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ISO 15022
Data Field Dictionary

MT506: (25) Field 19B: Amount

FORMAT

Option B :4!c//3!a15d (Qualifier)(Currency Code)(Amount)

PRESENCE

Optional (referenced in rule C8) in optional subsequence B1

QUALIFIER

(Error code(s): T89)

Order

M/O

Qualifier

R/N

CR

Options

Qualifier Description

1

O

THRS

N

 

B

Secured Threshold Amount

 

or

THRU

N

 

B

Unsecured Threshold Amount

2

O

PRHA

N

 

B

Pre-haircut Collateral Value

3

O

AEXP

N

 

B

Adjusted Exposure Amount

4

O

CORE

N

 

B

Collateral Required Amount

5

O

RADD

N

 

B

Basic Amount

6

O

NRAD

N

 

B

Netted Independent Amount

7

O

MITR

N

 

B

Minimum Transfer Amount

8

O

ROUN

N

 

B

Rounding Integer Amount

9

O

PRCV

N

 

B

Previous Collateral Value

10

O

PEVA

N

 

B

Previous Market Price Value

11

O

TPIN

N

 

B

Total Pending Collateral In

12

O

TPOU

N

 

B

Total Pending Collateral Out

13

O

TACR

N

 

B

Total Accrued Interest Amount

14

O

TCHA

N

 

B

Total Fees/Commissions

DEFINITION

This qualified generic field specifies:

AEXP

Adjusted Exposure Amount

Total amount of collateral required (unrounded).

CORE

Collateral Required Amount

Total amount of collateral required (rounded).

MITR

Minimum Transfer Amount

Minimum additional collateral amount required above the collateral held.

NRAD

Netted Independent Amount

Non recoverable add-on amount to the exposure.

PEVA

Previous Market Price Value

Exposure Value at Previous Valuation.

PRCV

Previous Collateral Value

Value of Collateral at Previous Valuation.

PRHA

Pre-haircut Collateral Value

Total value of posted collateral (pre-haircut) held by the taker.

RADD

Basic Amount

Recoverable add-on amount to the exposure.

ROUN

Rounding Integer Amount

Amount to which the value of the collateral collected may be rounded up.

TACR

Total Accrued Interest Amount

Sum of accrued interest.

TCHA

Total Fees/Commissions

Sum of fees/commissions.

THRS

Secured Threshold Amount

Amount of secured risk the exposed party is willing to tolerate. If the exposure is bigger than this amount, the whole exposure needs to be offset otherwise no collateral is needed.

THRU

Unsecured Threshold Amount

Amount for which the exposed party doesn't have to post collateral. The difference between the total exposure amount and this amount needs to be collateralised.

TPIN

Total Pending Collateral In

Value of incoming collateral, to be settled.

TPOU

Total Pending Collateral Out

Value of outgoing collateral, to be settled.

NETWORK VALIDATED RULES

The integer part of Amount must contain at least one digit. The decimal comma is mandatory and is included in the maximum length. The number of digits following the comma must not exceed the maximum allowed for the specified currency.

Currency Code must be a valid ISO 4217 currency code.

USAGE RULES

See also the ISDA definitions in the Usage Rules section for a more detailed explanation of the amount fields and examples.