MT 365 Format Specifications

The MT 365 consists of seven sequences:

• Sequence A provides general information about the original contract, that is, 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 notionals. It also provides information about the confirmation itself, that is, 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 J provides the details of the re-exchange of principal payable by party B.

• Optional sequence K provides the details of the re-exchange of principal payable by party A.

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

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

MT 365 Cross Currency Interest Rate Swap Termination/Recouponing Confirmation

Status	Tag	Field Name	Content/Options	No.
Mandatory Sequence A General Information
M	15A	New Sequence	Empty field	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	Party B Current Currency, Notional Amount	3!a15d	15
M	33B	Party A Current Currency, Notional Amount	3!a15d	16
M	82a	Party A	A or D	17
M	87a	Party B	A or D	18
O	83a	Fund or Beneficiary Customer	A, D, or J	19
O	22D	Accrual of Interest Specification	4!c	20
O	32G	Party B New Currency, Notional Amount	3!a15d	21
O	33E	Party A New Currency, Notional Amount	3!a15d	22
O	37N	Details of Interest Rate	6*35x	23
O	29A	Contact Information	4*35x	24
O	72	Sender to Receiver Information	6*35x	25
End of Sequence A General Information
Optional Sequence B Fixed Interest Payable by Party B
M	15B	New Sequence	Empty field	26
M	37U	Current Fixed Rate	12d	27
O	37P	New Fixed Rate	12d	28
End of Sequence B Fixed Interest Payable by Party B
Optional Sequence E Fixed Interest Payable by Party A
M	15E	New Sequence	Empty field	29
M	37U	Current Fixed Rate	12d	30
O	37P	New Fixed Rate	12d	31
End of Sequence E Fixed Interest Payable by Party A
Optional Sequence J Re-exchange of Principal Payable by Party B
M	15J	New Sequence	Empty field	32
M	30F	Payment Date	8!n	33
M	32M	Currency, Payment Amount	3!a15d	34
O	53a	Delivery Agent	A or D	35
O	56a	Intermediary	A or D	36
O	86a	Second Intermediary	A or D	37
M	57a	Receiving Agent	A or D	38
End of Sequence J Re-exchange of Principal Payable by Party B
Optional Sequence K Re-exchange of Principal Payable by Party A
M	15K	New Sequence	Empty field	39
M	30F	Payment Date	8!n	40
M	32M	Currency, Payment Amount	3!a15d	41
O	53a	Delivery Agent	A or D	42
O	56a	Intermediary	A or D	43
O	86a	Second Intermediary	A or D	44
M	57a	Receiving Agent	A or D	45
End of Sequence K Re-exchange of Principal Payable by Party A
Optional Sequence L Fee Payable by Party B
M	15L	New Sequence	Empty field	46
M	30F	Payment Date	8!n	47
M	32M	Currency, Payment Amount	3!a15d	48
O	53a	Delivery Agent	A or D	49
O	56a	Intermediary	A or D	50
O	86a	Second Intermediary	A or D	51
M	57a	Receiving Agent	A or D	52
End of Sequence L Fee Payable by Party B
Optional Sequence M Fee Payable by Party A
M	15M	New Sequence	Empty field	53
M	30F	Payment Date	8!n	54
M	32M	Currency, Payment Amount	3!a15d	55
O	53a	Delivery Agent	A or D	56
O	56a	Intermediary	A or D	57
O	86a	Second Intermediary	A or D	58
M	57a	Receiving Agent	A or D	59
End of Sequence M Fee Payable by Party A
M = Mandatory, O = Optional