MT 364 Format Specifications

The MT 364 consists of five sequences:

• Sequence A provides general information about the original contract, ie, the principals, the type of the underlying transaction, the currency and notional amount, the contract numbers, the type of event (termination/recouponing) and optionally, the new notional(s). It also provides information about the confirmation itself, ie, if it is sent by a third party, if it is a new confirmation, an amendment or a cancellation.

• Optional sequence B provides the original fixed rate and optional new rate payable by party B.

• Optional sequence E provides the original fixed rate and optional new rate payable by party A.

• Optional sequence L provides the details of the fee paid by party B.

• Optional sequence M provides the details of the fee paid by party A.

MT 364 Single Currency Interest Rate Derivative Termination/ Recouponing 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	22B	Type of Event	4!c	6
M	22C	Common Reference	4!a2!c4!n4!a2!c	7
M	23A	Identification of the Swap	10a/5a	8
M	21N	Contract Number Party A	16x	9
O	21B	Contract Number Party B	16x	10
M	30T	Termination/Recouponing Trade Date	8!n	11
M	30Q	Termination/Recouponing Effective Date	8!n	12
M	30P	Original Termination Date	8!n	13
M	30V	Original Effective Date	8!n	14
M	32B	Current Currency, Notional Amount	3!a15d	15
M	82a	Party A	A or D	16
M	87a	Party B	A or D	17
O	22D	Accrual of Interest Specification	4!c	18
O	32G	New Currency, Notional Amount	3!a15d	19
O	37N	Details of Interest Rate	6*35x	20
O	29A	Contact Information	4*35x	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
M	37U	Current Fixed Rate	12d	24
O	37P	New Fixed Rate	12d	25
Optional Sequence E Fixed Interest Payable by Party A
M	15E	New Sequence	(CrLf)	26
M	37U	Current Fixed Rate	12d	27
O	37P	New Fixed Rate	12d	28
Optional Sequence L Fee Payable by Party B
M	15L	New Sequence	(CrLf)	29
M	30F	Payment Date	8!n	30
M	32M	Currency, Payment Amount	3!a15d	31
O	53a	Delivery Agent	A or D	32
O	56a	Intermediary	A or D	33
O	86a	Second Intermediary	A or D	34
M	57a	Receiving Agent	A or D	35
Optional Sequence M Fee Payable by Party A
M	15M	New Sequence	(CrLf)	36
M	30F	Payment Date	8!n	37
M	32M	Currency, Payment Amount	3!a15d	38
O	53a	Delivery Agent	A or D	39
O	56a	Intermediary	A or D	40
O	86a	Second Intermediary	A or D	41
M	57a	Receiving Agent	A or D	42
M = Mandatory O = Optional