 823. Field 20C: Reference

................. 824. Field 23G: Function of the Message

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


............. 847. Field 13A: Number Identification: Linked Transaction



................ 8610. Field 97A: Account: Safekeeping Account

................. 8711. Field 17B: Flag: Income Report Flag






...................... 9217. Field 17B: Flag

...................... 9318. Field 95a: Party

...................... 9419. Field 94a: Place

............... 9520. Field 13B: Number Identification: Postal Code



Standards Release Guide 2003 - Final edition - February 2003ii

SWIFTStandards - Category 5 Volume 4Table Of Contents


...................... 9924. Field 92A: Rate

..................... 10025. Field 19A: Amount




................. 10229. Field 70E: Narrative: Additional Text


................... 104MT 574 (W8BENO) IRS 1441 NRA

.................... 104MT 574 (W8BENO) Scope

................. 105MT 574 (W8BENO) Format Specifications

................ 107MT 574 (W8BENO) Network Validated Rules

................... 107MT 574 (W8BENO) Usage Rules

................. 107MT 574 (W8BENO) Field Specifications



................ 1083. Field 20C: Reference: Sender’s Reference










............... 11413. Field 22F: Indicator: Type of Beneficial Owner


...................... 11615. Field 17B: Flag

...................... 11716. Field 95a: Party

...................... 11817. Field 94a: Place

............... 11918. Field 13B: Number Identification: Postal Code



................ 12021. Field 94C: Place: Country of Residence

...................... 12122. Field 17B: Flag

............. 12223. Field 70E: Narrative: Information to be Complied With



.............. 12426. Field 17B: Flag: Notional Principal Contracts Flag



............... 12529. Field 95Q: Party: Certifying Party Signature






................... 129MT 575 Report of Combined Activity

....................... 129MT 575 Scope

.................... 129MT 575 Format Specifications

................... 134MT 575 Network Validated Rules

...................... 141MT 575 Usage Rules

.................. 142MT 575 Field Specifications (updated)



............. 1433. Field 13A: Number Identification: Statement Number



............... 1456. Field 98a: Date/Time: Preparation Date/Time

................. 1457. Field 69a: Period: Statement Period


iiiStandards Release Guide 2003 - Final edition - February 2003






................ 15013. Field 97a: Account: Safekeeping Account

.................. 15114. Field 17B: Flag: Activity Flag



................. 15217. Field 97A: Account: Cash Account


................ 15319. Field 11A: Currency: Currency of Account

.................. 15420. Field 17B :Flag: Activity Flag

..................... 15521. Field 93D: Balance







................. 15928. Field 19A: Amount: Posting Amount

.......... 16029. Field 36B: Quantity of Financial Instrument: Underlying Quantity


.................. 16131. Field 22a: Indicator (updated)

............. 16832. Field 98a: Date/Time: Effective Settlement Date/Time

.............. 16933. Field 70E: Narrative: Transaction Details Narrative




..................... 17237. Field 19A: Amount

........... 17338. Field 36B: Quantity of Financial Instrument: Posting Quantity

............. 17339. Field 99A: Number Count: Number of Days Accrued



.................... 18942. Field 98a: Date/Time

................ 19043. Field 25D: Status Code: Movement Status




................... 19247. Field 95a: Party (updated)













........... 20260. Field 36B: Quantity of Financial Instrument: Posting Quantity




.................... 21864. Field 98a: Date/Time

................ 21965. Field 25D: Status Code: Movement Status






Standards Release Guide 2003 - Final edition - February 2003iv





...................... 22674. Field 95a: Party


................... 228MT 576 Statement of Open Orders

....................... 228MT 576 Scope

................. 228MT 576 Format Specifications (updated)


...................... 233MT 576 Usage Rules




............. 2343. Field 13A: Number Identification: Statement Number



..................... 2366. Field 98a: Date/Time









.............. 24215. Field 35B: Identification of Financial Instrument


.................. 24317. Field 22F: Indicator (updated)

................ 24618. Field 12a: Type of Financial Instrument

.............. 24719. Field 11A: Currency: Currency of Denomination

.................... 24820. Field 98A: Date/Time

...................... 24921. Field 92A: Rate

.................. 25122. Field 13a: Number Identification

...................... 25123. Field 17B: Flag

...................... 25324. Field 90a: Price

............... 25425. Field 36B: Quantity of Financial Instrument

........... 25526. Field 70E: Narrative: Financial Instrument Attribute Narrative



................ 25729. Field 98a: Date/Time: Date/Time of Order


..................... 25931. Field 11A: Currency



.................. 26034. Field 20C: Reference (updated)



...................... 26337. Field 90a: Price

................. 26438. Field 22F: Indicator: Type of Price



.................. 27241. Field 98a: Date/Time (updated)




............... 27645. Field 98a: Date/Time: Processing Date/Time

............... 27746. Field 20C: Reference: Processing Reference

..................... 27747. Field 70a: Narrative

............... 27848. Field 22F: Indicator: Party Capacity Indicator




vStandards Release Guide 2003 - Final edition - February 2003


.................... 281MT 577 Statement of Numbers

....................... 281MT 577 Scope



...................... 281MT 577 Usage Rules


............... 2821. Field 28: Page Number/Continuation Indicator

................ 2822. Field 20: Transaction Reference Number

................. 2833. Field 21: Related Reference (updated)

.................. 2834. Field 83a: Safekeeping Account

................... 2835. Field 67A: Statement Period

.................. 2846. Field 35A: Quantity of Securities

................. 2857. Field 35B: Identification of Securities

.................. 2868. Field 35F: Certificate Number(s)

................ 2869. Field 72: Sender to Receiver Information

.................... 288MT 578 Settlement Allegement

....................... 288MT 578 Scope



...................... 300MT 578 Usage Rules







............... 3036. Field 22F: Indicator: Linkage Type Indicator






.................. 30712. Field 94B: Place: Place of Trade

.................... 30813. Field 98a: Date/Time

................... 30914. Field 90a: Price: Deal Price







...................... 31821. Field 98A: Date

...................... 31922. Field 92A: Rate

................ 32023. Field 13a: Number Identification (updated)

...................... 32124. Field 17B: Flag

...................... 32325. Field 90a: Price




..................... 32729. Field 22a: Indicator



..... 33032. Field 36B: Quantity of Financial Instrument: Quantity of Financial Instrument to be Settled

............... 33133. Field 70D: Narrative: Denomination Choice

............. 33234. Field 13B: Number Identification: Certificate Number

..................... 33335. Field 97a: Account






...................... 33841. Field 92a: Rate

Standards Release Guide 2003 - Final edition - February 2003vi


................... 33942. Field 99B: Number Count

.................. 33943. Field 19A: Amount (updated)

............... 34144. Field 70C: Narrative: Repurchase Narrative




.................... 35048. Field 17B: Flag (deleted)










..................... 36057. Field 97A: Account




................... 36361. Field 17B: Flag (inserted)

..................... 36462. Field 19A: Amount

................ 36763. Field 98a: Date/Time: Value Date/Time

.................. 36764. Field 92B: Rate: Exchange Rate






..................... 373MT 579 Certificate Numbers

....................... 373MT 579 Scope



...................... 373MT 579 Usage Rules

.................... 373MT 579 Field Specifications

............... 3731. Field 28: Page Number/Continuation Indicator


................... 3743. Field 21: Related Reference

.................. 3754. Field 35F: Certificate Number(s)

.................. 376MT 581 Collateral Adjustment Message

....................... 376MT 581 Scope



...................... 376MT 581 Usage Rules

.................... 377MT 581 Field Specifications


................... 3772. Field 21: Related Reference

.................. 3783. Field 23: Further Identification

................... 3784. Field 30: Date of Adjustment

................. 3785. Field 35H: Adjustment to the Collateral

............. 3806. Field 35B: Identification of Securities Used as Collateral

............... 3807. Field 80C: Reason for Collateral Adjustment

................ 3818. Field 34B: Outstanding Collateral Value

................ 3819. Field 72: Sender to Receiver Information

.................. 383MT 582 Reimbursement Claim Or Advice

....................... 383MT 582 Scope



...................... 384MT 582 Usage Rules



................. 3852. Field 21: Related Reference (updated)

viiStandards Release Guide 2003 - Final edition - February 2003


.................. 3853. Field 23: Further Identification

.................. 3864. Field 35A: Quantity of Securities


..................... 3886. Field 79: Narrative

............... 3887. Field 32G: Gross Amount Claimed/Received

..................... 3888. Field 71B: Charges

.................... 3899. Field 36: Exchange Rate

................. 39010. Field 34A: Net Amount Claimed/Paid

.................. 39011. Field 53a: Account For Payment

.................. 39112. Field 56a: Intermediary (updated)

............... 39113. Field 57a: Account With Institution (updated)

............. 39414. Field 35S: Quantity of Securities Claimed or Advised


.................. 39516. Field 83a: Safekeeping Account

............... 39617. Field 87a: Receiver or Deliverer of Securities

................. 397MT 584 Statement of ETC Pending Trades

....................... 397MT 584 Scope



...................... 408MT 584 Usage Rules




........... 4093. Field 13a: Number Identification: Statement Number (updated)



..................... 4116. Field 98a: Date/Time














.................... 42320. Field 98A: Date/Time

...................... 42521. Field 92A: Rate


...................... 42723. Field 17B: Flag

...................... 42824. Field 90a: Price





................ 43229. Field 20C: Reference: Master Reference

.................. 43330. Field 25D: Status Code (updated)

................. 43531. Field 24B: Reason Code (updated)






.................... 44337. Field 98a: Date/Time


.............. 45439. Field 36B: Quantity of Financial Instrument Traded

................ 45540. Field 19A: Amount: Settlement Amount

..................... 45641. Field 11A: Currency

Standards Release Guide 2003 - Final edition - February 2003viii




..................... 45944. Field 97a: Account







..................... 46451. Field 19A: Amount

.................. 46752. Field 98a: Date/Time: Value Date








.................. 47160. Field 25D: Status Code (updated)

................. 47361. Field 24B: Reason Code (updated)







.................... 48468. Field 98A: Date/Time

...................... 48669. Field 92A: Rate


...................... 48871. Field 17B: Flag

...................... 48972. Field 90a: Price









.................... 49681. Field 98a: Date/Time


.............. 50783. Field 36B: Quantity of Financial Instrument Traded

................ 50884. Field 19A: Amount: Settlement Amount

..................... 50985. Field 11A: Currency



..................... 51288. Field 97a: Account







..................... 51795. Field 19A: Amount

.................. 52096. Field 98a: Date/Time: Value Date




................... 522100. Field 16S: End of Block

................... 522101. Field 16S: End of Block

................. 524MT 586 Statement of Settlement Allegements

....................... 524MT 586 Scope

ixStandards Release Guide 2003 - Final edition - February 2003




...................... 536MT 586 Usage Rules




........... 5373. Field 13a: Number Identification: Statement Number (updated)



..................... 5396. Field 98a: Date/Time














............... 54920. Field 25D: Status: Allegement Status (inserted)

.................. 55021. Field 94B: Place: Place of Trade

.................... 55122. Field 98a: Date/Time

................... 55223. Field 90a: Price: Deal Price







...................... 56130. Field 98A: Date

...................... 56331. Field 92A: Rate

................ 56432. Field 13a: Number Identification (updated)

...................... 56533. Field 17B: Flag

...................... 56634. Field 90a: Price






..... 57340. Field 36B: Quantity of Financial Instrument: Quantity of Financial Instrument to be Settled

............... 57441. Field 70D: Narrative: Denomination Choice

............. 57542. Field 13B: Number Identification: Certificate Number

................. 57543. Field 97A: Account: Cash Account






...................... 58049. Field 92a: Rate

................... 58150. Field 99B: Number Count

.................. 58251. Field 19A: Amount (updated)

............... 58352. Field 70C: Narrative: Repurchase Narrative



........... 58455. Field 22F: Indicator: Type of Settlement Transaction (updated)

.................... 59255. Field 17B: Flag (deleted)



Standards Release Guide 2003 - Final edition - February 2003x









..................... 60265. Field 97A: Account




................... 60569. Field 17B: Flag (inserted)

..................... 60670. Field 19A: Amount

................ 60971. Field 98a: Date/Time: Value Date/Time








.................. 615MT 587 Depositary Receipt Instruction

....................... 615MT 587 Scope



...................... 619MT 587 Usage Rules






................. 6235. Field 12a: Type of Financial Instrument


.................. 6257. Field 17B: Flag: Pre-Release Flag









.................... 63016. Field 98a: Date/Time






.................... 63522. Field 98A: Date/Time

...................... 63623. Field 92A: Rate



.......... 63826. Field 36B: Quantity of Financial Instrument: Quantity of Securities

................. 63927. Field 92D: Rate: Conversion Ratio





..................... 64332. Field 97A: Account

..................... 64433. Field 70E: Narrative



xiStandards Release Guide 2003 - Final edition - February 2003



...................... 64737. Field 95a: Party

..................... 64838. Field 19A: Amount


.................. 650MT 588 Depositary Receipt Confirmation

....................... 650MT 588 Scope



...................... 657MT 588 Usage Rules








.................. 6627. Field 17B: Flag: Pre-Release Flag









.................... 66816. Field 98a: Date/Time






.................... 67222. Field 98A: Date/Time

...................... 67323. Field 92A: Rate




................. 67727. Field 92D: Rate: Conversion Ratio








.................... 68235. Field 98A: Date/Time

...................... 68336. Field 92A: Rate



.......... 68539. Field 36B: Quantity of Financial Instrument: Pre-Release Quantity

............... 68640. Field 70E: Narrative: Pre-Release Narrative


..................... 68742. Field 19A: Amount










............... 69452. Field 22H: Indicator: Credit/Debit Indicator

Standards Release Guide 2003 - Final edition - February 2003xii




..................... 69755. Field 97A: Account



..................... 69958. Field 19A: Amount

.................... 70159. Field 98a: Date/Time





...................... 70464. Field 95a: Party


.............. 707MT 589 Depositary Receipt Status and Processing Advice

....................... 707MT 589 Scope



...................... 710MT 589 Guidelines







................. 7156. Field 98a :Date/Time: Preparation Date






.................... 71812. Field 25D: Status Code


.................... 72114. Field 24B: Reason Code

................ 72315. Field 70D: Narrative: Reason Narrative





.................... 72520. Field 98a: Date/Time









..................... 73229. Field 97A: Account






...................... 73635. Field 95a: Party


.............. 738MT 590 Advice of Charges, Interest and Other Adjustments

........... 739MT 591 Request for Payment of Charges, Interest and Other Expenses

.................... 740MT 592 Request for Cancellation

....................... 741MT 595 Queries

....................... 742MT 596 Answers

..................... 743MT 598 Proprietary Message

.................... 744MT 599 Free Format Message

xiiiStandards Release Guide 2003 - Final edition - February 2003


SWIFTStandards Category 5 Securities Marketsintfico.com/files/Us5md.pdf · SWIFTStandards Category...

Documents

Transcript of SWIFTStandards Category 5 Securities Marketsintfico.com/files/Us5md.pdf · SWIFTStandards Category...