MT 361 Field Specifications

118. Field 30G: Variable Notional Start and End Date

FORMAT

Option G

8!n/8!n

(Start Date)(End Date)

PRESENCE

Mandatory in optional sequence J I

DEFINITION

This field specifies the period of the amortising/accreting swap where interest is calculated on the outstanding notional amount specified in the same sequence.

NETWORK VALIDATED RULES

Start Date and End Date must be valid dates expressed as YYYYMMDD (Error code(s): T50).

USAGE RULES

Start Date is an earlier date than End Date.

Start Date and End Date are unadjusted but will change in relation to the specified Business Day Convention and financial centres in the same sequence.

This field is only used when the notional adjusts (see example below).