MT 361 Format Specifications

The MT 361 consists of fourteen sequences:

• Sequence A provides general information about the contract, ie, the principals, the type of transaction, the currencies and notional amounts, the contract numbers. It also provides information about the confirmation itself, ie, if it is sent by a third party, by a money broker, if it is a new confirmation, an amendment or a cancellation

• Optional sequence B provides the details of the fixed interest leg payable by party B

• Optional sequence C provides the details of the floating interest leg payable by party B

• Sequence D provides the payment instructions for the interest payments due by party B

• Optional sequence E provides the details of the fixed interest leg payable by party A

• Optional sequence F provides the details of the floating interest leg payable by party A

• Sequence G provides the payment instructions for the interest payments due by party A

• Optional sequence H provides the amortising schedule for the notional for which party B pays interest, when an amortising swap is confirmed

• Optional sequence I provides the amortising schedule for the notional for which party A pays interest, when an amortising swap is confirmed

• Optional sequence J provides the details of optional exchanges of principal made by party B

• Optional sequence K provides the details of optional exchanges of principal made by party A

• Optional sequence L provides the details of optional payments made by party B

• Optional sequence M provides the details of optional payments made by party A

• Optional sequence N provides optional additional information which is not match critical, ie, the identification of the money broker, the dealing method, contact information etc.

MT 361 Cross Currency Interest Rate Swap Confirmation

Status	Tag	Field Name	Content/Options	No.
Mandatory Sequence A General Information
M	15A	New Sequence	(CrLf)	1
M	20	Sender's Reference	16x	2
O	21	Related Reference	16x	3
M	22A	Type of Operation	4!c	4
O	94A	Scope of Operation	4!c	5
M	22C	Common Reference	4!a2!c4!n4!a2!c	6
M	23A	Identification of the Swap	10a/5a	7
M	21N	Contract Number Party A	16x	8
O	21B	Contract Number Party B	16x	9
M	30T	Trade Date	8!n	10
M	30V	Effective Date	8!n	11
M	30P	Termination Date	8!n	12
O	14A	Business Day Convention	9a	13
M	32B	Party B Currency and Notional Amount	3!a15d	14
M	33B	Party A Currency and Notional Amount	3!a15d	15
M	82a	Party A	A or D	16
M	87a	Party B	A or D	17
O	17A	Collateral Agreement Indicator	1!a	18
M	77H	Type, Date, Version of the Agreement	6a[/8!n][//4!n]	19
O	77D	Additional Conditions	6*35x	20
M	14C	Year of Definitions	4!n	21
O	72	Sender to Receiver Information	6*35x	22
Optional Sequence B Fixed Interest Payable by Party B
M	15B	New Sequence	(CrLf)	23
O	37U	Fixed Rate	12d	24
O	37N	Details of Interest Rate	6*35x	25
Optional Subsequence B1 Interest Details
M	18A	Number of Repetitions	5n	26
----->
M	30F	Payment Date	8!n	27
O	32M	Currency, Payment Amount	3!a15d	28
-----|
O	17F	Period End Date Adjustment Indicator	1!a	29
O	14D	Day Count Fraction	7x	30
M	14A	Business Day Convention	9a	31
M	18A	Number of Repetitions	5n	32
----->
M	22B	Financial Centre	4!c	33
-----| Optional Sequence C Floating Interest Payable by Party B
M	15C	New Sequence	(CrLf)	34
M	14F	Floating Rate Option	24x	35
O	37J	Cap Rate	12d	36
O	37L	Floor Rate	12d	37
O	37N	Details of Interest Rate	6*35x	38
Optional Subsequence C1 Interest Details
M	14J	Reset Date Specification	5a	39
O	14G	Averaging Frequency and Method	1!a/8!a	40
M	38E	Designated Maturity	2n1!a	41
M	18A	Number of Repetitions	5n	42
----->
M	30F	Payment Date	8!n	43
-----|
M	17F	Period End Date Adjustment Indicator	1!a	44
M	14D	Day Count Fraction	7x	45
M	14A	Business Day Convention	9a	46
M	18A	Number of Repetitions	5n	47
----->
M	22B	Financial Centre	4!c	48
-----|
O	37R	Spread	[N]12d	49
Optional Subsequence C2 Compounding Details
M	22D	Compounding Type	4!c	50
M	18A	Number of Repetitions	5n	51
----->
M	30X	Compounding Date	8!n	52
-----| Optional Subsequence C3 Interpolation for Stub Periods
O	38G	First Stub Period, Interpolation Period	2n1!a/2n1!a	53
O	38H	Last Stub Period, Interpolation Period	2n1!a/2n1!a	54
Mandatory Sequence D Payment Instructions for Interest Payable by Party B
M	15D	New Sequence	(CrLf)	55
O	53a	Delivery Agent	A or D	56
O	56a	Intermediary	A or D	57
O	86a	Second Intermediary	A or D	58
M	57a	Receiving Agent	A or D	59
Optional Sequence E Fixed Interest Payable by Party A
M	15E	New Sequence	(CrLf)	60
O	37U	Fixed Rate	12d	61
O	37N	Details of Interest Rate	6*35x	62
Optional Subsequence E1 Interest Details
M	18A	Number of Repetitions	5n	63
----->
M	30F	Payment Date	8!n	64
O	32M	Currency, Payment Amount	3!a15d	65
-----|
O	17F	Period End Date Adjustment Indicator	1!a	66
O	14D	Day Count Fraction	7x	67
M	14A	Business Day Convention	9a	68
M	18A	Number of Repetitions	5n	69
----->
M	22B	Financial Centre	4!c	70
-----| Optional Sequence F Floating Interest Payable by Party A
M	15F	New Sequence	(CrLf)	71
M	14F	Floating Rate Option	24x	72
O	37J	Cap Rate	12d	73
O	37L	Floor Rate	12d	74
O	37N	Details of Interest Rate	6*35x	75
Optional Subsequence F1 Interest Details
M	14J	Reset Date Specification	5a	76
O	14G	Averaging Frequency and Method	1!a/8!a	77
M	38E	Designated Maturity	2n1!a	78
M	18A	Number of Repetitions	5n	79
----->
M	30F	Payment Date	8!n	80
-----|
M	17F	Period End Date Adjustment Indicator	1!a	81
M	14D	Day Count Fraction	7x	82
M	14A	Business Day Convention	9a	83
M	18A	Number of Repetitions	5n	84
----->
M	22B	Financial Centre	4!c	85
-----|
O	37R	Spread	[N]12d	86
Optional Subsequence F2 Compounding Details
M	22D	Compounding Type	4!c	87
M	18A	Number of Repetitions	5n	88
----->
M	30X	Compounding Date	8!n	89
-----| Optional Subsequence F3 Interpolation for Stub Periods
O	38G	First Stub Period, Interpolation Period	2n1!a/2n1!a	90
O	38H	Last Stub Period, Interpolation Period	2n1!a/2n1!a	91
Mandatory Sequence G Payment Instructions for Interest Payable by Party A
M	15G	New Sequence	(CrLf)	92
O	53a	Delivery Agent	A or D	93
O	56a	Intermediary	A or D	94
O	86a	Second Intermediary	A or D	95
M	57a	Receiving Agent	A or D	96
Optional Sequence H Amortising Schedule for Party B
M	15H	New Sequence	(CrLf)	97
M	18A	Number of Repetitions	5n	98
----->
M	30G	Variable Notional Start and End Date	8!n/8!n	99
M	32U	Outstanding Notional Currency and Amount	3!a15d	100
-----|
M	14A	Business Day Convention	9a	101
M	18A	Number of Repetitions	5n	102
----->
M	22B	Financial Centre	4!c	103
-----|
Optional Sequence I Amortising Schedule for Party A
M	15I	New Sequence	(CrLf)	104
M	18A	Number of Repetitions	5n	105
----->
M	30G	Variable Notional Start and End Date	8!n/8!n	106
M	32U	Outstanding Notional Currency and Amount	3!a15d	107
-----|
M	14A	Business Day Convention	9a	108
M	18A	Number of Repetitions	5n	109
----->
M	22B	Financial Centre	4!c	110
-----|
Optional Sequence J Exchanges of Principal Payable by Party B
M	15J	New Sequence	(CrLf)	111
M	18A	Number of Repetitions	5n	112
----->
M	22X	Type of Exchange	4!c	113
M	30F	Payment Date	8!n	114
M	32M	Currency, Payment Amount	3!a15d	115
O	53a	Delivery Agent	A or D	116
O	56a	Intermediary	A or D	117
O	86a	Second Intermediary	A or D	118
M	57a	Receiving Agent	A or D	119
-----|
M	14A	Business Day Convention	9a	120
M	18A	Number of Repetitions	5n	121
----->
M	22B	Financial Centre	4!c	122
-----|
Optional Sequence K Exchanges of Principal Payable by Party A
M	15K	New Sequence	(CrLf)	123
M	18A	Number of Repetitions	5n	124
----->
M	22X	Type of Exchange	4!c	125
M	30F	Payment Date	8!n	126
M	32M	Currency, Payment Amount	3!a15d	127
O	53a	Delivery Agent	A or D	128
O	56a	Intermediary	A or D	129
O	86a	Second Intermediary	A or D	130
M	57a	Receiving Agent	A or D	131
-----|
M	14A	Business Day Convention	9a	132
M	18A	Number of Repetitions	5n	133
----->
M	22B	Financial Centre	4!c	134
-----|
Optional Sequence L Additional Amounts Payable by Party B
M	15L	New Sequence	(CrLf)	135
M	18A	Number of Repetitions	5n	136
----->
M	22E	Type of Payment	4!c	137
M	30F	Payment Date	8!n	138
M	32M	Currency, Payment Amount	3!a15d	139
-----|
M	14A	Business Day Convention	9a	140
M	18A	Number of Repetitions	5n	141
----->
M	22B	Financial Centre	4!c	142
-----|
O	53a	Delivery Agent	A or D	143
O	56a	Intermediary	A or D	144
O	86a	Second Intermediary	A or D	145
O	57a	Receiving Agent	A or D	146
Optional Sequence M Additional Amounts Payable by Party A
M	15M	New Sequence	(CrLf)	147
M	18A	Number of Repetitions	5n	148
----->
M	22E	Type of Payment	4!c	149
M	30F	Payment Date	8!n	150
M	32M	Currency, Payment Amount	3!a15d	151
-----|
M	14A	Business Day Convention	9a	152
M	18A	Number of Repetitions	5n	153
----->
M	22B	Financial Centre	4!c	154
-----|
O	53a	Delivery Agent	A or D	155
O	56a	Intermediary	A or D	156
O	86a	Second Intermediary	A or D	157
O	57a	Receiving Agent	A or D	158
Optional Sequence N Optional General Information
M	15N	New Sequence	(CrLf)	159
O	29A	Contact Information	4*35x	160
O	24D	Dealing Method	4!c[/35x]	161
O	88a	Broker Identification	A or D	162
O	71F	Broker's Commission	3!a15d	163
O	21G	Broker's Reference	16x	164
M = Mandatory O = Optional