MT 362 Field Specifications

19. Field 30Q: Period End Date

FORMAT

Option Q

8!n

(Date)

PRESENCE

Optional in a conditional sequence (C1)

DEFINITION

This field specifies the period end 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, if used, this field must contain the end date of the compounding period.