MT 362 Field Specifications

18. Field 30X: Period Start Date

FORMAT

Option X

8!n

(Date)

PRESENCE

Mandatory in a conditional sequence (C1)

DEFINITION

This field specifies the period start date of the calculation/compounding period for which the rate is reset.

NETWORK VALIDATED RULES

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

USAGE RULES

For compounding, non-OIS trades, this field must contain the start date of the compounding period.