MT 558 Format Specifications

The status and processing advice contains four sequences.

Sequence A General Information provides general information about the instruction and collateral transaction the message refers to, ie, the function of the message, the identification of the collateral transaction, the references of the linked messages, the identification of the parties, the safekeeping account, the reason for which collateral is needed (the exposure type), the identification of the collateral action, the agent specific information, the required margin and the status and reason information.

Sequence B Deal Transaction Details contains the deal transaction details.

Repetitive sequence C Securities Movement contains the securities movements with their status.

Repetitive sequence D Cash Movement contains the cash movements with their status.

MT 558 Triparty Collateral Status and Processing Advice

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
----->
M	98a	4!c	Date/Time	(see qualifier description)	A or C	4
-----| ----->
M	22a	4!c	Indicator	(see qualifier description)	F or H	5
-----| ----->
O	13B	4!c	Number	(see qualifier description)	:4!c/[8c]/30x	6
-----|
-----> Repetitive Mandatory Subsequence A1 Collateral Parties
M	16R			Start of Block	COLLPRTY	7
M	95a	4!c	Party	(see qualifier description)	P, Q or R	8
O	97a	SAFE	Account	Safekeeping Account	A or B	9
M	16S			End of Block	COLLPRTY	10
-----| End of Subsequence A1 Collateral Parties
O	25D	4!c	Status	(see qualifier description)	:4!c/[8c]/4!c	11
O	24B	4!c	Reason	(see qualifier description)	:4!c/[8c]/4!c	12
O	17B	CAPP	Flag	Collateral Approved Flag	:4!c//1!a	13
O	19A	RMAG	Amount	Required Margin Amount	:4!c//[N]3!a15d	14
----->
O	70a	4!c	Narrative	(see qualifier description)	D or E	15
-----| -----> Repetitive Optional Subsequence A2 Linkages
M	16R			Start of Block	LINK	16
O	13a	LINK	Number Identification	Linked Message	A or B	17
M	20C	4!c	Reference	(see qualifier description)	:4!c//16x	18
M	16S			End of Block	LINK	19
-----| End of Subsequence A2 Linkages
M	16S			End of Block	GENL	20
End of Sequence A General Information Mandatory Sequence B Deal Transaction Details
M	16R			Start of Block	DEALTRAN	21
M	98a	TERM	Date/Time	Closing Date/Time	A, B or C	22
----->
O	19A	4!c	Amount	(see qualifier description)	:4!c//[N]3!a15d	23
-----| ----->
O	92a	4!c	Rate	(see qualifier description)	A or C	24
-----|
O	22F	MICO	Indicator	Method of Interest Computation Indicator	:4!c/[8c]/4!c	25
M	16S			End of Block	DEALTRAN	26
End of Sequence B Deal Transaction Details -----> Repetitive Optional Sequence C Securities Movement
M	16R			Start of Block	SECMOVE	27
M	22H	INOU	Indicator	In/Out Indicator	:4!c//4!c	28
M	35B			Identification of Financial Instrument	[ISIN1!e12!c] [4*35x]	29
M	36B	QSEC	Quantity of Financial Instrument	Quantity of Securities	:4!c//4!c/15d	30
O	25D	MOVE	Status	Movement Status	:4!c/[8c]/4!c	31
----->
M	17B	4!c	Flag	(see qualifier description)	:4!c//1!a	32
-----| ----->
O	20C	4!c	Reference	(see qualifier description)	:4!c//16x	33
-----|
O	19A	MAGV	Amount	Margined Value Amount	:4!c//[N]3!a15d	34
M	16S			End of Block	SECMOVE	35
-----| End of Sequence C Securities Movement -----> Repetitive Optional Sequence D Cash Movement
M	16R			Start of Block	CASHMOVE	36
M	22H	INOU	Indicator	In/Out Indicator	:4!c//4!c	37
M	19A	CASH	Amount	Cash Amount	:4!c//[N]3!a15d	38
----->
O	20C	4!c	Reference	(see qualifier description)	:4!c//16x	39
-----|
O	25D	MOVE	Status	Movement Status	:4!c/[8c]/4!c	40
----->
M	17B	4!c	Flag	(see qualifier description)	:4!c//1!a	41
-----|
M	17B	CMAF	Flag	Cash Movement Approved Flag	:4!c//1!a	41
M	16S			End of Block	CASHMOVE	42
-----| End of Sequence D Cash Movement Optional Sequence E Additional Information
M	16R			Start of Block	ADDINFO	43
----->
O	95a	4!c	Party	(see qualifier description)	P, R or Q	44
-----|
M	16S			End of Block	ADDINFO	45
End of Sequence E Additional Information
M = Mandatory O = Optional