Internal Systems Functional Spec

Espeed

SWIFT ISO15022 Project

Internal Systems Functional Spec

Technical Specification

Target Audience
Business Contacts
Project Manager: / Surj Sandher

Surj Sandher

19 June 2002

Version Draft

Contents

1Introduction......

2SCOPE......

3ANALYSIS Steps......

4current swift message types......

5Data Format......

6Output Example......

7Sub Totaling & Grand Total......

8Scheduler Event Setup......

1Introduction

This document shows the impact that the SWIFT ISO15022 changes will have on all non-Gloss Internal Back Office Systems. This analysis will be formed by undertaking a number of succinct steps to ensure that all aspects of any systems changes are covered.

This document is intended for use by anyone who may be involved in making system changes and enhancements as a result of the analysis herein.

2Scope

This analysis will show what systems are required to change as a result of ISO15022. As background to this, all current (SWIFT 7775) messages will be detailed and assessed to see if they require change due to ISO15022. Finally, the mapping required to switch from SWIFT 7775 to ISO15022 will be detailed.

System specific changes in order to facilitate the mapping from 7775 to ISO15022 do not form the scope of this document. Such changes should be specified and documented by the developer who makes those changes according to the mapping detailed in this document.

Gateway changes to handle ISO15022 format messages or any SWIFT gateway related changes will not be discussed in this document.

ISO15022 highlights the following key points:

 Removal of 31 Category 5 – Securities Markets messages

 Introduction of 11 new message types in ISO15022 format

-5 belong to Category 3 – Treasury Markets, Foreign Exchange and do not concern the automated systems generated SWIFT messages created by any Back Office system.

-6 belong to Category 5 - Securities Markets

3Analysis Steps

Assessment of all SWIFT message types currently passing through the SWIFT gateway

Analysis of Message Partners on the Gateway to determine origin of messages

Analysis of those systems that generate the relevant SWIFT messages in the current 7775 format

Message Specific Mapping from 7775 to ISO15022 formats.

4SWIFT Alliance/Back Office Technical Architecture

The SWIFT Alliance gateway’s primary function is to process messages to/from any number of internal Back Office related systems and pass/retrieve them from the SWIFT network.

5Swift Message Types

Messages Generated (Input to SWIFT):

MT 100 Customer Transfer
This message is used to convey a funds transfer instruction in which the ordering customer or beneficiary customer are non-financial institutions from the perspective of the Sender

Note: The MT100 Customer Transfer will be removed from the SWIFT network with Standards release 2003. All users should migrate to MT103 Single Customer Credit Transfer before the removal of MT100.

There are no changes to this message format at present (SRG 2002).

MT 202 General Financial Institution Transfer
This message is sent from the ordering institution to the financial institution of the beneficiary institution. May also be sent to and financial institution servicing multiple accounts for the Sender to transfer funds between accounts

There are no format changes to this message, however new codes have been added for field 52a: Ordering Instution:

FW- Pay by Fedwire

GR- HEBIC (Hellenic Bank Identification Code)

IN- Indian Financial System Code (IFSC)

MT 518 Market-Side Securities Trade Confirmation
This is sent by an executing party to its trade counterparty to confirm the details of a trade

The following format changes apply to the MT518:

Sequence B Confirmation Details –

Mandatory/Optional / Field Ref / General Desc/Detailed Desc
O / 92A / Rate
O / 99A / Number Count

Sequence C Settlement Details –

Mandatory/Optional / Field Ref / General Desc/Detailed Desc
O / 17B / Flag

Sub Sequence C2 Cash Parties –

Mandatory/Optional / Field Ref / General Desc/Detailed Desc
O / 98a / PROC/Processing Date/Time
O / 20C / PROC/Reference

Sequence E Repo Details –

Mandatory/Optional / Field Ref / General Desc/Detailed Desc
O / 98a / TERM/Closing Date/Time
O / 20C / Reference
O / 99B / CADE/Repurchase Call Delay
MT 520 Receive Free
This message is used to instruct the Receiver to receive specified securities from a specified party, without paying an amount of money

This message is removed and is replaced by MT540 (ISO15022)

MT 521 Receive Against Payment
This message s used to instruct the Receiver to receive specified from a specified party, and to remit the specified amount of money in payment

This message is removed and is replaced by MT541 (ISO15022)

MT 522 Deliver Free
This message is used to instruct the Receiver to deliver specified to a specified party, free of payment

This message is removed and is replaced by MT542 (ISO15022)

MT 523 Deliver Against Payment
This message used to instruct the delivery of specified securities to a specified party, against the specified amount of money

This message is removed and is replaced by MT543 (ISO15022)

MT 592 Request for Cancellation
This message type is sent by a financial institution to request a second financial institution to consider cancellation of the S.W.I.F.T. message identified in the request

There are no changes to this message format at present.

MT 599 Free Format Message
Free format message

There are no changes to this message format at present.

Messages Received (Input from SWIFT):

MT 100 Customer Transfer
This message is used to convey a funds transfer instruction in which the ordering customer or beneficiary customer are non-financial institutions from the perspective of the Sender

Note: The MT100 Customer Transfer will be removed from the SWIFT network with Standards release 2003. All users should migrate to MT103 Single Customer Credit Transfer before the removal of MT100.

There are no changes to this message format at present (SRG 2002).

MT 196 Answers
This message is a response to a 195 Queries or 192 Request for Cancellation.

There are no changes to this message format at present.

MT 530 Confirmation of Receipt Free
This message is used to confirm to the Receiver of the message, all details concerning the receipt of the specified securities from a specified party, free of payment

This message is removed and is replaced by MT544 Receive Free Confirmation (ISO15022).

MT 531 Confirmation of Receipt Against Payment
This message confirms, with an option to include itemised accounting details, the receipt of the specified securities from a specified party, against a specified amount of money

This message is removed and is replaced by MT545 Receive Against Payment Confirmation (ISO15022).

MT 532 Confirmation of Delivery Free
This message confirms all details of the delivery of the specified to a specified party, free of payment

This message is removed and is replaced by MT546 Deliver Free Confirmation (ISO15022).

MT 533 Confirmation of Delivery Against Payment
This message confirms, with an option to include itemised accounting details, the delivery of the specified securities to a specified party against a specified amount of money

This message is removed and is replaced by MT547 Deliver Against Payment Confirmation (ISO15022).

MT 534 Notice of Settlement Problem
This message is sent by a custodian to a financial institution for which it holds securities, i.e., a customer. It may also be sent by a financial institution involved in a securities transaction to other interested parties.

This message is removed and is replaced by *********?

MT 539 Advice of Receipt/Delivery of Securities
This message is used to provide the Receiver of the message with early information, without all details, of the receipt or delivery of the securities specified in the message. It covers both free and paid deliveries/receipts

This message is removed and is replaced by *********?

MT 551 Notice of Event
is used to provide the Receiver with particulars of an event affecting a security, including an early notice of rights, a notice of money income or of income in the form of securities declared but not yet booked

This message is removed and is replaced by *********?

MT 554 Advice of Money Income
This message is used to advise the Receiver of credit(s) or debit(s) related to cash income derived from securities held in custody, or being dealt in, that have or will take place

This message is removed and is replaced by *********?

MT 571 Statement of Holdings
This message lists the quantity and identification of the securities and, optionally, other holdings the custodian holds for the Receiver or the Receiver's customer.

This message is removed and is replaced by *********?

MT 572 Statement of Transactions
This message type is normally sent by a custodian to a financial institution for which it holds securities

This message is removed and is replaced by *********?

MT 573 Statement of Pending Transactions
This message provides the details of transactions received but not yet effected, for all or selected securities in all or selected safekeeping accounts/sub-accounts, for all or selected reasons why the transaction is pending

This message is removed and is replaced by *********?

MT 596 Answers
This message is a response to 595 Queries or 592 Request for Cancellation.

There are no changes to this message format at present.

MT 900 Confirmation of Debit
This message type is used to notify the account owner of an entry which has been debited to its account. The entry will be further confirmed by statement

There are no format changes to this message, however new codes have been added for field 52a: Ordering Instution:

FW- Pay by Fedwire

GR- HEBIC (Hellenic Bank Identification Code)

IN- Indian Financial System Code (IFSC)

MT 910 Confirmation of Credit
This message type is used to notify the account owner of an entry which has been credited to its account. The entry will be further confirmed by statement

There are no format changes to this message, however new codes have been added for field 52a: Ordering Instution:

FW- Pay by Fedwire

GR- HEBIC (Hellenic Bank Identification Code)

IN- Indian Financial System Code (IFSC)

These message types are generated by or processed by the following systems:

HOLLY- LA Back Office System

-Giveups/Repos System

GLOSS- Swift Adapter linked to HV Trading product

Intellimatch- This does not process any of the above message types.

The 940’s and 950’s are not within the remit of the ISO15022 project. However, Sungard (Intellimatch suppliers) say that the MT575 may replace the MT940 and MT950 in the future.

6SWIFT 7775 to ISO 15022 Mapping

The table below gives a summary of the relevant SWIFT messages and their ISO 7775/15022 equivalents:

Messages / ISO 7775 / ISO 15022
Receive Free / 520 / 540
Receive Against Payment / 521 / 541
Deliver Free / 522 / 542
Deliver Against Payment / 523 / 543
Receive Free Confirmation / 530 / 544
Receive Against Payment Confirmation / 531 / 545
Deliver Free Confirmation / 532 / 546
Deliver Against Payment Confirmation / 533 / 547

RECEIVE FREE 520/540

520 Status / 520 Tag / 520
Field Name / 520 Contents / 540 Status / 540 Tag / 540 Qualifier / 540
Gen Field Name / 540 Det Field Name / 540 Content
Sequence A / Mandatory Sequence A General Information
M / 16R / Start of Block / GENL
O / 30 / Delivery Date / 6!n
M / 20 / Transaction Ref Number / 16x / M / 20C / SEME / Reference / Sender’s Reference / :4!c//16x
M / 23G / Function of the message / 4!c
O / 98a / PREP / Date/Time / Preparation Date/Time / A or C
Repetative Optional Subsequence A1 Linkages
O / 21 / Related Reference / 16x / M / 16R / Start of Block / LINK
O / 22F / LINK / Indicator / Linkage Type Indicator / :4!c/[8c]/4!c
O / 13A / LINK / Number Indentification / Linked Transaction / :4!c//3!c
M / 20C / 4!c / Reference / Deal Ref with TRRF Qualifier / :4!c/16x
M / 16S / End of Block / LINK
End of Subsequence A1 Linkages
M / 16S / End of Block / GENL
End of Subsequence A General Information
Mandatory Sequence B Trade Details
M / 16R / Start of Block / TRADDET
O / 31P / Date and Place of Trade / 6!n[29x] / O / 94B / TRAD / Place / Place of Trade / :4!c/[8c]/4!c[/30x]
M / 98a / 4!c / Date/Time / Trade Date with TRAD Qual / :4!c/8!n (option A)
M / 35B / Identification of Securities / [ISIN1!e12!c]
[4 * 35x] / O / 90a / DEAL / Price / Deal Price / A or B
O / 99A / DAAC / Number Count / Number of Days Accrued / :4!c/[N]3!n
M / 35B / Identification of the financial instrument / [ISIN1!e12!c]
[4 * 35x]
Sequence B / Option Sequence B1 Financial Instrument Attributes
M / 16R / Start of Block / FIA
O / 22F / :4!c/[8c]/4!c
O / 12a / 4!c / Type of Instrument / A, C or B
O / 11A / DENO / Currency / Currency of Denomination / :4!c/8!n
O / 98A / 4!c / Date / :4!c/8!n
O / 92A / 4!c / Rate / :4!c/[N]15d
O / 13a / 4!c / Number ID / A or B
O / 17B / 4!c / Flag / :4!c//1!a
O / 90a / 4!c / Price / A or B
M / 35A / Quantity of Securities / 3!a15d / O / 36B / 4!c / Quantity of Financial Instrument / :4!c/.4!c/15d
M / 16S / End of Block / FIA
End of Subsequence B1 Financial Instrument Attributes
O / 83a / Safekeeping Account / A, C or D
O / 87a / Deliverer of Securities / A or D
O / 85a / Deliverers Instructiong Party / A, c or D / M
O / 22F / 4!c / Indicator / :4!c/[8c]/4!c
O / 11A / 4!c / Currency / :4!c//3!a
O / 25D / 4!c / Status / :4!c/[8c]/4!c
O / 70E / 4!c / Narrative / :4!c//10*35x
M / 16S / End of Block / TRADDET
End of Subsequence B Trade Details
--- Repetitive Mandatory Sequence C Financial Instrument/Account
Sequence C / M / 16R / Start of Block / FIAC
M / 87a / Deliverer of Securities / A or D / M / 36B / SETT / Quantity of Financial Instrument / Quantity to be settled / :4!c//4!c/15d
O / 88a / Beneficiary of Securities / A, C or D / O / 19A / SETT / Amount / Settlement Amount / :4!c//[N]3!a15d
O / 85a / Deliverer’s Instructing Party / A, C or D / O / 70D / DENC / Narrative / Denom Choice / :4!c//6*35c
O / 77D / Registration Details / 6*35x / O / 13B / CERT / Number ID / Certificate Number / :4!c/[8c]/30x
O / 77R / Declaration Details / 10*35x / M / 97a / 4!c / Account / B or A
O / 72 / Sender to Receiver Information / 6*35x / O / 94a / SAFE / Place / Place of Safekeeping / B or F
M / 16S / End of Block / FIAC
End of Sequence C Financial Instrument /Account
--- Optional Sequence D Repo Details
M / 16R / Start of Block / REPO
O / 98a / TERM / Date/Time / Closing Date/Time / A, B or C
O / 22F / 4!c / Indicator / :4!c/[8c]/4!c
O / 20C / 4!c / Reference / :4!x//16x
O / 92a / 4!c / Rate / C or A
O / 99B / 4!c / Number Count / :4!c//3!n
O / 19A / 4!c / Amount / :4!c//[N]3!a15d
O / 70C / REPO / Narrative / Repo Narrative / :4!c//4*35x
M / 16S / End of Block / REPO
End of Sequence D Repo Details
Mandatory Sequence E Settlement Details
M / 16R / Start of Block / SETDET
M / 22F / 4!c / Indicator / :4!c/[8c]/4!c
O / 17B / 4!c / Flag / :4!c//1!a
Repetitive Mandatory Subsequence E1 Settlement Parties
M / 16R / Start of Block / SETPRTY
M / 95a / 4!c / Party / C, S, P, R or Q
O / 97a / SAFE / Account / Safekeeping Account / A ir B
O / 98a / PROC / Date/Time / Processing Date/Time / A or C
O / 20C / PROC / Reference / Processing Ref / :4!c //16x
O / 70a / 4!c / Narrative / E, C or D
M / 16S / End of Block / SETPRTY
End of Subsequence E1 Settlement Parties
--- Repetitive Optional Subsequence E2 Cash Parties
M / 16R / Start of Block / CSHPRTY
M / 95a / 4!c / Party / S,P,R or Q
O / 97A / 4!c / Account / :4!c//35x
O / 70a / 4!c / Narrative / E, C or D
M / 16S / End of Block / CSHPRTY
End of Subsequence E2 Cash Parties
--- Repetitive Optional Subsequence E3 Amounts
M / 16R / Start of Block / AMT
M / 19A / 4!c / Amount / :4!c//[N]3!a15d
O / 98a / VALU / Date/Time / Value Date/Time / A or C
O / 92B / EXCH / Rate / Exchange Rate / :4!c//3!a/3!a/15d
M / 16S / End of Block / AMT
End of Subsequence E3 Amounts
M / 16S / End of Block / SETDET
End of Sequence E Settlement Details
--- Repetitive Optional Sequence F Other Parties
M / 16R / Start of Block / OTHPRTY
M / 95a / 4!c / Party / C,S,P,R or Q
O / 97A / 4!c / Account / :4!c//35x
O / 70a / 4!c / Narrative / E,C or D
O / 20C / PROC / Reference / Processing Ref / :4!c//16x
M / 16S / End of Block / OTHPRTY
End of Sequence F Other Parties

RECEIVE AGAINST PAYMENT 521/541

521 Status / 521 Tag / 521
Field Name / 521 Contents / 541 Status / 541 Tag / 541 Qualifier / 541
Gen Field Name / 541 Det Field Name / 541 Content
Sequence A / Mandatory Sequence A General Information
O / 30 / Settlement Date / 6!n / M / 16R / Start of Block / GENL
M / 20 / Transaction Ref Number / 16x / M / 20C / SEME / Reference / Senders Ref / :4!c//16x
M / 23G / Function of the message / 4!c
O / 98a / PREP / Date/Time / Preparation Date/Time / A or C
Repetative Optional Subsequence A1 Linkages
M / 16R / Start of Block / LINK
O / 22F / LINK / Indicator / Linkage Type Indicator / :4!c/[8c]/4!c
O / 21 / Related ref / 16x / O / 13A / LINK / Number Indentification / Linked Transaction / :4!c//3!c
M / 20C / 4!c / Reference / Deal Ref with TRRF Qualifier / :4!c/16x
M / 16S / End of Block / LINK
End of Subsequence A1 Linkages
M / 16S / End of Block / GENL
End of Subsequence A General Information
Mandatory Sequence B Trade Details
M / 16R / Start of Block / TRADDET
O / 94B / TRAD / Place / Place of Trade / :4!c/[8c]/4!c[/30x]
O / 31P / Date and Place of Trade / 6!n / M / 98a / 4!c / Date/Time / Trade Date with TRAD Qual / :4!c/8!n (option A)
O / 90a / DEAL / Price / Deal Price / A or B
O / 99A / DAAC / Number Count / Number of Days Accrued / :4!c/[N]3!n
M / 35B / Identification of Securities / [ISIN1!e12!c]
[4*35x] / M / 35B / Identification of the financial instrument / [ISIN1!e12!c]
[4 * 35x]
Sequence B / Optional Subsequence B1 Financial Instrument Attributes
M / 16R / Start of Block / FIA
O / 22F / :4!c/[8c]/4!c
O / 12a / 4!c / Type of Instrument / A, C or B
O / 11A / DENO / Currency / Currency of Denomination / :4!c/8!n
O / 98A / 4!c / Date / :4!c/8!n
O / 92A / 4!c / Rate / :4!c/[N]15d
O / 13a / 4!c / Number ID / A or B
O / 17B / 4!c / Flag / :4!c//1!a
O / 90a / 4!c / Price / A or B
M / 35A / Quantity of Securities / 3!a15d / O / 36B / 4!c / Quantity of Financial Instrument / :4!c/.4!c/15d
O / 70E / FIAN / Narrative / Financial Instrument Attribute Narrative / :4!c//10*35x
M / 16S / End of Block / FIA
End of Subsequence B1 Financial Instrument Attributes
O / 22F / 4!c / Indicator / :4!c/[8c]/4!c
O / 11A / 4!c / Currency / :4!c//3!a
O / 25D / 4!c / Status / :4!c/[8c]/4!c
O / 70E / 4!c / Narrative / :4!c//10*35x
M / 16S / End of Block / TRADDET
End of Sequence B Trade Details
Mandatory Sequence C Financial Instrument/Account
M / 16R / Start of Block / FIAC
M / 36B / SETT / Quantity of Financial Instrument / Quantity to be settled / :4!c//4!c/15d
O / 19A / SETT / Amount / Settlement Amount / :4!c//[N]3!a15d
O / 70D / DENC / Narrative / Denom Choice / :4!c//6*35c
O / 13B / CERT / Number ID / Certificate Number / :4!c/[8c]/30x
M / 97a / 4!c / Account / B or A
O / 83a / Safekeeping Account / A,C or D / O / 94a / SAFE / Place / Place of Safekeeping / B or F
M / 16S / End of Block / FIAC
Sequence C / End of Sequence C Financial Instrument/Account
Optional Sequence D Repo Details
M / 87a / Deliverer of Securities / A or D / M / 16R / Start of Block / REPO
O / 33T / Deal Price / 3!a15d / O / 98a / TERM / Date/Time / Closing Date/Time / A, B or C
M / 32B / Settlement Amount / 3!a15d / O / 22F / 4!c / Indicator / :4!c/[8c]/4!c
O / 20C / 4!c / Reference / :4!x//16x
O / 92a / 4!c / Rate / C or A
O / 99B / 4!c / Number Count / :4!c//3!n
O / 19A / 4!c / Amount / :4!c//[N]3!a15d
O / 70C / REPO / Narrative / Repo Narrative / :4!c//4*35x
M / 16S / End of Block / REPO
End of Sequence D Repo Details
Mandatory Sequence E Settlement Details
M / 16R / Start of Block / SETDET
M / 22F / 4!c / Indicator / :4!c/[8c]/4!c
O / 17B / 4!c / Flag / :4!c//1!a
Repetitive Mandatory Subsequence E1 Settlement Parties
M / 16R / Start of Block / SETPRTY
M / 95a / 4!c / Party / C, S, P, R or Q
O / 97a / SAFE / Account / Safekeeping Account / A or B
O / 98a / PROC / Date/Time / Processing Date/Time / A or C
O / 20C / PROC / Reference / Processing Ref / :4!c //16x
O / 70a / 4!c / Narrative / E, C or D
M / 16S / End of Block / SETPRTY
End of Subsequence E1 Settlement Parties
--- Repetitive Optional Subsequence E2 Cash Parties
M / 16R / Start of Block / CSHPRTY
M / 95a / 4!c / Party / S,P,R or Q
O / 97A / 4!c / Account / :4!c//35x
O / 70a / 4!c / Narrative / E, C or D
M / 16S / End of Block / CSHPRTY
End of Subsequence E2 Cash Parties
--- Repetitive Optional Subsequence E3 Amounts
M / 16R / Start of Block / AMT
M / 19A / 4!c / Amount / :4!c//[N]3!a15d
O / 98a / VALU / Date/Time / Value Date/Time / A or C
O / 92B / EXCH / Rate / Exchange Rate / :4!c//3!a/3!a/15d
M / 16S / End of Block / AMT
End of Subsequence E3 Amounts
M / 16S / End of Block / SETDET
End of Sequence E Settlement Details
--- Repetitive Optional Sequence F Other Parties
M / 16R / Start of Block / OTHPRTY
M / 95a / 4!c / Party / C,S,P,R or Q
O / 97A / 4!c / Account / :4!c//35x
O / 70a / 4!c / Narrative / E,C or D
O / 20C / PROC / Reference / Processing Ref / :4!c//16x
M / 16S / End of Block / OTHPRTY
End of Sequence F Other Parties

DELIVER FREE 522/542

522 Status / 522 Tag / 522
Field Name / 522 Contents / 542 Status / 542 Tag / 542 Qualifier / 542
Gen Field Name / 542 Det Field Name / 542 Content
Sequence A / Mandatory Sequence A General Information
M / 16R / Start of Block / GENL
M / 20 / Transaction Ref Number / 16X / M / 20C / SEME / Reference / Senders Ref / :4!c//16x
M / 23G / Function of the message / 4!c
O / 98a / PREP / Date/Time / Preparation Date/Time / A or C
Repetative Optional Subsequence A1 Linkages
M / 16R / Start of Block / LINK
O / 22F / LINK / Indicator / Linkage Type Indicator / :4!c/[8c]/4!c
O / 13A / LINK / Number Indentification / Linked Transaction / :4!c//3!c
M / 20C / 4!c / Reference / Deal Ref with TRRF Qualifier / :4!c/16x
M / 16S / End of Block / LINK
End of Subsequence A1 Linkages
M / 16S / End of Block / GENL
End of Subsequence A General Information
Mandatory Sequence B Trade Details
M / 16R / Start of Block / TRADDET
O / 94B / TRAD / Place / Place of Trade / :4!c/[8c]/4!c[/30x]
M / 98a / 4!c / Date/Time / Trade Date with TRAD Qual / :4!c/8!n (option A)
O / 90a / DEAL / Price / Deal Price / A or B
O / 99A / DAAC / Number Count / Number of Days Accrued / :4!c/[N]3!n
M / 35B / ID of Securities / [ISIN1!e12!c]
[4*35] / M / 35B / Identification of the financial instrument / [ISIN1!e12!c]
[4 * 35x]
Sequence B / Optional Subsequence B1 Financial Instrument Attributes
M / 16R / Start of Block / FIA
O / 22F / :4!c/[8c]/4!c
O / 12a / 4!c / Type of Instrument / A, C or B
O / 11A / DENO / Currency / Currency of Denomination / :4!c/8!n
O / 98A / 4!c / Date / :4!c/8!n
O / 92A / 4!c / Rate / :4!c/[N]15d
O / 13a / 4!c / Number ID / A or B
O / 17B / 4!c / Flag / :4!c//1!a
O / 90a / 4!c / Price / A or B
M / 35A / Quantity of Securities / 3!a15d / O / 36B / 4!c / Quantity of Financial Instrument / :4!c/.4!c/15d
O / 70E / FIAN / Narrative / Financial Instrument Attribute Narrative / :4!c//10*35x
M / 16S / End of Block / FIA
End of Subsequence B1 Financial Instrument Attributes
O / 22F / 4!c / Indicator / :4!c/[8c]/4!c
O / 11A / 4!c / Currency / :4!c//3!a
O / 25D / 4!c / Status / :4!c/[8c]/4!c
O / 70E / 4!c / Narrative / :4!c//10*35x
M / 16S / End of Block / TRADDET
End of Sequence B Trade Details
Mandatory Sequence C Financial Instrument/Account
M / 16R / Start of Block / FIAC
M / 36B / SETT / Quantity of Financial Instrument / Quantity to be settled / :4!c//4!c/15d
O / 19A / SETT / Amount / Settlement Amount / :4!c//[N]3!a15d
O / 70D / DENC / Narrative / Denom Choice / :4!c//6*35c
O / 13B / CERT / Number ID / Certificate Number / :4!c/[8c]/30x
M / 97a / 4!c / Account / B or A
O / 94a / SAFE / Place / Place of Safekeeping / B or F
M / 16S / End of Block / FIAC
Sequence C / End of Sequence C Financial Instrument/Account
Optional Sequence D Repo Details
M / 87a / Receiver of Securities / A or D / M / 16R / Start of Block / REPO
O / 98a / TERM / Date/Time / Closing Date/Time / A, B or C
O / 22F / 4!c / Indicator / :4!c/[8c]/4!c
O / 20C / 4!c / Reference / :4!x//16x
O / 92a / 4!c / Rate / C or A
O / 99B / 4!c / Number Count / :4!c//3!n
O / 19A / 4!c / Amount / :4!c//[N]3!a15d
O / 70C / REPO / Narrative / Repo Narrative / :4!c//4*35x
M / 16S / End of Block / REPO
End of Sequence D Repo Details
Mandatory Sequence E Settlement Details
M / 16R / Start of Block / SETDET
M / 22F / 4!c / Indicator / :4!c/[8c]/4!c
O / 17B / 4!c / Flag / :4!c//1!a
Repetitive Mandatory Subsequence E1 Settlement Parties
M / 16R / Start of Block / SETPRTY
M / 95a / 4!c / Party / C, S, P, R or Q
O / 97a / SAFE / Account / Safekeeping Account / A or B
O / 98a / PROC / Date/Time / Processing Date/Time / A or C
O / 20C / PROC / Reference / Processing Ref / :4!c //16x
O / 70a / 4!c / Narrative / E, C or D
M / 16S / End of Block / SETPRTY
End of Subsequence E1 Settlement Parties
--- Repetitive Optional Subsequence E2 Cash Parties
M / 16R / Start of Block / CSHPRTY
M / 95a / 4!c / Party / S,P,R or Q
O / 97A / 4!c / Account / :4!c//35x
O / 70a / 4!c / Narrative / E, C or D
M / 16S / End of Block / CSHPRTY
End of Subsequence E2 Cash Parties
--- Repetitive Optional Subsequence E3 Amounts
M / 16R / Start of Block / AMT
M / 19A / 4!c / Amount / :4!c//[N]3!a15d
O / 98a / VALU / Date/Time / Value Date/Time / A or C
O / 92B / EXCH / Rate / Exchange Rate / :4!c//3!a/3!a/15d
M / 16S / End of Block / AMT
End of Subsequence E3 Amounts
M / 16S / End of Block / SETDET
End of Sequence E Settlement Details
--- Repetitive Optional Sequence F Other Parties
M / 16R / Start of Block / OTHPRTY
M / 95a / 4!c / Party / C,S,P,R or Q
O / 97A / 4!c / Account / :4!c//35x
O / 70a / 4!c / Narrative / E,C or D
O / 20C / PROC / Reference / Processing Ref / :4!c//16x
M / 16S / End of Block / OTHPRTY
End of Sequence F Other Parties

DELIVER AGAINST PAYMENT 523/543