MT 535 Field Specifications| Option F |
:4!c/[8c]/4!c |
(Qualifier)(Data Source Scheme)(Indicator) |
| Option H |
:4!c//4!c |
(Qualifier)(Indicator) |
Optional in optional subsequence B1b
(Error code(s): T89)
| Order |
M/O |
Qualifier |
R/N |
CR |
Options |
Qualifier Description |
|---|---|---|---|---|---|---|
| 1 |
M |
COLA |
N |
|
F or H |
Exposure Type Indicator |
This qualified generic field specifies:
| COLA |
Exposure Type Indicator |
Specifies the underlying business area/type of trade causing the collateral movement. |
In option F or H, if Qualifier is COLA and Data Source Scheme is not present, Indicator must contain one of the following codes (Error code(s): K22):
| BFWD |
Bond Forward |
Any securities traded out beyond 3 days which include treasury notes, JGBs and Gilts. |
| CBCO |
Central Bank Credit Operations |
Exposures related to activity with central banks. |
| CCIR |
Cross Currency IRS |
Cross Currency Interest Rate Swap, indicating the exchange of fixed interest payments in one currency for those in another. |
| CCPC |
CCP Collateral |
Collateral covering the initial margin requirements for OTC trades cleared through a CCP. |
| COMM |
Commodities |
Commodities trades for example futures and options on gold, silver, wheat. |
| CRDS |
Credit Default Swap |
Trading of credit default swap. |
| CRPR |
Cross Product |
Combination of various types of trades. |
| CRSP |
Credit Support |
Cash lending/borrowing; letter of Credit; signing of master agreement. |
| CRTL |
Credit Line |
Opening of a credit line before trading. |
| EQPT |
Equity Option |
Trading of equity option (Also known as stock options). |
| EQUS |
Equity Swap |
Equity swap trades where the return of an equity is exchanged for either a fixed or a floating rate of interest. |
| EXPT |
Exotic Option |
Trading of exotic option for example a non-standard option. |
| EXTD |
Exchange Traded Derivatives |
Trading of exchanged traded derivatives in general (Opposite to Over the Counter (OTC)). |
| FIXI |
Fixed Income |
Trading of fixed income instruments. |
| FORW |
Forward Foreign Exchange |
FX trades with a value date in the future. |
| FORX |
Foreign Exchange |
FX trades in general. |
| FUTR |
Futures |
Related to futures trading activity. |
| LIQU |
Liquidity |
In support of settlement via an RTGS or other clearing system. |
| OPTN |
FX Option |
Trading of option on Foreign Exchange. |
| OTCD |
OTC Derivatives |
Over-the-counter (OTC) Derivatives in general for example contracts which are traded and privately negotiated. |
| PAYM |
Cash Settlement |
In support of any type of cash settlement. |
| REPO |
Repurchase Agreement |
In support of a repurchase agreement transaction. |
| RVPO |
Reverse Repurchase Agreement |
In support of a reverse repurchase agreement transaction. |
| SBSB |
Securities Buy Sell Back |
Securities buy sell back. |
| SCIE |
Single Currency IRS Exotic |
Exotic single currency interest rate swap. |
| SCIR |
Single Currency IRS |
Single Currency Interest Rate Swap. |
| SCRP |
Securities Cross Product |
Combination of securities-related exposure types. |
| SHSL |
Short Sale |
Short sale exposure. |
| SLEB |
Securities Lending and Borrowing |
Securities lending and borrowing. |
| SLOA |
Secured Loan |
Secured loan. |
| SWPT |
Swaption |
Option on interest rate swap. |
| TBAS |
To Be Announced |
To Be Announced (TBA) related collateral. |
| TCRP |
Treasury Cross Product |
Combination of treasury-related exposure types. |
