Option A:4!c//[N]15d(Qualifier) (Sign) (Rate)Option B:4!c//3!a/3!a/15d(Qualifier) (First Currency Code) (Second Currency Code) (Rate)| Option A |
:4!c//[N]15d |
(Qualifier) (Sign) (Rate) |
| Option B |
:4!c//3!a/3!a/15d |
(Qualifier) (First Currency Code) (Second Currency Code) (Rate) |
Mandatory
(Error code(s): T89)
| Order |
M/O |
Qualifier |
R/N |
CR |
Options |
Qualifier Description |
|---|---|---|---|---|---|---|
| 1 |
M |
EXCH |
N |
|
B |
Exchange Rate |
| 2 |
M |
VAFC |
N |
|
A |
Valuation Factor |
This qualified generic field specifies:
| EXCH |
Exchange Rate |
Exchange rate between the transaction currency and the reporting currency. |
| VAFC |
Valuation Factor |
The adjustment applied on the liability/collateral to calculate the position. |
The integer part of Rate must contain at least one digit. The decimal comma is mandatory and is included in the maximum length (Error code(s): T40, T43).
First Currency Code and Second Currency Code must be valid ISO 4217 currency codes (Error code(s): T52).
Sign must not be present when Rate is '0' (Error code(s): T14).
Except if notified differently in the rate definition, when used with format option A (:4!c//[N]15d), the rate should be expressed as a percentage, not as a decimal fraction (12% should be identified by 12, and not 0,12).
The order of the two currencies specified, when format B is used, is independent of the currencies in the amount and resulting amount fields. Therefore the exchange rate can be expressed as a reciprocal if required.
When the amount in the reporting currency is not present or when the reporting currency is the same as the transaction currency, First Currency Code and Second Currency Code are the same and Rate is equal to 1.
For the calculation of the rate itself, the First Currency Code will be the base currency and the Second Currency Code will be the quoted currency. (1,00 of First Currency Code = [Rate] of Second Currency Code).
