The substitution consists of four sequences:
Sequence A General Information provides general information about the message and the collateral transaction, that is, the function of the message, the identification of the collateral transaction, the references of the linked messages, the identification of the underlying agreement(s), the identification of the parties, the reason for which collateral is needed, the exposure type and the contact information.
Note: More than one occurrence of the agreement is only authorised for cross-product collateralisation and when there is no overall master agreement in place yet.
Sequence B specifies the details of both the collateral to be substituted and the new collateral. The collateral can be securities, cash or other collateral. The other collateral indicates trade instruments, that is, documentary credits and bank guarantees. This sequence may also contain the settlement details for a piece of security or cash collateral. If the settlement details for all pieces of securities collateral are the same, these details are not present in this sequence, but included once in sequence C. If the settlement details for all pieces of cash collateral are the same, these details are not present in this sequence, but included once in sequence D.
Sequence C contains the common securities settlement details, that is the settlement details of the proposed securities when they are not included in sequence B at the level of the individual piece of collateral.
Sequence D contains the common cash settlement details, that is the settlement details of the proposed cash when they are not included in sequence B at the level of the individual piece of collateral.
 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 |
| -----> Mandatory Repetitive Subsequence A1 Agreement |
||||||
| M |
16R |
|
|
Start of Block |
AGRE |
4 |
| O |
22F |
AGRE |
Indicator |
Agreement Indicator |
:4!c/[8c]/4!c |
5 |
| O |
98A |
AGRE |
Date |
Agreement Date |
:4!c//8!n |
6 |
| O |
13B |
AGRE |
Number |
Agreement Version Number |
:4!c/[8c]/30x |
7 |
| O |
70C |
AGRE |
Narrative |
Agreement Narrative |
:4!c//4*35x |
8 |
| M |
16S |
|
|
End of Block |
AGRE |
9 |
| -----| End of Subsequence A1 Agreement |
||||||
| O |
98a |
PREP |
Date/Time |
Preparation Date/Time |
A, C, or E |
10 |
| M |
22a |
COLA |
Indicator |
Exposure Type Indicator |
F or H |
11 |
| -----> |
||||||
| M |
95a |
4!c |
Party |
(see qualifier description) |
P, Q, or R |
12 |
| -----| |
||||||
| O |
70C |
PACO |
Narrative |
Party Narrative |
:4!c//4*35x |
13 |
| -----> Optional Repetitive Subsequence A2 Linkages |
||||||
| M |
16R |
|
|
Start of Block |
LINK |
14 |
| O |
13a |
LINK |
Number Identification |
Linked Message |
A or B |
15 |
| M |
20C |
4!c |
Reference |
(see qualifier description) |
:4!c//16x |
16 |
| M |
16S |
|
|
End of Block |
LINK |
17 |
| -----| End of Subsequence A2 Linkages |
||||||
| M |
16S |
|
|
End of Block |
GENL |
18 |
| End of Sequence A General Information |
||||||
| -----> Mandatory Repetitive Sequence B Collateral Details |
||||||
| M |
16R |
|
|
Start of Block |
COLD |
19 |
| M |
20C |
COLR |
Reference |
Collateral Reference |
:4!c//16x |
20 |
| -----> |
||||||
| M |
22a |
4!c |
Indicator |
(see qualifier description) |
F or H |
21 |
| -----| |
||||||
| O |
98A |
SETT |
Date |
Settlement/Delivery Date |
:4!c//8!n |
22 |
| Optional Subsequence B1 Securities Collateral Details |
||||||
| M |
16R |
|
|
Start of Block |
SCOL |
23 |
| M |
35B |
|
|
Identification of the Financial Instrument |
[ISIN1!e12!c][4*35x] |
24 |
| M |
36B |
COLL |
Quantity of Financial Instrument |
Quantity of Securities Collateral |
:4!c//4!c/15d |
25 |
| O |
17B |
OWNF |
Flag |
Ownership Flag |
:4!c//1!a |
26 |
| Optional Subsequence B1a Settlement Details |
||||||
| M |
16R |
|
|
Start of Block |
SETDET |
27 |
| -----> |
||||||
| M |
22a |
4!c |
Indicator |
(see qualifier description) |
F or H |
28 |
| -----| |
||||||
| -----> Optional Repetitive Subsequence B1a1 Settlement Parties |
||||||
| M |
16R |
|
|
Start of Block |
SETPRTY |
29 |
| -----> |
||||||
| M |
95a |
4!c |
Party |
(see qualifier description) |
C, P, Q, R, or S |
30 |
| -----| |
||||||
| O |
97a |
SAFE |
Account |
Safekeeping Account |
A or B |
31 |
| O |
70C |
PACO |
Narrative |
Party Narrative |
:4!c//4*35x |
32 |
| M |
16S |
|
|
End of Block |
SETPRTY |
33 |
| -----| End of Subsequence B1a1 Settlement Parties |
||||||
| M |
16S |
|
|
End of Block |
SETDET |
34 |
| End of Subsequence B1a Settlement Details |
||||||
| M |
16S |
|
|
End of Block |
SCOL |
35 |
| End of Subsequence B1 Securities Collateral Details |
||||||
| Optional Subsequence B2 Cash Collateral Details |
||||||
| M |
16R |
|
|
Start of Block |
CCOL |
36 |
| M |
19B |
DEPO |
Amount |
Deposit Amount |
:4!c//3!a15d |
37 |
| M |
22H |
DEPO |
Indicator |
Type of Deposit Indicator |
:4!c//4!c |
38 |
| O |
98A |
TERM |
Date |
Maturity Date |
:4!c//8!n |
39 |
| Optional Subsequence B2a Cash Settlement Details |
||||||
| M |
16R |
|
|
Start of Block |
CASHSET |
40 |
| O |
22F |
STCO |
Indicator |
Settlement Transaction Condition Indicator |
:4!c/[8c]/4!c |
41 |
| -----> Optional Repetitive Subsequence B2a1 Cash Parties |
||||||
| M |
16R |
|
|
Start of Block |
CSHPRTY |
42 |
| -----> |
||||||
| M |
95a |
4!c |
Party |
(see qualifier description) |
P, Q, R, or S |
43 |
| -----| |
||||||
| -----> |
||||||
| O |
97a |
4!c |
Account |
(see qualifier description) |
A or E |
44 |
| -----| |
||||||
| O |
70C |
PACO |
Narrative |
Party Narrative |
:4!c//4*35x |
45 |
| M |
16S |
|
|
End of Block |
CSHPRTY |
46 |
| -----| End of Subsequence B2a1 Cash Parties |
||||||
| M |
16S |
|
|
End of Block |
CASHSET |
47 |
| End of Subsequence B2a Cash Settlement Details |
||||||
| M |
16S |
|
|
End of Block |
CCOL |
48 |
| End of Subsequence B2 Cash Collateral Details |
||||||
| Optional Subsequence B3 Other Collateral Details |
||||||
| M |
16R |
|
|
Start of Block |
BCOL |
49 |
| M |
22H |
BCOL |
Indicator |
Type of Other Collateral Indicator |
:4!c//4!c |
50 |
| -----> |
||||||
| M |
98a |
4!c |
Date/Time |
(see qualifier description) |
A or B |
51 |
| -----| |
||||||
| M |
95a |
ISSU |
Party |
Issuer |
P, Q, or R |
52 |
| M |
19B |
4!c |
Amount |
(see qualifier description) |
:4!c//3!a15d |
53 |
| M |
16S |
|
|
End of Block |
BCOL |
54 |
| End of Subsequence B3 Other Collateral Details |
||||||
| M |
16S |
|
|
End of Block |
COLD |
55 |
| -----| End of Sequence B Collateral Details |
||||||
| Optional Sequence C Settlement Details |
||||||
| M |
16R |
|
|
Start of Block |
SETDET1 |
56 |
| -----> |
||||||
| M |
22a |
4!c |
Indicator |
(see qualifier description) |
F or H |
57 |
| -----| |
||||||
| -----> Optional Repetitive Subsequence C1 Settlement Parties |
||||||
| M |
16R |
|
|
Start of Block |
SETPRTY1 |
58 |
| -----> |
||||||
| M |
95a |
4!c |
Party |
(see qualifier description) |
C, P, Q, R, or S |
59 |
| -----| |
||||||
| O |
97a |
SAFE |
Account |
Safekeeping Account |
A or B |
60 |
| O |
70C |
PACO |
Narrative |
Party Narrative |
:4!c//4*35x |
61 |
| M |
16S |
|
|
End of Block |
SETPRTY1 |
62 |
| -----| End of Subsequence C1 Settlement Parties |
||||||
| M |
16S |
|
|
End of Block |
SETDET1 |
63 |
| End of Sequence C Settlement Details |
||||||
| Optional Sequence D Cash Settlement Details |
||||||
| M |
16R |
|
|
Start of Block |
CASHSET1 |
64 |
| O |
22F |
STCO |
Indicator |
Settlement Transaction Condition Indicator |
:4!c/[8c]/4!c |
65 |
| -----> Optional Repetitive Subsequence D1 Cash Parties |
||||||
| M |
16R |
|
|
Start of Block |
CSHPRTY1 |
66 |
| -----> |
||||||
| M |
95a |
4!c |
Party |
(see qualifier description) |
P, Q, R, or S |
67 |
| -----| |
||||||
| -----> |
||||||
| O |
97a |
4!c |
Account |
(see qualifier description) |
A or E |
68 |
| -----| |
||||||
| O |
70C |
PACO |
Narrative |
Party Narrative |
:4!c//4*35x |
69 |
| M |
16S |
|
|
End of Block |
CSHPRTY1 |
70 |
| -----| End of Subsequence D1 Cash Parties |
||||||
| M |
16S |
|
|
End of Block |
CASHSET1 |
71 |
| End of Sequence D Cash Settlement Details |
||||||
| Optional Sequence E Additional Information |
||||||
| M |
16R |
|
|
Start of Block |
ADDINFO |
72 |
| -----> |
||||||
| O |
95a |
4!c |
Party |
(see qualifier description) |
P, Q, or R |
73 |
| -----| |
||||||
| M |
16S |
|
|
End of Block |
ADDINFO |
74 |
| End of Sequence E Additional Information |
||||||
| M = Mandatory, O = Optional |
||||||
