MT 569 Format Specifications

The statement contains three sequences.

Sequence A General Information provides general information about the collateral transaction, 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) and the agent specific information.

Sequence B Summary contains the overall collateral position expressed in the reporting currency for all transactions done with one counterparty, ie, the total of the exposure amount, of the posted collateral, of the margin amounts, of the accrued interest, of the fees or commissions and of the principals.

Sequence C contains the valuation of both the exposure and the collateral for all transactions. Sequence C is repeated once for each transaction currency and contains the totals of the collateral position for that currency. Subsequence C1 is repeated once for each transaction within the transaction currency. It contains the valuation details on a transaction level.

Example: the message contains three transactions, two of them in USD and the third in EUR. The reporting currency is EUR.

The message will contain the following (sub)sequences:

• Sequence A

• Sequence B (EUR)

• Sequence C (USD)

• Subsequence C1 (Tr.1)

• At least 2 occurrences of C1a (one for the exposure, one for the collateral) each one with an optional C1a1

• Subsequence C1(Tr.2)

• At least 2 occurrences of C1a (one for the exposure, one for the collateral) each one with an optional C1a1

• Sequence C (EUR)

• Subsequence C1 (Tr.3)

• At least 2 occurrences of C1a (one for the exposure, one for the collateral) each one with an optional C1a1

MT 569 Triparty Collateral and Exposure Statement

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	28E			Page Number/ Continuation Indicator	5n/4!c	2
----->
M	20C	SEME	Reference	(see qualifier description)	:4!c//16x	3
M	23G			Function of the Message	4!c[/4!c]	4
-----|
O	98a	PREP	Date/Time	Preparation Date/Time	A or C	5 4
----->
M	22a	4!c	Indicator	(see qualifier description)	F or H	6 5
-----|
-----> Repetitive Mandatory Subsequence A1 Collateral Parties
M	16R			Start of Block	COLLPRTY	7 6
M	95a	4!c	Party	(see qualifier description)	P, Q or R	8 7
O	97a	SAFE	Account	Safekeeping Account	A or B	9 8
M	16S			End of Block	COLLPRTY	10 9
-----| End of Subsequence A1 Collateral Parties
O	70E	COLL	Narrative	Collateral Narrative	:4!c//10*35x	11 10
-----> Repetitive Optional Subsequence A2 Linkages
M	16R			Start of Block	LINK	12 11
O	13a	LINK	Number Identification	Linked Message	A or B	13 12
M	20C	4!c	Reference	(see qualifier description)	:4!c//16x	14 13
M	16S			End of Block	LINK	15 14
-----| End of Subsequence A2 Linkages
M	16S			End of Block	GENL	16 15
End of Sequence A General Information Mandatory Sequence B Summary
M	16R			Start of Block	SUMM	17 16
----->
M	19A	4!c	Amount	(see qualifier description)	:4!c//[N]3!a15d	18 17
-----|
O	92A	MARG	Rate	Margin	:4!c//[N]15d	19 18
O	25D	GCST	Status	Global Currency Status	:4!c/[8c]/4!c	20 19
M	98a	VALN	Date/Time	Valuation Date/Time	A or C	21 20
M	16S			End of Block	SUMM	22 21
End of Sequence B Summary -----> Repetitive Optional Sequence C Transaction Valuation Details
M	16R			Start of Block	TRANVAL	23 22
----->
M	19A	4!c	Amount	(see qualifier description)	:4!c//[N]3!a15d	24 23
-----|
O	92A	MARG	Rate	Margin	:4!c//[N]15d	25 24
-----> Repetitive Mandatory Subsequence C1 Transaction Details
M	16R			Start of Block	TRANSDET	26 25
----->
M	20C	4!c	Reference	(see qualifier description)	:4!c//16x	27 26
-----|
M	98a	TERM	Date/Time	Closing Date/Time	A, B or C	28 27
----->
M	19A	4!c	Amount	(see qualifier description)	:4!c//[N]3!a15d	29 28
-----| ----->
O	22F	4!c	Indicator	(see qualifier description)	:4!c/[8c]/4!c	30 29
-----| ----->
O	92a	4!c	Rate	(see qualifier description)	A or C	31 30
-----|
O	25D	TRAN	Status	Transaction Status	:4!c/[8c]/4!c	32 31
-----> Repetitive Mandatory Subsequence C1a Valuation Details
M	16R			Start of Block	VALDET	33 32
----->
M	17B	4!c	Flag	(see qualifier description)	:4!c//1!a	34 33
-----|
O	98a	SETT	Date/Time	Settlement Date/Time	A or C	35 34
----->
M	19A	4!c	Amount	(see qualifier description)	:4!c//[N]3!a15d	36 35
-----| ----->
M	92a	4!c	Rate	(see qualifier description)	A or B	37 36
-----| ----->
O	99a	4!c	Number	(see qualifier description)	A or B	38 37
-----|
O	22F	MICO	Indicator	Method of Interest Computation Indicator	:4!c/[8c]/4!c	39 38
Optional Subsequence C1a1 Securities Details
M	16R			Start of Block	SECDET	40 39
M	35B			Identification of Financial Instrument	[ISIN1!e12!c] [4*35x]	41 40
M	36B	SECV	Quantity of Financial Instrument	Quantity of Securities Valued	:4!c//4!c/15d	42 41
O	25D	SETT	Status	Settlement Status	:4!c/[8c]/4!c	43 42
O	11A	DENO	Currency	Currency of the Denomination	:4!c//3!a	44 43
----->
O	94B	4!c	Place	(see qualifier description)	:4!c/[8c]/4!c[/30x]	45 44
-----|
O	70C	RATS	Narrative	Rating Narrative	:4!c//4*35x	46 45
M	16S			End of Block	SECDET	47 46
End of Subsequence C1a1 Securities Details
M	16S			End of Block	VALDET	48 47
-----| End of Subsequence C1a Valuation Details
M	16S			End of Block	TRANSDET	49 48
-----| End of Subsequence C1 Transaction Details
M	16S			End of Block	TRANVAL	50 49
-----| End of Sequence C Transaction Valuation Details
-----> Repetitive Optional Sequence D Additional Information
M	16R			Start of Block	ADDINFO	51 50
----->
O	19A	4!c	Amount	(see qualifier description)	:4!c//[N]3!a15d	52 51
-----| ----->
O	95a	4!c	Party	(see qualifier description)	P, R or Q	53
-----|
-----|
M	16S			End of Block	ADDINFO	54 52
-----| End of Sequence D Additional Information
M = Mandatory O = Optional