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ISO 15022
Data Field Dictionary

MT558: (6) Field 22a: Indicator

FORMAT

Option F :4!c/[8c]/4!c (Qualifier)(Data Source Scheme)(Indicator)
Option H :4!c//4!c (Qualifier)(Indicator)

PRESENCE

Mandatory in mandatory sequence A

QUALIFIER

(Error code(s): T89)

Order

M/O

Qualifier

R/N

CR

Options

Qualifier Description

1

M

CINT

N

 

F or H

Collateral Instruction Type Indicator

2

M

COLA

N

 

F or H

Exposure Type Indicator

3

M

REPR

N

 

H

Collateral Receive/Provide Indicator

4

O

PRSS

N

 

F

Process Indicator

5

O

PRIR

N

 

F

Priority Indicator

6

O

AUTA

N

 

F

Automatic Allocation Indicator

7

O

FSSA

N

 

F

Failed Settlement Salvation Indicator

DEFINITION

This qualified generic field specifies:

AUTA

Automatic Allocation Indicator

Specifies whether the allocation of the collateral is manual or automatic.

CINT

Collateral Instruction Type Indicator

Specifies the type of collateral instruction.

COLA

Exposure Type Indicator

Specifies the underlying business area/type of trade causing the exposure.

FSSA

Failed Settlement Salvation Indicator

Specifies whether the receiver is allowed to solve failure in the settlement by proposing other collateral movements.

PRIR

Priority Indicator

Specifies the priority with which the instruction needs to be executed.

PRSS

Process Indicator

Specifies the settlement process in which the collateral will be settled.

REPR

Collateral Receive/Provide Indicator

Specifies whether the client is the collateral taker or giver.

CODES

In option F, if Qualifier is CINT and Data Source Scheme is not present, Indicator must contain one of the following codes:

AADJ

Automatic/Manual Settlement Adjustment

Automatic/manual settlement adjustment.

CADJ

Collateral Adjustment

Change to collateral.

CDTA

Closing Date Adjustment

Change of the closing date.

DADJ

Data Adjustment

Change of other data.

INIT

Initiation

Creation of a Collateral Management Transaction.

MADJ

Margin Adjustment

Change to margin.

PADJ

Principal/Exposure Adjustment

Change of principal/exposure adjustment.

RATA

Rate Adjustment

Change of rate.

TERM

Termination

Closing of the Collateral Management Transaction.

CODES

In option H, if Qualifier is CINT, Indicator must contain one of the following codes:

AADJ

Automatic/Manual Settlement Adjustment

Automatic/manual settlement adjustment.

CADJ

Collateral Adjustment

Change to collateral.

CDTA

Closing Date Adjustment

Change of the closing date.

DADJ

Data Adjustment

Change of other data.

INIT

Initiation

Creation of a Collateral Management Transaction.

MADJ

Margin Adjustment

Change to margin.

PADJ

Principal/Exposure Adjustment

Change of principal/exposure adjustment.

RATA

Rate Adjustment

Change of rate.

TERM

Termination

Closing of the Collateral Management Transaction.

CODES

In option F, if Qualifier is COLA and Data Source Scheme is not present, Indicator must contain one of the following codes:

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.

CODES

In option H, if Qualifier is COLA, Indicator must contain one of the following codes:

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.

CODES

In option H, if Qualifier is REPR, Indicator must contain one of the following codes:

PROV

Collateral Giver

The client is the collateral giver.

RECE

Collateral Taker

The client is the collateral taker.

CODES

In option F, if Qualifier is AUTA and Data Source Scheme is not present, Indicator must contain one of the following codes:

AUTO

Automatic Allocation

Allocation of the collateral is made automatically.

MANU

Manual Allocation

Allocation of the collateral is made manually.

CODES

In option F, if Qualifier is FSSA and Data Source Scheme is not present, Indicator must contain one of the following codes:

FSSN

No Salvation

Receiver is not allowed to solve failure in the settlement by proposing other collateral movements.

FSSY

Salvation

Receiver is allowed to solve failure in the settlement by proposing other collateral movements.

CODES

In option F, if Qualifier is PRSS, the Data Source Scheme allocated to the triparty agent must be used. Indicator must then be one of the codes published by the agent.

CODES

If Qualifier is PRIR and Data Source Scheme is not present, Indicator must contain a numerical value in the range 0001 - 9999 where 0001 refers to the highest priority.